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# On the continuity of asymptotic measures of entanglement

## Abstract

We show that, in any open set of distillable states, all asymptotic entanglement measures $`E(\rho )`$ are continuous as a function of (a single copy of) $`\rho `$, even though they quantify the entanglement properties of $`\rho ^N`$ is the large $`N`$ limit.

One of the first and central results in entanglement theory establishes that, in the large $`N`$ limit, $`N`$ copies of an Einstein–Podolski–Rosen (EPR) state

$$|\mathrm{\Phi }^+\frac{1}{\sqrt{2}}(|00+|11)$$
(1)
can be reversibly converted into $`M`$ copies of any other entangled pure state $`|\psi `$ by means of local operations and classical communication (LOCC) , possibility that we shall symbolically write as

$$|\psi |\mathrm{\Phi }^+^{N/M}.$$
(2)
Subsequently it has also been shown that entangled mixed states $`\rho `$ exist for which, in contrast, the asymptotic conversion into EPR pairs using LOCC is unavoidably irreversible ,

$$\rho \rightleftharpoons ̸|\mathrm{\Phi }^+^{N/M}.$$
(3)
Since LOCC can not generate entanglement but only introduce classical correlations, the reversibility of the asymptotic transformation of Eq. (2) indicates that $`|\mathrm{\Phi }^+^N`$ and $`|\psi ^M`$ contain the same amount of entanglement. Thus for pure states the asymptotic ratio $`N/M`$, or entropy of entanglement $`E(\psi )`$ , quantifies the amount of EPR entanglement contained in $`|\psi ^M`$ per copy of $`|\psi `$. The irreversibility of the asymptotic transformation of Eq. (3) implies that, instead, more than one measure is required in order to completely quantify the entanglement of $`\rho `$ with respect to its asymptotic interconvertibility into EPR pairs using LOCC. In particular, the asymptotic transformations

$`\rho |\mathrm{\Phi }^+^{N_d/M}`$ (4)
$`\rho |\mathrm{\Phi }^+^{N_c/M}`$ (5)
can be characterized by the ratio $`N_d/M`$, or distillable entanglement $`E_d(\rho )`$ , where $`N_d`$ is the maximal number of EPR pairs that can be distilled from $`\rho ^M`$, and also by the ratio $`N_c/M`$, or entanglement cost $`E_c(\rho )`$ , where $`N_c`$ is the minimal number of EPR pairs needed to create $`\rho ^M`$. Since $`E_d`$ and $`E_c`$ are inequivalent , both measures need to be independently considered when quantifying mixed–state entanglement.

Several other measures have been proposed to quantify the entanglement of bipartite mixed states according to their asymptotic convertibilities using LOCC (see  and references therein). In the axiomatic approach any such measure is required to fulfill a series of postulates. In general, it is very difficult to compute any of these measures , but it is still possible to study some of their general properties. It has been shown, for instance, that any function $`E(\rho )`$ compatible with some axioms is confined between the distillable entanglement $`E_d`$ and the entanglement cost $`E_c`$ ,

$$E_d(\rho )E(\rho )E_c(\rho ).$$
(6)
Here we shall prove another general property of asymptotic measures of entanglement, namely that in any open set $`\mathrm{\Gamma }`$ of distillable states, $`E_d>0`$, any measure $`E`$ is continuous as a function of a single copy of $`\rho \mathrm{\Gamma }`$, even though $`E(\rho )`$ actually quantifies the entanglement of $`\rho ^N`$ in the limit $`N\mathrm{}`$.

We emphasize that the continuity of a function $`G(\rho )`$ does not imply the continuity of an asymptotic measure $`E(\rho )`$ that coincides with its regularized version ,

$$E(\rho )=\underset{N\mathrm{}}{lim}\frac{G(\rho ^N)}{N},$$
(7)
and therefore the present result is not implied by the findings of , where a proof of the continuity of some non-regularized measures is presented. Actually, whether asymptotic measures of entanglement are discontinuous at the border between distillable and non–distillable states remains an open question. We show, however, that all measures are continuous at this border for $`2\times 2`$ and $`2\times 3`$ systems. In addition, in $`2\times N`$ systems the distillable entanglement turns out to continuously vanish at the mentioned border, this being also the case for arbitrary $`M\times N`$ systems in the catalytic LOCC setting  or when entangled states that have a positive partial transposition (PPT) are available as a resource together with LOCC.

We start by proposing an alternative, simplified approach to the conditions to be required to any asymptotic measure of entanglement. Let

$$\rho ^x\sigma ^y,$$
(8)
$`x,y0`$, denote a transformation achievable in the asymptotic limit using LOCC . Then, the only requirement we impose for $`E`$ to be an asymptotic measure of entanglement is that

$$E(\rho )\frac{y}{x}E(\sigma ).$$
(9)
In order to be able to compare different measures fulfilling (9), it is convenient to additionally rescale $`E`$ so that

$$E(|\mathrm{\Phi }^+)=1,$$
(10)
which corresponds to choosing the entanglement of an EPR state or ebit as the unit of these measures. The main result of this paper is the last of the following series of propositions.

Proposition 1: $`E(\rho ^N)=NE(\rho )`$.

Proposition 2: $`E(\rho )=0`$ for any separable state $`\rho `$.

Proposition 3: $`E(\rho )E((\rho ))`$ if $``$ denotes a deterministic LOCC transformation.

Proposition 4: $`E(\rho )`$ is the entropy of entanglement for pure states.

Proposition 5: $`E_d(\rho )E(\rho )E_c(\rho )`$.

Proposition 6: $`E(\rho )`$ is a continuous function in any open set of distillable states.

All these propositions follow straightforwardly from condition (9) when applied to some specific LOCC transformations, with propositions 4 and 5 assuming also the normalization (10). Indeed, for proposition 1 we need to consider the trivial LOCC transformation

$$(\rho )^{Nx}(\rho ^N)^x.$$
(11)
Proposition 2 uses the fact that a separable $`\rho _s`$ can be reversibly converted into $`\rho _s^2`$ using LOCC, so that $`E(\rho _s)=2E(\rho _s)`$. Proposition 3 follows from the fact that if $`\sigma =(\rho )`$, then for any number of copies $`N`$, $`\rho ^N`$ can be transformed into $`\sigma ^N`$ by applying $``$ on each copy of $`\rho `$. In proposition 4 we need to consider the reversibility of the asymptotic conversion of Eq. (2), whose ratio is given by the entropy of entanglement . Proposition 5  employs the optimal asymptotic distillation strategy using LOCC, Eq. (4), which implies that $`E(\rho )E_d(\rho )E(\mathrm{\Phi }^+)=E_d(\rho )`$, and also the optimal asymptotic preparation protocol using LOCC, Eq. (5) which implies that $`E(\rho )E_c(\rho )E(\mathrm{\Phi }^+)=E_c(\rho )`$.

Finally, we move to prove proposition 6. In order to discuss the continuity of entanglement measures we introduce the trace distance $`𝒯(\rho ,\sigma )\text{ tr }|\rho \sigma |/2`$ , which is both a measure of distinguishability and a metric distance on the set of density matrices. Let $`\mathrm{\Gamma }`$ be an open set of distillable states, i.e. $`E_d(\rho )>0`$ for all $`\rho \mathrm{\Gamma }`$, and consider an arbitrary $`\rho \mathrm{\Gamma }`$. Our aim is to show that $`E`$ is continuous at $`\rho `$. Let $`ϵ>0`$ be such that the ball $`B\{\sigma |𝒯(\rho ,\sigma )ϵ\}`$ is a subset of $`\mathrm{\Gamma }`$ (see figure). We consider an arbitrary $`\sigma `$ on the surface of $`B`$, i.e. $`𝒯(\rho ,\sigma )=ϵ`$, and the one-dimensional family of states

$$\rho _p(1p)\rho +p\sigma B,$$
(12)
$`p[1,1]`$.

Below we will show the feasibility of the asymptotic LOCC transformations

$`\rho `$ $``$ $`\rho _p^{(1\kappa (p))}`$ (13)
$`\rho ^{(1\kappa (p))}`$ $``$ $`\rho _p,`$ (14)
where $`p[0,1]`$ and $`\kappa (p)p/(p+r/(1r))p(1r)/r`$. The constant $`rE_d(B)/E_c(B)`$ is defined as the ratio between the minimum of $`E_d`$ in $`B`$ and the maximum of $`E_c`$ in $`B`$. Then, condition (9) applied to transformations (13-14) implies

$`E(\rho )`$ $``$ $`(1\kappa (p))E(\rho _p)`$ (15)
$`E(\rho _p)`$ $``$ $`(1\kappa (p))E(\rho ),`$ (16)
or

$$\kappa (p)E(\rho )E(\rho )E(\rho _p)\kappa (p)E(\rho _p).$$
(17)
Since $`E(\rho ),E(\rho _p)E_c(B)`$, we can write

$$|E(\rho )E(\rho _p)|\kappa (\rho )E_c(B)p\mathrm{\Delta },$$
(18)
where $`\mathrm{\Delta }E_d(B)E_c(B)`$. Notice that $`\text{ tr }|\rho \rho _p|=p\text{ tr }|\rho \sigma |=2pϵ`$, which allows us to replace the parameter $`p`$ with $`ϵ`$ and $`𝒯(\rho ,\rho _p)`$. We conclude that, for any $`\rho \mathrm{\Gamma }`$ and any $`\rho ^{}`$ in a ball $`B_{\rho ,ϵ}\mathrm{\Gamma }`$ of radius $`ϵ`$ and centred at $`\rho `$, we have

$$|E(\rho )E(\rho ^{})|\frac{\mathrm{\Delta }(B_{\rho ,ϵ})}{ϵ}𝒯(\rho ,\rho ^{}),$$
(19)
which in particular proves proposition 6. Notice that, significantly, for $`ϵ`$ sufficiently small, $`\mathrm{\Delta }(B_{\rho ,ϵ})`$ can be approximated by $`E_c(\rho )E_d(\rho )`$, so that the variations of $`E`$ around $`\rho `$ are constrained by the gap between $`E_c(\rho )`$ and $`E_d(\rho )`$, that is, by the degree of irreversibility in the asymptotic distillation/preparation cycle of Eq. (3).

Let us then move to justify transformations (13)-(14). The ingredients we need to use are ($`i`$) the notions of asymptotic distillability and preparation, which for large $`N`$ allow e.g. to prepare $`NE_d(\rho )/E_c(\sigma )`$ copies of $`\sigma `$ from $`N`$ the state $`\rho ^N`$,

$$\rho \sigma ^{E_d(\rho )/E_c(\sigma )},$$
(20)
and ($`ii`$) the notion of asymptotic mixture, that we next describe.

Lemma: Asymptotic mixing, represented by the transformation

$$\rho ^{(1p)}\sigma ^p(1p)\rho +p\sigma ,$$
(21)
can be achieved by means of LOCC.

