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# Toric varieties with huge Grothendieck group

## 1. Introduction

The question whether the natural homomorphism $`K_0(X)G_0(X)`$ between the Grothendieck groups of locally trivial sheaves and coherent sheaves on a complete simplicial toric variety $`X`$ is a rational isomorphism has attracted an attention of researchers for some time (see \[BV\]). More generally, it has been conjectured that such a map is an isomorphism after tensoring with $``$ for arbitrary quasi-projective orbifold (see, for instance, \[C, Section 7.12\]). The main result of this paper says that this is far from being the case even for *projective simplicial toric varieties* in dimensions $`3`$ and higher.

More precisely, it was shown in \[BV\] that $`K_0(X)_{}G_0(X)_{}`$ is a surjection for a simplicial toric variety $`X`$. If $`X`$ is quasiprojective then by Riemann-Roch for singular varieties \[BFM\] we have an isomorphism $`G_0(X)_{}A_{}(X)_{}`$. On the other hand the Chow groups of $`X`$ are finitely generated by \[FMSS\]. Therefore, $`G_0(X)`$ has a finite rank. Fix arbitrary field $`k`$, not necessarily algebraically closed and satisfying the conditions $`\mathrm{char}k=0`$ and $`dim_{}k=\mathrm{}`$. Theorem 5 below gives many examples of projective simplicial toric $`k`$-varieties $`X`$ such that $`\mathrm{rank}K_0(X)dim_{}k`$.

A word on notation and terminology. Throughout the paper $`k`$ is assumed to be a field of the mentioned type. An affine monoid means a finitely generated submonoid of a free abelian group. It is called positive if there are no non-trivial units, and simplicial if the cone, spanned by the monoid in the ambient Euclidean space, is simplicial (i. e. spanned by linearly independent vectors). An affine monoid $`M`$ is normal if the implication ($`c`$, $`x\mathrm{gp}(M)`$, $`cxM`$$``$ ($`xM`$) holds, $`\mathrm{gp}(M)`$ being the group of differences of $`M`$. (Here we use additive notation.) $`_+`$ refers to the additive monoid of non-negative integral numbers, $`_{}`$, $`_+`$ and $`_{}`$ are defined similarly and $`=\{1,2,\mathrm{}\}`$. A free monoid is the one isomorphic to $`_+^n`$ for some $`n`$. A cone $`C^n`$ is called unimodular if the submonoid $`C^n^n`$ is generated by a part of a basis of $`^n`$. As usual, the rank of an abelian group $`H`$ means $`dim_{}(H)`$. Finally, we put $`r=n1`$.

*Acknowledgement.* This paper was made possible by the author’s visit to Université Louis Pasteur (Strasbourg) and the many discussions with Abdallah Al Amrani there. Our initial attempt was to construct such examples among weighted projective spaces – a question which is motivated by the previous works \[Al1, Al2\] and which remains unanswered. Eventually, I have not been able to convince Abdallah Al Amrani to coauthor the present paper.

Also, I am grateful to the referee for figuring out a somewhat inaccurate use of the $`\mathrm{Witt}(k)`$-action on nil-$`K`$-theory in the first version of the paper.

## 2. Basic configuration

Assume $`M`$ is a positive normal affine monoid, $`\mathrm{rank}M=r`$. (We put $`\mathrm{rank}M=\mathrm{rank}\mathrm{gp}(M)`$.) By fixing an isomorphism in $`\mathrm{gp}(M)^r`$ we can make the identification $`M=^n`$. There is a free basis $`\{x_1,\mathrm{},x_r\}`$ of $`\mathrm{gp}(M)`$ such that $`_+M_+x_1+\mathrm{}+_+x_r`$, both cones being considered in $`^r`$. In fact, passing to the dual cone $`(_+M)^{\mathrm{op}}(^r)^{\mathrm{op}}`$ we only need the existence of a basis of the dual group $`(^r)^{\mathrm{op}}`$ inside this dual cone and this is easily seen (see, for instance, \[G3, Lemma 2.3(d)\]).

Put $`e=(1,0)M`$ and consider the sequence of submonoids $`M=M_0`$, $`M_1`$, $`M_2`$, $`\mathrm{}`$ $`^n`$ defined by $`M_i=\left(_+M\right)\left((x_1ie)+\mathrm{}+(x_rie)\right)`$, $`i_+`$.

###### Lemma 1.

(a) $`M=e+M_0=e+M_1=e+M_2=\mathrm{}`$, all being direct sums,

(b) $`_+e+M_0_+e+M_1\mathrm{}`$ and $`\overline{M}:=_{i=0}^{\mathrm{}}\left(_+e+M_i\right)=(M)\{ie\}_i`$,

(c) there are isomorphisms $`\alpha _i:M_iM_{i+1}`$, $`i_+`$, making the diagrams

$$\begin{array}{ccc}_+e+M_i& \stackrel{}{}& _+e+M_{i+1}\\ 1+\alpha _i& & 1+\alpha _{i+1}& & \\ _+e+M_{i+1}& \underset{}{}& _+e+M_{i+2}\end{array}$$

commutative.

This is easily proved. The isomorphisms $`\alpha _i`$, for instance, are the corresponding restrictions of the automorphism $`^n^n`$, $`ee`$, $`x_jx_je`$ (equivalently, $`x_jiex_j(i+1)e`$), $`j[1,r]`$.

Fix arbitrarily two affine normal submonoids $`N_+_+e+M`$ and $`N_{}_{}e+M_1`$ so that the following conditions hold: (i) $`eN_+`$, $`eN_{}`$, (ii) $`N_{}M_1=\{0\}`$, and (iii) $`e+N_+=e+N_{}=e+M`$. This is possible: fix two rational cones $`C_+_+e+_+M`$ and $`C_{}_{}e+_+M_1`$ so that $`C_+`$ is bounded by the facets of $`_+e+_+M`$, containing $`e`$, and one more hyperplane through the origin, and similarly for the cone $`C_{}`$ with respect to $`_{}e+_+M_1`$ under the following additional requirement: the facet of $`C_{}`$ that does not contain $`e`$ intersects $`_+M_1`$ only at the origin. Then $`N_+=C_+^n`$ and $`N_{}=C_{}^n`$.

A triple of the type $`=(M,N_+,N_{})`$ will be called a basic configuration.

## 3. Noncomplete case

Let $``$ be a basic configuration. By $`X()`$ we denote the scheme obtained by gluing $`\mathrm{Spec}(k[N_+])`$ and $`\mathrm{Spec}(k[N_{}])`$ along their common open subscheme $`\mathrm{Spec}(k[M])`$. This is a toric variety whose fan has two maximal $`n`$-dimensional cones – the dual cones $`(_+N_+)^{\mathrm{op}},(_+N_{})^{\mathrm{op}}(^n)^{\mathrm{op}}`$. The quasiprojecivity of $`X()`$ is discussed in Section 4 below.

###### Proposition 2.

Let $`=(M,N_+,N_{})`$ be a basic configuration in which the monoid $`M`$ is simplicial and non-free. Then $`\mathrm{rank}K_0(X())dim_{}k`$.

We will use the fact that the $`K`$-groups of \[TT\] agree with those of Quillen for quasiprojective schemes over an affine scheme.

###### Proof.

We will use multiplicative notation for the monoid operation with $`X=e`$. By \[TT, Theorem 8.1\] we have the exact sequence $`K_1(k[N_+])K_1(k[N_{}])K_1(k[M][X,X^1])K_0(X())`$ and, hence, it is enough to show that

$$\mathrm{rank}\mathrm{Coker}\left(K_1(k[N_+])K_1(k[N_{}])K_1(k[M][X,X^1])\right)dim_{}k.$$

On the other hand, $`k[M][X,X^1]=k[M_1][X,X^1]`$ by Lemma 1(a) and

$$K_1(k[M_1][X,X^1])=K_1(k[M_1])NK_1^+(k[M_1])NK_1^{}(k[M_1])K_0(k[M_1])$$

by the *Fundamental Theorem* \[Ba, Ch.7,§7\]. Here $`K_1(k[M_1])NK_1^+(k[M_1])=K_1(k[M_1][X])`$ and $`K_1(k[M_1])NK_1^{}(k[M_1])=K_1(k[M_1][X^1])`$. Because of the inclusions $`k[N_+]k[M][X]`$ and $`k[N_{}]k+X^1k[M_1][X^1]`$ the group

$$\mathrm{Coker}\left(K_1(k[N_+])K_1(k[N_{}])K_1(k[M][])\right)$$

surjects onto

$$\mathrm{Coker}\left(K_1(k[M][X])NK_1^{}(k[M_1])K_1(k[M_1][X,X^1])\right).$$

But the latter group contains $`\mathrm{Coker}\left(K_1(k[M][X])K_1(k[M_1][X])\right)`$ as a direct summand because, firstly, the homomorphism $`k[M][X]k[M_1][X,X^1]`$ factors through $`k[M_1][X]k[M_1][X,X^1]`$ and, secondly, the groups $`K_1(k[M_1][X])`$ and $`NK_1^{}(k[M_1])`$ inside $`K_1(k[M_1][X,X^1])`$ are complementary direct summand. It is therefore enough to show the inequality

$`\mathrm{rank}\mathrm{Coker}\left(K_1(k[M][X])K_1(k[M_1][X])\right)=`$
$`\mathrm{rank}\mathrm{Coker}\left(K_1(k[M][X])/k^{}K_1(k[M_1][X])/k^{}\right)dim_{}k.`$
(We view the multiplicative group $`k^{}`$ as a natural direct summand of the $`K_1`$-groups.) We can fix a grading $`k[M_1][X]=kA_1A_2\mathrm{}`$ so that all elements of $`M_1`$ as well as the variable $`X`$ are homogeneous. This grading restricts to a grading on $`k[M][X]`$.

