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# An excess of sub–millimetre sources towards 𝐳∼𝟏 clusters

## 1 Introduction

Our understanding of star formation at high redshift has undergone a revolution in recent years. Lyman–dropout techniques (e.g. Steidel et al. 1996) have identified thousands of high redshift field galaxies with star formation rates of a few $`M_{}`$ yr-1, providing estimates of the cosmic evolution of the mean global star formation rate (e.g. Madau et al. 1998). However, it has also become clear that dust plays a very important role in star–forming galaxies, absorbing a significant proportion of the emitted light.

In order to directly address the role of dust, several sub–mm blank field surveys have been carried out using the Submillimetre Common–User Bolometer Array (SCUBA; Holland et al. 1999) on the James Clerk Maxwell Telescope (JCMT), to various depths and sky areas. These have provided number counts of sub-mm sources down to below 1 mJy at 850$`\mu `$m \[Smail et al. 1997, Hughes et al. 1998, Barger et al. 1999, Blain et al. 1999, Eales et al. 2000, Scott et al. 2002, Cowie et al. 2002\], and have resolved the majority of the sub–mm background radiation into ultraluminous galaxies with SFR $`>100M_{}`$/yr \[Blain et al. 1999\]. The host galaxies of these sources show high optical obscuration, and so are missed by ultraviolet selection techniques (cf. Adelberger & Steidel 2000). SCUBA observations pointed at Lyman–break galaxies have failed to detect the vast majority to a combined sample noise level of about 0.5 mJy, indicating that these galaxies don’t contribute significantly to the sub-mm background (e.g. Chapman et al. 2000). Using a statistical analysis, Peacock et al. \[Peacock et al. 2000\] demonstrated that Lyman–break galaxies are correlated with faint background fluctuations (at the $`0.1`$mJy level) in a deep SCUBA image of the Hubble Deep Field, and calculated that on average the true star formation rates of Lyman–break galaxies are about a factor of 6 higher than those determined from their measured ultraviolet luminosities. This is consistent with other determinations that the global star formation rate at high redshifts should be at least a factor of a few higher than that measured optically (e.g. Hughes et al 1998).

The ultraviolet and sub–mm selection techniques clearly sample different populations of star–forming galaxies, and so to obtain a complete census of star formation at high redshifts, observations of both normal and dusty galaxies are required. Whilst these have been carried out for the field, to date high redshift cluster environments have been neglected at sub–mm wavelengths.

Rich galaxy clusters contain large numbers of galaxies at the same distance, and so provide important testbeds for models of galaxy evolution. The cores of low redshift clusters are dominated by a population of luminous early-type galaxies; the optical properties of these evolve only very slowly with redshift, in a manner consistent with passive evolution of stellar populations which formed at a very early cosmic epoch (e.g. van Dokkum et al. 1998a,b, Schade, Barrientos & Lopez-Cruz 1997, Ellis et al. 1997, Stanford, Eisenhardt & Dickinson 1998). Low redshift clusters have been targetted at sub-mm wavelengths, using them as lenses to magnify the background population; only 2 cluster galaxies have been detected within 7 clusters at redshifts $`0.19<z<0.41`$ (Edge et al. 1999; see also Chapman et al. 2002), and both of these were centre cluster galaxies hosting powerful radio sources, in clusters with strong cooling flows.

The composition of clusters is a strong function of redshift, however: Butcher & Oemler \[Butcher & Oemler 1978\] showed that at $`z>0.3`$ a population of bluer galaxies appears in many, but not all, clusters (the Butcher–Oemler effect). These blue galaxies often exhibit strong H$`\alpha `$ or \[OII\] 3727 emission lines, indicative of on–going star formation (e.g. Dressler et al. 1997, 1999). High redshift clusters also show an increased number of weak radio sources (e.g. Dwarakanath & Owen 1999, Morrison 1999, Smail et al. 1999, Best et al. 2002), whose presence is correlated with the Butcher-Oemler blue galaxy population, though without correspondence of the host galaxies. The host galaxies of these weak radio sources comprise a mixture of starbursts and AGN. This increase in activity in high redshift clusters is not unexpected. Low redshift clusters have the majority of their gas and galaxies in stable virialised orbits with the galaxies in the cluster centre having been stripped of gas (e.g. Gunn & Gott 1972), switching off star formation. High redshift clusters, on the other hand, are much younger, still in their formation process with relatively high galaxy merger rates (e.g. van Dokkum et al. 1999) and a plentiful supply of disturbed gas, and thus provide ideal laboratories to induce both starbursts and AGN.

To fully understand galaxy and cluster evolution, it is important to investigate the on–going star formation in these high$`z`$ clusters using sub–mm studies as well as the standard optical selection techniques. This paper presents the first results of a sub–mm survey of the central regions of high–redshift clusters, designed to address this issue. The sample selection, observations and data reduction are described in Section 2. In Section 3 the four clusters are individually discussed. The nature of the detected sub-mm sources, their likelihood of being cluster members, and their global properties are discussed in Section 4. Conclusions are drawn in Section 5. Values for the cosmological parameters of $`\mathrm{\Omega }_\mathrm{M}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`H_0=65`$ km s-1Mpc-1 are adopted throughout.

## 2 Observations and data reduction

### 2.1 Details of the observations

Cluster targets were selected from the literature based upon the following criteria: (i) they should have redshifts $`z>0.8`$; (ii) deep imaging of the field should have been carried out, confirming a large overdensity of red galaxies; (iii) there should exist detailed spectroscopic observations of the field, with at least 10 galaxies being spectroscopically confirmed as cluster members. These criteria should ensure that the cluster targets are indeed genuine high redshift clusters. Four clusters were selected according to these criteria and observing time constraints: CL0023+0423 ($`z=0.84`$), J0848+4453 ($`z=1.27`$), CL1604+4304 ($`z=0.90`$) and CL1604+4321 ($`z=0.92`$). This sample of clusters is not intended to be complete, but should be representative.

The central regions of the four clusters were observed at 850 and 450$`\mu `$m simultaneously using SCUBA \[Holland et al. 1999\] on the JCMT during a variety of nights between February 2000 and December 2001. Details of the observations are provided in Table 1. The 850$`\mu `$m observations cover an area of sky approximately 2.5 arcminutes in diameter, and have an angular resolution of about 14 arcsec. At 450 $`\mu `$m the observed sky area is slightly smaller and the beamwidth is about 7.5 arcsec.

Observations were taken using the standard “jiggle-mode”, whereby the secondary mirror is moved around 64–point hexagonal pattern, with 1s at each position, in order to fully sample both the 450 and 850$`\mu `$m image planes. The secondary mirror is chopped at 7 Hz between ‘on–source’ and ‘off–source’ locations, and the telescope is also nodded every 16 seconds so that the chop position is placed at the opposite side of the field; the field is therefore observed in an on–off–off–on pattern. A single 64–point jiggle sequence takes 128 seconds (plus overheads) to complete.

For this program the chop throw was fixed to be 45 arcsec in an east–west direction. This short chop throw results in the ‘off’ beam positions often also being within the field of view; where this is the case, the sources will have associated negative counterparts of half intensity 45 arcsec east and west of the true source. In addition to indications that a short chop throw improves sky–subtraction, these negative regions provide an independent measurement of the source, increasing the signal–to–noise ratios and source reliabilities. The expected source density is sufficiently low that these regions are unlikely to coincide with another source.

A blazar was observed approximately every hour throughout the observations, to correct the pointing of the telescope. The pointing measurements before and after each source observation were used to correct for any pointing shift during the observation. The sky opacities were monitored by regular skydip observations throughout the nights. Flux calibration was determined by observing at least one of the flux calibrators Mars, Uranus and CRL618 each night, using the same 45 arcsec chop–throw as the targets. It is estimated that the photometry at 850$`\mu `$m is accurate to about 5–10%; at 450$`\mu `$m the photometric accuracy is worse (predominantly systematics), with variations up to about 25%.

### 2.2 Data reduction and cleaning

The observations were reduced using the SCUBA software, SURF \[Jenness & Lightfoot 1998\]. The reference measurements were subtracted from the signal beams and the bolometers were flatfielded using the standard SCUBA flatfield. Where CSO Tau data was available and reliable (ie. stable, and consistent with the skydips) throughout the night, the 850 and 450$`\mu `$m opacities were calculated for each observation using the CSO Tau relations provided by Archibald et al. \[Archibald et al. 2000\]: $`\tau _{850}=4.02(\tau _{\mathrm{CSO}}0.001)`$ and $`\tau _{450}=26.2(\tau _{\mathrm{CSO}}0.014)`$. Where this was not possible, opacities were calculated by interpolating between the values determined from the preceding and succeeding skydips. After extinction corrections were applied, noisy bolometers, noisy integrations and strong spikes in individual bolometers were rejected; this removed between 5 and 10% of the data. The sky variations were removed by subtracting, for each bolometer at each time-step, the mean signal over all of the other bolometers excluding those which had significantly higher than average noise.

The calibrated datasets from the different observing nights were weighted according to their rms noise levels and combined to produce maps of each cluster. These maps contain negative sidelobes east and west of each detected source, as discussed in Section 2.1. To remove these and to improve the fidelity of the images, the maps were cleaned using a modified version of the clean algorithm \[Högbom 1974\] commonly used in radio astronomy. In this method, first a normalised beam-map is created from observations of CRL618 with the same chop–throw. Then, the highest peak on the source map is found, and the beam-map scaled and subtracted at this position to remove 10% of this peak flux (ie. a loop gain of 0.1). This removes some of the positive detection of a source, and partially fills in its negative sidelobes. The highest peak is allowed to be either positive or negative: although negative values are unphysical, this is important otherwise overcleaning of the map can give rise to spurious features when only positive noise peaks and not negative ones are cleaned. This cleaning was repeated for a number (typically 50 to 100) of iterations, until the highest peak found was within 2.5$`\sigma `$ of the sky rms noise.

Each residual map comprises sky noise plus sources fainter than the minimum cleaned flux density. The flux removed from this map consists of a set of delta functions around the original source peaks; these are then convolved with a Gaussian of the same resolution as the JCMT beam and added back on to the map. The combined maps were then smoothed slightly by convolving them with a Gaussian, to lower the resolution to 16.5 arcsec at 850$`\mu `$m and 9.5 arcsec at 450$`\mu `$m in order to enhance the detectability of faint sources. The 850$`\mu `$m and 450$`\mu `$m maps of the clusters so produced are displayed in Figures 1 to 4. Comparison with the initial raw maps confirms that the cleaning process has reduced the background rms of the maps by removing the negative sidelobes, but not given rise to any new sources.

