text:
# Spin polarization and transition from metallic to insulating behavior in 2D systems

## Abstract

We have made quantitative measurements of the spin polarization of two-dimensional (2D) GaAs (100) electrons and GaAs (311)A holes, as a function of an in-plane magnetic field. The functional form of the in-plane magnetoresistance is shown to be intimately related to the spin polarization. Moreover, for three different 2D systems, namely GaAs (100) electrons, GaAs (311)A holes, and AlAs (411)B electrons, the temperature dependence of the in-plane magnetoresistance reveals that their behavior turns from metallic to insulating before they are fully spin polarized.

A 2D carrier system, long believed to have an insulating ground state gangoffour ; bishop , displays a metallic behavior at finite temperature in certain ranges of densities MIpapers . The response of the 2D system to a parallel magnetic field ($`B_{}`$) may help understand this unexpected phenomenon Mertes99 ; yoon00 ; Stergios:2D ; tutuc ; Okamoto99 ; Vitkalov ; Murzin ; Stergios:Sci ; yaish ; Stergios:symetry : when $`B_{}`$ is increased above a certain threshold value, $`B_I`$, the behavior of the 2D system changes to insulating. Another effect of $`B_{}`$ is, of course, to create a Zeeman splitting between the spin-up and spin-down states. This induces a partial spin polarization of the system so that two spin subbands with different populations are formed. When $`B_{}`$ is increased above a characteristic field $`B_P`$, the 2D system becomes fully spin polarized. The main goal of our work is to experimentally explore the relation between $`B_I`$ and $`B_P`$.

Here we report measurements of the fields $`B_P`$ and $`B_I`$ in three different 2D systems. We first present, via Shubnikov - de Haas (SdH) measurements in a nearly parallel field tutuc , a quantitative determination of the spin polarization of a dilute GaAs 2D electron system as a function of $`B_{}`$. The data allow us to find $`B_P`$. We then show that the sample magnetoresistance (MR), measured as a function of a purely parallel field, reveals a clear break at $`B_P`$, therefore providing an alternative method for determining $`B_P`$. Our previous results, detailed elsewhere tutuc , showed a very similar trend for GaAs 2D holes. We also present the temperature ($`T`$) dependence of the in-plane MR to determine the field $`B_I`$ for three different modulation-doped 2D systems: GaAs electrons, GaAs holes, and AlAs electrons. In all three systems, $`B_I`$ is well below $`B_P`$ implying that the transition to insulating behavior always occurs well before the full spin-polarization of the system.

Figures 1(a) and (b) illustrate how we use SdH measurements to determine the spin polarization. As shown schematically in Fig. 1(a), application of a $`B_{}`$ to the 2D system separates the two spin subbands by the Zeeman energy, $`E_Z`$. In our experiments \[Fig. 1(b)\] we apply a constant magnetic field ($`B`$), slowly rotate the sample around $`\theta =0^{}`$ to introduce a small $`B_{}`$, and measure the sample resistance during the rotation. We then Fourier analyze FT  the SdH oscillations induced by $`B_{}`$, as their frequencies directly give the two spin subbands’ densities. We emphasize that in our measurements we are able to limit $`B_{}`$ to sufficiently small values so that $`B_{}B`$ to better than 2% during the sample rotation.

In Fig. 1 (c) we show plots of resistance $`R`$ vs $`B_{}`$, all taken for a GaAs (100) 2D electron system at a fixed total density, $`n=2.05\times 10^{10}`$ cm-2 R1 . The trace in top box was taken with $`\theta `$ fixed at $`90^{}`$ and represents standard SdH measurements, i.e., $`B_{}=0`$T. The Fourier transform of $`R`$ vs $`1/B_{}`$, shown in the top box in Fig. 1(d), exhibits two peaks, one at 0.85T and another at half this value, at 0.42T. The 0.85T peak, multiplied by $`(e/h)`$, gives the total density of the 2D electron system. The peak at 0.42T stems from the spin-unresolved oscillations. The rest of the traces shown in Fig. 1(c) were taken by rotating the sample at the indicated constant $`B`$ applied almost parallel to the 2D plane. With increasing $`B_{}`$, we observe a splitting of the lower Fourier transform peak (0.42T) into two peaks. The frequencies of these two peaks, multiplied by $`(e/h)`$, give the two spin subband populations. We note that the two populations add up to the total density of the sample. As $`B_{}`$ is increased, the majority spin subband peak merges with the total density peak (0.85T) and the minority spin subband peak moves to very low frequencies and is no longer resolved R2 .

In Fig. 2 we summarize the positions of the Fourier transform peaks corresponding to the majority and minority spin subbands as a function of $`B_{}`$ for the case examined in Fig. 1. Above a certain field $`B_P`$, the majority spin subband population saturates at a value which corresponds to the total 2D density. Therefore, $`B_P`$ marks the onset of full spin polarization. We also measured the in-plane MR, by fixing $`\theta `$ at $`0^{}`$ and recording the resistance as a function of a purely parallel magnetic field. The MR trace, taken for $`n=2.05\times 10^{10}`$ cm-2, is also shown in Fig. 2. This trace exhibits a clear break in the functional form of the MR as it changes from a strong $`e^{B^2}`$ dependence at low field to a weak $`e^B`$ dependence at higher fields. The data in Fig. 2 demonstrate that the break, i.e., the onset of simple exponential behavior of the in-plane MR, coincides with the field $`B_P`$ above which the spins are fully polarized. Remarkably, GaAs 2D holes exhibit a similar functional form for the in-plane MR, and the field of full spin polarization also coincides with the onset of the exponential behavior yoon00 ; Stergios:2D ; tutuc .

