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# The effect of dissipative corona on the structure and stability of cold optically thick accretion disks at high accretion rates

## 1 Introduction

X-ray binary systems in which one star is believed to be a black hole are primarily, but not solely, observed in one of two long term spectral states. In the so called soft state, the spectrum of the system consists of a soft black body-like component (kT $`1`$ keV), which often dominates the luminosity, and a hard power-law tail with a photon index $`\mathrm{\Gamma }2.5`$. In contrast, the hard spectral state can be described approximately as a harder power-law ($`\mathrm{\Gamma }1.7`$) while the soft component is either weak or undetectable. Although the existence of these spectral states has been known for a long time, there is no general consensus for their origin. In particular, several models have been proposed for the possible origin of the hard X-ray power-law. For example, the emission could arise from thermal Comptonization of soft photons in a hot accretion disk (Shapiro, Lightman & Eardley 1976; Esin, McClintock & Narayan 1997) or from bulk Comptonization in a converging flow (Laurent & Titarchuk 2001). Other scenarios invoke a hot low density Comptonizing coronal region sandwiching a cold accretion disk (Liang & Price 1977; Haardt & Maraschi 1993). Within the framework of these models, active time varying regions (or flares) on top of the disk may be responsible for the production of the hard X-ray spectrum (Poutanen & Fabian 1999). In yet another model, the hard X-rays may arise from a disk where the temperature is a rapidly varying function of radius (Misra & Melia 1996). Although these models are characterized by different disk structure and geometry, they all attribute the low energy component of the soft state to emission from a cold accretion disk. Thus, there seems to be a general consensus that, at least, during the soft state, a cold accretion disk exists extending to nearly the innermost stable orbit in these systems.

In the standard theory of accretion disks pioneered by Shakura & Sunyaev (1973), the turbulent viscosity is parameterized as

$$\tau _{r\varphi }=\alpha P,$$
(1)
where $`\tau _{r\varphi }`$ is the viscous torque, $`P`$ is the pressure and $`\alpha `$ is the viscosity parameter. A cold optically thick disk with such a viscosity prescription is known to be secularly and thermally unstable if in the disk the ratio of the gas pressure to the total pressure is less than $`0.4`$ (Lightman & Eardley 1974; Shakura & Sunyaev 1976). This occurs, for example at a radius, R, of $`20GM/c^2`$ when the accretion rate is

$$\dot{M}>(10^{17}\text{g s}^1)\alpha ^{1/8}(\frac{M}{10M_{}})^{7/8}$$
(2)
which corresponds to luminosities greater than $`5\times 10^{36}`$ ergs s-1 for a ten solar mass black hole. Although several X-ray binaries exceed this luminosity in the soft state, they generally do not exhibit large amplitude temporal variations which are expected if the secular and thermal instabilities are indeed present (Taam & Lin 1984). An exception to this statement is the microquasar GRS 1915+105 (Mirabel & Rodriguez 1999) where, indeed, large amplitude variations are often observed. It should be emphasized that these predicted instabilities depend on the form of the viscosity prescription and occur when the viscosity and the temporal response of the viscosity is highly temperature sensitive (e.g., Honma, Matsumoto, & Kato 1991).

A promising mechanism for driving the turbulence responsible for angular momentum and energy transport is the action of the magneto-rotational instability (MRI) that is expected to take place in such disks (Balbus & Hawley 1991). In fact, recent 3D magneto hydrodynamic (MHD) simulations have shown that the MRI can give rise to a turbulent viscosity which leads to accretion flow in a Keplerian disk (Hawley, Balbus & Stone 2001). The time averaged viscous torque in these simulations was found to be proportional to the magnetic pressure which itself is locally proportional to the disk pressure. Thus, the form of eqn (1), as a physical viscosity prescription was justified. However, these simulations do not include the effect of radiation and, hence, it is not clear whether this prescription is valid when the disk is radiation pressure dominated. On the other hand, there are no definite reasons to believe that it will be different. In this framework, eqn (1) may well be valid only in a time averaged sense. In this case, the characteristic timescale ($`t_{ave}`$) over which the averaging needs to be performed can only be estimated after MHD simulations with radiation and cooling are undertaken. Any inferred temporal response of the disk using eqn (1) on timescales shorter than $`t_{ave}`$ can be misleading. Hence, the thermal instability inferred from the use of eqn (1) may not occur if the thermal timescale is much shorter than $`t_{ave}`$. However, the secular instability occurs on the viscous timescale which should be longer or at least comparable to $`t_{ave}`$. Thus, contrary to observations, radiation pressure dominated disks are expected to be non steady, suffering from, at least, the secular instability.

We point out that these predictions of instability are based on simplifying assumptions on the vertical distribution of the energy dissipation rate in the disk. In particular, it is possible that the vertical disk structure is sufficiently complex that these instabilities may be suppressed. For example, the existence of a corona in the upper layers of the disk could play a dynamically and energetically important role in the accretion process. Such a dissipative corona (i.e., a corona where a substantial fraction of the energy dissipated and/or accretion flow takes place) may be able to stabilize the underlying disk (see Ionson & Kuperus 1984; Svensson & Zdziarski 1994; Chen 1995; Abramowicz, Chen, & Taam 1995; Zycki, Collin-Souffrin, & Czerny 1995). To compute the vertical structure of the disk, a knowledge of the energy dissipation rate as a function of height is required. Due to the uncertainties involved the dissipation rate has been assumed, in the literature, to be proportional to the gas density (e.g., Ross & Fabian 1996, Shimura & Takahara 1995). With this assumption, the dissipation in the low density upper layers of the disk is negligible compared to its contributions in the midplane. However, the dissipation rate is proportional to the magnetic pressure for the MRI induced viscosity, and numerical simulations show that the magnetic pressure scale height is larger than the disk scale height (Hawley, Balbus & Stone 2001). In such a description, a low density but highly magnetized dissipative corona can form which may act to stabilize the disk.

In this work, we investigate the conditions under which a dynamically important dissipative corona exists and study the effect of such a corona on the stability of the disk. A simplified approach is adopted where the disk is divided into two distinct regions: the underlying disk and the corona. Here, the corona is explicitly defined as the upper layer of the disk where the effective optical depth is unity. Thus the definition of a corona here differs from previous works where an optically thin distinct region above an optically thick disk is referred to as the corona. In this approach, the disk structure equations are reduced to simple algebraic relations in terms of average quantities of the disk and corona. Such an analysis, while giving qualitative results, is more suitable for comparison with the standard vertically integrated disk solutions and stability analysis.

In the next section, the disk and corona structure equations are formulated and the assumptions underlying our analysis are presented. The solutions of these equations are described in §3, and the stability of the disk is analyzed in §4. Finally, we summarize our work and discuss its implications in the last section.

## 2 Disk Structure Equations

The disk and overlying corona structures are cast into algebraic form in a development similar to standard thin disk theory. In contrast to the standard theory, the effect of the corona on the disk and vice versa are explicitly taken into account. The following approximate equations describe the vertically averaged quantities of the disk and corona. Throughout this paper, quantities with D (C) subscript denote the disk (corona).

Hydrostatic equilibrium for the disk gives,

$$\frac{P_DP_C}{H_D}=\frac{GMm_p}{R^3}n_DH_D$$
(3)
while for the corona it is given by,

$$\frac{P_C}{H_C}=\frac{GMm_p}{R^3}n_C(H_C+H_D)$$
(4)
where $`P`$ is the total pressure, $`R`$ is the radius, $`H`$ is the height, $`n`$ is the number density and $`M`$ is the mass of the black hole. The total pressure consists of contributions from gas, radiation and magnetic pressures. In the above, we have assumed that the disk and corona are geometrically thin (i.e., $`H<<R`$). Thus for the disk,

$$P_D=P_{DR}+P_{DG}+P_{DB}=2n_DkT_D+4\sigma T_D^4/3c+P_{DB}$$
(5)
and similarly for the corona,

$$P_C=P_{CR}+P_{CG}+P_{CB}=2n_CkT_C+4\sigma T_C^4/3c+P_{CB}$$
(6)
where $`T`$ is the temperature and $`P_{DB}`$ ($`P_{CB}`$) is the magnetic pressure in the disk (corona). For simplicity, the gas is assumed to be composed of pure hydrogen. It can be seen that the effect of the corona on the underlying disk enters through eqn (3) in the matching pressure condition at the interface of the disk and corona.

The viscous torque is assumed to be proportional to the magnetic pressure. Hence the energy flux dissipated in the disk is,

$$F_{DG}=\frac{3}{2}\alpha _BP_{DB}H_D\mathrm{\Omega }_K$$
(7)
while for the corona it is,

$$F_{CG}=\frac{3}{2}\alpha _BP_{CB}H_C\mathrm{\Omega }_K$$
(8)
where $`\mathrm{\Omega }_K`$ is the Keplerian angular velocity and the constant of proportionality $`\alpha _B`$ is assumed to be same for both the disk and the corona. For the disk, the dissipated flux is matched by the radiative flux,

$$F_{DR}=\frac{4\sigma }{3\tau _D}(T_D^4T_C^4)=F_{DG}$$
(9)
For the corona the entire flux energy generated in the disk is radiated away. Hence,

$$F_{CR}=\frac{4\sigma T_C^4}{3\tau _C}=F_{CG}+F_{DG}$$
(10)
By definition the effective optical depth in the corona is unity,

$$\tau _C^2=\tau _C\times 1.8\times 10^{25}n_C^2T_C^{7/2}H_C=1$$
(11)
Note that since $`\tau _C=1`$, the corona is expected to be in approximate thermal equilibrium (see for e.g. Ross & Fabian 1996) which justifies eqn (10) and the expression for radiation pressure in the corona, taken to be equal to $`4\sigma T_C^4/3c`$. Essentially, although the Compton y-parameter in the corona is large, the free-free absorption is still dominant, making the radiation nearly thermal.

It is assumed here that the magnetic pressure in the disk is a fraction of the gas and radiation pressure. Thus

$$P_{DB}=\beta _D(P_{DR}+P_{DG})$$
(12)
where $`\beta _D`$ measures the fraction of the magnetic pressure to its equipartition value in the disk. To take account of the possibility that the scale height of the magnetic field could differ from that of the density, the magnetic pressure in the corona is assumed to be given by,

$$P_{CB}=P_{DB}[\frac{(P_{CR}+P_{CG})}{(P_{DR}+P_{DG})}]^\gamma $$
(13)
Note that if the exponent $`\gamma =1`$, the ratio of the magnetic pressure to its equipartition value is the same in the disk as well as in the corona. At the other extreme if $`\gamma =0`$, the magnetic field is the same for the disk and the corona which corresponds to the limit where the magnetic scale height is much larger than that of the disk. This implies that the magnetic field in the corona exceeds its equipartition value (Hawley, Balbus & Stone 2001).