### 2.3 Source extraction

Perhaps the most uncertain aspect of the analysis of sub–millimetre data is the determination of the believability of sources from the final map. This arises primarily because of the small number of bolometers across the field (37 for the long wavelength array): noisy (or flagged) bolometers therefore lead to regions of higher noise in the map and can give rise to spurious sources. Several steps have been taken to avoid this. Firstly, all fields have been observed either close to transit or with some observations either side of transit so that the bolometers rotate around the field, thus minimising the effects of any bad bolometers. Secondly, except for J0848+4453, all fields have been observed during at least two separate runs, with consequent different noisy bolometers and different sky coverage. Thirdly, these different observing periods have been used to test the repeatability of detection of plausible sources (see below). Fourthly, on two of the 850$`\mu `$m maps (J0848+4453 at location 08 48 35.55, +44 54 24.7, and CL1604+4321 at location 16 04 27.63, +43 21 52.9) the removal of bad bolometer data has led to regions of significantly shorter exposure and hence higher noise which may give rise to spurious sources: a 25 arcsec diameter region has been masked around these two locations.

From the final cleaned maps, both the peak and the integrated flux densities of likely sources were determined, the latter being measured by summing the flux density inside an aperture of radius 15 (10) arcsec at 850 (450) $`\mu `$m. The peak flux density (in mJy beam-1) should be equal to the integrated flux density of the source (in mJy) for an unresolved source, and for extended sources it provides a lower limit. In low signal–to–noise observations, however, the peak flux density can overestimate the true flux densities, and the integrated flux density usually provides a more accurate measure. Sources with both peak and integrated flux densities measured at greater than 3.5$`\sigma `$, where $`\sigma `$ is the rms sky noise of the map, were considered possible detections. Although within the 8 maps there are negative regions which reach $`4\sigma `$ in peak flux density, in no case does a region reach $`3.5\sigma `$ in both peak and integrated flux, and so there are unlikely to be any false positive detections at this significance level.

For each field, the observations were then divided into two or three subsets; in the case of J0848+4453 this was done by separating the first half of each night from the second half (ie. by bolometer location on the map), and in the other three cases the separation was made by observing date. Independent maps were made for each subset of data. These maps were then examined to investigate the reliability of the sources detected above. All of the sources detected above 4$`\sigma `$ in the overall map were also present above $`2\sigma `$ in each of the data subsets.

The detected sources are listed in Table 2. The reliability of each source is also indicated in the table: those sources which are detected above 4$`\sigma `$ in integrated flux density are considered secure, whilst sources between 3.5 and 4$`\sigma `$ are less so.

## 3 Discussion of individual sources

### CL0023+0423

This cluster was discovered optically and appears in the cluster sample of Gunn, Hoessel and Oke \[Gunn et al. 1986\]. It forms part of the sample of 9 high redshift clusters which Oke, Postman and Lubin \[Oke et al. 1998\] have studied in detail with deep multi–waveband imaging and spectroscopic observations. Postman, Lubin and Oke \[Postman et al. 1998\] show that the optical overdensity is actually the superposition of a cluster at $`z=0.845`$, with a velocity dispersion of 415 km s -1 (corresponding to a dynamical mass $`M3\times 10^{14}M_{}`$) and 17 spectroscopically confirmed galaxy members to date, and a group of lower velocity dispersion ($`\sigma 158`$ km s -1) at $`z=0.827`$, with 7 spectroscopically confirmed galaxies. These two structures are separated by less than 3000 km s -1 in redshift space, and may be interacting: about 57% of the cluster members show evidence for star formation activity \[Postman et al. 1998\].

The 850$`\mu `$m SCUBA image of this cluster (Figure 1) shows one source of 7.4 mJy integrated flux density (HzCl0023\_850.1), which appears significantly extended; this source appears in all subsets of the data, although with positional offsets of up to 5 arcsec, presumably because of the extended nature of the source. A second source (HzCl0023\_850.2) is detected above 4$`\sigma `$ in peak flux, but below 4$`\sigma `$ in integrated flux, and so this is considered a marginal detection. No believable sources are detected at 450$`\mu `$m.

### J0848+4453

This cluster, the highest redshift in the current sample, was first discovered by Stanford et al. \[Stanford et al. 1997\] as a concentrated overdensity of very red objects in a near–infrared field survey. There is a 4.5$`\sigma `$ significance X–ray detection ($`L_\mathrm{X}10^{44}`$erg s-1, 0.5–2 keV) at the same location. Follow–up spectroscopy has, to date, confirmed 10 galaxies as cluster members, with a velocity dispersion of 640 km s -1 suggesting a cluster of about Abell richness class 1 \[Stanford et al. 1997\]. More recently, a second group of galaxies has been detected only 4 arcminutes away, with redshift 1.26 \[Rosati et al. 1999\]. This group also has associated X-ray emission of similar luminosity, and spectroscopic redshifts have confirmed cluster membership for 6 galaxies to date. The J0848+4453 cluster therefore appears to be part of a massive high redshift structure.

The SCUBA maps of the central regions of this cluster indicate the presence of two luminous sub-mm sources at 850$`\mu `$m (see Figure 2; Table 2). A slightly extended source is seen to the west of centre of the map (HzCl0848\_850.2), and a very luminous ($`>13`$ mJy) source close to the north–eastern edge (HzCl0848\_850.1). This latter source is amongst the most luminous 850$`\mu `$m sources known; although it lies close to the edge of the field, it occurs in all subsets of the data and so its detection is considered secure.

### CL1604+4304

Like CL0023+0423, the cluster CL1604+4304 ($`z=0.90`$) was first discovered in the optical imaging search of Gunn et al \[Gunn et al. 1986\] and subsequently formed part of the sample of 9 high–redshift clusters studied by Oke et al \[Oke et al. 1998\]. This cluster was studied in considerable detail by Postman et al \[Postman et al. 1998\] and Postman, Lubin and Oke \[Postman et al. 2001\]: spectroscopic redshifts have been obtained for over a hundred galaxies in the field, with 22 being confirmed cluster members. The velocity dispersion of these galaxies, $`\sigma 1220`$ km s -1, is consistent with an Abell 2 richness cluster although the cluster is only marginally detected in X-rays with a luminosity of $`10^{44}`$ erg s-1 (0.1 to 2.4 keV; Castander et al. 1994), and Smail et al. \[Smail et al. 1994\] failed to detect a weak lensing signal towards it. Approximately half of the confirmed cluster galaxies are emission line (star forming) objects.

This cluster is particularly interesting as it forms part of one of the most massive structures known at high redshifts. The equally rich cluster CL1604+4321 (also in the SCUBA sample: see below) is offset only 17 arcmins on the sky and 4300 km s-1 in redshift, and there is a large overdensity of red galaxies in a ‘filament’ joining the two clusters, including another smaller condensation of red galaxies \[Lubin et al. 2000\]. Together these seem to comprise a very massive high–redshift supercluster.

The 850$`\mu `$m SCUBA map of the central regions of this cluster is quite remarkable (Figure 3). This is both the deepest map in the sample, and the one taken in the best, most stable, sky conditions and therefore of high image integrity. Five sources are clearly and securely detected with flux densities in excess of 4.4 mJy (4$`\sigma `$; see Table 2). A sixth source (HzCl1604a\_850.6) is detected slightly below 4$`\sigma `$ significance, but appears as a luminous source in the 450$`\mu `$m observations (HzCl1604a\_450.3), confirming its reality. A further two of the 850$`\mu `$m sources are also detected at 450$`\mu `$m, providing still further confirmation of their reality. A fourth 450$`\mu `$m source is marginally detected at between 3.5 and 4$`\sigma `$, but the disparity between its peak and integrated flux densities and its non–detection at 850$`\mu `$m cast doubt on its reality. The rms of the 450$`\mu `$Jy map is significantly lower than those of the other clusters in the sample due to the low opacities during these observations.

The detection of 6 sources brighter than 4 mJy at 850$`\mu `$m makes this the richest sub-mm field observed to date. The source density on this map is a factor of 5 higher than expected from blank field counts (see Section 4.1).

### CL1604+4321

As discussed above, CL1604+4321 at redshift 0.92 forms part of a potential high redshift supercluster together with CL1604+4304. Postman et al. \[Postman et al. 2001\] studied CL1604+4321 in detail, and spectroscopically confirmed about 40 galaxies as being associated with the cluster, with a velocity dispersion of 935 km s -1.

One source is clearly detected above the 4$`\sigma `$ level at both 850 and 450$`\mu `$m in the SCUBA maps (HzCl1604b\_850.1 and 450.1; Figure 4; Table 2). A second source, towards the north–east edge of the 850$`\mu `$m map, is detected with an integrated flux density level between 3.5 and 4$`\sigma `$, and so is considered to be an insecure detection.

## 4 Results

Ten sub-mm sources have been securely detected towards these four high redshift clusters at 850$`\mu `$m, with a further two possible detections. The important issue is now to determine whether these sources are indeed associated with the clusters or whether they are merely projected along the same line of sight. Before all of the sources are identified and their redshifts measured, this question cannot be unambiguously answered, but in this section some indications are given based upon the source counts and upon the 450 / 850$`\mu `$m flux density ratio which serves as a rough redshift indicator.

### 4.1 Integrated Source counts

The integrated source counts at 850$`\mu `$m and 450$`\mu `$m have been determined as a function of limiting flux density using the integrated flux densities of each source. Scott et al. \[Scott et al. 2002\] found, using simulated maps, that the flux densities of sources in the 8 mJy survey are typically overestimated due the effects of both noise and source confusion; here no corrections were made for this effect, because our sky area covered is too small and contains too many sources to accurately calculate any such corrections. At the significance levels ($`>4\sigma `$) of the sources considered, the flux boosting effects due to noise should be minimal, and in any case any such flux boosting is compensated by the fact that the 15 arcsec radius aperture will not contain the total source flux density — in theory only $`95`$% for a point source. Confusion effects, however, could be important if faint sources below the flux limit combine to give an apparent source above that limit. One or two of the more extended sources could conceivably be the result of source confusion, although the simulations of Hughes & Gaztañaga \[Hughes & Gaztañaga 2000\] suggest that this effect is of little importance at flux densities above $`2.5`$ mJy, and so from here on it is discounted.

Only the securely detected sources were considered in this analysis. At 850$`\mu `$m the sky area observed in each map was taken to be 4.5 square arcminutes down to a flux density level of 4 times the rms noise quoted in Table 2, plus a further 1 square arcminute around the edges of the map to a flux density level 50% higher. At 450$`\mu `$m the sky areas were similarly 3 square arcminutes at the highest sensitivity and 1 square arcminute at the lower sensitivity. Between each of the 8 limiting flux densities (that is, the limiting values for the central and edge regions of each map), the sky area sampled brighter than this limit was determine and used to calculate the number density of sources within that flux density range. From these were calculated the number density of sources above three flux density levels at 850$`\mu `$m and a single level at 450$`\mu `$m. These are provided in Table 3. It is important to note that at this stage no account is taken of any possible gravitational lensing by the clusters, and so the raw source counts likely overestimate the true counts; this is discussed in detail in Section 4.2.