Proof: We show how to use $`N(1p)+o(N)`$ copies of the state $`\rho `$ and $`Np+o(N)`$ copies of the state $`\sigma `$ to produce a state $`\mathrm{\Pi }_{\rho _p}^N`$ which is asymptotically indistinguishable from $`N`$ copies of the state $`\rho _p=(1p)\rho +p\sigma `$, that is $`lim_N\mathrm{}𝒯(\rho _p^N,\mathrm{\Pi }_{\rho _p}^N)=0`$, which proves the lemma. Consider the expansion $`\rho _p^N`$ as

$$\rho _p^N=\frac{1}{2^N}\underset{l=0}{\overset{N}{}}\frac{N!}{(Nl)!l!}S(\rho ^{Nl}\sigma ^l),$$
(22)
where $`S(\rho ^{Nl}\sigma ^l)`$ denotes the trace–normalized, equally–weighted mixture of all possible permutations of $`Nl`$ copies of $`\rho `$ and $`l`$ copies of $`\sigma `$. We define

$$\mathrm{\Pi }_{\rho _p}^N\frac{1}{(1t_N)2^N}\underset{l=NpN^{2/3}}{\overset{Np+N^{2/3}}{}}\frac{N!}{(Nl)!l!}S(\rho ^{Nl}\sigma ^l),$$
(23)
where $`t_N`$ is the (asymptotically vanishing) trace of the discarded tails of the binomial distribution. Notice that at most $`N(1p)+N^{2/3}`$ copies of $`\rho `$ and $`Np+N^{2/3}`$ copies of $`\sigma `$ are required to prepare any of the states that appear in the mixture (23), and that classical communication (or just pre–shared randomness) suffices for two distant parties to be able to perform the mixture. Finally, it is easy to derive the upper bound $`|\rho _p^N\mathrm{\Pi }_{\rho _p}^N|2t_N`$, which finishes the proof. $`\mathrm{}`$

Let us consider first transformation (13). Starting from $`N`$ copies of $`\rho `$, a fraction of $`\delta N`$ copies can be asymptotically transformed into $`\delta Nr`$ copies of $`\sigma `$ (cf. 20), where $`r=E_d(B)/E_c(B)E_d(\rho )/E_c(\sigma )`$,

$$\rho \rho ^{1\delta }\sigma ^{\delta r}.$$
(24)
Then, by choosing $`\delta =p/(r+(1r)p)`$ and performing asymptotic mixing as indicated above, $`N(1\kappa (p))`$ copies of $`\rho _p`$ are obtained. Transformation (14) can be obtained using the same method, but starting from $`N`$ copies of $`\rho _p`$ and converting a fraction of $`\delta N`$ copies into $`\delta Nr`$ copies of $`\rho _{p1}`$ (cf. Eq. (12) and figure), so that the product of the mixing are $`N(1\kappa (r))`$ copies of $`\rho `$. This completes the proof of the main result of this paper.

We have therefore seen that asymptotic measures of entanglement, defined with respect to LOCC transformations, are continuous in any open set of distillable states. This result does not exclude that measures have a discontinuity ($`i`$) at the surface of the set of density operators, in particular when moving from mixed states to pure states, and ($`ii`$) at the border between distillable and non–distillable states.

However, known LOCC protocols can be again used to prove the continuity of asymptotic entanglement measures in some particular cases. For instance, a measure $`E`$ fulfilling condition (9) is continuous at the point specified by $`\rho =|\mathrm{\Phi }^+\mathrm{\Phi }^+|`$. In order to see this we need to consider the distillation protocol discussed in , that for sufficiently small $`ϵ>0`$, allows to asymptotically transform copies of $`(1ϵ)|\mathrm{\Phi }^+\mathrm{\Phi }^+|+ϵ\xi `$, where $`\xi `$ represents an arbitrary state, into copies of $`|\mathrm{\Phi }^+`$ with a ratio $`1\eta (ϵ)`$ that goes continuously to 1 as $`ϵ`$ decreases,

$$(1ϵ)|\mathrm{\Phi }^+\mathrm{\Phi }^+|+ϵ\xi |\mathrm{\Phi }^+\mathrm{\Phi }^+|^{1\eta (ϵ)}.$$
(25)
Since this transformation can be inverted with at least unit ratio, applying condition (9) implies the continuity of $`E`$ also at $`|\mathrm{\Psi }^+`$ . Another example is the continuity of all measures at the border between distillable and non–distillable entangled states of $`2\times 2`$ and $`2\times 3`$ systems. In these cases the distillable entanglement $`E_d`$ —and therefore also the rest of measures— is non-zero for all inseparable states . We only need to show that the entanglement cost $`E_c`$ (an upper bound to the rest of measures) continuously goes to zero when approaching the set of separable states from the set of distillable ones. But this is the case, since $`E_c(\rho )E_f(\rho )`$, where the entanglement of formation $`E_f(\rho )`$ is a continuous function  that only vanishes for separable states. More generally, we can also argue that $`E_d`$ is continuous in the border between distillable and non–distillable states in a $`2\times N`$ system, since in this case states are distillable if and only if they have a non–positive partial transposition NPPT , and the logarithmic negativity  is a continuous upper bound to $`E_d`$ that vanishes at the border. However, we do not know whether entanglement measures are discontinuous at the border of distillable states for systems other than $`2\times 2`$ and $`2\times 3`$.

Finally, one can also define asymptotic measures of entanglement in relation to other classes of allowed operations. Given a class $`C`$ of operations, we again require condition (9) to a measure $`E^C(\rho )`$ whenever transformation (8) is achievable by operations in class $`C`$.

For instance, in addition to LOCC operations, entangled states with positive partial transposition (PPT) can be made available as an extra resource. In this case all NPPT states can be distilled , and the upper bound to distillable entanglement given by the logarithmic negativity  still holds. This implies that $`E_d^{LOCC+PPT}`$ continuously vanishes at the border between PPT and NPPT states.

Catalytic LOCC operations  are another popular class of operations. Let us consider the following chain of asymptotic transformations:

$`\rho |\mathrm{\Psi }^+\mathrm{\Psi }^+|^\delta `$ (26)
$`\rho \sigma ^{\delta /E_c(\sigma )}`$ (27)
$`\rho _p^{1+\delta /E_c(\sigma )}`$ (28)
$`\rho _p^{1+\delta /E_c(\sigma )\delta /E_d^{cat}(\rho _p)}|\mathrm{\Psi }^+\mathrm{\Psi }^+|^\delta ,`$ (29)
where $`p=\delta /E_c(\sigma )/(1+\delta /E_c(\sigma ))`$ and we have used, respectively, the asymptotic processes of preparation, mixing and (catalytic) distillation. That is, by borrowing sufficiently many copies of the pure state $`|\mathrm{\Psi }^+`$, $`N`$ copies of $`\rho `$ can be asymptotically transformed into $`N(1+\delta /E_c(\sigma )\delta /E_d^{cat}(\rho _p))`$ copies of $`\rho _p=(1+p)\rho +p\sigma `$, provided $`E_d(\rho _p)>0`$. This means, applying (9), that any measure $`E^{cat}`$ in the catalytic LOCC setting fulfills

$$E^{cat}(\rho )(1+\delta (\frac{1}{E_c(\sigma )}\frac{1}{E_d^{cat}(\rho _p)}))E^{cat}(\rho _p).$$
(30)
We can now fix $`\sigma `$ and $`\rho _p`$ so that $`E_c(\sigma ),E_d(\rho _p)>0`$ and that $`\rho `$ depends on $`\delta `$ (or $`p(\delta )`$). In this case we have

$$E^{cat}(\rho )(1+\delta k)E^{cat}(\rho _p),$$
(31)
where $`k1/E_c(\sigma )1/E_d(\rho _p)`$, $`|k|<\mathrm{}`$. Notice that $`\rho `$ continuously approaches $`\rho _p`$ as $`\delta `$ decreases, $`𝒯(\rho ,\rho _p)=p𝒯(\rho ,\sigma )`$. This can be used to show, for instance, that Eq. (31) for $`E^{cat}=E_d^{cat}`$ implies the continuity of $`E_d^{cat}`$ at the border between states that can be distilled using catalytic LOCC and those that can not.

The author thanks J. Ignacio Cirac, David P. DiVincenzo, Patrick Hayden, Alexei Kitaev, Barbara Kraus, Benjamin Schumacher, Barbara M. Terhal and Reinhard F. Werner for useful discussions. This work was supported by the National Science Foundation (of the United States of America) under Grant. No. EIA-0086038.


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# Nonthermal Electrons at High Mach Number Shocks: Electron Shock Surfing Acceleration

## 1 Introduction

The origin of high energy particles seen radiating in astrophysical synchrotron sources is still a major unresolved problem of high-energy and plasma astrophysics. These sources include supernova remnants (SNRs) and extragalactic radio sources by jets etc. (e.g., Koyama et al., 1995; Meisenheimer et al., 1989; Carilli and Barthel, 1996; Junor et al., 1999). The shock acceleration has been discussed as one of important processes producing the high-energy particles, and there are many theoretical and observational efforts on the high-energy particle acceleration/heating so far. The diffusive/Fermi acceleration process particularly met with great success (Axford et al., 1977; Bell, 1978; Blandford and Ostriker, 1978), because it predicts a power-law energy spectrum with the power-law index of 2 that depends weakly on the shock compression ratio, and because the index suggests a very close to that believed to exist in many astrophysical sources.

From in situ measurements at the planetary shocks and at the interplanetary shocks, the energetic ions with a power-law spectrum has been observed (e.g., Scholer et al., 1980; Gosling et al., 1981), and they are believed to be produced by the diffusive shock acceleration. For the energetic electrons in the astrophysics context, the radio spectra of SNRs and the emission from active galactic outflow, for example, are believed to be produced by the shock acceleration, and much work has been concerned with the diffusive shock acceleration of electrons. However, the energetic electrons with a power-law spectrum at the interplanetary shocks and at the planetary bow shocks are rarely ever observed (e.g., Shimada et al., 1999), and the diffusive-type acceleration seems to be malfunctioning in the Heliosphere. The electron nonthermal acceleration still remains an unresolved issue of considerable interest.

In order to the shock diffusive acceleration to start, a certain pre-acceleration mechanism should provide a seed population having from thermal to mildly high energy, and then the energized particles can be subsequently accelerated to highly relativistic energies. Our understanding of the electron pre-acceleration mechanism, which is the so-called injection process, is very limited (e.g., Levinson, 1996). Furthermore, MHD waves which provide the resonant scattering of electrons in the shock upstream are not well studied so far.