The disk and corona structure can now be solved based on eqns (3-13) for various values of the total optical depth $`\tau _T=\tau _D+\tau _C`$ for a given mass of the black hole $`M`$, the distance $`R`$ from the black hole, the proportionality constant $`\alpha _B`$, disk equipartition fraction $`\beta _D`$ and the exponent $`\gamma `$. For each solution the accretion rates in the disk and corona can be inferred from

$$F_{DG}=\frac{3}{8\pi }\frac{GM\dot{M}_D}{R^3}$$
(14)
$$F_{CG}=\frac{3}{8\pi }\frac{GM\dot{M}_C}{R^3}$$
(15)
where the boundary effects have been neglected. If a zero-torque boundary condition in the last stable orbit is enforced then the accretion rates would be a factor $`1/J`$ larger than the ones inferred using Eqns (14) and (15), where $`J=1(6GM/c^2R)^{1/2}`$ for a black hole described in terms of a Schwarzschild metric.

## 3 Results

The topology of the local disk solutions in ($`\dot{M}_T,\tau _T`$) space is shown in Fig. 1 for a given black hole mass, radius, $`\alpha _B`$, $`\beta _D`$ and for various values of $`\gamma `$. Here $`\dot{M}_T`$ is the total accretion rate (i.e., the sum of the mass flow rate through the corona and the disk). In Figures 2 (a-f), the ratios of structural parameters of the disk and corona are shown as a function of $`\dot{M}_T`$. For reference the well known topology of the solutions for the standard accretion disk theory for the same set of parameters is also shown in Fig. 1 (dashed line). For small accretion rates ($`\dot{M}<10^{17}`$ g s-1), the disk solutions are gas pressure dominated and $`\dot{M}_T`$ increases with $`\tau _T`$, while for higher accretion rates, the disk is radiation pressure dominated and $`\dot{M}_T`$ decreases with $`\tau _T`$. Here the solutions have been terminated when the disk becomes optically thin and the assumption that the radiation is in thermal equilibrium breaks down. Note that the solutions for disks with dissipative coronas require one more parameter ($`\gamma `$) than the standard disk model, which characterizes the variation of the scale height of the magnetic field as compared to the disk scale height. The set of solutions for $`\gamma =1`$, has not been shown since they are similar to the standard disk ones.

For small accretion rates $`\dot{M}_T<10^{17}`$ g s-1, the coronal accretion rate is much smaller than within the disk (except for the case when $`\gamma =0`$) and hence the effect of the corona on the underlying disk is minimal. The solutions are similar to models of the standard disk. At high $`\dot{M}_T`$, the solutions are different than the standard ones. In particular, the accretion rate at which the slope of $`\dot{M}_T`$ vs $`\tau _T`$ changes sign, is higher. For $`\gamma =0`$, this slope at high accretion rates is steeper than that for standard disk solutions. Fig 2 (b) shows that for low values of $`\gamma <0.25`$, $`\dot{M}_C\dot{M}_D`$, and hence it for these values of $`\gamma `$ that a dissipative corona can exist. Figures (3) and (4) show how the solutions change when $`\beta _D`$ and the radius is varied. In particular, the critical mass accretion rate above which the slope of $`\dot{M}_T`$ vs $`\tau `$ changes sign increases with decreasing values of $`\beta _D`$ and increasing radius $`R`$. Varying $`\alpha _B`$, has a similar effect as changing $`\beta _D`$.

Simple analytical expressions for the disk structure can be obtained for the standard disk model when either the disk is radiation or gas pressure dominated. For disks with dissipative corona the situation is more complex. Several different limits and their combination can be considered. For example, the disk could be radiation or gas pressure dominated while the corresponding corona could be gas or radiation pressure dominated. Figs. 2 (e) and 2 (f) show that, in general, all four possible combinations are realizable. Moreover, to obtain analytical expressions, one has to assume that either the accretion rate through the corona or the disk dominates over the other. While it is possible to present such analytical expressions, they are not generally valid for the most interesting solutions (typically at high accretion rates). Thus, only the numerical solutions to the disk structure equations have been presented.

In this work, the emergent spectra from such disks have not been computed, since a detailed radiative transfer calculation in the vertical direction would be required. The corona is, by definition, marginally optically thick (i.e. $`\tau _C=1`$), and hence the radiation is expected to be nearly in thermal equilibrium. The emergent spectrum should be a black body (with flux proportional to the total dissipation) diluted by the effect of Comptonization in the uppermost layers of the corona where the Compton y-parameter is of order unity (Ross & Fabian 1996). Thus, the total spectrum from the disk should be close to the multi-color disk spectrum which is often used for fitting the soft spectral component of black hole X-ray binary systems.

## 4 Stability of disks with dissipative coronas

In the standard accretion disk theory, radiation pressure dominated disks are known to be both secularly and thermally unstable. The secular instability criterion depends on the topology of solutions in ($`\dot{M}`$, $`\tau `$) space, where if $`\dot{M}`$ is inversely proportional to $`\tau `$, the disk would be locally unstable. Thus, whether disks with dissipative coronas are secularly stable or not, can be directly inferred from Fig. 1. For $`\gamma <0.5`$, which correspond to nearly the same equipartition fraction for the disk and corona, the accretion rate at which the disk is locally unstable (Fig 1, curves 1) is nearly same as that for the standard disk theory. On the other hand, when $`\gamma =0`$ (Fig. 1, curve 3), a secularly stable disk can exist for $`\dot{M}<4\times 10^{17}`$ g s-1 which is $`4`$ higher than what is expected for the standard disk solution (eqn 1). Moreover, for $`\gamma =0`$, in the unstable branch, the dependence of $`\dot{M}_T`$ on $`\tau _T`$ is steeper and for a given accretion rate the steady state optical depth is larger than that predicted by the standard theory. This means that the secular instability would occur on a longer time-scale and the global evolution of such disks could be significantly different than the scenario predicted by time dependent numerical simulations of standard disks (Taam & Lin 1984). Thus disks with dissipative coronas, with low values of $`\gamma `$ (i.e., when the scale height of the magnetic field is sufficiently large compared to the disk scale height) may be secularly stable for higher accretion rates than standard disks.

While the secular instability occurs on the viscous timescale, the thermal instability occurs on the much shorter thermal timescale. As discussed in §1, a thermal stability analysis using the viscosity law (eqn. 1) is valid only when the averaging timescale of the viscous law is shorter than the thermal timescale. Thus, the thermal stability analysis presented here may not be directly applicable to disks with dissipative coronas. Given this caveat, for the total disk to be thermally stable, both the underlying disk and the corona must be stable individually. The thermal stability criterion for the disk is,

$$\xi _{DR}>\xi _{DG}$$
(16)
where,

$$\xi _{DG}=\frac{d\text{log}F_{DG}}{d\text{log}T_D}|_{\tau _T}$$
(17)
and

$$\xi _{DR}=\frac{d\text{log}F_{DR}}{d\text{log}T_D}|_{\tau _T}$$
(18)
Here, the derivatives are taken while maintaining the total optical depth, $`\tau _T`$, to be constant. Since the thermal timescale of the corona is much smaller than in the disk, it is assumed here that the corona is in thermal equilibrium during the perturbation. The stability criterion for the corona is,

$$\xi _{CR}>\xi _{CG}$$
(19)
where,

$$\xi _{CG}=\frac{d\text{log}F_{CG}}{d\text{log}T_C}|_{P_D}$$
(20)
and

$$\xi _{CR}=\frac{d\text{log}F_{CR}}{d\text{log}T_C}|_{P_D}$$
(21)
Here, the derivatives are taken with the underlying disk pressure, $`P_D`$, held constant since the thermal timescale of the disk is much larger than that of the corona. These logarithmic derivatives are numerically computed and shown in Figs. 5 (a) and (b). For $`\gamma =0`$, Fig 5 (a) shows that $`\xi _{CR}`$ (solid line) is always greater than $`\xi _{CG}`$ (dashed line). Hence the corona is thermally stable even when it is radiation pressure dominated (Fig. 2 f). The underlying disk becomes unstable when radiation pressure dominates and hence $`\xi _{DR}`$ is less than $`\xi _{DG}`$ (Fig. 5 b) for $`\dot{M}_T>4\times 10^{17}`$ g s-1. Thus, disks with dissipative coronas with low values of $`\gamma `$, are both thermally and secularly stable for accretion rates less than about $`4\times 10^{17}`$ g s-1 (for parameter values used in Fig 1) corresponding to a luminosity of $`2\times 10^{37}`$ ergs/sec or $`0.01`$ times the Eddington Luminosity for a 10 solar mass black hole.

## 5 Summary and Discussion

In this study we have investigated the vertical disk structure in the two zone approximation where the disk is divided into a disk and an overlying corona. In contrast to previous studies, the corona is defined as the upper regions of the disk with an effective optical depth of unity. It is shown that if the scale height of the magnetic field in the disk is larger than the density scale height, a dissipative corona can form where significant accretion flow (and hence significant dissipation) takes place. The topology of such disk solutions differs from that of the standard disk solutions. For the case when the magnetic scale height is much greater than the disk scale height (i.e. when the magnetic field is constant in the vertical direction corresponding to $`\gamma =0`$), the disk is both thermally and secularly stable for accretion rates less than $`\dot{M}=4\times 10^{17}`$ g s-1 ( for a ten solar mass black hole and $`R=20GM/c^2`$) as compared to $`\dot{M}=10^{17}`$ g s-1 for the standard disk. Although this accretion rate is nearly independent of the viscosity parameterization, $`\dot{M}\beta ^{0.2}`$ (Fig. 3), it is possible that it may be higher if either a) the magnetic field in the corona is larger than that in the disk (i.e. $`\gamma <0`$) or b) if a significant amount of the energy dissipated in the disk is transported non-radiatively to the corona. We defer such detailed and perhaps more speculative studies for a future work. Thus, disks with dissipative coronas may provide a more attractive explanation for the source of the high luminosity soft spectral component observed in black hole X-ray binary systems.

The two zone approximation employed in this study, simplifies the disk equations to algebraic form and provides qualitative insight into the existence and effect of dissipative coronas. Clearly, there is a need to confirm these results and to obtain quantitative solutions by constructing models based on calculations of the vertical radiative transfer differential equations. The simple analysis undertaken here points not only to the possible existence of dissipative coronas but also provides a description of qualitative different boundary conditions required for the solution of the radiative transfer equations. The complete radiative transfer analysis will also yield theoretical emergent spectra from such disks which can then be compared with observations of black hole X-ray binary systems. Such meaningful comparisons with observations would provide a test for the hypothesis that the soft X-ray emission originates from disks with dissipative coronas

We thank the referee for the detailed comments which has significantly improved the manuscript. R.M. gratefully acknowledges support from the Lindheimer Fellowship at Northwestern University.