The integrated source counts determined at 850$`\mu `$m are compared with those determined from blank field surveys on Figure 5. The comparison data are taken from the Hubble Deep Field survey \[Hughes et al. 1998\], the various SCUBA lensing surveys \[Smail et al. 1997, Blain et al. 1999, Cowie et al. 2002\], the Hawaii Survey Fields \[Barger et al. 1999\], the Canada–UK Deep Submillimetre Survey \[Eales et al. 2000\] and the 8 mJy Survey \[Scott et al. 2002\]. Figure 5 shows that the 850$`\mu `$m counts towards the high redshift clusters are clearly in excess, by a factor $``$3–4, of those in the blank field surveys. Note that a similar excess of 850$`\mu `$m counts has also been found in the field surrounding the high redshift ($`z=3.8`$) radio galaxy 4C14.17, which is thought to reflect a high–redshift proto–cluster \[Ivison et al. 2000\]. It should be noted that the sky areas sampled are relatively small, and SCUBA sources are known to be highly clustered \[Almaini et al. 2002\], which could give rise to higher than average counts being measured in some locations. Although this possibility cannot be definitively excluded until identifications and redshifts are available for the sources, for such a strong overdensity to occur by chance just at the location of these clusters would be an odd coincidence, and so it is far more likely that the excess is real (or due to lensing; see below).

At 450$`\mu `$m determining the source counts is considerably more uncertain due to the fewer sources detected and the larger uncertainties in calibration. Smail et al. \[Smail et al. 2002\] derive 450$`\mu `$m source counts to be $`2100\pm 1200`$ deg-2 sources brighter than 10 mJy and $`500\pm 500`$ deg-2 sources brighter than 25 mJy. The $`3800\pm 1900`$ counts deg-2 determined here to the same 25 mJy flux density limit is almost an order of magnitude in excess of their counts, although the errors are clearly large.

### 4.2 Gravitational lensing?

Because these sources are observed in directions towards concentrations of mass, the possibility of gravitational lensing by the high redshift clusters must be considered. Gravitational lensing has two competing effects upon the observed distribution of source counts: the apparent luminosity of each lensed source is increased, boosting the apparent source counts, but the sky area observed is decreased in the lensed regions.

Prior to any lensing the total source counts observed will be $`N(S_\nu )=_0^{z_{max}}n(S_\nu ,z)dz`$, where $`n(S_\nu ,z)`$ describes the source counts as a function of redshift. After lensing by a factor $`\mu (\theta ,z)`$, where $`\theta `$ is the angular offset from the lens centre, the observed source counts will be

$$N^{}(S_\nu ,\theta )=_0^{z_{max}}\frac{1}{\mu (\theta )}n(\frac{S_\nu }{\mu (\theta )},z)dz.$$

If the source counts can be described by a power law, $`n(S_\nu ,z)S_\nu ^\alpha `$, then $`n(\frac{S_\nu }{\mu },z)=\mu ^\alpha n(S_\nu ,z)`$ and therefore $`N^{}(S_\nu ,\theta )=\mu (\theta )^{\alpha 1}N(S_\nu )`$. When the slope ($`\alpha `$) of the power-law exceeds unity then the effects of gravitational lensing can boost the observed source counts. Figure 5 demonstrates that the sub–mm source counts indeed have a very steep slope: the slope of the integrated source counts, $`N(>S_\nu )`$, is about 1.8, and so $`\alpha 2.8`$. Thus a magnification of a factor 2 provides a boost in the source counts of approximately a factor 3.5. It is this dramatic effect which has led to low redshift rich clusters being used as lenses to study the faint sub-mm source population (e.g. Smail et al 1997).

Modelling the lensing object as a singular isothermal sphere (SIS), that is, one with a central density profile of $`\rho (r)r^2`$, the factor by which the sources are magnified at an angular offset $`\theta `$ is related to the Einstein radius, $`\theta _\mathrm{E}`$, by:

$$\mu (\theta )=\left|1\frac{\theta _\mathrm{E}}{\theta }\right|^1$$

The Einstein radius can be expressed in terms of the properties of the source and lens as (e.g. Blandford and Narayan 1992):

$$\theta _\mathrm{E}=\frac{4\pi \sigma ^2}{c^2}\frac{D_{\mathrm{LS}}}{D_{\mathrm{OS}}}$$

where $`\sigma `$ is the velocity dispersion of the lens, $`D_{\mathrm{LS}}`$ is the angular distance between the source and lens, and $`D_{\mathrm{OS}}`$ is the angular distance between the source and the observer. The lensing magnification is maximal for sources observed at the Einstein radius (theoretically infinite for a point source, and in practice giving rise to strongly–lensed arcs or multiple images) but falls off rapidly beyond this: at $`\theta =2\theta _\mathrm{E}`$ the magnification factor $`\mu (\theta )2`$, and by 4$`\theta _\mathrm{E}`$ it is only a factor of 1.33. For flatter central density profiles, for example the NFW profile (Navarro, Frenk & White 1997) with $`\rho (r)r^1`$, the magnification factors beyond $`\theta _\mathrm{E}`$ are lower than for the SIS.

The velocity dispersions of the four clusters in this sample are very uncertain because of the small numbers of redshifts currently available. The estimated values range from 415 to 1220 km s -1 for the four clusters \[Rosati et al. 1999, Postman et al. 2001\]. Adopting a velocity dispersion of 1000 km s -1, a lens redshift $`z_\mathrm{L}=1`$ and a source redshift $`z_\mathrm{S}=3`$, the Einstein radius corresponds to $`\theta _\mathrm{E}13`$ arcsec. This value is significantly smaller than for low redshift rich clusters (up to 30 or 40 arcsec), firstly because the high redshift clusters are of significantly lower mass (velocity dispersion) and secondly because the optimal lensing configuration has equal source–lens and lens–observer distances which favours $`0.2\mathrm{}<z_\mathrm{L}\mathrm{}<0.4`$ for $`2\mathrm{}<z_\mathrm{S}\mathrm{}<4`$. Therefore the effects of magnification by these high redshift clusters are of lesser importance.

A proper determination of the unlensed source counts cannot be carried out without an accurate mass model for these clusters, but a rough judgement of the importance of lensing magnification can be made. Integrating the expression for the magnified source counts across the field using an Einstein radius of 13 arcsec ($`\sigma 1000`$ km s -1) predicts a total boosting of the 850$`\mu `$m source counts of a factor between 1.5 and 2 for an SIS profile. This is consistent with the boosting in number counts that might be expected by examining the distribution of detected sources within the fields: the offsets of each individual source from the cluster centre are given in Table 2. HzCl1604a\_850.1 has a angular offset from the cluster centre of only $`20`$ arcsec indicating that it is likely to be significantly magnified; the relatively low 450 to 850$`\mu `$m flux density ratio of this source (see Section 4.3) further supports the suggestion that this is a background source. Four further objects (HzCl0023\_850.1, HzCl0848\_850.2, HzCl1604a\_850.3 and HzCl1604a\_850.4) have angular offsets of between 30 and 40 arcsec, with consequent flux boosting of $`50`$% if these are lensed background objects, but all of the remaining 7 sources are more than 40 arcsec away from their cluster centres, with expected flux boostings of $`\mathrm{}<25`$%. The radial distance of all but one sources is at least double the Einstein radius, making it extremely unlikely that any multiple image strong lensing affects the number counts in these clusters.

It should be stressed that, unless the current velocity dispersion measurements greatly underestimate the mass of these clusters, these calculations represent the upper limit of the boosting that gravitational lensing by the cluster could feasibly provide. The $`\sigma 1000`$ km s -1 adopted is very much at the maximum for clusters at these redshifts, and the SIS profile represents the ‘worst–case’ scenario. Further, for CL1604+4304 with the most detected sub-mm sources and the highest estimated velocity dispersion, not even a weak–lensing signal was seen for optical galaxies in the analysis of Smail et al. \[Smail et al. 1994\]. Therefore although cluster gravitational lensing is likely to have a significant effect upon the source counts, this is not nearly to the extent of the factor $`3.5`$ higher source counts that is observed.

An alternative factor that could conceivable boost the source counts is gravitational lensing by individual galaxies. It has been suggested that the brightest SCUBA source in the Hubble Deep Field is gravitationally lensed by a $`z1`$ elliptical \[Downes et al. 1999\], and within a $`z1`$ cluster there is a higher surface density of elliptical galaxies which could act as lenses. The Einstein radius of an individual elliptical galaxy at these redshifts will be only $`\theta _\mathrm{E}1`$–2 arcsec; an examination of optical data available for CL1604+4304 \[Smail et al. 1994\] suggests that the SCUBA source lies this close to a bright elliptical in only one of the six cases, that being HzCl1604a\_850.1 which was already suggested to suffer strong cluster lensing. Once again, therefore, this effect is unlikely to significantly affect the number count statistics, but could be relevant in isolated individual cases. This is an important effect to bear in mind during follow-up studies as it can easily lead to misidentification of the host galaxy (cf Downes et al.1999).

All in all, the conclusion must be (particularly when coupled with the redshift indicators below) that the higher source counts are in part due to lensing effects, both from the cluster and individual galaxies, but that a significant population of cluster sources is also detected.

### 4.3 Redshift indicators

For a dust temperature of 30 to 50K, the grey–body dust spectral energy distribution (SED) peaks at $`100\mu `$m. Thus, whilst the 850$`\mu `$m data point lies on the Rayleigh–Jeans tail, providing a strong positive K–correction which results in the 850$`\mu `$m flux density of a given source appearing the same at all redshifts $`1\mathrm{}<z\mathrm{}<510`$ (e.g. Blain & Longair 1993), the 450$`\mu `$m data point moves steadily through the peak of the SED with increasing redshift. The 450 to 850$`\mu `$m flux density ratio therefore decreases monotonically with redshift and so can be used as a broad redshift indicator.

A note of caution needs to be added when applying this relation in practice, since 450$`\mu `$m calibration is notoriously difficult except in the best atmospheric conditions (such as those for the observations of CL1604+4304), and calibration errors would lead to systematic offsets, and hence uncertain results. The radio to sub-mm spectral index (e.g. Carilli & Yun 2000) is a better tool to use as a redshift estimator, and in addition the accurate positions determined from the radio data allow optical identifications to be made. Radio observations of these fields are proceeding and will provide more definitive results in the future, but with the current data the 450 to 850$`\mu `$m flux density ratio can provide some good first indications.