By taking into account plasma instabilities in detail, Papadopoulos (1988); Cargill and Papadopoulos (1988) proposed the electron energization process at high Mach number shocks, in which electron heating is produced through two-step instabilities in the shock transition resion where the reflected ions coexist with the incident ions and electrons (Leroy et al., 1982; Wu et al., 1984). Buneman instability (BI) (Buneman, 1958) is first excited by the velocity difference between the reflected ions and the incident electrons, and the electrons are heated up by the instability. As the next step, the ion acoustic (IA) instability is triggered under the pre-heated electron plasma by BI, and the electron temperature increases by a factor approximately equal to $`M_A^2`$/$`\beta _e`$, where $`M_A`$ is Alfvén Mach number and $`\beta _e`$ is the upstream electron plasma beta. This scenario of the electron heating mechanism has been demonstrated by using a hybrid simulation code where ions are treated as particle but electrons are assumed to be massless fluid (Cargill and Papadopoulos, 1988). Recently Shimada and Hoshino (2000) extended their study to the shock structure including the electron dynamics by using a particle-in-cell simulation where both ions and electron are treated as particle. They found the formation of the phase space “electron hole” in association with a localized, large-amplitude, electrostatic solitary wave in the shock front region. It is discussed that BI in the nonlinear stage produces a large-amplitude, localized electrostatic wave which is called as the electrostatic solitary wave (ESW) (Davidson et al., 1970; Omura et al., 1994). They also found that the ESW itself is almost stable, but the interaction with other waves in the inhomogeneous shock transition region leads to the dynamical evolution of the shock energy dissipation. They discussed that the electrostatic solitary wave (ESW) plays an important role not only on the rapid electron thermalization but also on the nonthermal electron acceleration, and that the ESWs obtained by the simulation can be compared with in situ observations of the electric field waveform at the Earth’s bow shock (Matsumoto et al., 1997; Bale et al., 1998). However, the actual physics of the nonthermal electron acceleration processes has remained elusive.

In this paper, we study in details the suprathermal electron acceleration through the interaction of electrons with ESWs in a transverse, magnetosonic, high Mach number shock. We discuss that the electrons trapped by ESW can resonate with the shock motional electric field, and the so-called shock surfing mechanism is effective for producing the non-thermal, high-energy electrons (Hoshino, 2001; McClements et al., 2001). Shock surfing acceleration at quasi-perpendicular shocks is usually considered for ions to be a pre-acceleration mechanism to initiate diffusive shock acceleration (Sagdeev, 1966; Sagdeev and Shapiro, 1973; Sugihara and Mizuno, 1979; Katsouleas and Dawson, 1983; Lembège and Dawson, 1984; Ohsawa, 1985; Zank et al., 1996; Lee et al., 1996; Ucer and Shapiro, 2001). The electrostatic field at the shock front directs upstream, and the ions which energy cannot overcome the electrostatic potential well are reflected upstream in a super-critical shock of $`M_A>2.7`$. In the standard shock surfing, the ions are trapped between the shock front and the upstream by the Lorentz force. During the reflection process, ions travel along the shock front and can be accelerated by the motional/convection electric field. In this mechanism, however, electrons can be neither reflected nor accelerated. We discuss that a series of large amplitude electrostatic waves excited by the nonlinear Buneman instability in the shock transition region can play a role of counterpart of the shock front potential for the case of the ion shock surfing, and those ESWs can effectively trap electrons. Then the electron shock surfing mechanism can be switched on.

We also propose that for a large Mach number shock with $`M_A>`$ several 10, electrons are likely to be trapped for infinitely long times, because the electrostatic force becomes always larger than the Lorentz force. In this situation, the electrons can be perfectly trapped by ESWs, and can be quickly gain their energies until they obtain the global transverse shock potential energy. We discuss that the shock surfing/surfatron near the shock front region is the efficient accelerator for the relativistic electrons.

## 2 Nonthermal Electrons in High Mach Number Shocks

We study the ion-electron dynamics organizing the electron energization and wave activities in the shock transition region by using the one-dimensional, particle-in-cell simulation code where both ions and electrons are treated as particle (Hoshino et al., 1992). In our simulation study, a low-entropy, high-speed plasma consisting of electrons and ions is injected from the left boundary region which travels towards positive $`x`$. At the injection boundary at $`x=0`$, the plasma carries a uniform magnetic field $`B_z`$, polarized transverse to the flow. The downstream right boundary condition is a wall where particles and waves are reflected. Under the interaction between the plasma traveling towards positive $`x`$ and the reflected particles and waves from the right-hand boundary, the shock wave is produced, and it propagates backward in the $`x`$ direction. Then the downstream bulk plasma speed becomes zero in the simulation frame. The grid size is comparable to the electron Debye length in downstream, includes about 1800 particles for each species in downstream. The plasma parameters are as follows; upstream plasma $`\beta _e=\beta _i`$ = 0.01 ($`\beta _j=8\pi nT_j/B^2`$, where $`n`$, $`T`$, and $`B`$ are, respectively, the density, temperature, and magnetic field strength), the ratio of the plasma frequency to the electron cyclotron frequency $`\omega _{pe}/\omega _{ce}=19`$ ($`\omega _{pe}=\sqrt{4\pi ne^2/m_e}`$, $`\omega _{ce}=eB/(m_ec)`$), and the ratio of ion to electron mass $`m_i/m_e`$ = 20. The whole system size $`L/(c/\omega _{pe})=300`$, the upstream speed $`v_0`$ in the simulation frame is $`0.25c`$, and the ratio of Alfvén speed to the speed of light is $`V_A/c=1.2\times 10^2`$. The shock Alfvén Mach number becomes $`M_A32`$ in the shock frame. (Note that the upstream speed in the shock frame is about $`(3/8)c`$.) Our simulation is performed until $`t\omega _{pe}=1815`$, when the shock front reached at $`X/(c/\omega _{pe})100`$.

Figure 1 shows a snapshot of the nonlinear stage of a collisionless shock front region at $`t\omega _{pe}=735`$. The left-hand panel shows the shock front region from $`X/(c/\omega _{pe})=150`$ to $`300`$, while the right-hand panel is its enlarged picture. The leftward and the rightward regions are respectively the shock upstream and downstream. From the top, the ion phase space diagram in (X, $`U_{ix}`$), the electron phase space diagrams in (X, $`U_{ex}`$), and in (X, $`|U_e|`$) where $`|U_e|=(U_{ex}^2+U_{ey}^2+U_{ez}^2)^{1/2}`$. The bottom three panels are the transverse electric field $`E_y`$, the magnetic field $`B_z`$, and the electric field $`E_x`$. The plasma four velocity $`U`$ is normalized by the upstream flow velocity $`U_0=v_0/\sqrt{1(v_0/c)^2}`$. The magnetic field, and the electric field are normalized by the upstream magnetic field $`B_0`$ and the upstream motional electric field $`E_0=v_0B_0/c`$, respectively. The spatial scale is normalized by the electron inertia length $`c/\omega _{pe}`$ in upstream.

In the shock front region in Figure 1, we can find two ion components in the ion phase space diagram; one is the cold ion flowing into the shock downstream, the other is the reflected ion going away from the shock front. This ion dynamics has been well studied by both the satellite observations (Paschmann et al., 1981; Gosling et al., 1982; Sckopke et al., 1983) and the theory/simulation studies for super-critical Mach number shocks (Leroy et al., 1982). A part of the incoming ions is reflected due to both the polarization electrostatic field and the compressed magnetic field in shock downstream. The magnetic overshoot structure can be found around $`X/(c/\omega _{pe})248`$.

In addition to such ion dynamics around this shock transition region, we find the electron hole in the electron phase space diagram in $`(X,U_{ex})`$ around $`X/(c/\omega _{pe})223`$, and its corresponding electrostatic solitary wave (ESW) in the electric field $`E_x`$. Other ESWs in the growing phase can be also found in the foreside of the largest ESW structure. Shimada and Hoshino (2000) discussed that those localized structures are excited by Buneman instability between the reflected ions and the incoming electrons (Papadopoulos, 1988; Cargill and Papadopoulos, 1988; Dieckmann et al., 2000a, b). The simulation result in Figure 1 is basically same as that obtained by Shimada and Hoshino (2000) and Schmitz et al. (2001).

Looking at the electron hole structure in the shock transition region in details, we find that some electrons are accelerated and gain a large amount of energy. After the strong acceleration in the shock transition region, the electrons are transported downstream. Figure 2 shows the downstream electron energy spectrum. The energy $`\gamma =\sqrt{1+(U_e/c)^2}`$ is normalized by the incident electron bulk energy $`\gamma _0=1/\sqrt{1(v_0/c)^2}1.03`$. The spectrum is superposed over 538 snapshots for the time interval from $`\omega _{pe}t=535`$ to $`1815`$. The dot-dashed line is the Maxwellian fit for the spectrum, and the bottom dotted line is the so-called one-count level, which is the reciprocal of the number of snapshots of $`1/538`$ in this case. Although the statistics of the nonthermal high energy tail is not good, but we can clearly find the enhancement of the nonthermal population above the Maxwellian level over $`\gamma /\gamma _0>1.8`$.

Shimada and Hoshino (2000) also obtained that the similar suprathermal energy spectrum for the high Mach number shock of $`M_A10`$. In addition, they found that the suprathermal electrons are not generated for a low Mach number case of $`M_A3`$, and the spectrum is well fitted by a thermal Maxwellian. With regard to the electron energy spectrum obtained by these simulations, a high Mach number shock seems to be a candidate for producing high energy electrons.

Before discussing the mechanism producing the suprathermal electrons, we would like to give a comment that the suprathermal electron energy is much larger than the potential energy of ESW. The potential energy $`e\varphi _{\mathrm{esw}}=eE_{\mathrm{esw}}\mathrm{\Delta }_{\mathrm{esw}}`$ can be estimated as $`20(\omega _{ce}/\omega _{pe})(v_0/c)m_ec^20.26m_ec^2`$, where we have assumed $`E_{\mathrm{esw}}20E_0`$, the width of ESW, $`\mathrm{\Delta }_{\mathrm{esw}}c/\omega _{pe}`$ from Figure 1. Other simulation parameters are $`\omega _{ce}/\omega _{pe}=1/19`$ and $`v_0/c=1/4`$. Then we get the increment of the Lorentz factor normalized by the initial Lorentz factor as $`\mathrm{\Delta }\gamma /\gamma _0(\gamma \gamma _0)/\gamma _00.26`$. Therefore the electrons cannot be accelerated over $`\gamma /\gamma _01.26`$. Moreover, due to a bipolar electric field structure of ESW, no energy gain is expected after crossing the whole ESW in the x-direction.

## 3 Electron “Shock Surfing Acceleration”

In order to know how and where the high energy electron is accelerated in a high Mach number shock, we study the electron trajectory near the shock front region. Figure 3 shows the stack plot of the $`E_x`$ field and two typical electron orbits (left-hand panel) and the time history of the total momentum $`|P_e|=m_e|U_e|`$ (right-hand panel). The total momentum $`|P_e|`$ is normalized by the upstream momentum $`P_0=m_eU_0`$. The vertical axis $`t`$ is normalized by the electron plasma frequency $`\omega _{pe}`$, and the time history is plotted after $`t_0\omega _{pe}=535`$. The most of waveforms in the shock transition region are basically propagating the negative $`x`$ direction, which speeds are slightly faster then the shock front propagation speed in the wave growing phase, because ESWs are generated by the velocity difference between the reflected ions and the incoming electrons, and because the reflected ions carry larger momentum than the incoming electrons. As the wave amplitude increases in the nonlinear phase, the speed of ESW becomes slow down, and the waveform is convecting downstream. We find that some waves are sporadically transported downstream during $`(tt_0)\omega _{pe}=200420`$. Note that the downstream plasma is at rest in our simulation, and the shock front is propagating towards the negative $`x`$ direction.