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# Redshift-distance Survey of Early-type Galaxies: the ENEARc Cluster Sample 1footnote 11footnote 1Based on observations at Complejo Astronomico El Leoncito (CASLEO), operated under agreement between the Consejo Nacional de Investigaciones Científicas de la República Argentina and the National Universities of La Plata, Córdoba and San Juan; Cerro Tololo Interamerican Observatory (CTIO), operated by the National Optical Astronomical Observatories, under AURA; European Southern Observatory (ESO), partially under the ESO-ON agreement; Fred Lawrence Whipple Observatory (FLWO); Observatório do Pico dos Dias, operated by the Laboratório Nacional de Astrofísica (LNA); and the MDM Observatory on Kitt Peak.

## 1 Introduction

For many years cosmic flows have been a promising way to probe mass density fluctuations on intermediate scales ($`<100`$$`h^1`$ Mpc) and to obtain dynamical measures of the cosmological parameters. Unfortunately, compiling peculiar velocity data with the desired sky coverage and full sampling is time-consuming, so most previous cosmic flow studies have been based on sparse or non-uniform catalogs, leading to conflicting interpretations. Recently, new large redshift-distance surveys of spiral (SFI; da Costa et al. 1996, Haynes et al. 1999a, 1999b) and early-type galaxies (ENEAR; da Costa et al. 2000a, hereafter Paper I; Wegner et al. 2002; Alonso et al. 2002) have been completed and some of the unresolved issues are being re-addressed with these significantly larger and more uniform samples.

The ENEAR catalog of peculiar velocities described in Paper I is an all-sky catalog which includes a magnitude-limited sample of early-type galaxies (ENEARm) extracted from completed magnitude-limited redshift surveys, as well as a subsample of cluster galaxies which are fainter than the magnitude limit of the parent redshift surveys. The ENEAR catalog is a compilation of observational parameters for $`2000`$ early-type galaxies. It includes new photometric and spectroscopic data for $`1500`$ early-type galaxies in clusters and in the field as well as data from previous work. Our new photometric and spectroscopic measurements are presented in Alonso et al. (2002) and Wegner et al. (2002), respectively. Data from this catalog have already been used in some previous analyses presented in other papers of this series (Bernardi et al. 1998; Borgani et al. 2000; da Costa et al. 2000b; Nusser et al. 2001; Zaroubi et al. 2001).

In conducting these analyses we have found it necessary operationally to split the ENEAR catalog into two samples, ENEARm and ENEARc (see Paper I). The ENEARc is composed of galaxies from ENEARm that are in clusters, but with the addition of galaxies fainter than the original ENEARm magnitude limit using new observations and data in the literature.

The purpose of the present paper is to focus on the ENEARc cluster subsample; here we describe the assignment of galaxies to clusters, the homogenization of our new data with those of previous work, and report the final combined photometric and spectroscopic parameters of the cluster galaxies. The construction of the ENEARc catalog is needed in order to obtain an accurate template scaling relation (the $`D_n\sigma `$ relation) which can be use to measure distances and peculiar velocities for all the early-type galaxies in the ENEAR catalog. The $`D_n\sigma `$ scaling relation, originally introduced by Dressler et al. (1987), is essentially equivalent to the more general Fundamental Plane (FP, Djorgovski & Davis 1987) defined by early-type galaxies.

The underlying assumption in estimating distances is that these scaling relations are the same for field and cluster galaxies. For galaxies which are at approximately the same redshift, so effects of evolution can be neglected, the dependence of these scaling relations on cluster properties has been investigated by several authors (e.g., Jørgensen, Franx, & Kjærgaard 1996; D’Onofrio et al. 1997; Pahre, Djorgovski, & de Carvalho 1998; Scodeggio et al. 1998; Gibbons, Fruchter, & Bothun 2001; Colless et al. 2001). (For how the FP depends on cluster redshift see e.g., Jørgensen et al. 1999; Treu et al. 1999, 2001; van Dokkum et al. 2001.) Other issues that bear on the results are the assignment of galaxies to clusters, the small number of observed galaxies per cluster, which requires the use of all available cluster data for the definition of a template distance relation, and the possible biases of the parameters resulting from selection effects and measurement errors.

The data presented in this paper are used in Bernardi et al. (2002) to derive the template-distance relation from which the galaxy distances and the peculiar velocity field of the ENEAR sample were derived.

The outline of this paper is as follows: In Section 2 we describe the selection of clusters and the criteria used for membership assignment. In Section 3 we present the new spectroscopic and photometric data and discuss the corrections applied to our measurements and to those of other authors which bring the available data into a common system. Section 4, contains the final merged and standardized ENEARc catalog of early-type cluster galaxies used to construct the distance relation and peculiar velocity analyses. A brief summary is given in Section 5.

## 2 Cluster Sample

### 2.1 Selection

A key requirement for constructing any distance relation based on cluster/group galaxies is to have a well defined procedure for identifying bound systems and assigning galaxies to them. With currently available optical, all-sky redshift surveys (e.g., Huchra et al. 1983, CfA1; Falco et al. 1999, CfA2; da Costa et al. 1988, SSRS; da Costa et al. 1998, SSRS2; Santiago et al. 1995, ORS) a significant improvement can be made on earlier work which justifies reexamining galaxy assignments to clusters.

In this paper we have adopted the following procedure: Clusters within $`10000`$ kms-1 were selected from group catalogs derived by applying the objective group-finding algorithm of Huchra & Geller (1982) to all complete, magnitude-limited redshift surveys currently available. For most of the sky ($`6.5`$ steradians) rich groups ( $`>`$$``$ 15 members) were drawn from the CfA1 (Geller & Huchra 1983) and SSRS (Maia, da Costa & Latham 1989) catalogs. At low galactic latitudes the catalogs were complemented by groups identified in the Optical Redshift Survey (Santiago et al. 1995). Over the fraction of the sky surveyed by the CfA2 and SSRS2 ($`4.2`$ steradians, including more than a third of both galactic caps), we used groups identified by Ramella, Pisani, & Geller (1997) in the CfA2 and Ramella et al. (2002) in the SSRS2, instead of those identified in earlier shallower surveys. This selection is not uniform over the sky because of the different magnitude-limits and density contrast thresholds that had to be adopted in the group identification. An attempt to minimize this effect and include possible fainter members is discussed in Section 2.3.

The final catalog contains 32 rich ($`>15`$ members), 318 medium-size (5-15 members) and 628 small ($`<5`$ members) systems making a total of 978 groups. For each group the combined catalog provides: the number of members; center coordinates, heliocentric radial velocity, velocity dispersion, and the physical size expressed by the pair radius $`R_p`$ (Ramella, Geller, & Huchra 1989) which is used below to establish cluster membership. The physical parameters of the groups are computed considering all morphological types. Groups with at least 15 members were cross-identified with the Abell and the ACO cluster catalogs (Abell 1958; Abell, Corwin & Olowin 1989). All but three, consisting predominantly of spirals were known clusters. Because of the limiting magnitudes of the parent redshift surveys some faint early-type galaxies, known to be in clusters, are missed by this procedure. Fainter early-types with data in the literature were added to our compilation (See Section 2.3).

To this list we added five additional well-studied clusters: A539, AS639, and A3381 (Jørgensen, Franx, & Kjærgaard 1995a, 1995b) and 7S21 and A347 (Smith et al. 1997). These clusters were excluded from our original list because they are either located at low galactic latitudes, outside the regions probed by the redshift surveys, or because the member galaxies are fainter than the limiting magnitude of these redshift surveys. A special procedure was also adopted to handle the Centaurus cluster, which has two distinct components (Lucey & Carter 1988) but is identified as a single large system in the group catalog. In this case, we assigned memberships based on the observed redshift distribution along the line-of-sight. The resulting list of members for each system agrees well with Lucey & Carter (1988). The physical characteristics of these two groups, hereafter Cen30 and Cen45, were computed after splitting the systems (see Section 2.2).

From the cluster/group sample above we selected 58 groups containing a minimum of five early-type galaxies and at least 15 members of any morphological type, to provide a reliable cluster velocity dispersion estimate. Figure 1 shows the projected distribution in galactic coordinates of all the 58 selected clusters, including the 28 clusters considered in the present paper. The apparent deficiency of clusters at low galactic latitudes may not be real. However the apparent underdensity of galaxies shown on the left side of the plot at higher galactic latitudes can also be seen in Figure 14 of Paper I, which shows this for the ENEAR and SFI galaxies. We ultimately focused on creating a large database of measurements in common with other authors, and to enlarge the sample of available galaxies in the 28 previously studied clusters.

It is useful to refer to Figure 4 of Paper I, which compares the distribution of clusters on the sky with that of the underlying galaxies. Four clusters lie inside the Perseus-Pisces (PP) region ($`0^h<\alpha <4^h`$ and $`+20^o<\delta <+45^o`$; Smith et al. 1997). The two dominant concentrations of galaxies, the Great Attractor (GA) and Perseus-Pisces superclusters, are indicated in that figure. Paper I also shows that in our sample, the GA and PP superclusters produce a prominent peak at $`5000`$ kms-1 in the redshift distribution of the clusters, indicating that our clusters probe the most prominent structures in the nearby universe.

### 2.2 Properties of the Cluster Sample

The main physical characteristics of the 28 selected clusters are given in Table 1: the cluster name in column (1); columns (2) and (3) give the right ascension and declination, as determined from the group finding algorithm or taken from the references listed in column 9; column (4) is the heliocentric radial velocity; column (5) the cluster velocity dispersion; column (6) the value of the radius $`R_p`$, whenever available (see Section 2.3); column (7) the number of early-type galaxies with distances in this paper; column (8) indicates clusters using only measurements obtained by other authors; and column (9) references previous studies of these clusters. Note that the cluster global parameters such as redshift, velocity dispersion, and size were taken from the merged group catalog described earlier. Comparing these redshifts with those obtained using only the cluster early-types, we find insignificant differences, the mean offset being $`20`$ kms-1 and the scatter $`110`$ kms-1. The cluster velocity dispersions listed in the table also agree well, with a mean difference of $`40`$ kms-1 and a scatter of $`130`$ kms-1. In the latter case, we find that for rich clusters, the values listed in the table are smaller with an offset of $`<200`$ kms-1.

Poor sampling of the cluster region affects both the estimated cluster velocity dispersion and the characteristic size scale $`R_p`$. In some cases the coordinates of the groups/clusters had to be revised because closer inspection showed that the group catalog was unable to separate neighboring clusters (e.g., A2199/97, Cen30/45) or because groups based on shallow surveys do not faithfully represent the center of the cluster after fainter members have been included (e.g., Klemola 44). Groups found at the edge of a redshift survey tend to have their global parameters affected; in particular the size, as originally listed in the group catalog, can differ. For example, the group radius of Pavo II depends on the density threshold. This may also explain structure found in Doradus. These problems should be kept in mind when investigating correlations that depend on the global cluster parameters such as size and velocity dispersion.