By Weibel \[W\], generalizing the Bloch-Stienstra operations on nil-$`K`$-theory \[Bl\]\[S\] to the relative situation in arbitrary graded rings, the both groups $`K_1(k[M][X])/k^{}`$ and $`K_1(k[M_1][X])/k^{}`$ are modules over the ring of big Witt vectors $`\mathrm{Witt}(k)`$. The ghost map establishes a ring isomorphism $`\mathrm{Witt}(k)\mathrm{\Pi }_1^{\mathrm{}}k`$. Thus there is a copy of $`k`$ inside $`\mathrm{Witt}(k)`$. In particular, due to functoriality of the $`\mathrm{Witt}(k)`$-action, the homomorphism

$$K_1(k[M][X])/k^{}K_1(k[M_1][X])/k^{}$$

is a homomorphism of $`k`$-vector spaces. Thus everything boils down to non-surjectivity of this homomorphism or, equivalently, to non-surjectivity of

$$K_1(k[M][X])K_1(k[M_1][X]).$$

Assume the latter map is surjective. We have a filtered union representation $`k[\overline{M}]=_ik[M_i][X]`$, $`\overline{M}`$ as in Lemma 1(b). In particular, $`K_1(k[\overline{M}])=lim_{}\left(K_1(k[M][X])\mathrm{}K_1(k[M_i][X])\mathrm{}\right)`$. By Lemma 1(c) the mapping $`K_1(k[M_i][X])K_1(k[M_{i+1}][X])`$ for every index $`i`$ is the same, up to an isomorphic transformation, as the initial homomorphism $`K_1(k[M][X])K_1(k[M_1][X])`$. Therefore, by our surjectivity assumtion all these mappings are surjective. In particular, the limit map $`K_1(k[M][X])K_1(k[\overline{M}])`$ is also surjective. But it is injective as well because so is the composite map $`K_1(k[M][X])K_1(k[\overline{M}])K_1(k[M][X,X^1])`$. The diagram

$$\begin{array}{ccc}k[\overline{M}]& \stackrel{}{}& k[M][X,X^1]\\ & & & & \\ k[X]& \underset{}{}& k[X,X^1]\end{array}$$

is a Cartesian square by Lemma 1(b). Here the vertical maps are defined by $`m0k`$ for all non-trivial elements $`mM`$. Using the equality $`K_1(k[M][X])=K_1(k[\overline{M}])`$ the associated Milnor Mayer-Vietoris sequence reads as

$$K_1(k[M][X])K_1(k[X])K_1(k[M][X,X^1])K_1(k[X,X^1])$$

(Notice, just surjectivity of $`K_1(k[M][X])K_1(k[\overline{M}])`$ is enough for this sequence.) Therefore, the Fundamental Theorem implies $`NK_1^{}(k[M])=0`$, i. e. $`K_1(k[M])=K_1(k[M][X^1])`$. Since $`k[M]`$ is graded ring whose 0th component is $`k`$ the *Swan-Weibel homotopy trick* (see below) implies $`K_1(k)=K_1(k[M])`$, i. e. $`SK_1(k[M])=0`$ – a contradiction by \[G2\]. ∎

The mentioned homotopy trick says that for a graded ring $`\mathrm{\Lambda }=\mathrm{\Lambda }_0\mathrm{\Lambda }_1\mathrm{}`$ and a functor $`F`$ from rings to abelian groups the following implication holds $`F(\mathrm{\Lambda })=F(\mathrm{\Lambda }[Z])F(\mathrm{\Lambda }_0)=F(\mathrm{\Lambda })`$, $`Z`$ being an indeterminate (see \[An\]).

###### Corollary 3.

Let $`𝒵()`$ be a quasiprojective $`n`$-dimensional toric variety, defined by a fan $``$ in the dual space $`(^n)^{\mathrm{op}}`$, and $`=(M,N_+,N_{})`$ be a basic configuration in which the monoid $`M`$ is simplicial and nonfree. Assume the dual cones $`(_+N_+)^{\mathrm{op}},(_+N_{})^{\mathrm{op}}(^n)^{\mathrm{op}}`$ are among the maximal cones of $``$ and all other maximal cones of $``$ are unimodular. Then $`\mathrm{rank}K_0(𝒵)dim_{}k`$.

###### Proof.

We have the open cover $`𝒵=X()𝒜_1\mathrm{}𝒜_s`$, where the $`𝒜_j`$ are the *smooth* affine toric varieties (i. e. of type $`𝔸_k^a\times 𝕋_k^b`$, $`a+b=n`$) that correspond to the mentioned unimodular maximal cones. By \[TT, Theorem 8.1\] for each $`j[1,s]`$ we get the exact sequence

$$\begin{array}{c}K_0\left(X()𝒜_1\mathrm{}𝒜_j\right)K_0\left(X()𝒜_1\mathrm{}𝒜_{j1}\right)K_0(𝒜_j)K_0(U_j),\hfill \end{array}$$

where $`U_j=\left(X()𝒜_1\mathrm{}𝒜_{j1}\right)𝒜_j`$. Since the $`U_j`$ are open subschemes of $`𝒜_j`$ and $`K_0(𝒜_j)=`$ we have $`K_0(U_j)=`$, $`j[1,s]`$. Therefore, the induction from $`j=1`$ to $`j=s`$ shows that $`\mathrm{rank}K_0(𝒵)dim_{}k`$. (Here one needs $`dim_{}k=\mathrm{}`$.) ∎

## 4. Projective case

Given a basic configuration $``$ in which the monoid $`M`$ is simplicial. Then $`X()`$ can be embedded into a projective simplicial toric variety as an equivariant open subscheme. A quick way to do so is given by the following construction. Consider the intersection $`\mathrm{\Delta }()=(e+_+N_{})_+N_+`$. This is a rational $`n`$-simplex having a pair of corners, spanning respectively the cones $`_+N_+`$ and $`e+_+N_{}`$. Let $`\overline{X()}`$ be the following projective toric variety. We have the $`(n+1)`$-dimensional cone $`C(\mathrm{\Delta }())=_{x\mathrm{\Delta }()}_+(x,1)^{n+1}`$ and the associated monoid ring $`k[C(\mathrm{\Delta }())^{n+1}]`$, which carries the graded structure $`k[C(\mathrm{\Delta }())^{n+1}]=kC_1C_2\mathrm{}`$ given by the last coordinate in the exponent vectors of monomials. Then $`\overline{X()}=\mathrm{Proj}\left(k[C(\mathrm{\Delta }())^{n+1}]\right)`$. Its standard affine charts are $`\mathrm{Spec}(k[C_v^n])`$, $`v\mathrm{vert}(\mathrm{\Delta }())`$, where the $`C_v^n`$ are the corner cones spanned by $`\mathrm{\Delta }()`$ at its vertices $`v`$ and then shifted by $`v`$. The maximal cones in the fan of $`\overline{\mathrm{X}()}`$ are just the dual cones $`(v+C_v)^{\mathrm{op}}(^n)^{\mathrm{op}}`$, $`v\mathrm{vert}(\mathrm{\Delta }())`$ \[F, Section 1.5\]. This fan contains $`(_+N_+)^{\mathrm{op}}`$ and $`(_+N_{})^{\mathrm{op}}`$ as adjacent maximal cones whose common facet is exactly $`(e+_+M)^{\mathrm{op}}`$.

The difficulty in applying Corollary 3 to $`\overline{X()}`$ is that the cones $`v+C_v`$, $`v\mathrm{vert}(\mathrm{\Delta }())`$, different from $`_+N_+`$ and $`_+N_{}`$, are in general not unimodular. We overcome this difficulty by resolving the corresponding toric singularities without affecting $`\mathrm{Spec}(k[N_+])`$ and $`\mathrm{Spec}(k[N_{}])`$. As we will see, sometimes this is possible.

Call a basic configuration $`=(M,N_+,N_{})`$ admissible if $`M`$ is simplicial and all facets of $`(_+N_+)^{\mathrm{op}}`$ and $`(_+N_{})^{\mathrm{op}}`$, except maybe their common facet, are unimodular.

###### Lemma 4.

Assume $``$ is an admissible basic configuration. Then there exists an equivariant open embedding of $`X()`$ into a projective simplicial toric variety $`𝒵`$ whose affine charts that do not come from $`X()`$ are all smooth.

###### Proof.

We apply the standard equivariant resolution to $`\overline{X()}`$ \[F, Section 2.6\] except we do not touch the cones $`(_+N_+)^{\mathrm{op}},(_+N_{})^{\mathrm{op}}`$. This is possible because the admissibility condition on $``$ guarantees that the cone-subdividing elements $`z(^n)^{\mathrm{op}}`$ we produce in the resolution process do not belong to the boundary $`\left((_+N_+)^{\mathrm{op}}(_+N_{})^{\mathrm{op}}\right)`$, that is $`z(^n)^{\mathrm{op}}\left((_+N_+)^{\mathrm{op}}(_+N_{})^{\mathrm{op}}\right)`$. The projectivity condition is not lost in this process because we essentially have barycentric (rather, *stellar*) subdivisions – they are projective – and a composition of projective subdivisions is again projective \[KKMS, Ch.3, §1\]. ∎

Now we are ready to prove

###### Theorem 5.

For each $`n3`$ there are projective simplicial toric varieties $`𝒵`$ for which $`\mathrm{rank}K_0(𝒵)dim_{}k`$.

###### Proof.

In view of Corollary 3 and Lemma 4 we only need to show the existence of admissible configurations $`=(M,N_+,N_{})`$ in which $`M`$ is not free.

First we observe that there are simplicial rational $`n`$-cones whose all facets except one are unimodular and the distinguished facet is not unimodular (see Example 6 below). Fix such a cone $`C`$ in the dual space $`(^n)^{\mathrm{op}}`$ (with respect to the dual lattice $`(^n)^{\mathrm{op}}`$). Let $`FC`$ be the nonunimodular facet. The dual cone $`C^{\mathrm{op}}`$ is a rational simplicial cone whose one edge, say $`l`$, corresponds to $`F`$ (under the duality). Put $`N_+=C^{\mathrm{op}}^n`$ and denote by $`e`$ the generator of $`^nl_+`$. By \[G1, Theorem 1.8\] $`_{}e+N_+=e+M^{}`$ for some rank $`r`$ simplicial normal monoid $`M^{}`$. We have $`(e+_+M^{})^{\mathrm{op}}=F`$. As in Lemma 1 we can find a free basis $`\{x_1,\mathrm{},x_r\}`$ of $`\mathrm{gp}(M^{})`$ such that $`_+M^{}_+x_1+\mathrm{}+_+x_r`$. If a natural number $`c`$ is big enough then the monoid $`M=^n\left(_+(x_1ce)+\mathrm{}+_+(x_rce)\right)`$ satisfies the conditions $`_+N_+_+e+_+M`$ (equivalently, $`N_+_+e+M`$) and $`_+N_+_+M=0`$. We fix such $`c`$ and define the monoid $`M_1`$ to be $`^n\left(_+(x_1(c+1)e)+\mathrm{}+_+(x_r(c+1)e)\right)`$. To construct $`N_{}`$ we make the identification of the monoids $`_+e+M`$ and $`_{}e+M_1`$ along the isomorphism induced by $`ee`$, $`x_jcex_j(c+1)e`$ ($`j[1,r]`$). Then $`N_{}`$ is by definition the corresponding copy of $`N_+`$. It follows from the construction that $`(M,N_+,N_{})`$ is an admissible basic configuration. (Say, the non-freeness of $`M`$ follows from the non-unimodularity of $`F`$, i. e. non-smoothness of $`\mathrm{Spec}(k[e+M])`$.) ∎

###### Example 6.

For each natural number $`r2`$ consider the simplicial normal nonfree monoid $`M_r=_+(1,\mathrm{},1)+_{j=1}^r_+(re_j)_+^r`$, where $`e_j`$ is the $`j`$th standard basic vector in $`^r`$ ($`j[1,r]`$). The facets of $`_+^r=_+M_r`$ are unimodular with respect to the sublattice $`\mathrm{gp}(M_r)^r`$. Therefore, all facets of the cone $`_+(_+M_r)=_+^n`$, except exactly one, are unimodular with respect to the lattice $`\mathrm{gp}(_+M_r)=\mathrm{gp}(M_r)^n`$.


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# Synchronization and Coarsening (without SOC) in a Forest-Fire Model

## I Introduction

Forest-fire models gh ; bak90 ; Henley ; dro92  are simple archetypical examples of driven dissipative systems that exhibit intriguingly rich spatio-temporal structures dro92 ; all93 ; gra93 ; cla97 ; hon97 ; new02 . These models provide a simple paradigm for cooperative time-dependent phenomena, such as epidemics, oscillatory chemical reactions, electrical neuron activity, cardiac dynamics, and turbulence joh ; excite ; mer ; bak90 ; bak01 . As the name indicates, the forest-fire model ostensibly describes the time evolution of burning trees in a forest. In typical models of this genre, trees are located at regular lattice sites and each can exist in one of three states: burnt, alive, or burning. The dynamics involves the following elements: (i) A burnt tree turns into a living tree at some specified rate; (ii) a living tree can be ignited, either by a lightning strike or by fire spreading from a neighboring burning tree; (iii) after a specified time interval a burning tree is consumed and the fire at this location is extinguished.