Lutz et al. \[Lutz et al. 2001\] investigated the how the 450 to 850$`\mu `$m flux density ratio would vary as a function of redshift from the spectral energy distributions of 14 local ultra–luminous infrared galaxies (ULIRGs) with existing far–infrared and sub–mm photometry (from Klaas et al. 2001). The relation they derived is shown in Figure 6a. 450 to 850$`\mu `$m flux density ratios were calculated for all of the securely detected 850$`\mu `$m sources in the current sample within the sky area of the 450$`\mu `$m maps. These ratios are tabulated in Table 2 and are displayed as a histogram in Figure 6b. For 4 sources a flux density ratio is determined, for 3 of which the ratio is high, $`\mathrm{}>5`$, consistent with being at redshifts $`z\mathrm{}<1`$. A further 4 sources have determined upper limits on their flux ratios, which in 3 cases suggest relatively high redshifts when compared directly to the predictions of Figure 6a, although the presence of any cooler ($`T1015`$ K) dust components within the galaxies would give rise to lower 450 to 850$`\mu `$m flux density ratios at lower redshifts.

In Figure 6c a similar histogram of flux density ratios has been derived for sources detected in blank field surveys, using the 8 mJy survey \[Scott et al. 2002, Fox et al. 2002\] and the SCUBA lensing survey (e.g. Smail et al 1997, 2002); these provide a good spread of sources both more and less luminous than those of the high redshift cluster sample, and so provide a good comparison sample. This figure provides a strong visual indication that the sources in the current sample have systematically higher 450 to 850$`\mu `$m flux density ratios than those in the blank field surveys, for example considering the fraction of sources with 450 to 850$`\mu `$m flux density ratios above and below 4.0 in each sample. Survival analysis (e.g. Feigelson & Nelson 1985) can be used to statistically investigate datasets such as these with large numbers of upper limits. The Kaplan-Meier estimator gives a mean 450 to 850$`\mu `$m flux density ratio for the blank field selected sources of $`3.0\pm 0.2`$ and even if all of the 5 upper limits for the cluster sample are between 2.0 and 2.5111The Kaplan-Meier estimator cannot be applied to the cluster sample since the lowest data point is an upper limit rather than a measured value. then the mean for that sample will be $`\mathrm{}>4`$. Using the ASURV survival analysis package \[LaValley et al. 1992\] the likelihood of the sources from the cluster and blank field surveys being drawn from the same parent population, as determined from the 450 to 850$`\mu `$m flux density ratio distributions, was calculated according to 5 different survival analysis methods based around a generalised Wilcoxin test: taking the mean of these results, the probability of the parent samples being the same is $`\mathrm{}<1.8`$%.

To summarise, the 450 to 850$`\mu `$m flux density ratios of the current sample are systematically higher than those of blank field surveys. This is most likely due to an extra population of sources associated with the high redshift clusters, which have higher 450 to 850$`\mu `$m flux because their redshifts are significantly lower ($`z1`$) than sources typically detected in blank field surveys ($`z\mathrm{}>2`$; e.g. Smail et al. 2000, Fox et al. 2002).

### 4.4 Dust masses and star–formation rates

The mass of warm dust, $`M_\mathrm{d}`$, can be calculated from the sub-millimetre flux using the equation:

$$M_\mathrm{d}=\frac{S(\nu _{\mathrm{obs}})D_\mathrm{L}^2}{(1+z)\kappa _\mathrm{d}(\nu _{\mathrm{rest}})B(\nu _{\mathrm{rest}},T_\mathrm{d})}$$

where $`S`$ is the observed flux density, $`\nu _{\mathrm{obs}}`$ and $`\nu _{\mathrm{rest}}`$ are the observed and rest–frame frequencies, $`D_\mathrm{L}`$ is the luminosity distance, $`z`$ is the redshift, $`\kappa _\mathrm{d}`$ is the mass absorption coefficient, $`B`$ is the black–body Planck function, and $`T_\mathrm{d}`$ is the dust grain temperature. Here, a dust temperature $`T_\mathrm{d}40`$ K, and a mass absorption coefficient $`\kappa _\mathrm{d}=0.067(\nu _{\mathrm{rest}}/250\mathrm{G}\mathrm{H}\mathrm{z})^\beta `$ m2 kg-1 with $`\beta =2`$ are adopted: for a discussion of the uncertainties on these parameters see Hughes, Rawlings and Dunlop (1997) . With these properties then a source with a flux density of 10 mJy at 850$`\mu `$m would have a dust mass of $`5\times 10^8M_{}`$ if it were at redshift $`z1`$. If it is assumed that this dust is heated primarily by young stars, then scaling the sub–mm luminosity to the star–formation rate by using nearby starbursts such as M82 \[Hughes et al. 1997\], the star formation rate for a 10 mJy 850$`\mu `$m source at $`z=1`$ is $`2000M_{}`$yr-1. Thus any confirmed sub-mm emitting cluster members are undergoing extremely active starbursts.

## 5 Conclusions

SCUBA observations have been presented of the central regions of four rich cluster of galaxies at redshifts $`z1`$. Compared with the number counts determined from blank–field surveys, an excess of sub-mm sources of a factor $`34`$ at 850$`\mu `$m and up to an order of magnitude at 450$`\mu `$m has been detected. Some fraction of this excess will be due to the effects of gravitational lensing magnification of background sources by the clusters; an analysis of possible source count boosting by gravitational lensing has been carried out and demonstrates that, unless the measured velocity dispersions greatly underestimate the cluster masses, this could boost the source counts by at most a factor of two. The residual excess counts are most likely directly associated with the high redshift clusters. This conclusion is strengthened by the typically higher 450 to 850$`\mu `$m flux density ratios of these sources as compared with blank–field selected sources. These higher ratios are consistent with a significant proportion of the sources being at lower redshifts than those of the blank field surveys (typically $`z\mathrm{}>2`$).

Confirmation that these sub-mm sources are indeed associated with cluster galaxies would indicate a dramatic increase with redshift in the proportion of strongly starbursting galaxies within clusters. This mirrors the increasing fraction of blue, star–forming galaxies indicated by the Butcher–Oemler effect \[Butcher & Oemler 1978\], and the recent discovery that more distant clusters often contain an enhanced population of weak radio sources \[Dwarakanath & Owen 1999, Morrison 1999, Best et al. 2002\]. All of these results demonstrate that high redshift clusters are still in a very active state of formation. With a larger dataset it would be particularly interesting to investigate the radial distribution of the sub-mm sources within the clusters, and to investigate whether mergers between clusters, which are common at these high redshifts, increase the proportion of starbursting galaxies.

## Acknowledgements

I would like to thank the Royal Society for generous financial support through its University Research Fellowship scheme. The JCMT is operated by the Joint Astronomy Centre on behalf of the United Kingdom Particle Physics and Astronomy Research Council (PPARC), the Netherlands Organisation for Scientific Research and the National Research Council of Canada. I thank Susie Scott for useful discussions about matters of SCUBA data reduction and Rob Ivison et al for supplying the 450$`\mu `$m flux densities of the SCUBA lensing survey sample prior to publication. I particularly thank Ian Smail, Rob Ivison and Jim Dunlop for their careful reading of the manuscript and helpful comments. I am grateful to the referee for a number of suggestions which have improved the manuscript.


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# Chirality in Bare and Passivated Gold Nanoclusters

\[

## Abstract

Chiral structures have been found as the lowest-energy isomers of bare (Au28 and Au55) and thiol-passivated (Au28(SCH3)16 and Au38(SCH3)24) gold nanoclusters. The degree of chirality existing in the chiral clusters was calculated using the Hausdorff chirality measure. We found that the index of chirality is higher in the passivated clusters and decreases with the cluster size. These results are consistent with the observed chiroptical activity recently reported for glutahione-passivated gold nanoclusters, and provide theoretical support for the existence of chirality in these novel compounds.

\]

Detailed knowledge of the lattice structure, shape, morphology, surface structure, and bonding of bare and passivated gold clusters is fundamental to predict and understand their electronic, optical, and other physical and chemical properties. This information is essential to optimizing their utilization as novel nanocatalysts , and as building-blocks of new molecular nanostructured materials , with potential applications in nanoelectronics  and biological diagnostics . An effective theoretical approach to determine gold cluster structures is to combine genetic algorithms and many-body potentials (to perform global structural optimizations), and first principles density functional theory (to confirm the energy ordering of the local minima). Using this procedure we recently found many topologically interesting disordered gold nanoclusters with energy near or below the lowest-energy ordered isomer . The structures of these clusters showed low spatial symmetry or no symmetry at all, opening the possibility of having distinct electronic and optical properties in such systems. In other studies on passivated gold nanoclusters , we also found that the effect of a methylthiol monolayer (24 SCH3 molecules) on a truncated-octahedron (with fcc geometry) Au38 cluster is strong enough to produce a dramatic distortion on the gold cluster, resulting in a disordered geometry for the most stable Au38(SCH3)24 passivated cluster.

Although the calculated structure factors of the disordered gold clusters were in qualitative agreement with the data obtained from X-ray powder diffraction on experimental samples , the direct confirmation of the existence of bare and thiol-passivated gold nanoclusters with low or no spatial symmetry had not been possible due to the lack of enough experimental resolution for clusters in the size range of 1-2 nm . Nevertheless, in a recent study using circular dichroism, Shaaff and Whetten (SW)  found a strong optical activity in the metal-based electronic transitions (across the near-infrared, visible and near ultraviolet regions) of size-separated glutathione-passivated gold clusters in the size range of 20-40 Au atoms. SW pointed out that the most plausible interpretation of these results is that the structure of the metal-cluster core of the gold-glutathione cluster compounds would be inherently chiral. Moreover, since the most abundant cluster in the experimental samples corresponds to the passivated cluster Au28(SG)16, where SG denote the gluthatione adsorbate, SW proposed a chiral structure, with $`T`$ point group, for the Au28 cluster .

In earlier studies , we have reported several structural, vibrational and electronic properties of the disordered gold nanoclusters. However, although an initial quantification of the amount and type of local disorder present in amorphous-like structures of Au55 was obtained , to our knowledge, no attempt to theoretically investigate the existence of chirality in gold nanoclusters has been done before. In the light of the results obtained by SW regarding the intense chiroptical activity of size-separated glutathione-passivated gold nanoclusters, it is of interest to determine if the most-stable disordered structures we have found for bare and passivated gold nanoclusters are chiral, and to quantify their degree of chirality. In this letter, we present a structural analysis that shows the existence of chirality in these nanostructures. This is done by implementing a method, based on the Hausdorff chirality measure , to quantify the index of chirality of clusters. Our results show that the metal cores of the passivated clusters are more chiral than the bare clusters and that the degree of chirality decreases with the cluster size. These results provide new insights on the effect of passivating agents on the bare metal cluster as a mechanism to generate chiral nanostructures with novel and perhaps unexpected properties.