### 2.3 Membership Assignment

As mentioned in Section 2.1, the group catalogs were derived from redshift surveys with differing limiting magnitudes and selection criteria. To make the distribution of our clusters/groups more uniform across the sky we added other systems in regions of the sky not covered by the redshift surveys. Also, we have increased the number of cluster/group members by including early-type galaxies observed by other authors, below the magnitude limit of the redshift surveys. We have also checked other authors’ membership assignments. A galaxy was assigned to a cluster if it satisfied two conditions. The first condition is $`d1.5R_p`$, where $`d`$ is the distance relative to the group center, determined from the group finding algorithm, and $`R_p`$ is the group pair radius (both are in $`h^1`$ Mpc, where $`h=H_0/100`$ kms-1 Mpc-1). We fixed $`R_p`$ to 1 $`h^1`$ Mpc for Cen45, not identified by the finding algorithm, for Pavo II at the edge of the redshift survey, and for the five clusters added from the literature.

The second condition is $`czcz_{\mathrm{cl}}1.5\sigma _{\mathrm{cl}}`$ where $`cz`$ is the radial velocity of the galaxy, $`cz_{\mathrm{cl}}`$ and $`\sigma _{\mathrm{cl}}`$ are the systemic velocity and velocity dispersion of the group, respectively. This second requirement does not precisely represent the region within the caustic which marks the boundary of a cluster in redshift space (e.g., Kaiser 1987; Regős & Geller 1989), but the small number of galaxies per cluster and the caustic’s dependence on $`\mathrm{\Omega }`$ makes a more precise determination untenable.

To better approximate the real assignment of galaxies to the cluster we also define a class of “peripheral” objects, the criteria depending on the richness of the cluster. For the richest clusters (e.g., Virgo and Coma), “peripheral” galaxies are those which satisfy one of two conditions: $`dR_p`$ and $`1.5\sigma _{\mathrm{cl}}czcz_{\mathrm{cl}}3\sigma _{\mathrm{cl}}`$, or $`1.5R_pd3R_p`$ and $`czcz_{\mathrm{cl}}\sigma _{\mathrm{cl}}`$, while for clusters with fewer members the second condition becomes $`1.5R_pd2R_p`$. These conditions are intended to represent the region in redshift-space occupied by cluster members. Applying these criteria, increases the sample of the early-type galaxies by about 20%. When two clusters are close to each other as in the cases of A2199/97 and Cen30/45 ambiguous cases remain. The impact of these objects on the distance relation is discussed in more detail in Bernardi et al. (2002).

Figure 2 shows examples of the resulting projected distribution of objects in and around two of the clusters (similar plots for the other clusters are available; interested readers should contact the first author of this paper directly). The dashed circle corresponds to the angular size of $`1.5R_p`$ at the cluster redshift. Some systems are well sampled by the available redshift surveys (e.g., Coma, A1367, Virgo, Fornax, Eridanus, Doradus), while at low galactic latitude clusters/groups are only covered by the shallow ORS. The density of galaxies abruptly changes south of $`40^{}`$, the southern limit of the SSRS2. From these projected distributions, we also found that some group centers, in the group catalogs, are not good estimates. This is the case, e.g., for Pisces, HMS0122+3305, A2199, and the nearby groups such as Eridanus and Doradus, but correcting the central positions leaves the galaxy assignments unaltered. We also also find that Klemola 44 may be a superposition of two systems.

Overall $`<90\%`$ of the early-type galaxies assigned to these groups have distances. There are 733 early-type galaxies assigned to the 28 selected clusters/groups (hereafter the ENEARc catalog), of which 640 galaxies have velocity dispersions and $`d_n`$ measurements, where $`d_n`$ is the apparent diameter at a given isophotal level, as required to build the $`D_n\sigma `$ relation. Of these, 495 satisfy the most stringent membership criteria, whereas 145 are “peripheral” cluster objects. According to our adopted criteria, 15 galaxies assigned to the selected cluster sample by previous authors are non-members.

These non-member galaxies are listed in Table 2, where: column (1) is the name of the galaxy; columns (2) and (3) are the equatorial coordinates; column (4) is the heliocentric redshift; column (5) is the total magnitude $`m_\mathrm{B}`$; column (6) is the name of the cluster to which the galaxy is assigned; column (7) is the pair radius $`R_p`$ of the cluster; column (8) is the cluster velocity dispersion; column (9) is the projected distance of the galaxy from the cluster center, computed using the angular separation and the cluster redshift; column (10) is the difference between the galaxy and cluster redshifts; and column (11) references previous work. The information on the individual galaxies and groups comes from the literature and the original group catalogs, respectively. Note that Willmer et al. (1991) had already pointed out that \[WFC91\] 056 and ESO 384G037 are interlopers in AS753, while Jørgensen (1997) noted that D75 and \[WFC91\] 039 were not members of A194 and AS753, respectively. The galaxies in Table 2 are, therefore, excluded from the ENEARc sample.

Figure 3 summarizes the measured parameters for early-type cluster galaxies. This figure shows the distribution of: redshift (panel a); $`\sigma `$ (panel b); Mg2 index (panel c); and the photometric parameter $`d_n`$ (panel d). The data include both our measurements and those of other authors calibrated onto a common system as described in the next section.

## 3 Homogenization of the Measurements

In addition to our all-sky ENEAR redshift-distance survey, over the years we have gathered a large number of spectroscopic and photometric observations of early-type galaxies in clusters with the following three goals in mind: 1) increase the number of galaxies in clusters to improve the statistical accuracy of distance relations; 2) measure many galaxies observed by other authors, in order to scale the available data into a common system and estimate our external errors; 3) obtain repeat observations to estimate our internal errors on a run-by-run basis. Repeat measurements also provide a way to eliminate disparate measurements and improve the statistical error per galaxy. Since a non-negligible number of galaxies, mostly in clusters, had modern high-quality measurements available in the literature, we concentrated our efforts in clusters already studied by other authors.

In the following sections we describe the procedures adopted for homogenizing and combining the spectroscopic and photometric parameters which come from various sources.

### 3.1 Spectroscopic Data

Details of the observations, data reductions, parameter and error estimates obtained by the ENEAR team are presented in Wegner et al. (2002). The velocity dispersion was measured in the interval $`47705770`$ Å. Therefore, our estimates do not include the effects of the NaD line which, because of interstellar absorption, could affect the velocity dispersion measurement (e.g., Dressler 1984). It is known that for any given $`S/N`$ and instrumental resolution, there is a lower limit on the velocity dispersion measurable without introducing significant bias (e.g., Bender 1990). The instrumental resolution of the setups used by the ENEAR team range from 70 kms-1 to 100 kms-1. We tested the reliability of the low velocity dispersion measurements by using: a) internal repeated observations, and b) simulations of synthetic noisy “galaxy” spectra (Wegner et al. 2002). The scatter ( 15 %) given by internal comparisons at low velocity dispersions ($`<70`$ kms-1) is comparable with the errors (10 %-15 %) associated with those measurements. Simulated “galaxy” spectra, obtained by broadening the spectrum of a template star by Gaussians of different velocity dispersion and by adding different noise, show that for spectra with $`S/N>20`$ per pixel the velocity dispersion can be measured reliably down to a value of $`65`$ % of the instrumental resolution. These results show that our random errors are reliable and that our velocity dispersion measurements are not biased—even for values which are smaller than the instrumental resolution. However, the above tests do not take into account about possible systematic effects due to e.g., template and galaxy mismatches or continuum subtraction problems.

In this section we describe the homogenization procedure for the ENEARc data which include our new measurements as well as data from the literature. The first step in homogenizing the velocity dispersions and line indices is to define a “fiducial” system to which all other measurements can be compared and converted. To achieve this we first brought our measurements onto the same internal system. The ENEAR observations were chosen as this standard system because they are a large ($`2000`$) homogeneous set of measurements, which was designed to extensively overlap with other samples and our own individual observing runs. The ENEAR observations were brought into a consistent system as described by Wegner et al. (2002). Briefly, the following procedure was used: we determined a mean offset, $`\mathrm{\Delta }`$, between each galaxy in a given run and all the other runs. We then averaged over all galaxies in a run, weighting by the number of available pairs which yields $`\mathrm{\Delta }`$ for that run. We then subtracted $`\mathrm{\Delta }`$ from data in each run and repeat the process until no run has an offset above a predefined tolerance. We found no evidence for a more complicated correction for the data. The internal comparisons of the final redshift, velocity dispersion, and the Mg2 index were found to be in good agreement, showing no systematic trends, and only small zero-point offsets.

The mean redshift offset is $`<25`$ kms-1 with a scatter of $`<40`$ kms-1; in the case of the velocity dispersion, $`\mathrm{\Delta }\mathrm{log}\sigma `$ is always less than $`0.025`$ and has a scatter of $`<0.060`$ dex. The mean $`\mathrm{\Delta }\mathrm{log}\sigma `$ offset is $`0.012\pm 0.008`$ dex. Finally, the line index Mg2 has a mean zero-point offset of $`<0.015\pm 0.006`$ dex with a scatter of $`0.020`$ dex. The velocity dispersions and the values of the Mg2 index were aperture-corrected to $`2r_{norm}=1.19h^1`$ kpc (Wegner et al. 2002).

The second step, after calibrating our measurements to a consistent system, was to convert published data to our reference system. An aperture correction consistent with our raw data was made before calibrating them to our “fiducial” system by a zero-point shift, using a procedure similar to the one above. Zero-point corrections were only applied for those data sets for which the offset was larger than its error. Table 3 summarizes the results of this comparison of our data with those of other authors: in column (1) the source of published data; in column (2) the number of velocity dispersion measurements involved in the comparison; in column (3) the offset applied to each set of velocity dispersion measurements; in column (4) the rms value of the differences in the comparison; columns (5)-(7) show the same for the Mg2 line index. All differences are computed as “our-minus-literature”. The comparisons listed in the table include only cluster galaxies except for the 7S sample; for that sample we also compared the measurements of field galaxies. This was done to increase the accuracy of the comparison.