Depending on which of these processes are operative, as well as their relative rates, different dynamical behaviors can arise, ranging from self-organized critical behavior with fires of all sizes occurring bak90 ; Henley ; dro92 , to spiral fire-front wave propagation bak90 ; GK91 . While forest fire models have been extensively investigated, there is still uncertainty about their long-time properties even after extensive numerical simulations in many realizations of the model new02 .

This work is focused on a specific version of the forest-fire model which exhibits coarsening bray  rather than self-organized criticality or complex fire front propagation. Because of this phenomenological simplicity, we can apply the rate equations in a natural way to determine the evolution of the system. The model itself was first introduced by Drossel dro96 . Its crucial feature is that tree growth is deterministic; a tree that has just burned remains dead for exactly one time unit and then a new tree reappears. This particular regrowth rule is the mechanism that gives rise to a coarsening mosaic of growing synchronized forests. This is a generic feature and does not require the tuning of model parameters to critical values.

Let us define a “patch” as a coherent region of the system that is either occupied by live trees or by burnt trees. This patch evolves by tree regrowth and by the burning of trees due to lightning strikes. The mechanism for coarsening is that adjacent patches must eventually synchronize, after which they evolve in phase dro96 . While neighboring patches begin their existence as distinct, eventually the burnt trees in one patch will regenerate while the adjacent patch is still forested. When this occurs, all the trees in these two patches become incorporated into an augmented patch which then evolves as a single unit. (Fig. 1).

In Ref. dro96 , the process was investigated numerically and the total number of patches $`N(t)`$ was found to decay with time. However, more quantitative observations were not reported. We will show that $`N(t)t^1`$ and we will investigate the patch length distribution, both analytically and numerically. For our analytic study, we will employ the classical rate equation of aggregation kinetics ernst . This approach is ideally suited to treat the coarsening behavior of the system under investigation.

Another important feature of our approach is that we treat the dynamics at a mesoscopic level in which the basic units are synchronized patches rather than individual trees. In the long-time limit, we will argue that the lifetime of such patches can be viewed as deterministic. By tracking only the merging events of adjacent patches we are able to investigate systems of effectively much larger size and to much longer times than that accessible by tree-based simulations. In addition to obtaining a power-law growth of the average patch length, our method yields clean results for the probability distribution of patch lengths. This distribution is found to obey scaling, with no memory of the initial state retained and with the asymptotes of the distribution in good agreement with rate equation predictions. While we focus on the particular case of one dimension, our approach should also apply in higher dimensions.

In the next section, we define the model and outline the effective mesoscopic picture for the evolution of patches. In Sec. III, a rate equation description for this evolution is presented and basic results about the patch length distribution are obtained. We explain our simulational approach and describe the results that follow in Sec. IV. Our basic conclusions are given in the last section.

## II Forest Evolution in One Dimension

The evolution of the system is governed by the competition between two fundamental time scales. Suppose that each tree in the system may be struck by lightning at a rate $`\mathrm{\Lambda }`$. Then a forest of length $`L`$ has a characteristic lifetime $`t_{\mathrm{occ}}(\mathrm{\Lambda }L)^1`$ before one of its trees is struck by lightning. We assume that the time to burn the forest completely is much less than any other time scale in the problem, so that we view the burning of a forest as instantaneous. There is also the deterministic time interval $`t_{\mathrm{emp}}`$ between the instant that a forest burns down and the reappearance of trees in this burnt patch. We assume that this refractory time is the same for all trees, so that regrowth of trees in a single burnt patch occurs simultaneously. Without loss of generality, we take this refractory time to be $`t_{\mathrm{emp}}=1`$.

At early times, where $`t_{\mathrm{emp}}t_{\mathrm{occ}}`$, the stochastic nature of lightning events is important. However, as we shall soon show, patches naturally grow with time. Thus $`t_{\mathrm{emp}}`$ eventually becomes much larger than $`t_{\mathrm{occ}}`$ and the fire dynamics becomes nearly deterministic in the long-time limit. To describe this late-stage dynamics, we ignore individual trees and treat the system mesoscopically as a contiguous array of patches, each with length $`L_j`$. Each patch can either be forested or burnt. If two distinct but adjoining forested patches arise by the regrowth of one patch next to a forested patch, they immediately join to form a larger patch (Fig. 1).

At long times, patches have a small lifetime and they are almost always in the burnt state. Without loss of generality we initialize the system so that it is effectively in this long-time state. That is, at $`t=0`$, we consider all patches to be burnt, and we define $`\tau _j`$ (with $`0<\tau _j<1`$) to be the time at which the $`j^{\mathrm{th}}`$ burnt patch first becomes a forest. Consider now two adjacent patches, and let $`\varphi _j=\tau _{j+1}\tau _j`$ be the time difference between the appearance of forest $`j`$ and forest $`j+1`$. After these two forests undergo one cycle of regrowth and subsequent burning, $`\varphi _j`$ changes by $`\mathrm{\Delta }t_{j+1}\mathrm{\Delta }t_j`$, where $`\mathrm{\Delta }t_j=(\mathrm{\Lambda }L_j)^1`$ is the lifetime of the $`j^{\mathrm{th}}`$ forest. This shift in the difference of burning times continues until $`\varphi _j`$ reaches either $`\varphi _j=0`$ or $`\varphi _j=1`$. When this occurs, the forests necessarily join and are subsequently synchronized (Fig. 1).

Since lightning strikes a forest of length $`L_j`$ at rate $`\mathrm{\Lambda }L_j`$, the lifetime $`\mathrm{\Delta }t_j`$ of each forest is a stochastic variable whose average value is $`\mathrm{\Delta }t_j=(\mathrm{\Lambda }L_j)^1`$. In the long time limit, these lifetimes become very small. Therefore we may replace the sum of a large number of these lifetimes by the average lifetime times the number of cycles. Thus for two adjacent patches $`j`$ and $`j+1`$ that satisfy $`L_j<L_{j+1}`$ and $`\tau _j<\tau _{j+1}`$, the joining time $`T_{j,j+1}`$ is

$`T_{j,j+1}=\{\begin{array}{cc}{\displaystyle \frac{\tau _{j+1}\tau _j}{\mathrm{\Delta }t_{j+1}\mathrm{\Delta }t_j}},\hfill & \tau _j<\tau _{j+1},\hfill \\ {\displaystyle \frac{1\tau _j+\tau _{j+1}}{\mathrm{\Delta }t_j\mathrm{\Delta }t_{j+1}}},\hfill & \tau _j>\tau _{j+1}.\hfill \end{array}`$ (3)
An analogous result holds when $`L_j>L_{j+1}`$. From these joining times between adjacent patches, we conclude that the typical joining time scales with the average patch length as $`T\mathrm{\Delta }t^1\mathrm{\Lambda }L`$. Thus in a time interval $`dtT`$, a typical patch grows by an amount $`dlL`$. Consequently $`\frac{d}{dt}LT^1L`$, and we obtain

$$L\mathrm{\Lambda }^1t.$$
(4)
In previous forest-fire models that are driven by stochastic tree growth and by stochastic lightning strikes Henley ; dro92 , the latter rate needs to be very small to ensure non-trivial dynamics. There is no need for such parameter tuning in the present model, as the magnitude of $`\mathrm{\Lambda }`$ determines only the overall scaling of the typical forest length. Therefore, we set $`\mathrm{\Lambda }=1`$ henceforth.

## III Rate Equation Description

A natural approach to determine the evolution of the patch length distribution is the rate equations. Let $`N(L,t)`$ be the number density of patches of length $`L`$ at time $`t`$, and let $`N(t)=_0^{\mathrm{}}N(L,t)𝑑L`$ be the total number of patches of any length. In the rate equation description of these quantities, we make the mean-field assumption that there are no correlations between adjacent patches. In a similar spirit, we also ignore the initial phase difference between two patches in Eqs. (3), so that the joining rate of two patches is simply proportional to $`\mathrm{\Delta }t_j\mathrm{\Delta }t_{j+1}|L_j^1L_{j+1}^1|`$. With these approximations, the patch length distribution evolves according to the rate equation

$`{\displaystyle \frac{N(L,t)}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{2N(t)}}{\displaystyle _0^L}𝑑lK(l,Ll)N(l,t)N(Ll,t)`$ (5)
$``$ $`{\displaystyle \frac{N(L,t)}{N(t)}}{\displaystyle _0^{\mathrm{}}}𝑑lK(L,l)N(l,t).`$
Here $`K(x,y)=|x^1y^1|`$ is the rate at which a patch of length $`x`$ joins with a patch of length $`y`$.

This rate equation is nearly identical in form to the corresponding equation for the kinetics of aggregation ernst , except for the overall factor of $`1/N(t)`$. This difference arises because we consider a finite system and we track the number of forests of a given length rather than the corresponding probability. However, this factor can be absorbed into a rescaled time variable defined by

$$𝒯=_0^t\frac{dt^{}}{N(t^{})},$$
(6)
to reduce Eq. (5) to the standard form of the rate equation for aggregation. This can then be analyzed by well-established methods ernst .

While the rate equation with reaction rate $`K(x,y)=|x^1y^1|`$ has not been solved, basic features about the long-time solution can be inferred from a scaling approach. In general, the long-time behavior of the rate equations with homogeneous reaction rates that satisfy: (i) $`K(ax,ay)=a^\lambda K(x,y)`$, and (ii) $`K(x,y)x^\mu y^\nu `$ for $`xy`$ ($`\lambda =\mu +\nu `$), have been generically classified according to whether $`\mu >0`$, $`\mu <0`$, or $`\mu =0`$ ernst ; van . In all cases, the asymptotic length distribution approaches a scaling form

$$N(L,t)L(t)^2𝒩(L/L(t)),$$
(7)
in which the average patch length grows algebraically with time, $`L𝒯^{1/(1\lambda )}`$, when $`\lambda <1`$. However, the scaling function $`𝒩`$ exhibits different behaviors in the three cases.

The reaction rate for our forest-fire model, $`K(x,y)=|x^1y^1|`$, is homogeneous with homogeneity exponent $`\lambda =1`$, while $`\mu =1`$ and thus $`\nu =0`$. Therefore, the scaling theory prediction for the average patch length becomes $`L𝒯^{1/2}`$. Consequently, $`N(𝒯)L^1𝒯^{1/2}`$, and from Eq. (6), we recover $`Lt`$, in agreement with the qualitative argument preceding Eq. (4). According to the general classification scheme of van Dongen and Ernst ernst ; van , since $`\mu =1`$, the scaling function $`𝒩(x)`$ should vanish exponentially in the limits of small and large $`x`$:

$`𝒩(x)\{\begin{array}{cc}e^{1/x},\hfill & x0,\hfill \\ e^x,\hfill & x\mathrm{}.\hfill \end{array}`$ (10)
For short patches, this result therefore predicts $`N(L,t)e^{t/L}`$. This behavior can also be established directly from Eq. (5). When $`Lt`$, the gain term in the rate equation can generally be ignored. Additionally, in this limit the reaction rate $`K(L,l)`$ simplifies to $`L^1`$. Hence the density of short patches satisfies $`\frac{N}{t}=L^1N`$, which indeed implies the above exponential decay.