Our initial step was to determine the lowest-energy structures of the bare and passivated gold nanoclusters. To this end we first performed global optimizations using the Gupta n-body potential and a genetic-symbiotic algorithm for bare gold nanoclusters of different sizes (Ref.  provides details on this methodology) . Through this procedure we obtained the distribution in energy of the most stable isomers for each cluster size. From this distribution, we selected representative isomers like those with the lowest-energy, and those isomers that were considered good candidates to be the lowest-energy minima based on the existence of well known symmetric structures for certain cluster sizes like the truncated octahedron, icosahedron, decahedron, etc. The representative isomers were then locally reoptimized through unconstrained relaxations using forces calculated from density functional theory (DFT) in the local-density (LDA) and generalized-gradient (GGA) approximations. The DFT calculations were done using the Siesta code  with scalar-relativistic norm-conserving pseudopotentials  and a double-$`\zeta `$ basis set of numerical atomic orbitals  (see Refs.  for additional details on these calculations).

Here, we report results for the Au28 cluster since the lowest-energy structures for the Aun, $`n`$=38,55,75, clusters have been published elsewhere . Our results for the Au28 cluster show a similar pattern as was found for the larger sizes: the distribution of low-energy isomers shows a set of nearly degenerate in energy disordered structures, where the lowest-energy one corresponds to a highly distorted geometry. The $`T`$ structure proposed by SW  was obtained as a local minimum of the potential energy surface with higher energy. The top panel of Fig. 1 shows both cluster geometries and the distribution of distances from the cluster center of mass. These structures mainly differ in the presence of a 3-atom core in the lowest-energy disordered isomer whereas the $`T`$ geometry contains a tetrahedral core. The DFT-LDA-GGA results confirm the higher stability of our disordered structure as compared with the $`T`$ structure: we obtained an energy difference of -0.885 eV (LDA) and -0.638 eV (GGA) between both isomers. A similar trend, showing the higher stability of disordered isomers with respect to ordered ones, has been obtained for larger cluster sizes: Aun, $`n`$=38,55,75 . The physical origin of the higher stability of amorphous-like structures in bare gold nanoclusters has been studied by analyzing the metallic bonding and its effect on the local stress of the clusters. It results that the amorphization is a mechanism for strain relief that lowers the cluster energy, being more prominent in the case of gold due to the short-range of the n-body metallic interaction .

The lowest-energy structures of the thiol-passivated Au28(SCH3)16 and Au38(SCH3)24 clusters were obtained by performing local relaxations, using the forces calculated from the DFT-LDA-GGA first principles method, and starting from different cluster-monolayer configurations. These include the lowest-energy ordered and disordered bare Au28 and Au38 cluster geometries obtained by the procedure described above, with the methylthiols molecules placed on different adsorption sites (top, bridge, hollow), as well as on random positions over the metal cluster surface. Figure 2 (bottom panel) shows a highly distorted passivated cluster that corresponds to the lowest-energy structure of the Au28(SCH3)16 cluster, obtained by the relaxation of the disordered bare Au28 cluster with the thiols placed close to 3-atom hollow sites. From the distribution of radial distances to the cluster center of mass shown in Fig. 2 (bottom panel), the degree of distortion and the ill-defined nature of the gold-thiol interface is evident. A similar strongly distorted geometry was found for the lowest-energy structure of the larger passivated Au38(SCH3)24 cluster . The main driving force producing the cluster distortion is the strong gold-sulphur interaction. An analysis of the metal-ligand interaction in the gold passivated clusters will be published elsewhere . Meanwhile, recent calculations on smaller Au-thiolate compounds have confirmed that the strong covalent (directional) gold-sulphur interaction is mainly-responsible for the metal cluster distortion .

The principal objective of this work is to determine if the disordered lowest-energy structures of the bare Aun, $`n`$= 28,38,55,75, and passivated Au28(SCH3)16 and Au38(SCH3)24 clusters are chiral, and to quantify the degree of chirality existing in them. This information is relevant for a proper interpretation of the circular dichroism measurements performed by SW on glutathione-passivated gold clusters . Since chirality is a geometrical property of the system, independent of its chemical and physical manifestations, it is possible to quantify chirality without reference to experimental measurements, but using the inherent structural symmetry of the clusters. Although in recent years several approaches have been developed to measure chirality , the Hausdorff chirality measure, proposed by Buda and Mislow (BM) , has emerged as the general method of choice for the quantification of chirality . Within this approach, the degree of chirality is found by calculating the maximum overlap between the actual molecular structure and its mirror image, using the Hausdorff distance  between their sets of atomic coordinates. By rotating and translating one structure with respect to the other, the optimal overlap can be calculated. This Hausdorff chirality measure (HCM) is a continuous and similarity invariant function of the molecular shape, and is zero only if the molecule is achiral. The advantage of this approach is that its numerical implementation for large clusters containing n atoms in a three-dimensional space is straightforward, as was discussed by BM . Our numerical procedure was tested by calculating the degree of chirality of the three tetrahedra shapes considered by BM, obtaining the same values as reported by these authors .

We calculate the HCM for the lowest-energy structures of the bare and thiol-passivated gold nanoclusters using their relaxed Cartesian coordinates measured with respect to the cluster center of mass. Through an inversion operation, the coordinates of the mirror image clusters were obtained. The HCM was obtained by calculating the maximum overlap between a given cluster and its mirror image. This corresponds to the minimum value of the Hausdorff distance between the sets of atomic coordinates of both structures. In order to obtain the minimum Hausdorff distance, the mirror cluster was translated and rotated around the original cluster in the three-dimensional space generating different configurations. For each of them, the Hausdorff distance with respect to the original cluster was calculated. The minimum of these values, normalized by the largest interatomic distance in the cluster, corresponds to the HCM. To check the reliablity of this methodology, the minimization of the Hausdorff distance was performed using the Broyden-Fletcher-Goldfarb-Shano method as suggested in Refs., a conjugate gradient optimization, and a direct evaluation of the Hausdorff distance taking variations of $`\pi /360`$ for each rotational angle. The HCM values agree for the three methods up to the third significant digit.

Our results show that the HCM index of chirality for Au38 and Au75 is zero. These values are expected since the lowest-energy structures corresponding to these sizes have one plane of symmetry and therefore are achiral. In fact, these results constitute an additional test of our numerical implementation for calculating HCM in large clusters. The HCM index of chirality for the lowest-energy structure and the $`T`$ isomer proposed by SW for Au28 are displayed in Table I, together with the value obtained for the lowest-energy structure of Au55 (see Fig. 1 in Ref. ). These results show that the most stable structure of Au28, obtained in this work, is less chiral than the one proposed by SW, and that the index of chirality varies slightly with the cluster size from 28 to 55 atoms. For the calculation of the HCM of the thiol-passivated gold nanoclusters, we only consider the coordinates of the Au atoms since we are interested in testing the suggestion of SW who proposed that the metal cluster core would be inherently chiral . The HCM values for the metal core of the passivated Au28(SCH3)16 and Au38(SCH3)24 clusters are also shown in Table I. These results show that both metal cluster cores are more chiral than the bare Au28 and Au38 clusters, and that the index of chirality for the passivated clusters decreases with the cluster size. It is noteworthy that the HCM values obtained for the bare and passivated chiral Au clusters are smaller than the values of the chiral tetrahedral shapes (HCM = 0.221, 0.252, 0.255 for $`D_2`$, $`C_2`$, and $`C_1`$ tetrahedra, respectively) obtained by BM . In order to compare the HCM of Au clusters with a physical system, we calculated the index of chirality of the chiral $`D_2`$-C76 and $`D_2`$-C84, and the achiral $`I_h`$-C60 fullerenes, obtaining the values 0.109, 0.102, and 0.000, respectively. These results support the reliability of our methodology since there is experimental evidence on the existence of chirality in the $`D_2`$-C76 fullerene . This comparison also provides a useful reference to classify cluster and molecules in terms of their indexes of chirality, and indicates that the bare Au28 and Au55 clusters are as chiral as the $`D_2`$-C76, but the passivated Au28(SCH3)16 and Au38(SCH3)24 clusters are slightly more chiral than such fullerene.

The above results on the existence of chirality in thiol-passivated Au nanoclusters are consistent with the chiroptical activity measured on size-separated glutathione-passivated gold nanoclusters in the size-range 20-40 Au atoms since it was shown that the optical properties are insensitive to the tail of the adsorbate thiol . Also, in the experimental samples it was found that the optical activity is weaker as the cluster size increases, and it is lost for larger clusters and for samples with mixed cluster sizes . It remains to be verified if indeed there is a correlation between the value of the index of chirality and the strength of the intensity or other spectral features of the optical activity signal in the chiral samples. Another interesting prediction from the present calculations, to be confirmed experimentally, is related with the smaller index of chirality existing on bare clusters as compared to those for the metal-core of passivated clusters. Our results imply that the effect of the passivating monolayer is strong enough to distort a bare cluster geometry, producing chiral metal-cores that give rise to the intense chiroptical activity. This effect could change an achiral cluster into a chiral one, like in the Au38 case, or increase the index of chirality in an already chiral structure, like the Au28 cluster.

The main contribution of this theoretical work has been to show the existence of, and quantify chirality in the lowest-energy structures of gold nanoclusters using the Hausdorff chirality measure. These results provide useful insights for a proper interpretation of the experimental results that report optical activity on passivated gold nanoclusters . Our results also establish that passivating with thiol monolayers provides a mechanism to induce or increase chirality in bare Au clusters in the size-range of 20-40 atoms. This new information is relevant for the growth and sample preparation of different chiral metal nanoclusters. Theoretical precedents on metallic chiral nanostructures would include the Ni28 cluster , and the Al and Pb helical nanowires , however the present results and those obtained by SW provide both theoretical and experimental evidence on the existence of chirality in gold nanoclusters. Electronic, optical, thermal, and other physical and chemical properties of chiral gold nanoclusters are currently being calculated and will be reported in forthcoming publications. At present, it is expected that novel and interesting properties emerge from the chiral character of metal clusters that could be useful for new nanotechnological applications.