Let us first look at the trajectory denoted by the solid line (left-hand panel). The particle is situated in the upstream region before $`(tt_0)\omega _{pe}100`$, and it is convected towards the shock front with the $`E\times B`$ convection speed of $`v_0=cE_0/B_0`$. When the particle arrived at the shock front at $`(tt_0)\omega _{pe}120`$, it is trapped by a large amplitude ESW until $`(tt_0)\omega _{pe}220`$, and after that it escapes out of the ESW structure and is convecting downstream. From the time history diagram (right-hand panel), we find that the efficient energization occurs while the electron is trapped for the time interval from $`(tt_0)\omega _{pe}=120`$ to $`240`$. The gradual energy increase can be also found after the detrapped phase from $`(tt_0)\omega _{pe}=240`$ to $`500`$. The second phase of acceleration corresponds to the region having the magnetic field gradient in association with the magnetic overshoot.

The dashed line shows another typical electron orbit for which the interaction of electron with ESW was very weak. When crossing the shock front region, the electron was not trapped by ESW, and it passed through ESW without any significant energy gain. The sinusoidal oscillation means the gyro-motion of particles. Note that the solid curve has a larger sinusoidal oscillation than the dashed curve, because the electron denoted by the solid curve gains larger energy during the shock front crossing.

Figure 4 shows the time history of the first adiabatic invariant of $`P_e/B^2`$ for the same particles analyzed in Figure 3. $`P_e/B^2`$ is averaged over the upstream electron gyro-period of $`\omega _{ce}^1`$, and is also normalized by the upstream value of $`P_0/B_0^2`$. The dashed curve is almost constant, and we know that the electron motion is almost adiabatic during the shock crossing. For the solid curve case that had the strong interaction of electron with ESW, we find a sharp energy increase for the time interval from $`(tt_0)\omega _{pe}=120`$ to $`240`$, which is suggestive a non-adiabatic acceleration. After $`(tt_0)\omega _{pe}240`$ we found the gradual energy increase in Figure 3b, but the baseline of the normalized invariant seems to be almost constant except for a sinusoidal oscillation. This suggests that the electron heating is almost adiabatic after the electrons are convected downstream, and the non-adiabatic acceleration occurs only when the electron interacts with ESW in the shock transition region.

Figure 5 shows the above two particle trajectories in the $`xy`$ plane. Both two trajectories are drawn from $`(X,Y)(200c/\omega _{pe},0)`$ at $`\omega _{pe}t=535`$ in the upstream region, and the electrons are convected towards positive $`x`$ along $`y=0`$. The Larmor radii are very small in the upstream region because their thermal velocities are very small. Note that this result was obtained by the one-dimensional, particle-in-cell simulation, but both positions of $`x`$ and $`y`$ are calculated. Also note that the $`x`$ and $`y`$ distances are plotted on the different scale in Figure 5. They encounter the shock front region around $`X/(c/\omega _{pe})=225`$. The notation of the solid and dashed curve is same as that in Figures 3 and 4. We find that the electron denoted by the solid curve are traveling along the $`y`$ axis in the shock front region, it can be understood that the main energy gain of the electrons comes from the motional electric field. In fact, the energy gain of electron from the motional electric field $`\mathrm{\Delta }\epsilon _m`$ can be estimated as $`eE_m\mathrm{\Delta }Y`$, where $`\mathrm{\Delta }Y60(c/\omega _{pe})`$ and $`E_m=(v_0v_{\mathrm{esw}})B_0/c`$ is the motional electric field in the ESW frame. Since the propagation speed of ESW is almost same as the speed of the reflected ions (Shimada and Hoshino, 2000), we may assume $`v_{\mathrm{esw}}v_0`$. Then we get $`\mathrm{\Delta }\epsilon _m120(\omega _{ce}/\omega _{pe})(v_0/c)m_ec^21.6m_ec^2`$, and the Lorentz factor of the accelerated electron becomes 2.6. Namely, the normalized momentum $`P_e/P_09`$, which is almost consistent with the momentum gain in Figure 3.

From the above analysis of the simulation data, we think the so called “shock surfing” mechanism plays an important role on electron acceleration. Let us quickly review the idea of the shock surfing (Sagdeev, 1966; Sagdeev and Shapiro, 1973; Sugihara and Mizuno, 1979). The shock surfing mechanism has been extensively studied for the ion acceleration (Katsouleas and Dawson, 1983; Lembège and Dawson, 1984; Ohsawa, 1985; Zank et al., 1996; Lee et al., 1996; Ucer and Shapiro, 2001). Due to the inertia difference between ions and electrons flowing into the shock, the polarization electric field normal to the shock front is formed. An ion having a small velocity normal to the shock front, i.e., $`1/2Mv_x^2<e\varphi _s`$, can be reflected from the shock front to the shock upstream, where $`\varphi _s`$ is the electrostatic shock front potential induced by the inertia difference between ions and electrons. During the gyro-motion in upstream, ions gain their energy from the motional electric field parallel to the shock front. If the width of the shock front potential $`\varphi _s`$ is thin, the electric force can overcome the Lorentz force, and then the multiple reflection can occurs. In a quasi-perpendicular shock, Ohsawa and Sakai (1987) studied the nonlinear steepening of magnetosonic waves, and showed that if $`\omega _{pe}/\omega _{ce}<1`$, the thickness of the shock front potential $`\varphi _s`$ becomes of the order of the electron inertia scale $`c/\omega _{pe}`$. They then demonstrated by using a particle simulation the strong resonant interaction of the reflected ions with the motional electric fields.

What we discuss here is the “electron” shock surfing acceleration (Hoshino, 2001; McClements et al., 2001). The above “standard” shock surfing acceleration cannot apply for the electron acceleration, because the electron cannot be reflected from the shock front by the shock front potential $`\varphi _s`$. We propose a new scheme of “electron” shock surfing acceleration under the action of ESW. Since the electron hole is a positively charged structure, and an electron can be trapped if $`m_ev_x^2/2<e\varphi _{\mathrm{esw}}`$, where $`\varphi _{\mathrm{esw}}`$ is the scalar potential for the electrostatic solitary wave (ESW). (Note that the Lorentz force is also an important agent for the particle trapping, but we will discuss this point later.) Furthermore, the propagation velocity of ESW differs from the plasma bulk velocity, and ESW together with the trapped electrons can stay longer time in the shock transition region. Namely, in the frame moving with ESW, the convection electric field is not zero. Therefore, we think that the so called “shock surfing” mechanism is occurring for electrons.

Figure 6 summarizes our idea of the electron shock surfing mechanism. Top panel shows an electron’s trajectory in the $`xy`$ plane. The magnetic field is polarized perpendicular to the $`xy`$ plane, and the plasmas are convecting towards positive $`x`$. The shock upstream is the left-hand side, while the downstream is the right-hand side. Bottom panel shows the electric field $`E_x`$ along the $`x`$ axis, and ESW in association with its electron hole in phase space is depicted in the center. Due to the nature of the electron hole, the electron charge density is slightly lower than the ion one, and ESW has a bipolar signature with diverging electric field. If an electron convecting towards the ESW structure is reflected by both the Lorentz force and the electric field $`E_x`$ and is trapped inside the ESW structure, it is successively accelerated towards the negative $`E_y`$ direction. As increasing the electron’s velocity $`v_y`$ by the shock surfing/surfatron acceleration, it can be de-trapped from ESW when the Lorentz force $`ev_yB_z/c`$ becomes larger than the electric force $`eE_x`$, and then it is convecting towards downstream and becomes quickly an isotropic, gyrotropic distribution. The time variable nature of the ESW evolution may be the other important factor to control the de-trapping process.

## 4 Unlimited Electron Acceleration

To illustrate the efficiency of the above electron shock surfing mechanism, let us discuss the $`x`$ component of the equation of motion,

$$\frac{d}{dt}P_x=eE_x+\frac{e}{c}v_yB_z,$$
(1)
where $`P_x=m_eU_{ex}`$ is the electron momentum. In our interest, $`E_x`$ on the right-hand side can be replaced by the electrostatic solitary wave (ESW) produced in the shock transition region. If the electric force of $`eE_{\mathrm{esw}}`$ is larger than the Lorentz force of $`(e/c)v_yB_0`$, the electrons are trapped and gain their energy. During the non-adiabatic acceleration phase, the velocity $`v_y`$ increases. If the electron satisfies the condition of $`eE_{\mathrm{esw}}<(e/c)v_yB_0`$, it can escape from ESW and will be convected downstream.

The amplitude of ESW may be estimated by equating the wave energy density to the drift energy density of the incoming electron (Ishihara et al., 1981), and we obtain,

$$\frac{E_{\mathrm{esw}}^2}{8\pi }\frac{1}{2}m_enV_d^2\alpha ,$$
(2)
where $`V_d2v_0`$ is the relative velocity between the reflected ions and the incoming electrons. The energy conversion factor $`\alpha `$ is of order of $`O(1)`$. Although the nonlinear saturation process of BI still remains controversial, we adapt here the conversion factor $`\alpha `$ discussed by Ishihara et al. (1981); Dieckmann et al. (2000b), and we use,

$$\alpha =\frac{1}{4}(\frac{m_e}{m_i})^{1/3}.$$
(3)
Before discussing the efficiency of electron acceleration, it is better to check whether or not the above estimation is reasonable. We first analyze the magnetospheric observation data for a high Mach number shock. From the satellite observations in the Earth’s bow shock, we know that $`E_{\mathrm{esw}}=50200\mathrm{mV}/\mathrm{m}`$ (Matsumoto et al., 1997; Bale et al., 1998), while the solar wind, motional electric field $`E_0`$ is a few mV/m. Then, the ratio of $`E_{\mathrm{esw}}/E_0`$ is of order of $`10^110^2`$. On the other hand, by virtue of Eq.(2), the ratio of $`E_{\mathrm{esw}}`$ to the motional electric field $`E_0=v_0B_0/c`$ in upstream can be obtained,

$$\frac{E_{\mathrm{esw}}}{E_0}=2\frac{c}{V_A}\sqrt{\alpha \frac{m_e}{m_i}}.$$
(4)
Since the Alfvén velocity $`V_A`$ is about 300 km/s in the solar wind, the theoretical estimation of $`E_{\mathrm{esw}}/E_0`$ becomes $`1323`$. This value is remarkably close to the observation. In the same way as this, we can check this for our simulation result. We observed $`E_{\mathrm{esw}}/E_0=1030`$ in Figure 1, while Eq.(4) suggests $`E_{\mathrm{esw}}/E_0=1923`$ for $`m_i/m_e=20`$ and $`V_A/c=0.012`$. The comparison between the theoretical estimation and the simulation gives a good agreement again. Therefore, we think the estimation of the amplitude of ESW in Eq.(2) is reasonably well.