## IV Simulation Results

In our simulations, we start the system with a random array of patches of lengths $`\{L_j(t=0)\}`$. As discussed in Sec. II, it is asymptotically exact to replace the stochastic forest lifetime $`\mathrm{\Delta }t_j`$ by its average value $`\mathrm{\Delta }t_j=(L_j)^1`$. The time for regrowth of a tree is always equal to one. Thus the dynamical steps become deterministic and randomness enters only through the initial conditions.

For convenience, we assume that each patch is initially in the burned state. From these regrowth and burning processes, a simulation of forest fires should be based on the following steps:

1. Initialize the line with patches of random lengths $`L_j`$ and with random times $`\tau _j`$, for $`j=1,2,\mathrm{},N`$ at which the $`j^{\mathrm{th}}`$ patch first turns into a forest. Assign a lifetime $`(L_j)^1`$ to a forest of length $`L_j`$.
2. Use Eq. (3), compute the joining times $`T_{j,j+1}`$ for all neighboring pairs of patches.
3. Sort the list of joining times $`\{T_{j,j+1}\}`$ in ascending order. A standard sort algorithm recipes  requires a time of the order of $`N\mathrm{ln}N`$ for a set of $`N`$ elements.
4. Join the pair of patches $`(j,j+1)`$ with the minimal joining time and increment the time accordingly. Recompute the joining times $`T_{j1,j}`$ and $`T_{j,j+2}`$ of the patches adjacent to the newly-joined forest.
5. Decrement the total number of patches by 1 and return to step 3.

Such an algorithm is perforce inefficient because of the re-sorting of joining times after each event. However, this step is typically unnecessary for two reasons. First we “cache” only a small subset of the joining times with $`T_{j,j+1}`$ less than a judiciously-chosen cutoff time $`T_c`$ and sort only this subset in step 3. We need not consider joining times $`T_{j,j+1}>T_c`$ because these events in the far future will never be considered before the current list of joining times needs to be re-sorted. This restriction significantly reduces the time needed to sort the joining time list for large $`N`$.

Second, it is unnecessary to re-sort this reduced joining time list after each joining event because only the two joining times $`T_{j1,j}`$ and $`T_{j,j+2}`$ are modified. If these updated joining times are greater than the elements in the already-sorted list, there is no need for re-sorting. One can simply continue to use the joining times from the pre-sorted list to define joining events until one of the newly-created joining times becomes less than the next joining time in the pre-sorted list. Only when such a mis-ordering occurs is it necessary to return to step 3 and re-sort the joining time list. These steps are completely analogous to those employed in Ref. KRL95  to simulate the kinetics of one-dimensional ballistic annihilation reactions efficiently.

We initialize the system with $`N=5\times 10^6`$ patches whose lengths are randomly drawn from the distribution $`N(L,t=0)=L_0^1\mathrm{exp}(L/L_0)`$, with $`L_0=0.1`$. This initial length should be viewed as much larger than the lattice spacing between individual trees. We are interested in the intermediate asymptotic regime, where the average patch length is growing systematically with time and before finite-size effects begin to play a role. Fig. 2 indicates that this intermediate asymptotic regime begins when $`t>t^{}10`$. An important feature of the system at long times is that there is only a very short-range spatial correlation in the lengths of neighboring patches (Fig. 3). In particular, the normalized correlation function $`(L_iL_{i+k}L^2)/\sigma ^2`$, with $`\sigma ^2=L^2L^2`$, quickly approaches zero for $`k2`$. This provides empirical justification for the validity of the mean-field approximation of the rate equations. It is worth remarking that such lack of spatial correlations appear ubiquitously in many one-dimensional coarsening processes bray ; CB .

We now examine the behavior of $`N(L,t)`$ for representative values of $`t>t^{}`$ (Fig. 4). The different sets exhibit data collapse according to the scaling ansatz of Eq. (7). The large-length tail of this distribution appears to be consistent with a simple exponential decay. However, there is a very small but apparently systematic downward curvature to the data for which we do not have an explanation. The small-length tail decays extremely rapidly near the origin and there are essentially no patches with scaled length less than 0.2. This is consistent with the essential singularity predicted by Eq. (10). Again, it is worth remarking that in almost all coarsening processes that are controlled by an underlying diffusion process, the small-length tail of the patch-length distribution is a linear function. The one well-known example of an essential singularity in the small-size tail of a cluster distribution is the aggregation of Brownian particles ernst .

## V Conclusions

We have developed a mesoscopic description for a forest-fire model with stochastic lightning strikes and deterministic tree growth. Instead of treating the system at the level of single trees, the basic element in our description are patches of synchronized trees. Each patch undergoes periodic cycles of burning and regrowth, and in the long-time limit, the lifetime of patches can be viewed as deterministic. Whenever two adjoining patches are simultaneously in the forested state, the patches join and remain synchronized forever. The number of distinct patches decreases while their typical length grows continuously with time as in classical coarsening processes bray .

This mesoscopic description is well-suited to a rate equation approach for the evolution of the patch-length distribution, as well as efficient simulations. Numerically, we find that the average patch length grows linearly with time, while the number of patches correspondingly decreases as $`1/t`$. The patch length distribution is sharply peaked, with an exponential large-length tail and an essential singularity in the small-length tail. These features are consistent with the rate equation predictions. Even though the system has nearest-neighbor interactions only, there are essentially no spatial correlations in the lengths of neighboring patches. Because of this lack of spatial correlation, we can anticipate that the rate equation predictions, which are based on no correlations between patch lengths, should provide an accurate account of the one-dimensional simulations.

Most aspects of our approach can be extended to higher spatial dimensions $`d`$. A complicating factor in developing numerical simulations is that the number of neighbors for a given patch is variable. Nevertheless, the same updating rule given by Eqs. (3) will still apply, with patch length being replaced by patch volume. As a result, we expect that the average patch volume should grow linearly with time. Under the assumption that patches remain compact, this would imply that the typical length scale of a growing patch would grow in time as $`Lt^{1/d}`$. It is of course far from obvious that patches remain compact. Understanding of the forest-fire model in higher dimensions appears to be an interesting challenge.

Finally, we want to stress that the seemingly innocent change of the tree growth rule from stochastic to deterministic drastically affects the dynamics. Almost all earlier work focused on stochastic tree growth. According to the literature on such model, self-organized critical behavior should occur in the limit of infinitesimal rate of lightning. However, after considerable effort, the understanding of the scaling laws is still incomplete, and even their very existence has recently been questioned new02 . In contrast, when the tree growth is deterministic, there is no need to tune the rate of lightning strikes to zero, and the model exhibits simple coarsening rather than complex time-dependent phenomena. It is of course possible that the higher-dimensional version of the model will offer some surprises.

We are grateful to NSF grant DMR9978902 for partial support of this work.


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# Isotropic photonic band gap and anisotropic structures in transmission spectra of two-dimensional 5-fold and 8-fold symmetric quasiperiodic photonic crystals

## I INTRODUCTION

Photonic crystals (PCs) have attracted much attention because they are interesting objects of study in physics and because of their potential applications to various optical devices such as micro optical circuits and single-mode light-emitting diodes.Review1  In a PC, a dielectric constant is modulated periodically, and band structures of light are therefore formed. This results in the appearance of energy ranges called photonic band gaps (PBGs) in which propagation of the light is forbidden. A PBG common to all incident angles of light is called a complete PBG.

It is also interesting to study optical properties of quasiperiodic photonic crystals based on quasiperiodic lattices. One-dimensional quasiperiodic PCs have already been investigated theoretically and experimentally. PBGs have been observed in optical multilayers stacked according to a Fibonacci sequence when an incident light was normal to the layers.Kohmoto87 ; Gellermann94 ; Chow93 ; Hattori94  It has also been found that the transmission coefficient $`T`$ is multifractal and that there is a scaling of the transmission coefficient with increase in Fibonacci sequences at a quarter-wavelength optical thickness when the resonance condition is satisfied. Optical reflectivity spectra have been calculated in quasiperiodic multilayers ordered according to the Fibonacci or generalized Fibonacci sequence when the thickness of each layer was much smaller than the wavelength.Miyazaki89  Frequencies at which spiky singularities appear in the spectrum exhibit a self-similar and nested structure.

Recently, two-dimensional quasiperiodic PCs have also been investigated. The quasiperiodic PC consists of rods placed perpendicular to the basal plane on vertices of tiles composing a quasiperiodic pattern. Complete PBGs have been observed in 5-fold (Penrose pattern),Bayindir01  8-fold (octagonal pattern),Chan98 ; Cheng99 ; Jin99  10-fold,Jin00  and 12-foldJin00 ; Zoorob00 ; Zhang01  symmetric quasiperiodic PCs. An important feature is that the position and width of the PBG are almost independent of the incident angle of the light. This is in contrast to the fact that PBGs are usually anisotropic in periodic PCs. Complete PBGs have also been seen in density of states (DOS) of photons even in a small octagonal PC with only 33 rods.Chan98  Thus, it is thought that the existence of complete PBGs depends on the short-range arrangement of rods.

At present, the following unsolved problems remain. The minimum size of a small quasiperiodic PC with a PBG or related structure (a PBG-like dip, as will be shown later) and the degree of anisotropy in the PBG or related structure in a small PC have not been determined in previous studies. Since the PBGs in the octagonal PC with 33 rods were confirmed by DOS, the degree of anisotropy in the PBGs was not investigated. Influence of long-range arrangement of rods on transmission spectra has also not been studied. In periodic PCs, it is thought that PBGs are established by long-range lattice periodicity. On the other hand, the existence of a PBG formed by long-range arrangement of rods has not been found in a quasiperiodic PC. We therefore studied transmission spectra at various incident angles in 5-fold and 8-fold symmetric quasiperiodic PCs with various numbers of rods.

## II Methods of experiments and calculation

The two-dimensional quasiperiodic PC used in our study consisted of dielectric cylindrical rods in air standing normal to the basal plane on vertices of tiles (rhombi or squares) in a 5-fold (Penrose) or 8-fold (octagonal) symmetric quasiperiodic pattern. Figure 1 schematically shows rod arrangements of quasiperiodic PCs used in the calculation. The circles represent the rods. Rods whose $`y`$ coordinates are the same are defined as belonging to the same layer. The numbers of layers and rods in each PC are stated in the legend of Fig. 1. The incident direction of the light is parallel to the basal plane. An incident angle $`\theta `$ is defined in Fig. 1. In the octagonal PC, besides the 8-fold symmetry, the distribution of rods has mirror symmetry with respect to a line of 22.5 degrees in each 45-degree sector. Therefore, the transmission coefficient $`T(\theta )`$ satisfies the relation $`T(\theta )=T(45\theta )`$. In the Penrose PC, besides the 5-fold symmetry, the distribution of rods has mirror symmetry with respect to a line of 36 degrees in each 72-degree sector. In addition, any PC with many rods satisfies the relation $`T(\theta )=T(180+\theta )`$. Thus, the relation $`T(\theta )=T(36\theta )`$ exists. It is therefore sufficient to investigate $`T(\theta )`$ in the range of $`0\theta 22.5`$ and $`0\theta 18`$ degrees for octagonal and Penrose PCs, respectively. Two polarization conditions were used in this study: electric fields being parallel to the rods (TM mode) and electric fields being perpendicular to the rods (TE mode).