In total we have 248 measurements of the velocity dispersion and 156 of the Mg2 index in common with the literature. The external comparisons reported in the table show that the external offsets are, in general, comparable to the mean offset found from our internal comparisons. The measurements obtained by other authors were converted to our “fiducial” system by adding the offsets listed in Table 3. In order to evaluate the final merged and standardized catalog of early-type galaxies a comparison has been made between different (calibrated) measurements of the same galaxy. The results are shown in Figure 4 for those datasets for which direct comparisons are available. The data sets of Lucey et al. (1997) and Smith et al. (1997) have very few galaxies in common with our sample. Therefore, for these two data sets we had to rely on an indirect calibration. This was carried out by using the overlap between the data of these two papers with those of the literature converted directly into our system. Figure 5 shows the result of this indirect calibration.

Figure 6 shows a histogram of the difference between our redshifts and the literature. The mean and rms scatter of the distribution are $`1\pm 8`$ kms-1 and $`69`$ kms-1, respectively. Since the typical error in the radial velocity is of the order of $`50`$ kms-1 we conclude that no correction is required for the redshift measurements.

The spectroscopic data in the ENEARc catalog are summarized in Table 4 which gives: in column (1) the source of measurements; in column (2) the number of new measurements obtained by our team; in column (3) the number of galaxies for which spectroscopic parameters were measured; in column (4) the number of galaxies for which there is only one source; in columns (5)–(7) the same information for the Mg2 line index. In estimating the contribution of each author we tried to consider only independent measurements, although this is not always possible because some authors combined their new data with previous work. The number of measurements in the table reported for the authors refers only to galaxies in the ENEAR database (see Paper I).

Table 4 shows that we obtained 338 measurements of the velocity dispersion for 229 galaxies and similar numbers for the Mg2 index; about one-third of our observations have repeats. Using these data, we obtained new distances and Mg2 indices for $`90`$ galaxies, thereby enlarging the sample of early-type galaxies that can be used in the construction of the $`D_n\sigma `$ relation. About 55% of the cluster sample still relies on single velocity dispersion measurements but most of these are now based on high-quality modern observations.

### 3.2 Photometric Data

Details of the photometric observations are given in Alonso et al. (2002). The same homogenization procedure described above was adopted for the photometric parameter $`d_n`$. Following the 7S, $`d_n`$ is the angular diameter of a circular aperture within which the average integrated surface brightness of a galaxy is equal to a specified value. In our case the angular diameter $`d_n`$ is measured at the $`R`$-band isophotal level of $`\mu _R=19.25`$ mag arcsec-1. This value roughly corresponds to the value adopted by the 7S in the $`B`$-band, assuming a mean color of $`(BR)`$=1.5 mag. The light profiles were corrected for the effects of seeing (e.g., Saglia et al. 1997), flux calibrated and corrected for Galactic extinction (Burstein & Heiles 1984). Alonso et al. 2002 show that, for the galaxies in our sample, the Burstein & Heiles extinction corrections agree well with the values derived using the extinction maps of Schlegel, Finkbeiner & Davis (1998). The K-correction and cosmological surface brightness dimming correction were also applied.

As in the case of the spectroscopic parameters, a homogeneous dataset is required. This is particularly important for combining photometric parameters since these come from a variety of sources, many using different filters. To calibrate the photometric parameter $`d_n`$ to the “fiducial” system, we first checked the internal consistency of our data by comparing the surface brightness profiles of galaxies for which we have more than one observation. For these objects, the dispersion among different measurements was found to be small ($`0.05`$ mag/arcsec2 over an interval of typically 3 magnitudes), showing that our reduction and calibration procedures lead to uniform results (see Figure 3.6, 3.7, and 3.8 in Bernardi 1999). We also compared our measures of the surface brightness profiles with those in previous works. This was done to estimate if differences in the zero-point of the photometric calibration, or variations in the filters/colors used by different sources could contribute to the differences observed in the $`d_n`$ parameter. We found that the comparisons of our surface brightness profiles with those of other sources do not show any systematic gradient or statistically significant offset (see Figure 3.4 in Bernardi 1999). These results justify our choice of applying simple offsets in homogenizing the $`d_n`$ parameter. As before, our observations were used to define the reference system; we brought the measurements to a common system by minimizing the mean differences in the $`d_n`$ derived from galaxies observed in more than one run. The required corrections to bring the measurements into a common system were relatively small: $`\mathrm{\Delta }\mathrm{log}d_n<0.010\pm 0.004`$ dex with a rms scatter of $`<0.022`$ dex (Alonso et al. 2002).

The measurements available in the literature were calibrated to our internal reference system by applying the offsets listed in Table 5, if the offset is larger than its error. This table summarizes the results of the comparison between our data and those of other authors listing: in column (1) the source of published data; in column (2) the number of measurements involved in the comparison; in column (3) the difference between our measurements and those in the literature; and in column (4) the rms value of these differences. There are 379 $`d_n`$ measurements in common with the literature. The required corrections are small and the scatter compares with that obtained from our internal comparisons, suggesting that one can safely combine the measurements from different data sets. These comparisons are shown in Figure 7 after each individual data set was calibrated to the fiducial system. The agreement is good, with the dispersion being generally smaller than 0.02 dex. Furthermore, there is no evidence of systematic trends, justifying our use of single offsets to bring all of the published data into a common system. As for the spectroscopic parameters, the comparison with the 7S sample also includes field galaxies.

The photometric data assembled for the ENEARc sample are summarized in Table 6 where we list: in column (1) the source of measurements; in column (2) the passband in which the data were measured; in column (3) the number of new measurements including repeat observations; in column (4) the number of galaxies with measured photometric parameters; and in column (5) the number of galaxies for which there is only one source. We have measured 508 $`d_n`$ for a total of 348 ENEARc galaxies, of which 117 had no previous measurements. About $`48`$% of the cluster sample still relies on single measurements, making the cross-comparison between different sources extremely important.

## 4 The ENEARc Catalog

As a final result, we have assembled a sample of 640 early-type galaxies in 28 clusters with redshift, velocity dispersion, $`d_n`$ measurements and, whenever possible, the Mg2 line index using the membership criteria described above. Of these galaxies, 495 are considered cluster members and 145 “peripheral” objects. All 640 objects were individually inspected and 188 galaxies were removed due to peculiarities and/or problems on their images and/or their spectra (e.g., residual contamination from nearby galaxies or stars; presence of spiral arms or bar; dust lane; high $`D/B`$; emission lines; low $`S/N`$) that could affect the measurement of their photometric and spectroscopic parameters.

Table 7 tabulates the main measured parameters for the 452 galaxies suitable for constructing the $`D_n\sigma `$ relation and Table 8 contains the 188 cluster galaxies eliminated from further consideration, respectively. For each cluster these tables give : in column (1) the name of the galaxy; in columns (2) and (3) the 1950.0 equatorial coordinates; in column (4) the morphological $`T`$ type following Lauberts & Valentijn (1989); in column (5) the total $`B`$-band magnitude $`m_\mathrm{B}`$ taken from the literature; in column (6) the number of redshift and velocity dispersion measurements obtained from our new data; in column (7) the number of redshift and velocity dispersion measurements available in the literature; in columns (8) and (9) the heliocentric redshift and its error; in columns (10) and (11) the logarithm of the velocity dispersion measurement and its error; in columns (12) and (13) the number of Mg2 line index measurements available from our new data and from the literature; and in columns (14) and (15) the value and error of the Mg2 line index. Similarly, columns (16)-(19) give the same information for the photometric parameter $`\mathrm{log}d_n`$ ($`d_n`$ in 0.1 arcmin). In addition, Table 8 gives (column 20) a reference to the Notes to the table indicate the reason(s) for removing the galaxy from the ENEARc sample. The parameters listed in these tables are combined values obtained from the error-weighted mean of the individual measurements using a $`3\sigma `$-clipping.

## 5 Summary

In this paper we present spectroscopic (redshift, velocity dispersion, and Mg2 index) and photometric ($`d_n`$) data for 640 galaxies in 28 clusters comprising our ENEARc catalog. The assignment of galaxies to groups and clusters was based on a compilation of objectively identified groups derived from complete redshift surveys of the nearby universe. Roughly 2% of the galaxies were previously assigned to clusters erroneously. The data presented here are a combination of 338 new spectroscopic measurements of 229 galaxies, and 508 new $`R`$-band images of 348 galaxies, in addition to those taken from the literature. The large number of galaxies in common with other authors, permits all data to be calibrated into one reference system. Bernardi et al. (2002) use 452 galaxies of ENEARc to determine the $`D_n\sigma `$ relation used for ENEAR.

In a forthcoming paper we intend to also measure the FP parameters for the ENEARc galaxies in order to build a template relation for nearby clusters which will serve as a reference for similar studies at high redshift. It is important to point out that the present sample can be significantly expanded by using currently available wide-field imagers and multi-object spectrographs such as 6dF (http://www.aao.gov.au/ukst/6df.html) and it may be well worth the effort.

The authors would like to thank the referee for all the helpful comments and all of those who have contributed directly or indirectly to this long-term project. Our special thanks to Otávio Chaves for his many contributions over the years. We would also like to thank D. Burstein. M. Davis, A. Milone, M. Ramella, R. Saglia, and B. Santiago for useful discussions and input. MB thanks the Sternwarte München, the Technische Universität München, ESO Studentship program, and MPA Garching for their financial support during different phases of this research. MVA thanks CNPq for different fellowships at the beginning of the project and the CfA and ESO’s visitor programs for support of visits. MVA is partially supported by CONICET and SecyT. LNdC would like to extend his special thanks to David W. Latham who played a pivotal role at the early stages of this project. GW is grateful to the Alexander von Humboldt-Stiftung for making possible a year’s stay at the Ruhr-Universität in Bochum, and to ESO for support for visits to Garching. Financial support for this work has been given through FAPERJ (CNAW, MAGM, PSSP), CNPq grants 201036/90.8, 301364/86-9 (CNAW), 301366/86-1 (MAGM); NSF AST 9529098 and 0071198 (CNAW); ESO Visitor grant (CNAW). PSP and MAGM thank CLAF for financial support and CNPq fellowships. Most of the observations carried out at ESO’s 1.52m telescope at La Silla were conducted under the auspices of the bi-lateral time-sharing agreement between ESO and MCT/Observatório Nacional. We are grateful to the anonymous referee whose detailed comments greatly improved this paper.


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# Non-universal ordering of spin and charge in stripe phases

## Abstract

We study the interplay of topological excitations in stripe phases: charge dislocations, charge loops, and spin vortices. In two dimensions these defects interact logarithmically on large distances. Using a renormalization-group analysis in the Coulomb gas representation of these defects, we calculate the phase diagram and the critical properties of the transitions. Depending on the interaction parameters, spin and charge order can disappear at a single transition or in a sequence of two transitions (spin-charge separation). These transitions are non-universal with continuously varying critical exponents. We also determine the nature of the points where three phases coexist.