###### Acknowledgements.

This work was supported by Mexico’s CONACYT grant 28822-E, and the DGSCA-UNAM Supercomputing Center.
FIGURE CAPTIONS

Top panel: Distances of the gold atoms from the center of mass and cluster geometry for the lowest-energy disordered (closed diamonds and inset (a)) and the $`T`$ (open circles and inset (b)) isomers of the bare Au28 cluster. Bottom panel: Distances of the gold (open diamonds) and sulphur (stars) atoms from the center of mass for the lowest-energy structure of the thiol-passivated Au28(SCH3)16 cluster. The closed diamonds denote the same gold atom distances as in the top panel. They are included to show at the same scale, the degree of distortion and expansion of the gold metal cluster core upon passivation. The insets show the geometries of the metal core and the passivated cluster. Sulphur atoms are depicted as darker spheres.


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# Shot Noise in Ballistic Quantum Dots with a Mixed Classical Phase Space

## Abstract

We investigate shot noise for quantum dots whose classical phase space consists of both regular and chaotic regions. The noise is systematically suppressed below the universal value of fully chaotic systems, by an amount which varies with the positions of the leads. We analyze the dynamical origin of this effect by a novel way to incorporate diffractive impurity scattering. The dependence of the shot noise on the scattering rate shows that the suppression arises due to the deterministic nature of transport through regular regions and along short chaotic trajectories. Shot noise can be used to probe phase-space structures of quantum dots with generic classical dynamics.

The phenomenon of shot noise, the time-dependent fluctuations in electrical currents caused by the discreteness of the electron charge $`e`$, has been extensively studied in recent years in mesoscopic systems (for a review see Blanter\_Phyrep ). The focus of interest was on classically chaotic ballistic quantum dots (electron billiards) and on diffusive quantum wires, which can be investigated theoretically by applying random matrix theory wire1a ; Jalabert ; Beenakker\_RMP  as well as semiclassical methods wire1b ; deJong\_physica ; Blanter\_PRL . For incoherent transport through a chaotic quantum dot the shot noise would assume the Poissonian value $`P_0=2eG_0V`$, where $`G_0=Ne^2/(2h)`$ is the serial conductance of the two quantum point contacts which connect the dot to electronic reservoirs (maintained at a voltage difference $`V`$) by $`N`$ channels. For low temperatures correlations of electrons due to Fermi statistics suppress the noise $`P`$ by a factor of $`=P/P_0`$ relative to this value of uncorrelated electrons. In chaotic quantum dots the suppression factor $`=_{\mathrm{ch}}=1/4`$ is universal Jalabert , i. e., independent of the details of the system, which also has been confirmed by an experiment Oberholzer . The origin of the low-temperature noise is the probabilistic nature of quantum transport, arising from attempts to transmit charge carriers between electronic reservoirs with a finite success probability $`[0,1]`$. Very recently, non-universal corrections to the shot-noise due to residual signatures of classically deterministic scattering Beenakker\_semi  have been discussed by Agam, Aleiner, and Larkin Agam . They predicted that shot noise in a chaotic dot can be further reduced below $`_{\mathrm{ch}}`$ under the condition that electrons pass the dot without sufficient diffraction. This has been verified in a recent experiment Oberholzer2 .

In this paper we address the shot noise of generic ballistic quantum dots. They are not classically chaotic Markus  but possess a mixed phase space, where regular islands are separated from chaotic seas by impenetrable dynamical barriers. Signatures of the mixed phase space in quantum transport have been found in the conductance, which exhibits fractal fluctuations Ketzmerick  and isolated resonances Huckestein . Shot noise can be seen as the second cumulant of charge counting statistics, with the conductance being first cumulant. As we will demonstrate, shot noise carries valuable dynamical information which can be extracted systematically. For generic quantum dots the suppression factor $``$ is found to be systematically reduced below the universal value $`_{\mathrm{ch}}`$ for fully chaotic systems, not only due to the deterministic nature of transport along short chaotic trajectories (this mechanism of Ref. Agam  will be confirmed), but also because quantum diffraction is strongly reduced for transport through regular regions, as well.

Our investigation of the dynamical origin of the additional shot-noise reduction is based on a novel procedure to analyze shot noise (which we obtain from a numerical simulation) with help of the Poisson kernel Mello ; Brouwer ; Baranger\_Poisson , a statistical ensemble of random matrix theory Beenakker\_RMP . In the Poisson kernel one averages the scattering matrix over an energy range $`E_{\mathrm{av}}`$, in this way eliminating the system-specific details of the dynamics with time scales longer than $`t_{\mathrm{av}}=\mathrm{}/E_{\mathrm{av}}`$, and replaces these by random dynamics of the same universality class as elastic diffractive impurity scattering (equivalently, fully chaotic dynamics). (Ref. Agam  also employed diffractive impurity scattering; however, there it was used to mimic the non-deterministic processes of quantum chaos within a theory that cannot account for them, while in our case all quantum effects are fully included from the beginning.) The effective mean free scattering time $`t_{\mathrm{av}}`$ can be tuned by changing the energy-averaging window $`E_{\mathrm{av}}`$. The dependence of the suppression factor $``$ on $`t_{\mathrm{av}}`$ then allows to analyze the properties of trajectories with classical dwell times $`t_{\mathrm{dwell}}t_{\mathrm{av}}`$ (up to a possible factor of order unity), over the large range of dwell times that is typically involved in the classical transport through generic quantum dots (in contrast, chaotic dots are characterized only by a single time scale, the mean dwell time). The analysis via the Poisson kernel is supplemented by a semiclassical estimation of the shot noise, obtained from classically deterministic motion course-grained over Planck cells while preserving Fermi statistics, in the spirit of Refs. deJong\_physica ; Blanter\_PRL . It follows that shot noise is suppressed most strongly if the leads are well-coupled to classical regular regions (with area larger than a Planck cell).

A representative model for mixed regular and chaotic classical dynamics is the two-dimensional annular billiard Bohigas , Fig. 1(a), which consists of the region between two circles with radii $`R`$, $`r`$, and eccentricity $`\delta `$. Two leads (openings) of width $`W`$ are attached opposite to each other at an angle $`\theta `$ with respect to the axis through the two circle centers. The phase space can be parameterized by the impact parameter $`s`$ and the transverse component of the momentum $`\mathrm{sin}\alpha `$ (with $`\alpha `$ the angle of incidence) of trajectories that are reflected at the exterior circle. The phase space of the closed annular billiard for $`r=0.6R`$, $`\delta =0.22R`$ is shown in Fig. 1(b), which displays two regular whispering-gallery (WG) regions, a large regular island, neighboring satellite islands, and a chaotic sea. Figs. 1(c) and (d) show the phase space of the open annular billiard, which only includes trajectories of particles that are injected into the billiard through leads attached at $`\theta =0`$ and $`\theta =\pi /2`$, respectively (the width of the leads is $`W=0.222R`$). The large island is well coupled to one of the openings for $`\theta =0`$, and is completely decoupled from both openings at $`\theta =0.5\pi `$. The chaotic sea and WG regions are well-coupled for arbitrary position of the openings, while the coupling of the satellite islands depends on $`\theta `$ and $`W`$. In this way one can select regions in phase space by varying $`\theta `$ and $`W`$.

We computed the dimensionless conductance $`T=\mathrm{tr}t^{}t`$ and the shot-noise suppression factor $`=(2/N)\mathrm{tr}t^{}t(1t^{}t)`$ from the transmission matrix $`t`$ (the dimension of this matrix is given by the number of channels $`N`$ in each lead) Blanter\_Phyrep . The transmission matrix is obtained numerically by the method of recursive Green functions Baranger\_method , for which space is discretized on a square lattice. In terms of the lattice constant $`a`$, $`R=144a`$, $`r=86.4a`$, $`\delta =31.7a`$, and $`W=32a`$. Energy $`E`$ will be measured in units $`\mathrm{}^2/(2ma^2)`$ and time in units of $`2ma^2/\mathrm{}`$, with $`m`$ the mass of the charge carriers. In these units the mean level spacing $`\mathrm{\Delta }0.0003`$. We will work in the energy window $`E(0.408,0.433)`$, in which the Fermi wavelength $`\lambda _\mathrm{F}9.5a`$, resulting in $`N=\mathrm{Int}(2W/\lambda _\mathrm{F})=6`$.

The upper two panels of Fig. 2 show $`T`$ and $``$, as a function of energy, for the case that the two leads are attached at $`\theta =\pi /2`$. The dependence of the energy-averaged suppression factor $``$ on $`\theta `$ is shown in the lowest panel of Fig. 2. Our first observation is that for all values of $`\theta `$, the suppression factor is smaller than the universal value $`1/4`$ for fully chaotic motion. Moreover, the shot noise is more suppressed for the cases that one opening couples to the large regular island ($`0<\theta 0.3\pi `$) than for the cases in which the regular islands is decoupled from the openings ($`\theta 0.3\pi `$). This behavior indicates that electrons injected into the large regular island contribute less to the shot noise.

In order to determine in detail which processes are responsible for the additional shot-noise suppression, we introduce a function $`f(t_{\mathrm{av}})`$ which can be interpreted as the probability distribution function of deterministic processes with dwell time $`t_{\mathrm{dwell}}t_{\mathrm{av}}`$. This will be achieved by monitoring the rate of change of the shot noise,

$$f(t_{\mathrm{av}})=(d/dt_{\mathrm{av}})(t_{\mathrm{av}})/_{\mathrm{ch}},$$
(1)
as we successively replace the dynamics on time scales $`t_{\mathrm{av}}`$ by fully chaotic dynamics (equivalent to diffractive impurity scattering). The function $`f`$ is normalized to the total shot-noise suppression $`_0^{\mathrm{}}𝑑t_{\mathrm{av}}f(t_{\mathrm{av}})=1/_{\mathrm{ch}}`$, taken relative to the universal value of chaotic dynamics.