The method used for the experiments was as follows.Hase00  To fabricate the PC, a Cu mold was first made by the following procedure. Focused laser light was irradiated on the surface of a 1-mm-thick Cu sheet, and holes were drilled at room temperature in air. We utilized the 2nd harmonics of Nd: YAG laser light (wavelength, 532 nm). Energy per pulse, pulsewidth, and repetition rate were 0.7 mJ, 12 to 14 ns, and 300 Hz, respectively. Each hole was drilled by 999 pulses of the laser light. The holes were arranged on the vertices of tiles in a quasiperiodic pattern. After the Cu mold had been placed in a small vessel, uncured polymer (epoxy resin) was poured into the vessel and the holes were filled with the epoxy resin. The epoxy resin was then cured thermally in air. Subsequently, the cured epoxy resin together with the Cu mold was detached from the vessel, and only the Cu mold was dissolved in nitric acid, resulting in the formation of an array of epoxy-resin rods, i.e., a PC. Each rod of the PC had a radius $`r`$ of 22 $`\mu `$m and a length of 500 $`\mu `$m. The real part of the dielectric constant of the epoxy resin $`Re(ϵ)`$ was 2.4 at 40 to 200 cm-1.

Far-infrared transmission spectra were obtained at room temperature using a Fourier transform spectrometer (Bruker IFS 113v). A mercury lamp and a 6- or 23-$`\mu `$m-thick Mylar film were utilized as a light source and a beamsplitter, respectively. A polarizer made of polyethylene with fine grids was placed in front of the PC in sequence from the light source to a detector. A slit was placed just before the PC so that the light would irradiate only on the PC. Two types of bolometers, both of which were operated at 1.7 K, were used as detectors: one was a Si-composite bolometer covering a spectral region between 20 and 60 cm-1, and the other was a Si bolometer covering a spectral region between 40 and 700 cm-1. The resolution of the measurement was 2 cm-1. An optical path was evacuated to avoid absorption due to water vapor.

In the numerical calculation, it was assumed that a plane electromagnetic wave was incident upon the system. The Maxwell equation was solved by expanding the electromagnetic field in terms of vector cylindrical harmonics.Stratton41 ; Yousif88  Expansion coefficients were determined from the boundary condition at the surface of each rod by applying the vector addition theorem to the scattered fields from other rods. They were used to calculate the distribution of the electromagnetic field and Poynting vector. Then the average of the absolute value of the Poynting vector was calculated on the sampling lines shown in Fig. 1. The value obtained was normalized by that of the incident plane wave so that it could be regarded as a transmission coefficient. Due to the finite sample size, there was additional diffraction of light, which would give the calculated transmission coefficient more than unity in some cases. Details of the calculation method will be described in the subsequent paper.

## III Isotropic photonic band gap

An isotropic PBG will be described in this section. Figure 2 shows experimental and calculated transmission spectra in the TM mode of the Penrose PCs with $`Re(ϵ)=2.4`$. The radius of the rod is $`r=22`$ $`\mu `$m, and a tile side length is $`a=85`$ $`\mu `$m. The PC used in the experiment had 31 layers and 724 rods, while that used in the calculation had 33 layers and 186 rods as shown schematically in Fig. 1(a). To obtain sufficient intensity of transmitted light, the PC used in the experiment was longer in the $`x`$ direction than that used in the calculation. The experimental and calculated spectra in the figures have been shifted vertically at intervals of about 0.1 and 1, respectively, so they can be clearly seen. Similar vertical shifts were performed for other spectra presented in this paper. Each experimental spectrum in Fig. 2(a) exhibits a dip around $`ka/2\pi 0.54`$, where $`k`$ is a wave number of light in vacuum. This is in agreement with the calculated spectra in Fig. 2(b), where $`T`$ is nearly 0 around $`ka/2\pi 0.54`$ as indicated by the arrow. The spatial distribution of energy densities of electromagnetic fields was also calculated. The energy density inside the PC around $`ka/2\pi 0.54`$ is very small, indicating the existence of a PBG. The position and width of the PBG are almost independent of the incident angle, as has been reported for isotropic PBGs in other quasiperiodic PCs.Bayindir01 ; Chan98 ; Cheng99 ; Jin99 ; Jin00 ; Zoorob00 ; Zhang01  Fine structures are observed in the calculated spectra, while they are smeared out in the experimental spectra. The absence of fine structures in the experimental spectra is thought to be due to absorption of light inside the rods.

An isotropic and therefore complete PBG also exists in the octagonal PC. Figure 3 shows experimental and calculated transmission spectra in the TM mode of the octagonal PCs with $`Re(ϵ)=2.4`$, $`r=22`$ $`\mu `$m, and $`a=69`$ $`\mu `$m. The PC used in the experiment had 17 layers and 873 rods, while that used in the calculation had 19 layers and 173 rods as shown schematically in Fig. 1(b). A dip is seen in the experimental spectra at $`ka/2\pi 0.50`$ and is in agreement with the calculated spectra, where $`T`$ is almost 0 in the same $`ka/2\pi `$ as indicated by the arrow. As will be shown later, no PBG was observed in the TE mode of the abovementioned Penrose and octagonal PCs.

In quasiperiodic PCs as well as periodic PCs, a large ratio of dielectric constants between rods and a surrounding medium is advantageous for PBG formation. In most studies on quasiperiodic PCs, the ratio was larger than 8.9.Bayindir01 ; Chan98 ; Cheng99 ; Jin99 ; Jin00 ; Zhang01  Exceptions are the results of 12-fold symmetric quasiperiodic PCs, which have complete PBGs even when the ratio is 2.1.Zoorob00 ; Zhang01  Our study has shown that complete PBGs exist in Penrose and octagonal PCs with a small ratio of dielectric constants (2.4), suggesting that any quasiperiodic PC can have a PBG in optimum choice of r/a even when the ratio is as small as 2.4.

In order to determine the origin of an isotropic PBG, we calculated transmission spectra of tiny PCs with small numbers of rods. Figure 4 shows transmission spectra calculated in the TM mode of Penrose PCs with $`Re(ϵ)=3.7`$, $`r=22`$ $`\mu `$m, and $`a=85`$ $`\mu `$m. The PC shown in Fig. 4(a) has 33 layers and 186 rods, while that in Fig. 4(b) has only 6 rods as shown in Fig. 1(c). In this investigation, we chose $`Re(ϵ)=3.7`$, because the PBG can be seen more clearly at 3.7 than at 2.4. In the calculation of transmission spectra at various incident angles, we usually fixed the sampling line. In the case of a 6-rod Penrose PC, on the other hand, the sampling line was rotated around the origin in order for the incident light to be normal to the sampling line. This is because a transmission spectrum is strongly affected by the angle between the sampling line and the light direction in such a tiny PC. In the 186-rod Penrose PC, a complete isotropic PBG exists at $`ka/2\pi =0.450.50`$. In the 6-rod Penrose PC, there is a deep PBG-like dip almost in the same energy range as that of the PBG. In addition, the position and width of the PBG-like dip are almost independent of the incident angle. Similarly, a tiny octagonal PC with only 9 rods (a central rod and 8 nearest-neighbor rods) exhibits an isotropic PBG-like dip (not shown here). According to Conway’s theorem, any local pattern of diameter $`D`$, e.g., a 6-rod Penrose PC, repeats within a distance less than a few $`D`$’s from the original pattern.Gardner77  As a result, large Penrose and octagonal PCs contain many 6-rod and 9-rod PCs, respectively. It is therefore thought that local multiple light scattering within a tiny PC, which causes a PBG-like dip, plays an important role in the PBG formation and that the isotropy of the PBG stems from the isotropy of the PBG-like dip. Of course, global multiple light scattering covering a larger region than that of a tiny PC affects PBG formation to some extent, because the PBG-like dip in the tiny PC has finite $`T`$ and a larger width than that of the PBG, indicating that only the local light scattering within the tiny PC is not sufficient for complete development of a PBG.

In periodic PCs, it is thought that PBGs are established by long-range lattice periodicity. Accordingly, the origin of an isotropic PBG in a quasiperiodic PC is different from the origin of a PBG in a periodic PC. However, Jin et al. have recently shown the existence of PBGs in two-dimensional amorphous photonic materials which do not possess any long-range order but have short-range order.Jin01  A PBG in an amorphous photonic material overlaps the first PBG of a corresponding square-lattice PC. Thus, Jin et al. suggested that only short-range order of the square-lattice PC is necessary for formation of the first PBG. This is similar to the mechanism of PBG formation in quasiperiodic PCs. Further detailed investigation of the relationship between corresponding dips in a local structure and PBGs in a whole system for periodic PCs as well as quasiperiodic PCs is needed.

Very recently, Miyazaki and Segawa have studied the scattering of plane-wave electromagnetic fields in arrays consisting of dielectric cylindrical rods with various rotational symmetries.Miyazaki01  A PBG was observed in the TM mode and was almost independent of the incident direction of the light. This PBG is probably related to the isotropic PBG in a two-dimensional quasiperiodic PC.

## IV Anisotropic structures in transmission spectra

Any anisotropic structures in transmission spectra of quasiperiodic PCs have not been reported in previous studies. Since anisotropic structures in transmission spectra have been found in our study, they will be described in this section. Figure 5 shows experimental and calculated transmission spectra in the TE mode of the same Penrose PCs as those, for which spectra are shown in Fig. 2. In contrast to the TM mode, no PBG is observed up to $`ka/2\pi =1.7`$. Instead, one or two dips at $`ka/2\pi =0.500.60`$ and one dip at $`ka/2\pi 0.95`$ can be seen in each experimental spectrum. The positions of these dips depend weakly but clearly on the incident angle. We call these dips weakly anisotropic dips. In each calculated spectrum, the dips at $`ka/2\pi =0.500.60`$ are reproduced, and there are dips at $`ka/2\pi 1.0`$, which probably correspond to the experimental dip at $`ka/2\pi 0.95`$.

Similar results were obtained for the octagonal PCs. Figure 6 shows experimental and calculated transmission spectra in the TE mode of the same octagonal PCs as those for which spectra are shown in Fig. 3. No PBG is seen up to $`ka/2\pi =1.4`$. There is a dip at $`ka/2\pi 0.50`$ both in the experimental and calculated spectra, and its position shifts to higher energy with increase in angle.

Figure 7 shows experimental transmission spectra in the TM mode of Penrose and octagonal PCs with $`Re(ϵ)=2.4`$ and $`r=22`$ $`\mu `$m. The Penrose and octagonal PCs had $`a=110`$ and 100 $`\mu `$m, 31 and 17 layers, and 562 and 607 rods, respectively. There is a dip around $`ka/2\pi 0.60`$ in each spectrum of the Penrose and octagonal PCs. From calculated spectra (not shown), it is understood that this dip corresponds to an isotropic PBG. In addition to the PBG, there are dips seen only at specific angles, i.e., strongly anisotropic dips. For example, in the Penrose PC, a dip around $`ka/2\pi 0.90`$ at 0 degrees and dips around $`ka/2\pi 0.75`$ and 1.15 at 18 degrees are not seen at any angle. Similarly, in the octagonal PC, a dip around $`ka/2\pi 0.75`$ at 0 degrees and dips around $`ka/2\pi 0.70`$ and 0.95 at 5.6 to 11.3 degrees are not observed at any angle. To the best of our knowledge, this is the first study showing the apparent existence of anisotropy in transmission spectra.