Now we can estimate the maximum electron energy. The electric force $`F_E=eE_x`$ can be given by,

$$F_EeE_{\mathrm{esw}}2\left(\frac{v_0}{V_A}\right)eB_0\sqrt{\alpha \frac{m_e}{m_i}},$$
(5)
and the Lorentz force $`F_B`$ in the shock transition region is,

$$F_B\frac{e}{c}v_yB_0.$$
(6)
By equating $`F_E`$ to $`F_B`$, we obtain the maximum velocity for $`v_{\mathrm{y},\mathrm{max}}`$ as,

$$v_{\mathrm{y},\mathrm{max}}\{\begin{array}{cc}2cM_A\sqrt{\alpha \frac{m_e}{m_i}}\hfill & \text{for }2M_A\sqrt{\alpha (m_e/m_i)}<1\hfill \\ c\hfill & \text{for }2M_A\sqrt{\alpha (m_e/m_i)}1\hfill \end{array}$$
(7)
If $`M_A>(1/2)\sqrt{m_i/(m_e\alpha )}`$, then $`F_E>F_B`$ is always satisfied, and the maximum speed becomes the speed of light. In this case, the electrons cannot escape from the ESW region, and the electrons continue to accelerate until they reach the edge of a global shock structure. The condition of the “unlimited electron acceleration” for the real mass ratio of $`m_i/m_e=1830`$ is given by,

$$M_A>4375.$$
(8)
We think that the electron surfing with ESW in the shock transition region is a strong accelerator.

## 5 Conclusions and Discussion

We discussed the electron shock surfing through a large amplitude, small-scale electrostatic field in the shock transition region. The electrons may be unlimitedly accelerated when Alfvén Mach number $`M_A>4375`$. It is well known that the dynamical shock emerges for a super-critical shock with Alfvén Mach number $`M_A>2.7`$, and a fraction of incoming ions are reflected from the shock front. Due to the velocity difference between the incoming electrons and the reflected ions, a series of large amplitude electrostatic waves are excited by the nonlinear Buneman instability. We found that the electrons can be trapped by the large amplitude wave and the non-adiabatic acceleration of electron occurs under the interaction with the shock motional electric field parallel to the shock front. We also found that, as further increasing the Mach number $`M_A`$ and if $`M_A`$ exceeds $`4375`$, the electrons can be unlimitedly accelerated and gain the relativistic energy. Such high Mach number shocks can be found in SNRs, which are known as the relativistic electron accelerator with a strong X-ray emission.

It is an open question whether or not the shock surfing acceleration discussed in this paper can produce the power-law energy spectrum. For the case of the ion shock surfing, Zank et al. (1996) pointed out that shock surfing can produce the non-thermal power-law energy spectrum in the shock front region. It may be interesting to study the similar scheme for the electron shock surfing. Our understanding on the electron shock surfing is still limited, but we would like to emphasize that the acceleration rate of the shock surfing is much faster than that of the shock diffusive/Fermi acceleration, and it may be important not only for the injection process of the shock diffusive acceleration but also for high energy particle acceleration.

The unlimited electron shock surfing acceleration is based on the assumption that ESW stably exists during the interaction. It is known, however, that the shock front is not stable and periodically breaks. Namely, the shock reforms with a cycle time of ion gyro-poeriod, $`\omega _{ci}`$, which is called as the shock reformation process (Quest, 1986). The reflected ion, which can excite ESWs through Buneman instability, has also the same dynamical behavior with the shock reformation, and BI may be quenched every shock reformation cycle. Therefore, most of electrons may be de-trapped from ESW in association with the shock reformation process. Assuming that the ion reformation time scale is about ion gyro-period, $`\omega _{ci}^1`$, the maximum energy of the electron shock surfing might be limited by,

$$\epsilon _{\mathrm{max}}\frac{eE_0c}{\omega _{ci}}m_ic^2(\frac{v_0}{c}).$$
(9)
In the case of the simulation parameter used in Figure 2, the above maximum energy normalized by the upstream flow energy can be estimated as $`\gamma _{\mathrm{max}}/\gamma _1(m_i/m_e)(v_0/c)7.5`$. However, the electron energy density became below the one-count level around $`\gamma /\gamma _04.5`$ due to the limited number of particles in the simulation box. It seems that we have to increase the number of simulation particle at least 100 times more to examine the cut-off signature, and we need the larger computer resources to understand the behavior of high energy spectrum.

Our simulation was performed in one-dimensional system, but the multi-dimensional effect may be important for the non-thermal particle acceleration. One may think that ESW has a finite transverse scale in two- or three-dimensional system, and that the finite ESW structure may limit the electron shock surfing acceleration. On the other hand, it may be possible that some electrons move from an ESW to another ESW in a stochastic manner and resonate successively with the motional electric field, because the shock surface is expected to have a wavy structure. In this case, the maximum energy of the shock surfing is not limited by Eq.(9), and we think that the electrons can be unlimitedly accelerated until they reach the edge of a global shock structure. We are planning to study two-dimensional shock dynamics as the future problem.

The propagation speed of the electrostatic solitary wave against the shock front is also an important agent to control the electron surfing acceleration. If ESW is moving with the same speed of the plasma medium, the shock motional electric field $`E_m`$ in the ESW frame disappears, and no surfing acceleration occurs. In fact, we find that the efficient acceleration occurs in the upstream side of the shock transition region where the amplitude of ESW is not necessarily large. ESWs are growing their amplitudes towards downstream in the transition region, but the ESW structure starts to move with the almost same velocity with the plasma medium, and the motional electric field in the ESW frame becomes small. Then, the electrons cease the surfing acceleration. However, ESWs start to collapse by colliding with other waves in inhomogeneous shock transition region (Shimada and Hoshino, 2000), and those collapsed waves may provide further stochastic and surfatron acceleration, as discussed recently by McClements et al. (2001).

In this report, we restrict our attention to the weakly magnetized shock where the electron cyclotron frequency $`\omega _{ce}`$ is smaller than the electron plasma frequency $`\omega _{pe}`$, because most astrophysical plasmas have a weakly magnetized plasma with $`\omega _{ce}<\omega _{pe}`$. In the case of $`\omega _{ce}\omega _{pe}`$, Buneman instability and its subsequent nonlinear evolution discussed in this paper may be suppressed (Dieckmann et al., 2000a). Bessho and Ohsawa (1999) studied a quasi-perpendicular magnetosonic shock with $`\omega _{ce}\omega _{pe}`$ using a particle-in-cell simulation code, and investigated acceleration of electrons during the nonlinear decay process of the magnetosonic wave. It is interesting to know the efficiency of suprathermal electron acceleration as the function of $`\omega _{ce}/\omega _{pe}`$.

Finally, we should like to make the point that it may be possible to explore many aspects of the electron shock surfing acceleration from in situ observations at the interplanetary shocks and at the planetary bow shocks. It is known that the interplanetary shocks initiated by the solar flare may develop into a high Mach number shock with $`M_A40`$ around the Mercury orbit of $`0.4`$ AU (e.g., Smart and Shea, 1985). Such observations could bridge a gap of our understanding between the electron injection and acceleration at the interplanetary/planetary bow shocks with relatively low Mach numbers and the astrophysical shocks with very high Mach numbers.

The authors are grateful to T. Terasawa for fruitful discussion. MH acknowledges support from the International Space Science Institute (ISSI) at Bern/Switzerland for the collisionless shock working group.


text:
# Activity at the Deuterium-Burning Mass Limit in Orion

## 1 Introduction

Since the discovery of substellar objects (unable to fuse hydrogen stably in their interiors and with masses below 0.072 $`M_{}`$, Kumar kumar63 (1963); Chabrier et al. 2000a ), many efforts have been devoted to their characterization (see Basri basri00 (2000) for a review). Recently, Muench et al. muench01 (2001) found evidence for the presence of disks around brown dwarfs (BDs) of the Trapezium cluster. Muzerolle et al. muzerolle00 (2000) and Martín et al. martin01a (2001) reported on disk accretion in T Tauri objects with masses near the substellar borderline. All these works may suggest that “circumstellar” disks are common among very young BDs. These objects generally show H$`\alpha `$ in emission, which seems to be variable. To the best of our knowledge, only a few BDs with masses larger than 0.06 $`M_{}`$ have been observed flaring (Rutledge et al. rutledge00 (2000); Basri & Martín basri99 (1999)).

Here, we report on the detection of strong H$`\alpha `$ emission in S Ori 55 (S Ori J053725.9–023432), which was previously identified as a cool, very low mass substellar member of the young $`\sigma `$ Orionis open cluster (Zapatero Osorio et al. osorio00 (2000); Barrado y Navascués et al. barrado01 (2001)). Table 1 summarizes available spectrophotometric data for this object.

## 2 Observations and Results

We acquired low-resolution optical spectra of S Ori 55 with the red module of the Low-Resolution Imaging Spectrograph (Oke et al. oke95 (1995)) at the 10-m Keck I telescope (Mauna Kea Observatory) on 2001 January 31. We used the 2048$`\times `$2048 pixel SITE detector (0.25″ pix-1), the 150 lines mm-1 grating blazed at 750.0 nm, the OG570 filter for blocking the light blueward of 570.0 nm, and a 1.5″-width slit, which provides a wavelength coverage of 600–1030 nm, a spectral nominal dispersion of 4.0 Å pix-1 and a final resolution of 24 Å ($`R`$$``$ 350). The slit was rotated to be at a parallactic angle and minimize refraction losses. Two individual exposures of 2400 s each were obtained at different positions separated by 6″ along the entrance slit. Weather conditions were spectrophotometric, with seeing around 1.5″. Raw images were processed with standard techniques that include bias subtraction and flat-fielding within iraf111IRAF is distributed by National Optical Astronomy Observatory, which is operated by the Association of Universities for Research in Astronomy, Inc., under contract with the National Science Foundation.. Nodded images were subtracted to remove Earth’s atmospheric contribution. A full-wavelength solution (the $`rms`$ of the fifth-order polynomial fit was 1 Å) was achieved by calibrating sky emission lines as in Osterbrock et al. osterbrock96 (1996). To complete data reduction, we corrected for the instrumental response using data of the spectrophotometric standard star G 191–B2B obtained on the same night and with the same instrumental configuration.