High-$`T_c`$ compounds fascinate not only because of superconductivity but also because of a variety of concurring orders. In particular, theoretical Schulz (1989) and experimental Cheong et al. (1991) evidence has been found for stripes. Holes which are induced by doping condense into arrays of parallel rivers in the CuO2 layers. Within a layer, each river acts as a boundary between antiferromagnetic domains with opposite sublattice magnetization. Thus, stripes are a combined charge- and spin-density wave.

Based on charge density and magnetization as order parameters, it is instructive to analyze the interplay of orders in the framework of a Landau theory Zachar et al. (1998). However, in low dimensional structures fluctuations can be crucial for the nature of phases and of phase transitions. In particular, fluctuations play a central role (i) for spin-charge separation, i.e., the phenomenon that charge order emerges at higher temperatures than spin order (as observed in cuprates Tranquada et al. (1995) as well as in nickelates Tranquada et al. (1996)) and (ii) for the anomalous properties of the cuprates near optimum doping Timusk and Statt (1999). To account for collective low-energy excitations of the electronic system, continuous deformations of perfect stripe order (spin waves or smooth stripe displacements) as well as topological defects (such as dislocations, vortices, or skyrmions) must be considered. The latter were found to induce transitions between various liquid-crystal like electronic phases Kivelson et al. (1998). Besides transitions which are related to a degradation of the charge and spin structure factors, Zaanen et al. Zaanen et al. (2001) have suggested a further transition characterized by a less accessible, intrinsically topological order.

In this Letter we present a paradigmatic model which is amenable to a largely analytical analysis of the interplay between charge and spin orders. Motivated by the weakly coupled layered structure of the materials, we restrict our analysis to two dimensions. Since the relevant materials typically have a planar spin anisotropy, the out-of-plane component of the spins is neglected. Assuming quantum fluctuations to be weak in comparison to thermal fluctuations we treat all degrees of freedom as classical. In the framework of a renormalization-group approach we establish the phase diagram and the nature of the phase transitions. The latter are driven by three classes of topological defects (cf. Fig. 1): mixed defects combining a dislocation in the charge-density wave with a half-vortex, charge loops (with a Burger’s vector of two stripe spacings) and entire vortices Zaanen et al. (2001).

We identify four different phases (cf. Fig. 2), depending on which types of topological defects proliferate. In phase I there are no free defects. In phase II only vortices, in phase III only charge loops and in phase IV all types of defects are present. We characterize these phases by the range of charge order (CO), spin order (SO) and collinear order (LO). The phases are separated by transition lines along which the correlation functions decay with non-universal, continuously varying exponents. Slightly above the temperature $`T_\text{I}`$ of the transition out of phase I, the short-ranged orders have a correlation length $`\xi \mathrm{exp}\left\{c(TT_\text{I})^\nu \right\}`$ with $`\nu =\frac{1}{2}`$ except for the triple points $`P_{1,2}`$ (cf. Fig. 2) with $`\nu =\frac{2}{5}`$.

To be specific, we assume that the stripes are parallel to the $`y`$ direction with a spacing $`a`$. In the ground state, the charge density is modulated with a wave vector $`𝐪=(2\pi /a,0)`$. In the absence of dislocations, the stripe conformations can be described by a single-valued displacement field $`𝐮(u,0)`$ and the domains between the stripes can be labeled by the function $`\theta (𝐫)𝐪(𝐫𝐮)+_{m0}\frac{1}{im}e^{im𝐪(𝐫𝐮)}`$ which increases by $`2\pi `$ across a stripe. The charge density is located at the domain boundary and can be expressed as $`\rho (𝐫)=\frac{\lambda }{2\pi }_x\theta (𝐫)`$ where $`\lambda `$ denotes the charge per unit length per stripe. For XY spins $`\stackrel{}{\sigma }(𝐫)\{\mathrm{cos}\mathrm{\Phi }(𝐫),\mathrm{sin}\mathrm{\Phi }(𝐫)\}`$, the magnetization (including the modulation by the antiferromagnetic order within the domains and by the anti-phase boundary condition on the stripes) is captured by the angle $`\mathrm{\Phi }(𝐫)=𝐐𝐫+\theta (𝐫)/2+\varphi (𝐫)`$. Here $`𝐐`$ is the antiferromagnetic wave vector and $`\varphi `$ describes the smoothly varying spin Goldstone modes.

In the absence of topological defects low-energy excitations are wave-like and governed by the Hamiltonian

$`H_{\text{wave}}={\displaystyle \frac{1}{2}}{\displaystyle d^2r\left\{J_\text{s}(\mathbf{}\varphi )^2+J_\text{c}(2\pi /a)^2(\mathbf{}u)^2\right\}}`$ (1)
with spin and charge stiffness constants $`J_\alpha `$ (with $`\alpha =\text{s}`$, c, respectively). The structure factors $`S_\rho (𝐫𝐫^{})\delta \rho (𝐫)\delta \rho (𝐫^{})`$ and $`S_\sigma (𝐫𝐫^{})\stackrel{}{\sigma }(𝐫)\stackrel{}{\sigma }(𝐫^{})`$ decay algebraically, $`S_\rho (𝐫)\mathrm{cos}(𝐪𝐫)r^{\eta _\rho }`$ with $`\eta _\rho =1/(2\pi K_\text{c})`$ and $`S_\sigma (𝐫)\mathrm{cos}[(𝐐+\frac{𝐪}{2})𝐫]r^{\eta _\sigma }`$ with $`\eta _\sigma =1/(2\pi K_\text{s})+1/(8\pi K_\text{c})`$. We define the reduced stiffness constants $`K_\alpha J_\alpha /T`$.

In analogy to the Kosterlitz-Thouless (KT) transition Kosterlitz and Thouless (1973); Kosterlitz (1974), the presence of topological defects effects a screening of the stiffness constants. If neutral defect clusters unbind, these constants are renormalized to zero. For suitable values of the stiffness constants charge-loop pairs unbind as only type of defects (phase III). Then both $`S_\rho `$ and $`S_\sigma `$ decay exponentially. To distinguish this phase from phase IV where all defects are free, an additional correlation function is necessary. For this purpose, Zaanen et al. Zaanen and van Saarloos (1997); Zaanen et al. (2001) have suggested a highly nonlocal correlation function involving spin and charge. As a simpler and probably more physical alternative, we propose

$`C_{}(𝐫𝐫^{})2(\stackrel{}{\sigma }_𝐫\stackrel{}{\sigma }_𝐫^{})^21`$ (2)
which measures the spin collinearity and has the advantage of being local and being defined entirely in terms of spin variables. Collinearity is insensitive to continuous stripe displacements and to loops since the spin ground state remains collinear in the presence of such excitations. In the absence of topological defects in the spin sector (in phase I and III), spin waves lead to an algebraic decay of collinear order (LO), $`C_{}(𝐫)\mathrm{cos}(2𝐐𝐫)r^\eta _{}`$ with $`\eta _{}=2/(\pi K_\text{s})`$.

We now calculate the mutual screening of the defects which, in two dimensions, interact logarithmically on large distances. Therefore, their interactions can be captured by a Coulomb-gas formulation

$$H_{\text{top}}=\underset{ij}{}\underset{\alpha =\text{s},\text{c}}{}\pi J_\alpha m_{i\alpha }m_{j\alpha }\mathrm{ln}\frac{|𝐫_i𝐫_j|}{a},$$
(3)
for topological vector charges $`(m_{i\text{s}},m_{i\text{c}})`$ at positions $`𝐫_i`$. Additional core energies of such vector charges give rise to bare fugacities $`y_i\mathrm{exp}\{\pi C(K_\text{s}m_{i\text{s}}^2+K_\text{c}m_{i\text{c}}^2)\}`$. $`C`$ is a constant of order unity not (a). Vortices have a vector charge $`(m_\text{s},m_\text{c})=(\pm 1,0)`$ and a fugacity $`y_\text{v}=\mathrm{exp}(\pi CK_\text{s})`$, and loops are characterized by $`(m_\text{s},m_\text{c})=(0,\pm 2)`$ and $`y_\text{l}=\mathrm{exp}(4\pi CK_\text{c})`$. Dislocations have vector charges $`|m_\text{c}|=1`$ and $`|m_\text{s}|=\frac{1}{2}`$ and fugacities $`y_\text{d}=\mathrm{exp}\{\pi C(K_\text{c}+K_\text{s}/4)\}`$. Defects of higher charges are negligible for the critical aspects of the phase diagram.

We follow the renormalization approach developed by Kosterlitz Kosterlitz (1974) for the usual scalar Coulomb gas and generalized to vector gases in different contexts Nelson (1978); Cardy and Ostlund (1982). The charges are assigned a hard-core cutoff $`a`$ which is increased to $`\stackrel{~}{a}=ae^{\mathrm{d}l}`$ under an infinitesimal coarse graining. Thereby, pairs of vector charges at a distance $`a`$ annihilate each other if they have opposite charges, otherwise they recombine to a single non-vanishing vector charge. This coarse graining procedure leads to scale dependent stiffness constants and fugacities, for which we obtain the flow equations

$`{\displaystyle \frac{\mathrm{d}K_\text{s}^1}{\mathrm{d}l}}`$ $`=`$ $`2\pi ^3(2y_\text{v}^2+y_\text{d}^2),`$ (4a)
$`{\displaystyle \frac{\mathrm{d}K_\text{c}^1}{\mathrm{d}l}}`$ $`=`$ $`8\pi ^3(2y_\text{l}^2+y_\text{d}^2),`$ (4b)
$`{\displaystyle \frac{\mathrm{d}y_\text{v}}{\mathrm{d}l}}`$ $`=`$ $`(2\pi K_\text{s})y_\text{v}+2\pi y_\text{d}^2,`$ (4c)
$`{\displaystyle \frac{\mathrm{d}y_\text{l}}{\mathrm{d}l}}`$ $`=`$ $`(24\pi K_\text{c})y_\text{l}+2\pi y_\text{d}^2,`$ (4d)
$`{\displaystyle \frac{\mathrm{d}y_\text{d}}{\mathrm{d}l}}`$ $`=`$ $`\left(2{\displaystyle \frac{\pi }{4}}(K_\text{s}+4K_\text{c})\right)y_\text{d}+2\pi (y_\text{v}+y_\text{l})y_\text{d}.`$ (4e)
They are invariant under the mapping $`(4K_\text{c},K_\text{s},y_\text{l},y_\text{v})(K_\text{s},4K_\text{c},y_\text{v},y_\text{l})`$. A qualitative understanding of the phase diagram can be obtained from the rescaling contributions linear in the fugacities to the flow equations. Vortices proliferate for $`\pi K_\text{s}<2`$ and loops for $`4\pi K_\text{c}<2`$. Furthermore, for $`\frac{\pi }{4}(K_\text{s}+4K_\text{c})<2`$ dislocations become relevant. The corresponding borders are shown in figure Fig. 2 as dashed lines.