The transmission spectra of PCs with various numbers of rods were calculated. Figure 8 shows calculated transmission spectra at 0 degrees of five Penrose PCs with $`Re(ϵ)=3.7`$, $`r=22`$ $`\mu `$m, and $`a=85`$ $`\mu `$m. The numbers of rods in the PCs were 6, 16, 31, 186, and 466. The PCs with 6, 16, and 31 rods are shown in Fig. 1(c). The PCs with 186 and 466 rods have 33 and 70 layers, respectively, and both of these are shown in Fig. 1(a). Figure 8(a) shows transmission spectra in the TE mode. In the spectrum of the 186-rod PC, there are two dips around $`ka/2\pi =0.45`$ and 0.55. These dips correspond to the two dips at $`ka/2\pi =0.500.60`$ in the 186-rod PC with $`Re(ϵ)=2.4`$ in Fig. 5, and show similar weak angle dependence. The lower dip around $`ka/2\pi =0.45`$ does not exist in the 6-rod and 16-rod PCs but appears in the 31-rod PC. The higher dip around $`ka/2\pi =0.55`$ does not exist in the 6-rod PC but appears in the 16-rod PC. The transmission coefficient in both dips decreases with increase in rod number and is very small in the 466-rod PC. Figure 8(b) shows transmission spectra in the TM mode. There is a dip at $`ka/2\pi 0.25`$ indicated by the arrow in the 186-rod Penrose PC. As is seen in Fig. 4(a), the dip is not observed at an angle greater than 9.7 degrees. As shown in Fig. 8(b), the dip does not exist in the 6-rod and 16-rod PCs but appears in the 31-rod PC. The transmission coefficient in the dip decreases with increase in rod number and is small in the 466-rod PC. As a result, both weakly and strongly anisotropic dips become evident as the rod number increases. It should be emphasized that anisotropic dips are not seen in the 6-rod PC, in contrast to the fact that a deep PBG-like dip appears even in the 6-rod PC.

As can be seen in Fig. 8(a), transmission coefficient is very small in the two dips around $`ka/2\pi =0.45`$ and 0.55 in the 466-rod PC. Nevertheless, these dips are not thought to be PBGs. A minimum of $`T`$ in the dips is an order of $`10^2`$ and is much larger than a minimum of $`T`$ in the TM-mode PBG in the 466-rod PC, an order of $`10^6`$. The energy densities of the electromagnetic fields were also calculated. The ratio of minimum density in the dips to density around a dip edge is about $`10^2`$ in the TE mode and the ratio of minimum density in the PBG to density around a PBG edge is about $`10^5`$ in the TM mode. Until now, we have not been able to find PBGs other than the isotropic PBGs appearing already in small PCs.

Figure 9 shows calculated transmission spectra at 0 degrees in the TM mode of two Penrose PCs with $`Re(ϵ)=3.7`$, $`r=22`$ $`\mu `$m, and $`a=85`$ $`\mu `$m. The lower and upper spectra are spectra of the 186-rod PC (33 layers) in Fig. 1(a) and the 187-rod PC (34 layers) in Fig. 1(d), respectively. The lower spectrum and the spectrum of the 186-rod PC in Fig. 8(b) are the same. These PCs correspond to two different regions inside a colossal Penrose PC with 3946 rods. The strongly anisotropic dip at $`ka/2\pi 0.25`$ in the lower spectrum does not exist at the same energy in the upper spectrum. Therefore, the appearance of anisotropic dips depends on positions of PCs inside the colossal Penrose PC. On the other hand, there are isotropic PBGs at $`ka/2\pi =0.450.50`$ in both spectra. Since the formation of a PBG is mainly due to local light scattering, there is no difference between the PBGs in the two PCs.

It is thought that the anisotropic dips are determined by global multiple light scattering covering the whole system, because the dips strongly depend on the rod number and rod arrangement. This is in contrast to the fact that local light scattering plays an important role in the formation of an isotropic PBG. We have not been able to find any PBGs formed by global light scattering even though we investigated the transmission spectra of a huge Penrose PC with 466 rods. This is different from the case of periodic PCs in which the PBG shows its almost complete shape in a system with a finite rod number. In periodic PCs, lattice periodicity is a very important factor for the existence of a PBG formed by a Bragg-like multiple scattering mechanism. If the periodicity is destroyed, then coherence in backscattered waves will be destroyed and so will the PBGs.Lidorikis00  Since quasiperiodic PCs have no lattice periodicity, it is thought that PBGs are not formed by global light scattering.

We can say that formation of PBGs is easy and difficult in quasiperiodic PCs. An isotropic PBG can be formed in a quasiperiodic PC with only a small number of rods. As for the dielectric constant, PBGs can be formed in both periodic and quasiperiodic PCs even when the ratio of dielectric constants between rods and the surrounding medium is small. However, formation of complete PBGs in periodic PCs is not so easy because of anisotropy. On the other hand, a PBG in a quasiperiodic PC is isotropic, and a complete PBG can therefore exist even when the ratio of dielectric constants is small. On the other hand, as stated above, formation of PBGs by global light scattering is difficult.

## V Summary

We measured and calculated transmission spectra of two-dimensional quasiperiodic photonic crystals (PCs) based on a 5-fold (Penrose) or 8-fold (octagonal) symmetric quasiperiodic pattern. A photonic crystal consisted of dielectric cylindrical rods in air standing normal to the basal plane on vertices of the tiles (rhombi and squares) composing a quasiperiodic pattern. A complete isotropic photonic band gap (PBG) appears in the TM mode even when the dielectric constant of the rod is as small as 2.4. An isotropic PBG-like dip was observed in tiny Penrose and octagonal PCs with only 6 and 9 rods, respectively. It is therefore thought that local multiple light scattering within the tiny PC, which causes the formation of a PBG-like dip, plays an important role in PBG formation. In addition to the isotropic PBG, we found dips depending on the incident angle of light. This is the first study on anisotropic structures in transmission spectra of quasiperiodic PCs. Based on the rod-number and rod-arrangement dependence, it is thought that the shapes and positions of the anisotropic dips are determined by global multiple light scattering covering the whole system. We have not been able to find any PBGs formed by global light scattering even though we investigated the transmission spectra of a huge Penrose PC with 466 rods. This is different from the results for periodic PCs in which the PBG shows its almost complete shape in a system with a finite rod number.

###### Acknowledgements.

We are grateful to H. T. Miyazaki, K. Ohtaka, T. Ueta, A. P. Tsai, E. Abe, T. Fujiwara, and A. Yamamoto for their valuable discussions and to H. Takakura and S. Weber for providing data on the coordinates of vertices of the tiles in Penrose and octagonal patterns. This work was supported by the budget for Intelligent Material Research from Ministry of Education, Culture, Sports, Science and Technology.


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# References

COMMISSIONS 27 AND 42 OF THE IAU

INFORMATION BULLETIN ON VARIABLE STARS

Number 5243

Konkoly Observatory Budapest 8 March 2002 HU ISSN 0374 – 0676

UNUSUAL OUTBURSTING STATE OF A Z CAM-TYPE STAR HL CMA

KATO, TAICHI1

1 Dept. of Astronomy, Kyoto University, Kyoto 606-8502, Japan, e-mail: tkato@kusastro.kyoto-u.ac.jp

HL CMa is well-renowned dwarf nova which was discovered as an Einstein X-ray source (Fuhrmann (1980); Chlebowski et al. (1981); Bailey et al. (1981); Meinunger (1981)). Although the possible Z Cam-type nature had long been suggested (cf. Mansperger et al. (1994)), the exact classification of the object required more than a decade until the detection of an unmistakable long standstill in 1999 (Watanabe et al. (2000)). Several authors reported relatively unusual spectroscopic features in HL CMa (e.g. Wargau et al. (1983)). Although later observations could not confirm the result (Cropper (1986)), there was even a claim of the possible presence of circular polarization (Chlebowski et al. (1981)). The object was thus intensively observed, particularly in the ultraviolet (Bonnet-Bidaud et al. (1982); Mauche, Raymond (1987a, b)), which revealed the presence of significant outflow. Still et al. (1999) further studied the system, and obtained an orbital period of 0.2146 or 0.2212 d. In spite of relatively rich observations in the past, no spectroscopic observation during standstills has been reported, presumably because of the rarity of standstills.

The typical outburst cycle length of HL CMa is 15 d (cf. Chlebowski et al. (1981); see also Figure 1). During standstills, this outburst pattern disappears (Figure 2) as in other Z Cam stars (cf. Warner (1995)).

In 2001–2002, we noticed the presence of “the third” outbursting state (Figure 3). During this period, the star showed weak ($``$1 mag) outbursts with a longer ($``$30 d) outburst cycle length. The outburst amplitude was intermediate between that of normally outbursting state (Figure 1) and nearly zero during standstills (Figure 2). Although the decrease of the outburst amplitude could be a result of an increased mass-transfer rate, the lengthening of the cycle length is quite unexpected, because an increase of mass-transfer rate generally leads to a shortening of the cycle length (e.g. Cannizzo et al. (1988), in which HL CMa was listed as an object already close to the instability border).

Such behavior may be compared to an unusual slow fading of a standstill in another Z Cam-type star AT Cnc (Kato et al. (2001)). Kato et al. (2001) proposed that this behavior may be a combined result of heating on the accretion disk at an accretion rate slightly below the stability, analogous to fadings of VY Scl-type stars (Leach et al. (1999)). The presence of strong P Cyg feature in the ultraviolet (Bonnet-Bidaud et al. (1982); Mauche, Raymond (1987a)) and the unusual presence of high-excitation optical lines (Wargau et al. (1983); Chlebowski et al. (1981)) could be interpreted as an emerging signature of strong irradiation field. Since there have been only few occasions of unusually outbursting states in the decades-long history, X-ray and spectroscopic observations to detect further signatures of high-energy photons and irradiation are highly encouraged during the present unusual state.

We are grateful to many VSNET observers who have reported vital observations. This work is partly supported by a grant-in aid (13640239) from the Japanese Ministry of Education, Culture, Sports, Science and Technology.


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# On linear programming bounds for spherical codes and designs

## 1 Introduction

An $`n`$-dimensional spherical code of (angular) distance $`\theta `$ is a subset of the $`(n1)`$-dimensional unit sphere, such that the angle between any two distinct points is at least $`\theta `$. Equivalently, the Euclidean distance between any two distinct points is at least $`2\mathrm{sin}(\theta /2)`$.

An $`n`$-dimensional spherical design of strength $`k`$ is a finite subset $`W`$ of the $`(n1)`$-dimensional unit sphere, such that for any algebraic polynomial $`f`$ of $`n`$ variables and degree $`k`$ holds

$$_{S^{n1}}f(x)𝑑x=\frac{1}{|W|}\underset{uW}{}f(u).$$

We are interested in the maximal cardinality $`M(n,\theta )`$ of a spherical code of distance $`\theta `$, and in the minimal cardinality $`N(n,k)`$ of a design of strength $`k`$.