The resultant combined spectrum of S Ori 55 is depicted in Figure 1 (S/N$``$10 at 750 nm, and S/N$``$15 at 905 nm). The spectra of the $`\sigma `$ Orionis substellar member S Ori 47 (L1.5, Zapatero Osorio et al. osorio99 (1999)) and the field dwarf PC 0025+0447 (M9.5, Kirkpatrick, Henry, & Simons kirk95 (1995)) are also shown for comparison. We derived the spectral type of our target by matching its observed spectrum to data of standards, which were previously obtained with similar instrumentation. We also used the PC3 index of Martín, Rebolo, & Zapatero Osorio martin96 (1996). We measured an M9 spectral class with an uncertainty of half a subclass, in full agreement with the previous assignement of Barrado y Navascués et al. barrado01 (2001) and with the observed $`IJK`$ colors. Interestingly, S Ori 55 displays typical low-gravity features (Allard et al. allard01 (2001); Martín et al. martin96 (1996); Luhman, Liebert, & Rieke luhman97 (1997); Béjar, Zapatero Osorio, & Rebolo bejar99 (1999)), such as the absence of Na i $`\lambda \lambda `$818.3, 819.5 nm, and K i $`\lambda \lambda `$762.1, 766.7 nm atomic lines at the resolution of our data, and stronger molecular absorptions of VO and TiO compared to field spectral counterparts. Our measured upper limits to the line pseudo-equivalent widths (pEWs, relative to the local observed pseudo-continuum formed by molecular absorptions) are given in Table 1. These values are significantly smaller than those of older objects in the Pleiades and the field (Martín et al. martin96 (1996); Zapatero Osorio et al. osorio97 (1997)).

The Keck optical data of S Ori 55 show a rather strong H$`\alpha `$ line, which is seen in emission and with a different intensity between the two closely spaced spectra. A close-up region around H$`\alpha `$ is displayed in Figure 2. S Ori 55 appears very active; however we found the same spectral type as Barrado y Navascués et al. barrado01 (2001), suggesting that no significant continuum veiling of the visible photospheric features is present in the Keck spectra. Measuring H$`\alpha `$ pEWs is not easy because the number of counts at the line pedestal is small (50–140 counts). In Table 1 we provide heliocentric Julian dates and our best pEW measurements obtained via direct integration of the line profile adopting the pseudo-continuum level immediately adjacent to the line (around $`\lambda `$652.5 and $`\lambda `$664.0 nm). The error bars were obtained after integrating over a reasonable range of possible continua. We are confident that the emission is larger in the second Keck spectrum than in the first one, which was taken 43 minutes earlier. Barrado y Navascués et al. barrado01 (2001) found a less intense emission (pEW = 5 Å) in their VLT optical data taken $``$1 month before the Keck observations. This result and our observations indicate that S Ori 55 has a variable H$`\alpha `$ emission.

Spectroscopy, and optical and near-IR photometry are all consistent with S Ori 55’s being a member of the $`\sigma `$ Orionis cluster. But late-M stars are also common in the galactic disk, so we have considered the probability that S Ori 55 might simply be an interloper field M9 dwarf in the direction toward the cluster (lying at a distance between 118 pc and 197 pc in a volume of roughly 142 pc3). For this exercise we have used three-band photometry and the absolute magnitudes of field stars (Leggett et al. leggett02 (2002)). Very recent all-sky surveys show that the space density of M8–M9.5 dwarfs per cubic parsec is 0.0045 $`\pm `$ 0.0008 (Gizis et al. gizis00 (2000)). In our survey of the $`\sigma `$ Orionis cluster (Zapatero Osorio et al. osorio00 (2000)), we found five candidates (including S Ori 55) with M9–M9.5 spectral types in an interval of roughly 1 mag (Barrado y Navascués et al. barrado01 (2001)). The probability of each candidate being a true member is in the range 87–93%. The finding of such a large number of cool M dwarfs in our survey can be understood in terms of the much higher object density in the $`\sigma `$ Orionis cluster than in the field.

## 3 Mass Determination

The very likely membership of S Ori 55 in the $`\sigma `$ Orionis cluster allows us to derive its mass by comparison with state-of-the-art evolutionary models. Its effective temperature ($`T_{\mathrm{eff}}`$) can be inferred from the spectral type and the optical-infrared colors. The calibration of Basri et al. basri00al (2000) gives $`T_{\mathrm{eff}}`$ = 2370 K for an M9 dwarf, while Luhman’s luhman99 (1999) scale, which is intermediate between dwarfs and giants, provides $`T_{\mathrm{eff}}`$ = 2550 K. Recently, Béjar bejar01 (2001) has derived a temperature calibration by matching observed low-resolution optical spectra of cluster M-type BDs to a spectral synthesis computed for the dusty, log $`g`$ = 3.5 model atmospheres of Allard et al. allard01 (2001) (see Pavlenko, Zapatero Osorio, & Rebolo pav00 (2000)). Béjar bejar01 (2001) found $`T_{\mathrm{eff}}`$ = 2500 K for an M8.5 cluster member. Because S Ori 55 has a surface gravity around log $`g`$ = 4.0, on the basis of theoretical models, its $`T_{\mathrm{eff}}`$ could be in the range 2370–2550 K. Less uncertainties exist in the calculation of the bolometric luminosity. Using the photometry of S Ori 55 and the bolometric corrections of Monet et al. monet92 (1992), Reid et al. reid01 (2001), and Leggett et al. leggett02 (2002), we derived log $`L/L_{}`$ = –3.08 $`\pm `$ 0.25. The uncertainty is mainly due to the error in the Hipparcos distance (Perryman et al. perryman97 (1997)) to the massive central star of the cluster.

Figure 3 illustrates the substellar mass-luminosity relationships of Chabrier et al. 2000a  and Burrows et al. burrows97 (1997). These two sets of evolutionary models deal with dusty atmospheres differently. While the former models assume that dust particles are formed in the atmosphere and remain there impacting the output energy distribution, the latter models treat dust as if condensed below the photosphere. S Ori 55 may be coeval with other cluster members; thus its mass can be easily deduced from the figure. The age of the $`\sigma `$ Orionis association is discussed to some extent in Zapatero Osorio et al. osorio02 (2002). These authors concluded that the most likely cluster age is 2–4 Myr, although ages as young as 1 Myr and as old as 8 Myr cannot be discarded. Further discussion of other cluster properties can be found in Béjar et al. bejar01al (2001) and Walter, Wolk, & Sherry walter98 (1998). In Figure 3 the vertical lines between 0.012 $`M_{}`$ (Chabrier et al. 2000b ) and 0.015 $`M_{}`$ (Burrows, Hubbard, & Lunine burrows89 (1989)) denote the deuterium-burning mass limit, which separates BDs and planetary-mass objects. Values as high as 0.018 $`M_{}`$ can be found in the literature (D’Antona & Mazzitelli dantona94 (1994)). The luminosity of S Ori 55, its error bar, and possible ages are indicated with the region enclosed by the thick line. The filled circle stands for the most likely values of luminosity and age. Using the Chabrier et al. 2000a  models, the mass of S Ori 55 is estimated at 0.012 $`\pm `$ 0.004 $`M_{}`$, i.e., very close to the deuterium-burning mass threshold. The tracks of Burrows et al. burrows97 (1997) yield smaller masses by $``$10%. S Ori 55 is defining the cluster frontier between BDs and planetary-mass objects. It could be a planetary-mass cluster member if it were younger than $``$3 Myr.

## 4 Discussion and Final Remarks

This is the first time that very large H$`\alpha `$ emission has been detected in a low mass substellar object. Its origin remains unknown. S Ori 55 may simply have undergone a chromospheric flare due to magnetic activity. This is supported by the rapid time variability of the line and the lack of a constant, significant emission. Furthermore, no additional continuum appears to be veiling the photospheric spectral features. Many dwarfs at the bottom of the M class experience strong and weak flares (Gizis et al. gizis00 (2000); Martín & Ardila martin01b (2001)). Based on our data, we tentatively estimate that the flaring recurrence of S Ori 55 is about 33–66%, which contrasts with the 7% value of the field coolest M dwarfs (Gizis et al. gizis00 (2000)).

Similarly intense H$`\alpha `$ lines have been detected in just a few field objects of related $`T_{\mathrm{eff}}`$. Liebert et al. liebert99 (1999) observed a strong flare in 2MASSW J0149090+295613 (M9.5) with H$`\alpha `$ pEWs of 200–300 Å, and many other emission lines of He i, O i, K i and Ca ii. Mould et al. mould94 (1994) and Martín, Basri, & Zapatero Osorio martin99 (1999) reported variable and persistent H$`\alpha `$ emission in PC 0025+0447 (M9.5) with pEWs between 100 and 400 Å. Liebert et al. interpreted the behavior of the 2MASS object as that of a very cool M-type flare star, and they pointed out that this flare activity differs from that of PC 0025+0447. Albeit with differences, the optical spectra of PC 0025+0447 and S Ori 55 seem more alike. Burgasser et al. burgasser00 (2000) argued that the former object could be an interacting binary. S Ori 55 might also be double with one of the components losing mass to the other. Our optical spectra do not suggest the presence of a warm component or a significant variation of the continuum over a month. ROSAT X-ray data provide an upper limit of log ($`L_X/L_{\mathrm{bol}}`$) $``$ –0.9 to the X-ray emission of S Ori 55 (Mokler mokler02 (2002)). We note, however, that PC 0025+0447 does not show significant X-ray flux (Neuhäuser et al. neuhaeuser99 (1999)).

The strong H$`\alpha `$ emission of S Ori 55 may have its origin in the object formation processes. Haisch, Lada, & Lada haisch01 (2001) found that the presence of dusty disks surrounding stellar members of clusters as young as the $`\sigma `$ Orionis cluster is significantly high (50%–65%). There are also clear indications of accretion events among the low mass star population of $`\sigma `$ Orionis (Zapatero Osorio et al. osorio02 (2002)). However, accreting T Tauri stars show continuous strong emission, whereas S Ori 55 appears to have episodes of low and high activity. It could be that mass infall from protoplanetary disks onto central substellar-mass objects turns out to be unstable due to nonuniform disks and variable magnetic fields. Sporadic accretion events may also indicate the end of the accreting activity in BDs and planetary-mass objects. The mass infall rate seems to be rather small in objects around the substellar limit (Muzerolle et al. muzerolle00 (2000)). S Ori 55 does not show an infrared excess in the $`K`$ band, which is consistent with a very low accretion rate. With current data we cannot rule out any possible scenario (flare activity, binarity, mass accretion).

We have compared the H$`\alpha `$ emission to the bolometric luminosity ($`L_{\mathrm{bol}}`$) of $`\sigma `$ Orionis low mass members from the late-K spectral type (stellar regime) down to mid-L classes (planetary-mass domain). H$`\alpha `$ fluxes ($`L_{\mathrm{H}\alpha }`$) have been calculated as in Herbst & Miller herbst89 (1989), and bolometric corrections have been taken from various sources in the literature (Monet et al. monet92 (1992); Leggett et al. leggett02 (2002)). Our results are portrayed in Figure 4. For comparison purposes, we have also included the averaged values of field stars with similar spectral types (individual star data published by Hawley, Gizis, & Reid hawley96 (1996), and Gizis et al. gizis00 (2000)). The three observations of S Ori 55 are clearly indicated. The ratio $`L_{\mathrm{H}\alpha }`$/$`L_{\mathrm{bol}}`$ of cluster members with warm spectral types down to mid- and late-M classes appears to be rather dispersed around log $`L_{\mathrm{H}\alpha }`$/$`L_{\mathrm{bol}}`$ = –3.61 dex (Zapatero Osorio et al. osorio02 (2002)). Cooler types (corresponding to planetary-mass objects) display a less intense ratio by about 0.6 dex, which implies a decrease in the activity level (less intense magnetic fields). On average, $`\sigma `$ Orionis members, and remarkably those in the L classes, show higher H$`\alpha `$ emissions than their older, field spectral counterparts. This feature could be explained partly as a decline in the strength of the chromospheric and flare activity with age and/or mass accretion from surrounding disks in the young objects. This would indicate that magnetospheric mass infall could extend even beyond the deuterium-burning mass threshold, i.e., into the planetary-mass domain.