In order to include the terms quadratic in the fugacities, the flow equations have to be integrated numerically. In phase I all fugacities tend to zero as $`l\mathrm{}`$ and $`K_\text{s}`$ and $`K_\text{c}`$ are renormalized to finite values $`K_\text{s}(\mathrm{})`$ and $`K_\text{c}(\mathrm{})`$ smaller than the initial ones. The defects can be considered as being bound in local clusters of vanishing total charge. Their fluctuations enhance the wave excitations such that CO, SO, and LO are quasi-long ranged: $`S_\rho `$, $`S_\sigma `$, and $`C_{}`$ decay algebraically like in the absence of defects. The exponents $`\eta `$ are given by the expressions given after Eq. (1) if the bare stiffness constants are replaced by the renormalized ones. Since the boundary of phase I flows to a line of fixed points (dashed lines in Fig. 2 for zero fugacities) with continuously varying values of the renormalized stiffness constants, the transition in non-universal with exponents given in Tab. 1.

Outside phase I, at least one fugacity increases with the scale. Since our flow equations are valid only for small fugacities, they can be evaluated outside the ordered phase only up to a finite scale $`l^{}`$ where some fugacity becomes of the order of unity. The divergence of a fugacity drives one or both stiffness constants to zero. A divergence of the renormalized exponent $`\eta `$ then signals short-ranged order with a finite correlation length, which scales like $`\xi ae^l^{}`$ sufficiently close to phase I. Although the divergence of fugacities hints at the nature of the phases II, III, and IV, the precise shape of these phases is determined by strong coupling (large fugacity) regimes beyond the validity of Eqs. (4).

In phase II, vortices proliferate and the spin stiffness $`K_\text{s}`$ is renormalized to zero. This leads to a destruction of the spin and the collinear order, since the exponents $`\eta _\sigma `$ and $`\eta _{}`$ are infinite. The corresponding correlation functions decay exponentially, $`S_\sigma C_{}\mathrm{exp}(r/\xi )`$. Since $`K_\text{s}`$ is renormalized to zero, the interaction in the spin sector effectively breaks down. Nevertheless, dislocations and loops are still coupled in the charge sector and can remain bound for sufficiently large $`K_\text{c}`$ not (b). Then also charge order remains quasi-long ranged with finite $`\eta _\rho `$.

In phase III loop pairs unbind and the charge stiffness $`K_\text{c}`$ is renormalized to zero, leading to $`\eta _\sigma =\eta _\rho =\mathrm{}`$ and therefore to a short ranged spin and charge order. The spin order is destroyed because of the arbitrarily large fluctuations of the domain walls. Since $`K_\text{s}`$ is screened only by bound vortices and dislocations, $`\eta _{}`$ remains finite and quasi-long ranged collinear order is preserved.

In phase IV the proliferating dislocations obviously render all correlations short ranged, $`S_\sigma S_\rho C_{}\mathrm{exp}(r/\xi )`$.

As pointed out above the precise location of the transitions between phases II and IV and phases III and IV cannot be obtained by the weak coupling (low fugacity) flow equations. Nevertheless, we now present qualitative arguments for their location, focusing on the example of the transition II/IV. In the limit $`K_\text{s}(0)=0`$ the interaction in the charge sector is simply switched off. Nevertheless, loops and dislocations interact in the charge sector; the former stronger than the latter. Therefore, the transition (point $`Q_1`$ with $`K_\text{c}(\mathrm{})=2/\pi `$) is driven by the unbinding of the dislocations. At this point loops are irrelevant and the transition belongs to the KT universality class. When the bare $`K_\text{s}`$ is increased, it is renormalized to zero by free vortices and the transition occurs practically at the same value of $`K_\text{c}`$ as long as $`K_\text{s}2/\pi `$. When $`K_\text{s}`$ increases to the value where vortices start to bind, the transition line II/IV reaches the point $`P_1`$ at a smaller value of $`K_\text{c}`$ since dislocations start to be stabilized by the additional interaction in the spin sector. The situation for the transition line between the phases III and IV is similar, in this case the interaction of the charge components of the mixed defects is screened by the proliferating charge loops.

At the triple points $`P_{1,2}`$ the critical properties are governed by the balanced competition between two types of defects which can recombine into each other. Therefore, these points do not belong to the universality class of the KT transition. Due to the symmetry of the flow equations we concentrate on point $`P_2`$. There one can neglect $`y_\text{v}`$ to a good approximation and the conditions $`y_\text{l}=y_\text{d}`$ and $`K_\text{s}=12K_\text{c}`$ (thin dotted line in Fig. 3 top) are conserved under the flow. In this case the flow equations for $`Y:=2\pi \sqrt{6}y_\text{d}`$ and the small variable $`x:=\frac{1}{\pi K_\text{c}}2`$ read $`\frac{\mathrm{d}x}{\mathrm{d}l}=Y^2`$ and $`\frac{\mathrm{d}Y}{\mathrm{d}l}=xY+\frac{1}{\sqrt{6}}Y^2.`$ Following Refs. Nelson (1978), these differential equations can be solved analytically and result in a critical exponent $`\nu =\frac{2}{5}`$.

Thus, the exponent $`\nu `$ is discontinuous along the border of phase I. While this discontinuity describes the divergence of $`\xi `$ in the thermodynamic limit, it is unlikely to be seen in samples of finite size. For large but finite systems sizes, $`\xi `$ appears to diverge with an effective exponent $`\nu _{\text{eff}}`$ which appears to vary continuously in the range $`0.4\nu _{\text{eff}}0.5`$. We have analyzed the divergence of $`\xi `$ from a numerical integration of the flow equations up to $`l_{\text{max}}=10^3`$ which corresponds to astronomically large scales. The resulting $`\nu _{\text{eff}}`$ (cf. Fig. 3) shows a notch of a relatively small width which can become substantially larger for smaller values of $`l_{\text{max}}`$.

From the phase diagram of our model several scenarios of spin-charge separation are possible. At low temperatures the stripe phase I is realized. (i) For $`J_\text{c}>\frac{3}{4}J_\text{s}`$, there occur two distinct transitions with increasing temperature: first into phase II (loss of SO and LO), then into phase IV (loss of CO). This scenario is observed in experiments Tranquada et al. (1995, 1996). (ii) For $`\frac{1}{12}J_\text{s}<J_\text{c}<\frac{3}{4}J_\text{s}`$ there is a single transition from phase I to phase IV where all orders disappear simultaneously. (iii) For $`J_\text{c}<\frac{1}{12}J_\text{s}`$, CO and SO disappear at the same temperature of the phase transition I/III while LO disappears only at an even higher temperature at the transition III/IV. The relation between $`J_\text{s}`$ and $`J_\text{c}`$ – which determines the scenario – can be tuned by doping. With increasing doping, the shrinking stripe distance should lead to a significant increase of $`J_\text{c}`$, whereas $`J_\text{s}`$ should change only weakly since it is essentially determined by the antiferromagnetic exchange coupling. Therefore, in principle, the last scenario could be realized and the transition III/IV should be detectable for example by polarized neutron scattering.

In conclusion, we have examined a model for coupled spin and charge order in stripe phases. We have shown that the transition between the various phases are non-universal. We have identified collinearity as a physical quantity that allows to discriminate between phases III and IV. Several interesting questions invite to future investigations, in particular the properties of related quantum critical points at zero temperature and the influence of disorder (see also Zachar (2000)) on the nature of ordering.

The authors benefited from stimulating discussions with D. E. Feldman and thank S. Bogner for a critical reading of the manuscript. This work was supported by Deutsche Forschungsgemeinschaft SFB 608.


text:
# Transition to an Insulating Phase Induced by Attractive Interactions in the Disordered Three-Dimensional Hubbard Model

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## Abstract

We study numerically the interplay of disorder and attractive interactions for spin-1/2 fermions in the three-dimensional Hubbard model. The results obtained by projector quantum Monte Carlo simulations show that at moderate disorder, increasing the attractive interaction leads to a transition from delocalized superconducting states to the insulating phase of localized pairs. This transition takes place well within the metallic phase of the single-particle Anderson model.

\]

Two limiting cases of the non-trivial problem of quantum transport in three dimensions (3D) in the presence of disorder and attractive interactions between particles were worked out by Anderson in the late 1950s . In the limit of weak interactions, the increase of disorder leads to the Anderson transition from metallic transport to the localized insulating phase . Whereas, in the absence of disorder, attractive interactions between spin-1/2 fermions lead to the appearance of BCS superconductivity which is not affected by the introduction of weak disorder . These limiting cases have been extensively investigated and detailed information is now available for the one-particle Anderson transition (see e.g. ) and the weakly disordered BCS superconductor (see e.g. ). However, a theoretical treatment of the intermediate regime, where both disorder and interactions are important, is difficult due to the absence of relevant small parameters. New results on the physical properties of transport in this regime are therefore of fundamental interest. Furthermore, an understanding of this realistic regime would contribute to the interpretation of recent experiments on 3D superconductors, where both disorder and interactions are naturally present in the physical systems studied . Indeed, the experimental results of Ref.  indicate an intriguing correlation between the Anderson transition in a strong magnetic field and optimal doping for the superconducting transition temperature. Also, an explanation of the unusual resistivity dependence on magnetic field observed in Ref.  requires a better understanding of the interplay between disorder and attractive interactions. In addition, recent breakthroughs in cold-atom experimental techniques have provided new possibilities for investigations of interacting atoms on 3D optical lattices, leading to the observation of a superfluid to Mott insulator quantum phase transition for ultra-cold atoms . These extremely clean experiments open unprecedented possibilities for precise studies of lattice models with experimentally tunable interactions and provide new challenges for theoretical investigations.

Numerical simulations provide a valuable tool for the study of the non-trivial regime where both interactions and disorder play a relevant role. Among various numerical approaches, quantum Monte Carlo methods constitute the most promising possibility for the simulation of 3D systems with a large number of particles . These methods have several advantages compared to exact-diagonalization approaches which are restricted to a relatively small number of particles . In this work we use the projector quantum Monte Carlo method (PQMC) to perform numerical simulations of the 3D Anderson transition in the presence of attractive interactions. To the best of our knowledge, this approach allows us to explore this new regime for the first time.