For a fixed $`\theta `$ and $`n\mathrm{}`$, $`M(n,\theta )`$ increases exponentially in $`n`$. The best known existential (lower) bound on the exponent $`\frac{1}{n}\mathrm{log}M(n,\theta )`$ is obtained by a volume argument :

$$\frac{1}{n}\mathrm{log}M(n,\theta )\mathrm{log}\frac{1}{\mathrm{sin}\theta }o(1),$$

as $`n`$ goes to infinity.

For a fixed $`n`$ and $`k\mathrm{}`$, $`M(n,k)`$ increases polynomially in $`k`$. The best known existential (upper) bound on $`N(n,k)`$ is

$$N(n,k)O\left(k^{\frac{n(n1)}{2}}\right),$$

as $`k`$ goes to infinity.

The best universal bounds on codes and designs (upper for codes and lower for designs) are obtained using linear programming methods, initiated by Delsarte .

Let $`\{P_s^{\alpha ,\beta }\}`$ be the Jacobi polynomials, orthogonal with respect to a weight function $`w^{\alpha ,\beta }(t)=(1t)^\alpha (1+t)^\beta `$ on $`(1,1)`$. For $`\alpha =\beta =\frac{n3}{2}`$, we will simply write $`\{P_s\},w(t)`$. We will assume the standard normalization , in particular $`P_01`$. Then ,

$$M(n,\theta )\mathrm{min}\left\{F(1):F=\underset{s=1}{\overset{m}{}}a_sP_s;a_s0,a_0=1;F0\text{ on }[1,\mathrm{cos}\theta ]\right\}$$
(1)
And

$$N(n,k)\mathrm{max}\left\{\frac{1}{a_0}:F=\underset{s=1}{\overset{m}{}}a_sP_s;F0\text{ on }[1,1],F(1)=1;a_s0\text{ for }sk\right\}.$$
(2)
In (1) and (2) the degree $`m`$ of the polynomial $`F`$ may be arbitrarily large.

We will denote the RHS of (1) by $`M_{LP}(n,\theta )`$ and the RHS of (2) by $`N_{LP}(n,t)`$.

Kabatyansky and Levenshtein  obtain the best known upper bound on $`M(n,\theta )`$

$$\frac{1}{n}\mathrm{log}M_{LP}(n,\theta )\frac{1+\mathrm{sin}\theta }{2\mathrm{sin}\theta }\mathrm{log}\frac{1+\mathrm{sin}\theta }{2\mathrm{sin}\theta }\frac{1\mathrm{sin}\theta }{2\mathrm{sin}\theta }\mathrm{log}\frac{1\mathrm{sin}\theta }{2\mathrm{sin}\theta }+o(1).$$

Yudin  gives the best known lower bound on $`N(n,k)`$, for $`n`$ fixed and $`k\mathrm{}`$

$$N_{LP}(n,k)\frac{_1^1w(t)𝑑t}{_\gamma ^1w(t)𝑑t},$$

where $`\gamma `$ is the maximal root of $`P_{k1}^{\frac{n1}{2},\frac{n1}{2}}`$. For $`n`$ fixed and $`k\mathrm{}`$, this is at least (, pp. 117-120)

$$\mathrm{\Omega }\left(2^{c(4n)^{\frac{1}{3}}}\left(\frac{2}{n}\right)^nk^{n1}\right),$$

where $`c1.86`$, improving the lower bound of Delsarte, Goethals, and Seidel  by a factor of $`\left(\frac{4}{e}\right)^n2^{O\left(n^{\frac{1}{3}}\right)}`$.

The exact values of $`M_{LP}(n,\theta )`$ and $`N_{LP}(n,k)`$ are not known, and the relation of these derived quantities to $`M(n,\theta )`$ and $`N(n,k)`$ makes them legitimate subjects of research. In this paper we obtain a lower bound on $`M_{LP}(n,\theta )`$ and an upper bound on $`N_{LP}(n,k)`$. This sets limits on how good the bounds on codes and designs obtained through linear programming methods could be. We follow the approach in .

We prove:

###### Proposition 1.1

: For $`n7`$ holds 111No significant attempt has been made, either here or in proposition 1.2, to extend the claim to the cases $`n=3,4,5,6`$.

$$M_{LP}(n,\theta )\mathrm{\Omega }\left(\frac{1}{rn^{1/2}}\right)\left(\frac{1}{1\delta ^2}\right)^{\frac{n4}{4}}\frac{P_r(1)}{P_r_2},$$
(3)
where $`\delta =\mathrm{cos}\theta `$, $`r:=\mathrm{max}\left\{s:x_s\delta 2n^{\frac{1}{2}}\right\}`$, and $`x_s`$ denotes the maximal root of $`P_s`$.

###### Proposition 1.2

: Let $`\mathrm{}=k`$ if $`k`$ is even, and $`\mathrm{}=k+1`$ if $`k`$ is odd. Then for $`n6`$ holds

$$N_{LP}(n,k)O\left(k\right)\left(\frac{1}{1\rho ^2}\right)^{\frac{n2}{4}}\frac{P_{\mathrm{}}(1)}{P_{\mathrm{}}_2},$$
(4)
where $`\rho `$ is the maximal root of $`P_{\mathrm{}}^{\frac{n5}{2},\frac{n5}{2}}`$. 222Observe that bounds (3) and (4) are, in a certain sense, up to polynomial factors, ’dual’ to each other, as are linear programs (1) and (2).

Analyzing the asymptotic behaviour of the bounds leads to following corollaries.

###### Corollary 1.3

:

$$\frac{1}{n}\mathrm{log}M_{LP}(n,\theta )\frac{\mathrm{log}\frac{1}{\mathrm{sin}\theta }}{2}+\frac{\frac{1+\mathrm{sin}\theta }{2\mathrm{sin}\theta }\mathrm{log}\frac{1+\mathrm{sin}\theta }{2\mathrm{sin}\theta }\frac{1\mathrm{sin}\theta }{2\mathrm{sin}\theta }\mathrm{log}\frac{1\mathrm{sin}\theta }{2\mathrm{sin}\theta }}{2}+o(1),$$

as $`n`$ goes to infinity.

###### Corollary 1.4

:

$$N_{LP}(n,k)O\left(n^{\frac{1}{2}}\left(\frac{\sqrt{2e}}{n}\right)^{n3}k^{n1}\right),$$

for $`n`$ fixed and $`k`$ going to infinity.

Combining this upper bound with Yudin’s lower bound on $`N_{LP}(n,k)`$ (or with the lower bound of Delsarte, Goethals, and Seidel) we obtain

$$N_{LP}(n,k)=\mathrm{\Theta }\left(k^{n1}\right),$$

for $`n`$ fixed and $`k`$ going to infinity.

Note that the bound in (1.3) is, asymptotically, a geometric mean of the existential lower bound and the Kabatyansky-Levenshtein upper bound on $`M(n,\theta )`$. Similar situation  holds in the context of the LP-bounds for binary and constant weight binary codes.

The paper is organized as follows: in the next section we provide relevant information about Jacobi polynomials. Propositions 1.1 and 1.2 are proved in sections 3 and 4.

## 2 Preliminaries

We will require some facts about Jacobi polynomials $`P_s^{\alpha ,\alpha }`$. These facts are presented in this section.

Normalization

$$P_s(1)=\left(\frac{n1}{2}\right)_s,$$
(5)
where $`(x)_s:=x(x+1)\mathrm{}(x+s1)`$.

$$P_s_2^2=\frac{2^{n2}}{2s+n2}\frac{\mathrm{\Gamma }^2\left(r+\frac{n1}{2}\right)}{r!(r+n3)!}.$$
(6)
Asymptotics of the maximal root
Let $`x_s`$ be the maximal root of $`P_s`$. Then estimates in  (cor. 5.17, identity 5.35) give:

$$\left(2\sqrt{s}1\right)\sqrt{\frac{s+n4}{(2s+n6)(2s+n4)}}x_s2\sqrt{s1}\sqrt{\frac{s+n4}{(2s+n6)(2s+n4)}}.$$

It follows that for any $`s>0`$, and $`n6`$

$$\left|x_s\frac{\sqrt{4s(s+n)}}{2s+n}\right|\sqrt{\frac{2}{n}}.$$
(7)
It also follows that for any $`s>1`$ and $`n4`$,

$$1x_s^2\frac{(n4)^2}{(2s+n4)^2}.$$
(8)
###### Lemma 2.1

: Assuming $`n6`$, for any $`s0`$ holds: $`w(t)P_s^2(t)`$ is a decreasing function of $`t`$ in the interval $`[x_s+2n^{\frac{1}{2}},1]`$.

Proof: Let $`t[x_s+2n^{\frac{1}{2}},1]`$. By (7), $`t\frac{\sqrt{4s(s+n)}}{2s+n}+\frac{1}{2}n^{\frac{1}{2}}`$. It is not hard to check that this implies $`(n1)^2t^24(1t^2)s(s+n2)4t^2`$.

Now we can follow the analysis of  for $`\frac{P_s^{}(t)}{P_s(t)}`$, obtaining:

$$\frac{P_s^{}(t)}{P_s(t)}<\frac{(n1)t\sqrt{(n1)^2t^24(1t^2)s(s+n2)}}{2(1t^2)}<\frac{(n3)t}{2(1t^2)}.$$

We conclude the proof of the lemma by computing $`\frac{d}{dt}\mathrm{ln}(w(t)P_s^2(t))=2\frac{P_s^{}(t)}{P_s(t)}\frac{(n3)t}{1t^2}<0`$, for $`t[x_s+2n^{\frac{1}{2}},1]`$.

###### Corollary 2.2

: Assuming $`n6`$, for any $`s0`$ holds: $`w(t)P_s(t)`$ is a decreasing function of $`t`$ in the interval $`[x_s+2n^{\frac{1}{2}},1]`$.

###### Lemma 2.3

: Assuming $`n7`$, for any $`r>0`$ holds:

$$\underset{s=r}{\overset{\mathrm{}}{}}\frac{P_s_2}{P_s(1)}O(r)\frac{P_r_2}{P_r(1)}.$$

Proof: We will assume $`n`$ is odd, the proof for even $`n`$ is similar. Set $`a_s=\frac{P_s}{P_s(1)}`$. By

$$a_s^2=\frac{\frac{2^{n2}}{2s+n2}\frac{(s+(n3)/2)!(s+(n3)/2)!}{s!(s+n3)!}}{\left(\genfrac{}{}{0pt}{}{s+(n3)/2}{s}\right)^2}=\frac{2^{n2}}{\left(\genfrac{}{}{0pt}{}{n3}{(n3)/2}\right)}\frac{1}{2s+n2}\frac{1}{\left(\genfrac{}{}{0pt}{}{s+n3}{s}\right)}.$$

Therefore $`\frac{a_{s+1}^2}{a_s^2}=\frac{2s+n2}{2s+n}\frac{s+1}{s+n2}\frac{s+1}{s+n2}`$, and for any $`t0`$,

$$\frac{a_{s+t}^2}{a_s^2}=\underset{i=0}{\overset{t1}{}}\frac{a_{s+i+1}^2}{a_{s+i}^2}\frac{(s+1)_t}{(s+n2)_t}=\frac{(s+1)_{n3}}{(s+t+1)_{n3}}.$$

It follows that

$$\underset{s=r}{\overset{\mathrm{}}{}}a_sa_r\underset{t=0}{\overset{\mathrm{}}{}}\sqrt{\frac{(r+1)_{n3}}{(r+t+1)_{n3}}}.$$

The last sum, assuming $`n7`$, is at most $`a_r\left[O(r)+O(r^2)_{k=r}^{\mathrm{}}\frac{1}{k^2}\right]=O(r)a_r`$.