We are grateful to I. Baraffe and A. Burrows for providing us computer-ready files of their models. We also thank S. Kulkarni for his assistance in collecting data with the Keck telescope, and Louise Good for correcting the English language. This paper is based on observations made with the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration (the Observatory was made possible by the generous financial support of the W. M. Keck Foundation).


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# New Members of the Cluster Family in Nearby Lenticulars 1footnote 11footnote 1Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration.

## 1 Introduction

During a recent search for globular clusters in the nearby (9.8 Mpc) lenticular galaxy NGC 1023 we noticed a number of objects with larger effective radii than normal globular clusters and fainter magnitudes (Larsen and Brodie, 2000, hereafter Paper I). While normal globular clusters have typical effective (half-light) radii of about 3 pc and follow a roughly Gaussian magnitude distribution with a peak at $`M_V7.4`$ (e.g. Harris, 1991), the objects in NGC 1023 were found to have larger effective radii of about 7–15 pc and were mostly *fainter* than $`M_V=7`$. In Paper I we also noted that the spatial distribution of these objects seemed to indicate association with the disk of NGC 1023 and that they had predominantly red colors, indicating high metallicities and ages greater than a Gyr. At first glance, the size distributions of these objects are reminiscent of the few faint “Palomar” type globular clusters in the outer halo of the Milky Way. However, as we shall show, the spatial and luminosity distributions as well as kinematics and metallicities of the much more numerous faint extended objects in NGC 1023 are strikingly different, defining a new parameter space which must be accommodated in cluster formation models.

Because of the faintness of these clusters, it is not surprising that they have not been noticed before in the numerous HST-based studies of extragalactic globular clusters. With $`M_V`$ magnitudes fainter than $`7`$, they will generally have apparent magnitudes fainter than $`V=24`$ even at the distance of the Virgo or Fornax clusters, and are thus easily missed or discarded as possible background galaxies. Furthermore, size information is necessary to recognize them as different from normal globular clusters. In Larsen et al. (2001), a smaller number of faint, extended objects similar to those in NGC 1023 were noted in another nearby (11.5 Mpc, Sakai et al., 1997) lenticular, NGC 3384, but their existence was ruled out in two other nearby early-type galaxies, NGC 3115 (a lenticular) and NGC 3379 (an elliptical).

In this paper we show that the faint extended objects in NGC 1023 and NGC 3384 occupy a new region of the size/luminosity/metallicity parameter space for star clusters. We present new Keck / LRIS spectra of these clusters to verify membership with NGC 1023 and NGC 3384 and disprove the (albeit unlikely) possibility that the objects are unrelated background galaxies. We also measure radial velocities for individual objects and examine the hypothesis that they are associated with the disk, in which case strong signatures of rotation around the center of the galaxy should be seen. We then use the co-added spectra of all objects to put constraints on their ages and metallicities. We end with a discussion of the factors which may have influenced the formation and survival of these clusters.

## 2 Data

The cluster candidates were selected from the WFPC2 data of Paper I, where all aspects of the photometry and measurement of object sizes have been discussed. Figure New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. illustrates the selection criteria: The lower panels are color-magnitude diagrams with symbol size proportional to the object sizes, while the upper panels show object size vs. $`VI`$ color for objects brighter than $`V=24`$. The faint extended objects are easily identifiable in the color-magnitude diagrams, with $`VI1.3`$ and with FWHM values between 1 and 2 pixels, corresponding to effective radii of 7 – 15 pc. The boxes indicate the selection criteria for objects to be included in the Keck / LRIS slitmasks.

Although relative positions of objects measured on a single WFPC2 image would easily be accurate enough to provide coordinates for slitmask design, significant offsets (1–2$`\mathrm{}`$) can be present between individual WFPC2 pointings. Since the objects in NGC 1023 were selected from two WFPC2 pointings, we therefore re-identified the clusters on an image of NGC 1023 taken with LRIS during an earlier observing run and used positions measured on the LRIS image to provide the final coordinate lists. For NGC 3384, only one WFPC2 pointing was used for object selection and the coordinates measured on the WFPC2 image were used directly for the slitmask design.

The observations were carried out on Dec 9 and Dec 10, 2001 in multi-slit mode with the LRIS spectrograph (Oke et al., 1995) on the Keck I telescope. Spectra were obtained simultaneously with the two arms on LRIS, using a dichroic that split at a wavelength of $`5600`$ Å. On the blue side a 400 l/mm grism was used, providing a spectral resolution of about 8 Å in the range $``$3500–5500 Å. On the red side we used a 400 l/mm grating blazed at 7500 Å, covering the range $`5700`$–9000 Å with a similar resolution. We had intended to use the red spectra, and the Ca II triplet at $``$8500–8700Å in particular, to determine radial velocities, but the strong atmospheric OH bands made it impossible to extract useful spectra for these very faint objects at wavelengths $`8000`$ Å. However, for some objects we could measure radial velocities using the wavelength region $``$5700–7000Å on the red spectra. The total integration times for NGC 1023 and NGC 3384 were 570 min (9 hours 30 min) and 300 min (5 hours), respectively, divided into 1 hour integrations.

Spectral reductions were carried out using the SPECRED package in IRAF222IRAF is distributed by the National Optical Astronomical Observatories, which are operated by the Association of Universities for Research in Astronomy. Wavelength calibrations were performed using spectra of calibration lamps mounted within LRIS, taken immediately after the last exposure of each galaxy. For the blue side, comparison with calibration spectra taken during the afternoon showed shifts of about 3–4 Å, probably due to flexure in the instrument. For the red spectra the wavelength zero-points were corrected using the OI line at 6300.304 Å, in some cases by up to $`5`$ Å. No skylines are included in the blue spectra, making it difficult to test whether shifts in the zero-point of the wavelength scale are present between the individual exposures, and the spectra extracted from individual exposures were too faint to test for such differences by cross-correlation. However, we extracted spectra of the underlying galaxy light and cross-correlated these to test for any shifts in the wavelength scale, and found no systematic differences between individual exposures larger than 1Å.

Data for the observed cluster candidates in NGC 1023 and NGC 3384 are listed in Tables 1 and 2. Radial velocities were measured by cross-correlating the object spectra with spectra of three stars of spectral types G0–K3 (numbers 17495, 33815 and 36094 in the recent compilation by Barbier-Brossat & Figon, 2000). The cross-correlation was done with the FXCOR task in the RV task in IRAF. Whenever possible, we measured radial velocities on both the blue and red spectra. The tables list all candidate clusters included in the LRIS slitmasks, including a few for which no significant cross-correlation peak was found. Some of these have very poor S/N, and for others the delicate extraction of the faint spectra was compromised because of internal reflections (“ghosts”) in the blue arm of the spectrograph or uncertain background subtraction because the object was located near the end of a slitlet. It can, of course, not be ruled out that some of these objects are indeed background galaxies and that this is the reason why no cross-correlation signal was found anywhere near the expected radial velocity. However, it is clear that the vast majority of the objects have radial velocities indicating association with NGC 1023 or NGC 3384.

The unweighted means of the cluster velocities for NGC 1023 and NGC 3384, measured on the blue spectra, are $`692\pm 56`$ km/s and $`1149\pm 43`$ km/s respectively, in both cases larger than the RC3 values for NGC 1023 (601 km/s) and NGC 3384 (704 km/s). However, for the clusters with radial velocity measurements on both blue and red spectra, the mean differences are $`V_bV_r=133\pm 31`$ km/s for NGC 1023 and $`V_bV_r=381\pm 54`$ km/s for NGC 3384. If all the radial velocities measured on the blue spectra are corrected for these differences then the mean values become $`559\pm 64`$ km/s and $`768\pm 79`$ km/s, respectively, in much better agreement with the cataloged values for the parent galaxies.

## 3 The characteristics of the faint extended clusters

### 3.1 Uniqueness

Are these objects really something new? After all, it is well known that the Milky Way hosts several diffuse faint clusters and there is at least one (NGC 2257) in the LMC (Elson & Freeman, 1985). In Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. we show the absolute magnitudes of Milky Way globular clusters as a function of their metallicities, where the data are from Harris (1996). We used \[Fe/H\] rather than color here because metallicity is available for more clusters than $`VI`$ or any other color. As in the lower panels of Fig. 1 , the sizes of the points in this plot correspond to the half-light radii of the clusters. The box in this figure corresponds to the selection box in the lower left panel of Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration.. Clearly, there are no Milky Way objects which correspond in metallicity (color), luminosity and size to the faint extended clusters in NGC 1023. There are a few Milky Way objects which have similar sizes and luminosities but their metallicities are extremely different. This is true too of the extended cluster in the LMC. The group of “Palomar-Like” Milky Way globular clusters are clearly present as a small group of lower-luminosity blue objects. Such objects might also be present in NGC 1023 but would be below the limit where we can reliably measure sizes.

NGC 1023 has 29 objects with half-light radii, Rh, greater than 7 pc and V$`<`$24 (i.e. MV brighter than –6.2, our limit for secure size measurement). According to Harris (1996), the Milky Way has 19 globular clusters larger than 7 pc but only 6 of these are brighter than MV=–6.2. All clusters with Rh $`>`$7 pc in the Milky Way are located more than 4 kpc from the plane of the Galactic disk and all but one are located at 20–80 kpc from the center of the Galaxy (the remaining one is at 7 kpc from the center). The extended clusters in the Milky Way are clearly not associated with its disk but are rather outer halo objects, presumably formed in the low density environment in the outskirts of the protogalaxy (McLaughlin, 2000).

We note in passing that Milky Way open clusters, contrary to common misconception, are not particularly large, except for those which are extremely young ($``$10 Myr) and presumably unbound. Milky Way open clusters are, in any case, significantly less massive than the faint extended clusters in NGC 1023 (Janes et al., 1988).

### 3.2 System Rotation

From their mean velocities it is clear that the faint extended clusters are associated with their respective galaxies and do not constitute a background population. Moreover, in Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration., the radial velocity plot for the faint extended clusters in NGC 1023, we see clear evidence for rotation of the cluster system and this kinematic signature corresponds quite closely to the rotation of the galaxy itself, as measured along the major axis by Simien & Prugniel (1997). The cluster radial velocities were measured from the blue spectra and have been corrected by $`133`$ km/s as determined in Section 2. The bulge effective radius for NGC 1023 is $`<`$2 kpc (Möllenhoff & Heidt, 2001) so the clusters are $``$2 bulge effective radii from the galaxy center (1′=2.9 kpc at the distance of NGC 1023). This strongly suggests that these objects are associated with the galaxy’s disk rather than its bulge.

In Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. we show, for comparison, the radial velocities of the compact globular clusters in NGC 1023, taken from Larsen & Brodie (2002). Although the sample is small, there is no hint of rotation in the compact cluster system.

Although there are too few clusters to provide any dynamical constraints on the NGC 3384 extended cluster system, in Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. we show, for completeness, the radial velocities of the extended clusters and the NGC 3384 rotation curve from Fisher (1997).

### 3.3 Ages and Metallicities

The spectra of these extended objects are very similar to those of moderately metal-rich old globular clusters. Metallicities were determined from a weighted combination of line strength indices according to the prescription of Brodie and Huchra (1990). Because of the low S/N of the individual spectra, a “master” spectrum (blue: Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration., red: Fig. New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration.) was produced by co-adding all spectra with known radial velocities, shifted to 0 velocity. For 14 clusters in NGC 1023, each with an exposure time of 9.5 hours, the “master” spectrum represents a total of 133 hours of 10-meter telescope time. This co-added spectrum has a S/N of 17 per pixel (i.e. $``$34 per resolution element) and yields a mean $`[\mathrm{Fe}/\mathrm{H}]=0.58\pm 0.24`$. The average reddening-corrected $`VI`$ color ($`<VI>_o=1.22`$) corresponds to $`[\mathrm{Fe}/\mathrm{H}]=0.51`$, using the color-metallicity conversion relation of Kissler-Patig et al. (1998), in excellent agreement with the spectroscopic value. Index values and metallicities derived from the “master” spectrum are given in table 3.

Values of $`[\mathrm{Fe}/\mathrm{H}]`$ and H$`\beta `$ measured on the NGC 1023 “master” spectrum were compared to Maraston & Thomas (2000) stellar evolutionary models (Fig New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration.). This yields only loose constraints on cluster ages which are most probably $``$13 Gyr old, but ages as young as $``$7–8 Gyr are not ruled out. The lower limit on H$`\beta `$ is well below any model predictions so our data do not put any constraints on the upper age limit of the clusters.

The fact that these objects are old suggests that they are quite stable against disruption. It might indicate that they are on roughly circular orbits as this would be likely to minimize disruptive effects (disk/bulge shocking, etc).

A similar summation exercise for NGC 3384, excluding N3384-FF-7, which is over a magnitude brighter than the other extended clusters and which may be a “normal” (but large) globular cluster, produces a co-added spectrum with S/N = 9 per pixel. For these 5 clusters, each with 5 hours of integration, the equivalent exposure time of the co-added spectrum is 25 hours. It yields a mean $`[\mathrm{Fe}/\mathrm{H}]`$ estimate of $`1.13\pm 0.45`$. The average reddening-corrected $`VI`$ color ($`<VI>_o=1.27`$) corresponds to $`[\mathrm{Fe}/\mathrm{H}]=0.35`$, using the Kissler-Patig et al. (1998) relation. If N3384-FF-7 is included, the S/N increases to 11 and $`[\mathrm{Fe}/\mathrm{H}]=0.64\pm 0.34`$. The mean color is unchanged. Because of the large errors on $`[\mathrm{Fe}/\mathrm{H}]`$ and H$`\beta `$, no useful constraints on age can be obtained even from the summed spectrum. Table 4 gives the relevant indices from the NGC 3384 “master” spectrum. TiO12.5 is not included because a red summed spectrum was not formed for this galaxy due to poor signal-to-noise.

### 3.4 $`\alpha `$-element to iron ratios

Relations between Mgb and \[Fe/H\] (Fig New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration.) and TiO12.5 and \[Fe/H\] (Fig New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration.) for various levels of $`\alpha `$-element enhancement were produced from the SSP models of Milone et al. (2000), assuming a Salpeter IMF. For comparison with our cluster measurements, the Mg2 values provided in Milone et al. (2000) were converted to Mgb using the relation $`Mgb=14.03\times Mg2+0.361`$, derived from the Maraston models as in Larsen et al. (2002). This conversion is accurate to $``$0.1Å for ages between 10 and 15 Gyr. $`[\mathrm{Fe}/\mathrm{H}]`$ is used rather than $`<Fe>`$ because the latter is an average of two Fe indices Fe5270 and Fe5335, the redder of which is close to the edge of our spectral range and is poorly determined in our data. We note, however, that since Mg is a component in the $`[\mathrm{Fe}/\mathrm{H}]`$ determination, if the objects are $`\alpha `$-enhanced, the resultant $`[\mathrm{Fe}/\mathrm{H}]`$ value will be too high. Data points from the NGC 1023 “master” spectrum indicate that the \[$`\alpha `$/Fe\] ratio for the faint extended objects is between +0.3 and +0.6. Any adjustment for the inflated $`[\mathrm{Fe}/\mathrm{H}]`$ values will move points to the left in the plots and will tend to further increase the $`\alpha `$-enhancement. Also shown in Fig New Members of the Cluster Family in Nearby Lenticulars 111Based on data obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. is the relation from Maraston (2001) for a 12 Gyr SSP model. Since many of the metal-poor stars used in deriving the Maraston relation may be $`\alpha `$-enhanced (Maraston & Thomas, 2000), its agreement with the Milone et al. (2000) $`\alpha `$-enhanced curves is not surprising. \[$`\alpha `$/Fe\] ratios of $``$+0.3 are typical for old stellar populations in the bulge and halo of the Milky Way (Carney, 1996) and the globular clusters and starlight of elliptical galaxies (Forbes et al., 2001; Milone et al., 2000) and are interpreted as indicating rapid, early chemical element enrichment dominated by Type II supernovae.

## 4 Discussion

Observational evidence (Larsen et al., 2001; Burgarella, Kissler-Patig & Buat, 2001; Kundu & Whitmore, 2001) and current ideas about the origins of globular cluster sub-populations (Ashman & Zepf, 1992; Forbes, Brodie & Grillmair, ; van den Bergh, 2001) suggest that the origins of compact red (metal-rich) and blue (metal-poor) globular clusters may have been quite different, occurring at different epochs or under different physical mechanisms, or both.

A striking difference between the blue and red subpopulations of compact globular clusters, which is especially interesting in regard to these faint extended red clusters, is that within the “normal” compact globular cluster population, the red globulars are always $``$25% smaller than their blue counterparts (Larsen et al., 2001; Kundu & Whitmore, 1998; Puzia et al., 1999). These considerations underscore the fundamentally different nature of the population of red extended objects in these lenticular galaxies.

Perhaps clues about the origins of these objects can be found by asking what NGC 1023 and NGC 3384 have in common that differentiates them from NGC 3115. NGC 1023 is the dominant member of a well-defined group of 15 galaxies and NGC 3384 is a member of the Leo I group (Garcia, 1993). By contrast, NGC 3115 is isolated except for a dwarf companion NGC 3115DW at a distance of 5.5 arcmin ($``$17.5 kpc). Both NGC 1023 and NGC 3384 are classified as SB0s while NGC 3115 is a highly bulge-dominated galaxy, transitional in type between E7 and S01. In Paper I we speculated that the faint extended cluster population in NGC 1023 might have originated in encounters with dwarf companion galaxies. According to Harris & Pudritz (1994), massive cluster formation occurs within supergiant molecular clouds that are pressure-confined by the parent galaxy’s interstellar medium. Therefore, more extended clusters would naturally form in lower-density environments like the outer regions of giant galaxies and the weak potential wells of dwarf galaxies. Similarly, McLaughlin (2000) has noted a relation between cluster binding energy and galactocentric radius for Milky Way globular clusters which implies extended cluster formation in low ambient density environments. These considerations might lend support to the idea that the faint extended clusters formed in dwarfs before joining NGC 1023. Young star clusters have formed recently in the nearby dwarf, NGC 1023A (Larsen & Brodie, 2002) but with no HST observations of this companion galaxy, we cannot say whether these new clusters are extended. It would be natural to suppose that more dwarf companion galaxies were present in the past in the vicinity of NGC 1023 and NGC 3384, given their presence in significant groups.

Alternatively, the fact that NGC 3115 has such a modest disk may be the relevant feature. It is difficult to preferentially destroy compact objects while preserving extended ones so, if the faint extended clusters formed in the disk, the ambient conditions (gas densities?) there may have been conducive to forming only extended objects. Lenticulars with well-developed disks may provide an environment for the formation of star clusters with unique characteristics.

Another factor may be the sizes of the black holes at the centers of these galaxies. NGC 3115 has a much more massive (9.1$`\times 10^8M_{}`$) black hole in its center than do NGC 1023 (3.9$`\times 10^7M_{}`$) and NGC 3384 (1.8$`\times 10^7M_{}`$), where the black hole masses are from Ho (2002). In other words old clusters in NGC 3115 may have been subjected to quasar-like environmental conditions during their youth, whereas clusters in NGC 1023 and NGC 3384 might have spent their youths in less stressful environments (van den Bergh, 2002).

## 5 Conclusions

We have demonstrated conclusively that the faint extended objects discovered in HST images of NGC 1023 and NGC 3384 are star clusters associated with their respective galaxies. In the case of NGC 1023 we were further able to establish that these objects are old, moderately metal-rich and, having a system rotation which is very similar to the rotation curve of the host galaxy, are associated with the lenticular disk.

As a population, these star clusters have no known analog in the Milky Way or indeed elsewhere in the Local Group. Comparisons with the Milky Way “Palomar-like” extended clusters confirms that the Milky Way objects are similar only in size. They differ in number, kinematics, location with respect to the disk and the Galaxy center, metallicity and luminosity. In short, the Milky Way objects are a small halo population of metal-poor, low-luminosity clusters while the NGC 1023 cluster are numerous, metal-rich, disk objects which rotate as an ensemble.

These new members of the cluster family have been discovered in two lenticular galaxies and the presence of similar objects has been definitely ruled out in a third lenticular as well as in a nearby elliptical galaxy. Existing HST data for other galaxies are inadequate to establish either the presence or the absence of such clusters so, without further observations, we cannot ascertain how common this phenomenon might be and whether or not these newly-discovered objects are found exclusively in lenticular galaxies. If so, they are not found in all lenticulars. Late-type S0s may offer a more suitable environment for the formation of extended clusters than early-type lenticulars. The size of the host galaxy’s central black hole may be a governing factor in allowing an appropriate environment for the survival of extended disk clusters. If galaxy-galaxy interactions play a role in forming these clusters, group (or galaxy cluster) membership may be a relevant criterion for selecting host galaxy candidates.

We thank Sidney van den Bergh, Duncan Forbes and an anonymous referee for helpful comments and suggestions. This work was supported by National Science Foundation grant number AST-9900732.