The transmission matrix $`t`$ determining $`T`$ and $``$ is a subblock of the scattering matrix

$$S=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right),$$
(2)
where $`r`$ and $`r^{}`$ are reflection coefficients and the transmission matrix $`t^{}`$ contains the same information as $`t`$. The elimination of the system-specific details on time scales $`t_{\mathrm{av}}`$ is achieved by averaging the scattering matrix $`S`$ over an energy range $`[E_0E_{\mathrm{av}}/2,E_0+E_{\mathrm{av}}/2]`$ of width $`E_{\mathrm{av}}=\mathrm{}/t_{\mathrm{av}}`$ (which will be taken inside the total energy range \[0.408,0.433\] of our numerical simulation),

$$\overline{S}(E_{\mathrm{av}};E_0)=E_{\mathrm{av}}^1_{E_0E_{\mathrm{av}}/2}^{E_0+E_{\mathrm{av}}/2}𝑑ES(E).$$
(3)
Here the information on processes with longer time scales than $`t_{\mathrm{av}}`$ is lost, because it is encoded into the short-range energy correlations (fluctuations) of the scattering matrix vwz , while the information on the dynamics on shorter time scales than $`t_{\mathrm{av}}`$ modulates the scattering matrix on larger energy scales and hence is retained. Chaotic processes are then introduced to substitute the eliminated ones by coupling to an auxiliary chaotic system with scattering matrix $`S_0`$, taken from the appropriate circular ensemble of random matrix theory (observing the same symmetries as the original scattering matrix, as time-reversal or spatial parities Baranger\_Sym ), resulting in

$`S^{}(E_{\mathrm{av}};E_0;S_0)=\overline{S}(E_{\mathrm{av}};E_0)+𝒯^{}(1S_0)^1S_0𝒯.`$ (4)
The ensemble of scattering matrices (4) is the so-called Poisson kernel Beenakker\_RMP ; Mello ; Brouwer ; Baranger\_Poisson , with $`\overline{S}`$ the so-called optical scattering matrix. The coupling matrices $`𝒯`$, $`𝒯^{}`$, and $``$ must be chosen such that $`S^{}`$ is a unitary matrix, but the invariance of the circular ensemble guarantees that results do not depend on their specific choice.

We now can calculate the mean suppression factor $`(E_{\mathrm{av}})`$ for fixed $`E_{\mathrm{av}}`$ (and hence fixed $`t_{\mathrm{av}}`$), first by averaging the noise within each Poisson kernel (fixing also $`E_0`$), and then averaging these values over $`E_0(0.408,0.433)`$. The result for different positions of the leads is shown in Fig. 3. The value $`(E_{\mathrm{av}}=0)`$ is identical to the suppression factor $``$ shown in Fig. 2(b), because the Poisson kernel becomes a delta function at $`S(E_0)`$ as $`\overline{S}`$ approaches this unitary matrix for $`E_{\mathrm{av}}0`$. For increasing $`E_{\mathrm{av}}`$ the suppression factor $`(E_{\mathrm{av}})`$ approaches the universal value $`_{\mathrm{ch}}`$ of random-matrix theory, because $`\overline{S}=0`$ in this limit. The function $`(E_{\mathrm{av}})`$ is monotonically increasing almost everywhere (negative values of the slope are within the statistical uncertainty in the numerical simulation), indicating that the noise is enhanced by the replacing the system-specific deterministic details of the transport by the indeterministic transport of random matrix theory. Consequentially, as shown in Fig. 3(b), the function $`f(t_{\mathrm{av}})`$ introduced in Eq. (1) is positive and hence allows the interpretation of a probability distribution function of deterministic scattering.

The most striking feature in Fig. 3 is that $`(E_{\mathrm{av}})`$ rises quickly in the three cases $`\theta =0`$, $`0.1\pi `$, $`0.2\pi `$, in which the leads couple to the large regular island in phase space, while the slope of $`(E_{\mathrm{av}})`$ almost vanishes up to an energy $`E_{\mathrm{indet}}0.002`$ for $`\theta =0.4\pi `$, $`0.5\pi `$ (where the regular region is decoupled). The distribution function $`f(t_{\mathrm{av}})`$ decays only slowly in the former case, while vanishes almost identically beyond a time $`t_{\mathrm{indet}}500`$ in the latter case. This difference can be interpreted as follows. Wave packets are trapped for long times in regular regions, but show only little dispersion because of the stability of regular trajectories cametti . Hence the scattering is deterministic and strongly affected by introducing diffractive scattering even at these long time scales. On the other hand, wave packets disperse quickly in the chaotic regions, where the transport is already indeterministic for $`t_{\mathrm{av}}t_{\mathrm{indet}}`$, and this is not modified by adding diffractive scattering. The shot noise suppression for $`\theta =0.4\pi `$ and $`\theta =0.5\pi `$ hence arises from short chaotic trajectories with dwell times $`t_{\mathrm{indet}}`$. This is in accordance with the predictions of Ref. Agam ; chaotic quantum transport is deterministic up to the Ehrenfest time $`(1/\lambda )\mathrm{ln}(2\pi R/\lambda _\mathrm{F})500`$, estimated from the Lyapunov exponent $`\lambda v_\mathrm{F}/R`$ and the Fermi velocity $`v_\mathrm{F}`$. Thus $`f(t_{\mathrm{av}})`$ reveals system-specific time scales as the Ehrenfest time in chaotic regions and long dwell times in regular regions. Moreover, $`f(t_{\mathrm{av}})`$ vanishes for $`t_{\mathrm{av}}\mathrm{min}t_{\mathrm{dwell}}50`$ (not resolved in Fig. 3).

Our interpretation is confirmed by a semiclassical estimate which discriminates the contributions to the shot noise from different regions in phase space. We divide the phase space into Planck cells of area $`2W/(NR)`$ and calculate the fluctuations in the semiclassical occupation numbers of these cells. The average occupation number $`\overline{f}_j=T_{jL}f_L+T_{jR}f_R`$ is obtained from the classical transmission probabilities $`T_{jL,R}`$ from cell $`j`$ to the left (L) and right (R) opening, respectively, where $`f_{L,R}`$ is the Fermi distribution in the electronic reservoirs attached to each opening. Within the model of minimal correlations of Ref. Blanter\_PRL , the shot-noise suppression factor is then approximated as

$$_{\mathrm{cl}}=\overline{f}_j(1\overline{f}_j),$$
(5)
where $`\mathrm{}`$ denotes the average over the phase space cells at the openings.

Diffractive scattering can be introduced into the semiclassical theory by replacing the classical transmission probability of trajectories longer than a given dwell time $`t_{\mathrm{dwell}}`$ by the value $`1/2`$ of ergodic dynamics. \[The universal value of shot noise for chaotic dynamics follows from Eq. (5) by inserting the ergodic value $`\overline{f}_j=1/2`$.\] Figure 4 shows the resulting $`_{\mathrm{cl}}(E_{\mathrm{dwell}})`$ and $`f_{\mathrm{cl}}(t_{\mathrm{dwell}})`$, with $`E_{\mathrm{dwell}}=\mathrm{}/t_{\mathrm{dwell}}`$. The same relative time scales for the different positions of the leads are found as in the exact results in Fig. 3. The agreement is reasonable given that we are not deep in the semiclassical limit and accounting for the fact that the model of minimal correlations in Ref. Blanter\_PRL  originally was devised for chaotic dynamics. The suppression factor can be further decomposed into contributions of different regions in phase space. For $`\theta =0`$, $`_{\mathrm{cl}}(E_{\mathrm{dwell}})`$ initially increases due to the large regular island and then due to deterministic processes in the chaotic sea, while for $`\theta =0.5\pi `$ it is constant up to $`E_{\mathrm{dwell}}E_{\mathrm{indet}}`$. Unlike the large regular island, the regular WG regions (which we have ignored so far in our discussion) contribute to shot noise with the universal value, which is explained by the fact that for the present system parameters Planck cells do not yet resolve reflected from transmitted trajectories which are injected into these regions. One can see from the model of minimal correlations, Eq. (5), that shot noise eventually will be suppressed also in the WG regions when the semiclassical limit is approached. The same holds for the hierarchical structure of small regular regions embedded in the chaotic part of phase space. A pronounced shot noise suppression should arise once that these trapping regions are resolved, because in the vicinity of stable structures the Ehrenfest time depends only algebraically on $`\mathrm{}`$ cametti .

In conclusion, we have demonstrated that shot noise is a measure of the amount of deterministic transport through generic quantum dots. The dynamical analysis developed in this work may be used to study time scales in a large variety of systems. Experimentally, these time scales could be probed by measuring shot noise while tuning the indeterministic scattering rate by adjusting a gate voltage toyoda .

We thank S. Tomsovic for useful discussions and P. W. Brouwer for advice on implementing the Poisson kernel.


text:
# 1 Introduction

## 1 Introduction

Recent measurements of the H1  and ZEUS  collaborations at HERA enable to study the proton structure in the region of low $`Q^21\mathrm{GeV}^2`$ where perturbative QCD has to face computation difficulties arising from the increase of the strong coupling constant $`\alpha _s(Q^2)`$. Nevertheless, there is a number of approaches to describe the transition to low $`Q^2`$ at small $`x`$ together with the region, $`Q^2>1\mathrm{GeV}^2`$, which is described by perturbative QCD very well. Such attempts involve Reggeon exchange ideas , dipole interactions , vector meson dominance (VMD) , efficient parametrisations  and others.

This letter presents a different point of view, based on the idea that the proton structure at low $`x`$ is of fractal nature. Using the fractal dimension concept , a simple parametrisation of the proton structure function $`F_2(x,Q^2)`$is obtained with a few well defined parameters. A numeric study is made using recent small $`x`$ HERA data, for $`Q^2`$ between $`0.045\mathrm{GeV}^2`$ and $`120\mathrm{GeV}^2`$.

## 2 Fractal Dimension

The concept of fractal dimension requires to understand what is meant by dimension. In non-fractional dimensions a number of dimensions corresponds to a number of independent directions in a corresponding coordinate system. For example, a line has obviously one dimension, a square two and a cube has three dimensions. The dimension of the Sierpinski gasket , shown in Fig. 1, needs a more general definition.

The cube, square and line are self-similar objects: when a line is broken in the middle two lines are obtained, each of half length. By magnifying one of them by a factor of two the original line is rebuilt. The same may be done by dividing a square into four small squares or a cube into smaller cubes. For example, when the magnification factor for a square is 3 the number of smaller squares will be $`3^2=9`$, for a cube the same magnification gives $`3^3=27`$ cubes. In general, when $`M`$ is the magnification factor, then the number of objects will be $`M^𝒟`$, where $`𝒟`$ is the dimension of the object. The dimension $`𝒟`$ can thus be defined as

$$𝒟=\frac{\mathrm{log}M^𝒟}{\mathrm{log}M^{}}=\frac{\mathrm{log}(\mathrm{number}\mathrm{of}\text{self-similar}\mathrm{objects})}{\mathrm{log}(\mathrm{magnification}\mathrm{factor})}.$$
(1)
According to this formula, the dimension of the Sierpinski gasket is fractional. When the magnification factor $`M`$ is 2 there are 3 identical pieces of the gasket, for $`M=4`$ the gasket consists of 9 small copies of itself. Therefore its fractal dimension is defined by

$$𝒟=\frac{\mathrm{log}3}{\mathrm{log}2}=\frac{\mathrm{log}9}{\mathrm{log}4}=1.58496\mathrm{}$$
(2)
Roughly speaking, the fractal dimension describes how complicated or how large a self-similar object is. A plane is ‘larger’ than a line. The Sierpinski gasket is not a line but also far from being a plane. Actually, there exist fractals which are constructed from lines but have dimensions 2 or 3, and therefore fill a plane or a space. An example of such a curve is the so called Hilbert curve.