###### Remark 2.4

:  Observe that the ratio $`\frac{P_s_2}{P_s(1)}`$ decreases with $`s`$.

###### Theorem 2.5

:  For all $`x[1,1]`$

$$|P_s(x)|O(\sqrt{n})\frac{P_s_2}{\left(1x^2\right)^{\frac{n2}{4}}}.$$
(9)
###### Lemma 2.6

: Assuming $`n3`$, for any $`t>0`$ holds: $`\frac{P_s(1)P_s(t)}{P_s_2^2}`$ is increasing in $`s`$ for even $`s`$ such that the maximal root of the Jacobi polynomial $`P_{s+2}^{\frac{n5}{2},\frac{n5}{2}}`$ does not exceed $`t`$.

Proof: Let $`b_s=\frac{P_s(1)P_s(t)}{P_s_2^2}`$. We have to prove that $`b_{s+2}b_s`$, which is equivalent to

$$\frac{P_{s+2}(1)}{P_s(1)}\frac{P_s_2^2}{P_{s+2}_2^2}P_{s+2}(t)P_s(t).$$
(10)
It will be useful to renormalize and work with the ultraspherical polynomials $`C_s=C_s^{(\frac{n2}{2})}`$, which are proportional to Jacobi polynomials $`P_s^{\frac{n3}{2},\frac{n3}{2}}`$:

$$C_s=\frac{\mathrm{\Gamma }\left(\frac{n1}{2}\right)\mathrm{\Gamma }(s+n2)}{\mathrm{\Gamma }(n2)\mathrm{\Gamma }\left(s+\frac{n1}{2}\right)}P_s$$

Rewriting (10) for ultraspherical polynomials, and substituting the values of $`P_i(1)`$ and $`P_i_2^2`$, for $`i=s,s+2`$, we get the following inequality to prove:

$$(2s+n+2)C_{s+2}(t)(2s+n2)C_s(t).$$

Consider the following identity (, p. 178, (36)):

$$\frac{n4}{2}(C_{s+2}(t)C_s(t))=\left(s+\frac{n2}{2}\right)C_{s+2}^{(\frac{n4}{2})}(t).$$

In the assumed range for $`s`$, $`C_{s+2}^{(\frac{n4}{2})}(t)0`$. Therefore $`C_{s+2}(t)C_s(t)`$. In order to complete the proof it is sufficient to show that $`C_{s+2}(t)=C_s^{(\frac{n2}{2})}(t)0`$. This is indeed true, because by a theorem of Markov (, (6.21.3)), if $`\lambda >\beta `$, then the maximal root of $`C_s^{(\lambda )}`$ is smaller than that of $`C_s^{(\beta )}`$.

## 3 A lower bound on $`M_{LP}(n,\theta )`$

Proof: of proposition 1.1
First,

$$_\delta ^1F(t)w(t)𝑑t_1^1F(t)w(t)𝑑t=a_0_1^1P_0^2(t)w(t)𝑑t=_1^1w(t)𝑑t.$$

Therefore, for some $`t_0[\delta ,1]`$ holds $`F(t_0)w(t_0)\frac{1}{1\delta }_1^1w(t)𝑑t`$. Let $`F=F_1+F_2`$, where $`F_1:=_{s=0}^ra_sP_s`$.

We would like to show that either

$$F_2(t_0)w(t_0)\frac{1}{2(1\delta )}_1^1w(t)𝑑t$$

or

$$\left|F_2(\delta )w(\delta )\right|\frac{1}{2(1\delta )}_1^1w(t)𝑑t.$$

If $`F_1(t_0)w(t_0)\frac{1}{2(1\delta )}_1^1w(t)𝑑t`$, then the first inequality holds. Otherwise, by corollary 2.2,

$$F_1(\delta )w(\delta )F_1(t_0)w(t_0)>\frac{1}{2(1\delta )}_1^1w(t)𝑑t.$$

Since $`F(\delta )0`$, it must be that $`F_2(\delta )w(\delta )<\frac{1}{2(1\delta )}_1^1w(t)𝑑t`$, and the second inequality holds.

Let $`t_m`$ be one of the two points $`t_0`$, $`\delta `$, so that $`\left|F_2(t_m)w(t_m)\right|\frac{1}{2(1\delta )}_1^1w(t)𝑑t`$. Then, using (9)

$$\frac{1}{2(1\delta )}_1^1w(t)𝑑t\left|F_2(t_m)w(t_m)\right|w(t_m)\underset{s=r+1}{\overset{m}{}}a_s\left|P_s(t_m)\right|$$

$$(1t_m^2)^{\frac{n4}{4}}\underset{s=r+1}{\overset{m}{}}a_sP_s_2(1\delta ^2)^{\frac{n4}{4}}\underset{s=r+1}{\overset{m}{}}a_sP_s_2.$$

Since all the coefficients $`a_s`$ are nonnegative, they are bounded from above: $`a_s\frac{F(1)}{P_s(1)}`$. Therefore

$$F(1)\frac{1}{2(1\delta )}_1^1w(t)𝑑t\left(\frac{1}{1\delta ^2}\right)^{\frac{n4}{4}}\frac{1}{_{s=r+1}^m\frac{P_s_2}{P_s(1)}}\mathrm{\Omega }\left(\frac{1}{rn^{1/2}}\right)\left(\frac{1}{1\delta ^2}\right)^{\frac{n2}{4}}\frac{P_r(1)}{P_r_2}.$$

The last inequality uses lemma 2.3 and a simple fact: $`_1^1w(t)𝑑t=\mathrm{\Theta }\left(n^{\frac{1}{2}}\right)`$.

Proof: of corollary 1.3
The main step is to estimate $`r`$. From (7), $`\left|r\frac{\frac{1}{1\delta ^2}1}{2}n\right|O\left(n^{\frac{1}{2}}\right)`$. Now, the claim of the corollary is obtained using (5) and (6), and simplifying.

## 4 An upper bound on $`N_{LP}(n,k)`$

Proof: of proposition 1.2
First, we may, without loss of generality, assume that $`F`$ is symmetric around zero. Indeed, if $`F`$ is not symmetric, consider the symmetric function $`G=\frac{F(t)+F(t)}{F(1)+F(1)}`$. Clearly $`G0`$ on $`[1,1]`$, $`G(1)=1`$, and in the expansion $`G=_{s=0}^{\mathrm{}}b_sP_s`$, the coefficients $`b_s`$ are nonpositive for $`sk`$. Also $`b_0=\frac{2a_0}{F(1)+F(1)}2a_0`$, so it is sufficient to provide a lower bound for $`b_0`$.

This said, we assume that initially $`F`$ is symmetric. This, in particular, implies that $`a_s=0`$ for all odd $`s`$.

To make this proof as similar as possible, up to a ’duality’, to the proof of proposition 1.1, we introduce two definitions: Let $`A:𝐍𝐑`$ be defined by $`A(s)=a_s`$. Then

$$A(s)=\frac{_1^1F(t)P_s(t)w(t)𝑑t}{P_s_2^2}=_1^1F(t)\alpha _t(s)𝑑t,$$

where

$$\alpha _t(s)=\frac{P_s(t)w(t)}{P_s_2^2}$$

is ’dual’ to $`P_s(t)`$.

Now, $`_{s=0}^{k1}P_s(1)A(s)_{s=0}^mP_s(1)A(s)=F(1)=1`$. Therefore, there exists an index $`s_0[0,k1]`$ such that $`P_{s_0}(1)A(s_0)\frac{1}{k}`$.

Write $`A=A_1+A_2`$, where $`A_2(s):=_\rho ^\rho F(t)\alpha _t(s)𝑑t`$. Let $`\mathrm{}=k`$ if $`k`$ is even, and $`\mathrm{}=k+1`$ if $`k`$ is odd. We would like to show that either

$$P_{s_0}(1)A_2(s_0)\frac{1}{2k},$$

or

$$P_{\mathrm{}}(1)\left|A_2(\mathrm{})\right|\frac{1}{2k}.$$

If $`P_{s_0}(1)A_1(s_0)\frac{1}{2k}`$, then the first inequality holds. Otherwise, observe that, by lemma 2.6, for every $`t[\rho ,1]`$ holds $`P_{\mathrm{}}(1)\alpha _t(\mathrm{})P_{s_0}(1)\alpha _t(s_0)`$. This is also true for all $`t[1,\rho ]`$, since $`s_0`$, $`\mathrm{}`$ are even and consequently $`P_{s_0},P_{\mathrm{}}`$ are symmetric around $`0`$. Therefore

$$P_{\mathrm{}}(1)A_1(\mathrm{})=P_{\mathrm{}}(1)_{[1,\rho ][\rho ,1]}F(t)\alpha _t(\mathrm{})𝑑tP_{s_0}(1)_{[1,\rho ][\rho ,1]}F(t)\alpha _t(s_0)𝑑t>\frac{1}{2k}.$$

Since $`A(\mathrm{})0`$, it must be that $`P_{\mathrm{}}(1)\left|A_2(\mathrm{})\right|P_{\mathrm{}}(1)A_1(\mathrm{})>\frac{1}{2k}`$, and the second inequality holds.

Let $`s`$ be one of the two indices $`s_0,\mathrm{}`$, so that $`P_s(1)\left|A_2(s)\right|\frac{1}{2k}`$. Then

$$\frac{1}{2k}P_s(1)\left|A_2(s)\right|=P_s(1)\left|_\rho ^\rho F(t)\alpha _t(s)𝑑t\right|=\frac{P_s(1)}{P_s_2^2}\left|_\rho ^\rho F(t)P_s(t)w(t)𝑑t\right|$$

$$\frac{P_s(1)}{P_s_2^2}\underset{t[\rho ,\rho ]}{\mathrm{max}}\left|P_s(t)\right|_1^1F(t)w(t)𝑑t=A(0)_1^1w(t)𝑑t\frac{P_s(1)}{P_s_2^2}\underset{t[\rho ,\rho ]}{\mathrm{max}}\left|P_s(t)\right|$$

$$A(0)\mathrm{\Omega }(1)\left(\frac{1}{1\rho ^2}\right)^{\frac{n2}{4}}\frac{P_s(1)}{P_s_2}.$$

The last inequality uses (9).

Therefore,

$$\frac{1}{a_0}=\frac{1}{A(0)}O\left(k\right)\left(\frac{1}{1\rho ^2}\right)^{\frac{n2}{4}}\frac{P_s(1)}{P_s_2}O\left(k\right)\left(\frac{1}{1\rho ^2}\right)^{\frac{n2}{4}}\frac{P_{\mathrm{}}(1)}{P_{\mathrm{}}_2},$$

using the fact that the fraction $`\frac{P_s(1)}{P_s_2}`$ is increasing in $`s`$ (see remark 2.4).

Proof: of corollary 1.4
The claim of the corollary is obtained using (5), (6), and (8), and simplifying.