To investigate the interplay of disorder and attractive interactions, we study numerically the disordered 3D Hubbard model with $`N`$ fermions on a cubic lattice with $`L^3`$ sites. The Hamiltonian is defined by

$$H=t\underset{<\mathrm{𝐢𝐣}>\sigma }{}c_{𝐢\sigma }^{}c_{𝐣\sigma }+\underset{𝐢\sigma }{}ϵ_𝐢n_{𝐢\sigma }+U\underset{𝐢}{}n_𝐢n_𝐢,$$
(1)
where $`c_{𝐢\sigma }^{}`$ ($`c_{𝐢\sigma }`$) creates (destroys) a spin-1/2 fermion at site $`𝐢=(i_x,i_y,i_z)`$ with spin $`\sigma `$, $`n_{𝐢\sigma }=c_{𝐢\sigma }^{}c_{𝐢\sigma }`$ is the corresponding occupation number operator. The hopping term $`t`$ between nearest neighbor lattice sites parameterizes the kinetic energy and the random site energies $`ϵ_𝐢`$ are homogeneously distributed in the interval $`[W/2,W/2]`$, where $`W`$ determines the disorder strength. The parameter $`U`$ measures the strength of the screened attractive Hubbard interaction ($`U<0`$) and periodic boundary conditions are taken in all directions. At $`U=0`$, the Hamiltonian (1) reduces to the one-body Anderson model, which exhibits a metal-insulator transition in three dimensions . For $`W=0`$ the Hamiltonian corresponds to the clean attractive Hubbard model, with a superconducting ground state in 3D.

We study this model by the PQMC method, which is an efficient method for the investigation of the ground state properties of interacting fermion systems . For attractive Hubbard interactions ($`U<0`$), there is no sign problem and the method is exact up to discrete time-step and statistical errors, which can be well-controlled. We consider $`N=14,32,62`$, and $`108`$ particles on a cubic lattice of size $`L=3,4,5`$, and $`6`$, respectively, at an approximately constant filling factor $`\nu =N/(2L^2)1/4`$, $`2W/t10`$, and $`U/t=4`$. For each disorder realization, we used a discrete Trotter decomposition with a time step $`\mathrm{\Delta }\tau =0.1`$ and projected through $`60`$ time steps. In total we carried out $`3000`$ Monte Carlo sweeps for each simulation, with approximately 1000 sweeps for equilibration. With these PQMC parameters we obtained good convergence of the computed physical quantities. The results are averaged over $`N_R12`$ disorder realizations, except for the most time-consuming simulations at $`L=6`$, where $`N_R=6`$. The simulations are carried out in the sector with the total spin component $`S_z=0`$. This is sufficient to study the ground state properties, since all of the eigenvalues of the Hamiltonian (1) belong to the spectrum of the $`S_z=0`$ subspace.

A quantitative measure of the localization properties of the system can be obtained, even in the presence of interactions. It is based on the probability density distribution for an added pair at the Fermi edge. This distribution is approximately equal to the charge density difference $`\delta \rho (𝐢)=\rho (𝐢,N+2)\rho (𝐢,N)`$, where $`\rho (𝐢)`$ is the ground state charge density at site $`𝐢`$ ($`_𝐢\delta \rho (𝐢)=2`$). The values of $`\rho (𝐢,N)`$, $`\rho (𝐢,N+2)`$ are obtained from two independent PQMC simulations for the same disorder realization. For $`U=0`$, this difference is identical to the single-particle probability distribution for the eigenstate $`\psi _F(𝐢)`$ of the Anderson model at the Fermi level, with $`\delta \rho (𝐢)/2=|\psi _F(𝐢)|^2`$. From this distribution, we obtain the inverse participation ratio (IPR) for an added pair, $`\xi =(_𝐢(\delta \rho (𝐢)/2)^2)^1`$, which determines the number of sites visited by this pair. At $`U=0`$, this quantity reduces to the usual one-particle IPR at the Fermi level. For $`U0`$, since the interaction is screened and short-ranged, $`\xi `$ still determines the localization properties of pairs in the vicinity of the Fermi level.

A typical example of $`\delta \rho (𝐢)`$ for an added pair is shown in Fig.1 for a single disorder realization. For graphical representation $`\delta \rho (𝐢)`$ is projected on the $`(x,y)`$ plane, giving $`\delta \rho _p(i_x,i_y)=_{i_z}\delta \rho (i_x,i_y,i_z)`$. The plots of Fig.1 (left) refer to the weakly disordered regime ($`W/t=2`$). They clearly show delocalization of the added pair, both for free particles (top, $`U=0`$) and for the attractive Hubbard model (middle, $`U/t=4`$). It should be noted that this disorder strength is much smaller than the critical disorder strength of the 3D Anderson transition which takes place at $`W<W_c(U=0)16.5t`$ . Therefore, these results confirm Anderson’s theorem  according to which the Cooper pairs remain delocalized at weak disorder. Thus, the superconducting phase is not affected by weak disorder, since Cooper pairs can be formed by pairing the time-reversed eigenstates of the corresponding non-interacting disordered problem.

A qualitatively new situation appears at a stronger disorder strength $`W/t=7`$ (Fig.1 (right)). Here, the two added particles are delocalized at $`U=0`$, since we are still inside the metallic single particle phase $`W<W_c(U=0)`$. On the contrary, a pronounced peak appears for $`\delta \rho (𝐢)`$ at $`U/t=4`$ clearly showing the formation of localized pairs. This is borne out by the IPR which drops from $`\xi =55`$ at $`U=0`$ to $`\xi =6.5`$ at $`U/t=4`$. This effect gives an indication that attractive interactions induce localization in the metallic regime of the non-interacting model, leading to the formation of bi-particle localized states.

The results of the Bogoliubov-de Gennes (BdG) mean field calculation , are shown in the two bottom plots of Fig.1. We note that, within BdG approach, at weak disorder strengths ($`W/t=2`$), interactions smooth out charge fluctuations leading to an increase of the IPR, from $`\xi =70`$ at $`U=0`$ to $`\xi =132`$ at $`U/t=4`$. On the contrary, at stronger disorder strengths ($`W/t=7`$) interactions slightly favor localization even within BdG approximation where the IPR drops from $`55`$ to $`25`$ when $`U/t`$ goes from $`0`$ to $`4`$. This happens because the mean field treatment of interactions introduces a site dependent Hartree shift $`U_H(𝐢)=|U|\rho (𝐢)/2`$ . At strong disorder, when the charge density $`\rho (𝐢)`$ is highly inhomogeneous, this term acts as an additional disorder potential . However, the main problem with the BdG approach is that many local minima appear and convergence becomes problematic even at moderate disorder strengths and system sizes ($`W/t>7,L6`$). Furthermore, it is clear from the comparison with the PQMC charge density difference at $`W/t=7`$ that important effects beyond mean field cannot be reproduced within BdG approach.

A more quantitative description of the localization effect induced by attractive interactions can be seen from the dependence of IPR $`<\xi >`$ on disorder strength, $`W`$, shown in Fig.2, with $`<\xi >`$ averaged over realizations of disorder. The data clearly show that interactions lead to a significant reduction of $`<\xi >`$. For $`U=0`$, the dependence of $`<\xi >`$ on $`W`$ is characterized by two distinct regions: a relatively flat region for large $`W`$ where $`<\xi >`$ slowly approaches the asymptotic value of 1 and another region in which $`<\xi >`$ grows with decreasing $`W`$. At very weak disorder $`<\xi >`$ remains bounded by the total number of lattice sites. The linear fit of the $`<\xi >`$ data in the second region crosses the $`<\xi >=1`$ line at $`W_c(U=0)16t`$ which is very close to the exact value of $`W`$ for the Anderson transition for non-interacting particles, $`W_c16.5t`$ . A similar analysis carried out for the $`<\xi >`$ data in the presence of interactions gives transition from delocalized to localized pairs at $`W_c(U=4t)9t`$.

Further evidence for the interaction induced transition comes from a finite-size scaling analysis. The relevant dimensionless quantity for such an analysis is the system conductance $`g(L)`$ . For large $`g(L)`$, the macroscopic transport theory in the 3D delocalized phase gives $`g(L)L\xi /L^2`$ since $`\xi L^3`$ for delocalized wave functions. For the localized phase, $`\xi `$ is determined by the localization length $`l`$, and is independent of the system size $`L`$, with $`\xi l^3`$. Hence, the ratio $`\xi /L^2`$ falls off as $`1/L^2`$ in this regime. Therefore the transition point $`g(L)1`$ can be located from the condition $`\xi (L)/L^2=\text{const}`$. The results of the finite-size scaling analysis for the scaled ratio $`\xi /L^2`$ are shown in Fig.3 for $`3L6`$. The range of disorder values studied ($`3tW10t`$) corresponds to the metallic side of the single-particle Anderson transition. Therefore the scaling analysis at $`U=0`$ shows an increase of $`\xi /L^2`$ with the system size. A strikingly different situation appears at $`U=4t`$: at $`W/t=3`$ and $`5`$ the scaling ratio $`\xi /L^2`$ still grows with the system size, while at $`W/t=7`$ and $`10`$ this quantity drops with $`L`$. This suggests the appearance of a superconductor to insulator transition induced by attractive interactions, with the transition point $`W_c(U=4t)6t`$ at the thermodynamic limit. This value is in reasonable agreement with the value obtained for a single system size in Fig. 2. A precise location of the transition point would require a significant increase of the system sizes and a larger number of disorder realizations. However the results obtained in the present study clearly show the transition to an insulating phase at disorder strengths being less than half the value of the critical disorder strength for the single-particle Anderson transition. Hence, in the presence of attractive interactions, the insulating phase penetrates inside the metallic non-interacting phase. This unexpected result can be understood on the basis of the following physical argument . The attractive interaction creates pairs of effective mass $`m^{}`$ twice as large as the single fermion mass $`m`$. This halves the effective hopping term $`t^{}1/m^{}=1/2m`$ which induces an increased effective disorder $`W/t^{}=2W/t`$ and thus enhances localization effects. Such an argument predicts the decrease in critical disorder strength by a factor of 2, which is in reasonable agreement with our results.

In conclusion we show that in disordered systems, attractive interactions that lead to superconductivity at weak disorder also lead to the insulating phase of localized pairs at moderate disorder strengths, well within the metallic phase of non-interacting fermions. Thus, by increasing the attraction strength, one can go from superconducting to insulating behavior. This is also possible by increasing disorder. Of course, experimentally, it is not easy to vary the interaction and disorder strengths. However, indirectly, this can be achieved by introducing a relatively strong magnetic field. This magnetic field can increase the effective disorder strengths since it forces an electron to return to the impurity . At the same time, it also effectively decreases attraction by pair breaking. Thus, the increase of magnetic field may first increase the disorder and drive the system from superconductor to insulator with localized pairs as seen experimentally in . Further increase of magnetic field breaks pairs and leads to a transition from insulating phase of localized pairs to a metallic phase of almost non-interacting fermions. Such a scenario leads to a transition from superconductor to insulator, followed by an insulator to metal transition with increasing magnetic field, in qualitative agreement with experimental observations .

We thank the IDRIS in Orsay for access to their supercomputers. This work was supported in part by the EC RTN contract HPRN-CT-2000-0156.