The definition of a dimension, given in equation (1), may be generalised for the case of non-discrete fractals. In this generalisation, the magnification (scaling) factor is a real number $`z`$ and the number of self-similar objects is represented by a density function $`f(z)`$. Taking into account that the dimension may change with scaling, a local dimension is defined as

$$𝒟(z)=\frac{\mathrm{log}f(z)}{\mathrm{log}z}.$$
(3)
For ideal mathematical fractals, discussed so far, $`𝒟(z)`$ is constant for the whole fractal. Introducing a scale dependent dimension is natural because many fractals in nature (e.g. plants or coastlines) are not mathematically ideal and usually have a fractal structure only for a certain region of magnification. In such a region, the dimension is approximately constant, $`𝒟(z)=𝒟`$, and, following eq. (3), the density function $`f(z)`$ is given as

$$\mathrm{log}f(z)=𝒟\mathrm{log}z+𝒟_0$$
(4)
where $`𝒟_0`$ defines the normalisation of $`f(z)`$, which thus has a power law behaviour, $`f(z)z^D`$.

In general, fractals may have two independent magnification factors, $`z`$ and $`y`$. In this case the density $`f(z,y)`$ is written in the following way

$$\mathrm{log}f(z,y)=𝒟_{zy}\mathrm{log}z\mathrm{log}y+𝒟_z\mathrm{log}z+𝒟_y\mathrm{log}y+𝒟_0.$$
(5)
Here the dimension $`𝒟_{zy}`$ represents the dimensional correlation relating the $`z`$ and $`y`$ factors. The function $`f(z,y)`$ satisfies a power law behaviour in $`z`$ for fixed $`y`$ and in $`y`$ for fixed $`z`$.

It is important to mention that there is certain freedom in selecting magnification factors without changing a shape of the function $`f(z,y)`$. It is possible to use any non-zero power of a factor multiplied by a constant: $`zaz^\lambda `$ . The only effect of such a change is a redefinition of the dimensional parameters $`𝒟_{\{z,y,zy\}}`$ and of the normalisation $`𝒟_0`$, respectively.

## 3 Self-similar Structure of the Proton

Following the dimensional description of the presented fractal structures, it is interesting to study the properties of functions describing proton structure. In quantum chromodynamics the behaviour of the sea quark densities is driven by gluon emissions and splittings. The deeper the proton structure is probed, the more gluon-gluon interactions can be observed. These, in analogy to fractals, may follow self-similarity, i.e. scaling described by a power law. Indeed, there is a number of hints for a self-similar structure. As an example, Figure 2 shows the unintegrated u-quark density for fixed momentum transfer $`Q^2`$ and fixed Bjorken $`x`$, respectively.

For $`x0.01`$ (below the valence quark region) the unintegrated density function in log-log scale is linear. A linear behaviour is also exhibitted by the unintegrated density as a function of $`Q^2`$ for fixed $`x`$. Refering to eq. (4), this suggests that $`x`$ and $`Q^2`$ could be treated as appropriate magnification (scaling) factors. This is supporting the idea that the proton structure exhibits self-similar properties and may be described as a fractal object.

Magnification factors are supposed to fulfil some criteria. They should be positive, non-zero and have no physical dimension. The two latter requirements concern the selection of $`Q^2`$ as a magnification factor. The physical dimensionality may be removed by dividing $`Q^2`$ by a constant $`Q_0^2`$. For the case of $`Q^2=0`$, the non-zero requirement is not fulfilled, however, the access to this region is needed for integration of unintegrated densities. Thus instead of $`Q^2`$ a choice of $`1+Q^2/Q_0^2`$ as a magnification factor is appropriate. According to the freedom in the magnification factor selection, mentioned above, other equivalent choices are also possible, e.g. $`Q_0^2/(Q_0^2+Q^2)`$, $`(Q_1^2+Q^2)/1\mathrm{G}\mathrm{e}\mathrm{V}^2`$ or similar combinations. It is also more appropriate to use $`1/x`$ as a magnification factor rather than $`x`$ itself: when the structure is probed deeper, $`x`$ goes to zero while a magnification factor should rise.

## 4 Structure Function Parametrisation

The concept of self-similarity, when applied to proton confinement structure, leads to a simple parametrisation of quark densities within the proton in a straightforward way based on Eq. (5). Using magnification factors $`1/x`$ and $`1+Q^2/Q_0^2`$, an unintegrated quark density may be written in the following general form

$$\mathrm{log}f_i(x,Q^2)=𝒟_1\mathrm{log}\frac{1}{x}\mathrm{log}(1+\frac{Q^2}{Q_0^2})+𝒟_2\mathrm{log}\frac{1}{x}+𝒟_3\mathrm{log}(1+\frac{Q^2}{Q_0^2})+𝒟_0^i$$
(6)
where $`i`$ denotes a quark flavour. Conventional, integrated quark densities $`q_i(x,Q^2)`$ are defined as a sum over all contributions with quark virtualities smaller than that of the photon probe, $`Q^2`$. Thus $`f_i(x,Q^2)`$ has to be integrated over $`Q^2`$,

$$q_i(x,Q^2)=_0^{Q^2}f_i(x,q^2)𝑑q^2.$$
(7)
Solving equation (7), the following analytical parametrisation of a quark density is obtained

$$q_i(x,Q^2)=\frac{𝐞^{𝒟_0^i}Q_0^2x^{𝒟_2}}{1+𝒟_3𝒟_1\mathrm{log}x}\left(x^{𝒟_1\mathrm{log}(1+\frac{Q^2}{Q_0^2})}(1+\frac{Q^2}{Q_0^2})^{𝒟_3+1}1\right).$$
(8)
Notice that in this parametrisation only the normalisation parameter $`𝒟_0^i`$ depends on the quark flavour while the other parameters are flavour independent. This assumption means that all quarks are following the fractal structure, i.e. the dimensions $`D_i`$ and the magnification factors are common for all of them and they differ in normalisation only.

The proton structure function $`F_2(x,Q^2)`$is related directly to the quark densities $`F_2=x_ie_i^2(q_i+\overline{q}_i)`$. Thus the assumption about the flavour symmetry of Eq. (8) allows to express $`F_2(x,Q^2)`$directly in the form given on the r.h.s. of Eq. (8) with $`x^{𝒟_2}`$ replaced by $`x^{𝒟_2+1}`$ and with a common normalisation factor $`𝐞^{𝒟_0}`$:

$$F_2(x,Q^2)=\frac{𝐞^{𝒟_0}Q_0^2x^{𝒟_2+1}}{1+𝒟_3𝒟_1\mathrm{log}x}\left(x^{𝒟_1\mathrm{log}(1+\frac{Q^2}{Q_0^2})}(1+\frac{Q^2}{Q_0^2})^{𝒟_3+1}1\right).$$
(9)
## 5 Fit to the Data

The five parameters $`𝒟_i`$ and $`Q_0^2`$ are determined using recent data from the HERA experiments H1  and ZEUS  in the range $`1.5Q^2120\mathrm{GeV}^2`$ (H1) and $`0.045Q^20.65\mathrm{GeV}^2`$ (ZEUS). Additionally a cut $`x<0.01`$ has been applied to exclude the valence quark region. The fit parameters are given in Table 1 and the corresponding description of the $`F_2(x,Q^2)`$data is shown in Figures 3, 4 and 5. The $`\chi ^2`$ was calculated with total errors, adding the statistical and systematical errors in quadrature. When the relative normalisation of the H1 and ZEUS data, which cover different $`Q^2`$ regions, was fitted no change beyond 1% was imposed by the fits. Thus the normalisations of the data sets were left untouched.

Refering to Figure 3 the ratio $`F_2(W^2,Q^2)/Q^2`$ is proportional to the virtual photon-proton cross-section $`\sigma _{\gamma ^{}p}(W^2,Q^2)`$. In the limit $`Q^20`$ and fixed $`W^2`$ the parametrisation (9) behaves like $`Q^2`$ only for $`𝒟_2=1`$. This may be easily shown e.g. when the unintegrated structure function $`f(x,q^2)`$ is introduced

$$F_2(x,Q^2)=_0^{Q^2}f(x,q^2)𝑑q^2$$
(10)
the parametrisation of which is identical to (6), with $`𝒟_2`$ replaced by $`𝒟_21`$ and $`𝒟_0^i`$ replaced by $`𝒟_0`$. If $`F_2(x,Q^2)`$behaves like $`Q^2`$ for $`Q^20`$ then $`f(x,q^2)`$ has to behave like a constant for any $`x=Q^2/(W^2M_p^2)0`$. That is possible only if the divergent term, involving $`𝒟_2`$, is zero, i.e. for $`𝒟_2=1`$. In this case, since other logarithmic terms go to zero, the ratio $`F_2(W^2,Q^2)/Q^2`$ for $`Q^20`$ approaches the value $`𝐞^{𝒟_0}`$.

In the fit with $`𝒟_2`$ as a free parameter a value very close to $`1`$ is obtained. Thus a second fit was made, where $`𝒟_2`$ is fixed to $`1`$ (see Table 1, second row). This fit has 4 parameters and gives nearly the same $`\chi ^2/\mathrm{ndf}`$ as the first fit to all 5 parameters. Within the kinematic range of the $`F_2`$ data, both fits are nearly indistinguishable. As was stated above, the parameter $`𝒟_0`$ determines the virtual photon-proton cross-section in the photoproduction limit. Its value, obtained from the fit, gives

$$\sigma _{\gamma p}=\left[\frac{4\pi ^2\alpha }{Q^2}F_2(W^2,Q^2)\right]_{Q^20}189\pm 3\mu \mathrm{b}.$$
(11)
This is in approximate agreement with the total photoproduction cross-sections measured by the H1  and ZEUS  collaborations which were not used in the fit.

## 6 Summary

The concept of the self-similar structure of the proton was introduced. This leads to a parametrisation of the proton structure function $`F_2(x,Q^2)`$which describes very well the low $`x`$ HERA data, both in the non-perturbative and the deep inelastic domain. The introduced formalism uniquely defines the $`x`$ and $`Q^2`$ dependence of parton densities, thus this approach is applicable also to other measures of proton structure, like the longitudinal structure function $`F_L`$, the diffractive structure function $`F_2^D`$ or the spin structure function $`g_1`$.

Acknowledgements

I would like to express my gratitude to Max Klein and Krzysztof Golec-Biernat for fruitful discussions and careful reading of the manuscript. I am also very grateful to my family for the support.