Of particular relevance to the anomalous metallic behavior in 2D systems is the temperature dependence of the in-plane MR. In Fig. 3 we show examples of such data for three different 2D systems: GaAs (100) electrons, GaAs (311)A holes and AlAs (411)B electrons etienne . The data, in agreement with previous results Mertes99 ; yoon00 ; Stergios:2D ; tutuc , reveal that the metallic behavior observed at zero magnetic field turns insulating above a certain field, $`B_I`$. The data also clearly show that $`B_I`$ is always smaller than $`B_P`$, i.e., the transition to the insulating phase occurs before the 2D system is fully spin polarized.

These observations provide strong experimental support for a link between the presence of two subbands with finite populations and the metallic behavior. We suggest that a temperature dependent intersubband scattering mechanism may be responsible for the metallic behavior.

To summarize, we have measured the spin subband populations of different 2D systems as a function of a parallel magnetic field. We establish a direct connection between the functional form of the in-plane MR and the spin polarization of the 2D system. Temperature dependence of in-plane MR data for three distinct 2D systems clearly shows that each 2D system turns insulating before it is fully spin polarized.

Our work was supported by ARO, DOE, NSF, and the von Humboldt Foundation. We thank R. Winkler for valuable discussions.


format: text

text:
# 1 Introduction

## 1 Introduction

Recently, one of the most interesting questions to be examined by string theory is the question of how one formulates quantum gravity in de Sitter space (see , and references therein). In quantum gravity, it is not yet clear how one can define any gauge-invariant quantities aside from the S-matrix. However, de Sitter space has cosmological horizons which seem to make it impossible to define an S-matrix. This problem seems to be made more interesting by recent astronomical observations which are consistent with a positive cosmological constant. And it has been shown ( ) that even if the cosmological constant is in fact zero, a universe with eternally accelerating expansion (as in some quintessence models) will still exhibit cosmological horizons which make the formulation of quantum gravity problematic.

It is important to first realize that this is not truly a phenomenological problem. Certainly there is a sense in which the scattering amplitudes computed to explain everything from accelerator experiments to planetary motion are reasonable approximations, despite the potential presence of cosmological horizons. In any case, current astronomical experiments are perfectly consistent with a universe whose expansion will eventually stop accelerating at some time in the future. In such a universe there are no cosmological horizons, and thus no obstruction to the defining quantum gravity in terms of an S-matrix as a formal matter of principle.

Secondly, it is important to note that the question of cosmological horizons does not arise only in string theory. It appears to be a general statement about quantum gravity that the only well-defined gauge-invariant (and hence diffeomorphism-invariant) quantities that are well-understood are S-matrices, which seem problematic in the presence of cosmological horizons.

But despite the fact that these cosmological horizons do not cause a phenomenological problem, they do raise an interesting theoretical and aesthetic question, namely, does the mere existence of quantum gravity require that the expansion of the universe must stop accelerating at some point in the future?

A very important development related to this problem is the recent study of instanton-like singularities 222We are grateful to M. Costa for pointing out an unfortunate error in notation in an earlier version of this work.    (see also , for a related discussion). We will argue that in the presence of such singularities, the transition between Einstein frame and string frame becomes much more subtle. In particular we will claim that it is possible for an Einstein metric with cosmological horizons to map to a string frame metric with no cosmological horizon.

Note that we do not claim to have found a de Sitter space solution to string theory, nor indeed any solution with cosmological horizons. De Sitter space does not admit supersymmetry, and it is notoriously difficult to find stable solutions to string theory without supersymmetry  . But with de Sitter solutions, the question has been whether the cosmological horizons form an obstruction in principle to finding a solution, beyond the usual complexities of breaking supersymmetry. We claim that the appearance of a cosmological horizon is not necessarily sufficient to doom any theory of quantum gravity, and that in certain circumstances it is possible to avoid any difficulties by an appropriate field redefinition.

## 2 Skirting the Horizon

The metric of a $`D`$-dimensional de Sitter space (in conformal coordinates) may be written as

$$ds^2=\frac{1}{cos^2T}(dT^2+d\mathrm{\Omega }_{D1})$$
(1)
where

$$\frac{\pi }{2}<T<\frac{\pi }{2}$$
(2)
The conformal factor $`\frac{1}{cos^2T}`$ is irrelevant to the causal structure of de Sitter space. One sees that the appearance of cosmological horizons is a result of the limits on the range of the conformal time $`T`$. If an observer is located at the north pole of the $`(D1)`$-sphere parameterized by $`d\mathrm{\Omega }`$, then a signal from the south pole will only arrive after a conformal time $`\delta T=\pi `$. Thus a signal from the south pole emitted at the “beginning of time” will just reach the north pole at the “end of time.” A signal emitted from the south pole any later than the $`T=\frac{\pi }{2}`$ will never reach the observer at the north pole. This is the statement that a cosmological horizon exists. Because of the conformal factor in the metric, a particle will reach $`T=\pm \frac{\pi }{2}`$ only after an infinite proper time.

However, the proper time necessary to reach any point $`T=\frac{\pi }{2}ϵ`$ before the end of time is finite. The infinite proper time thus corresponds to a very small region in conformal coordinate time. Since strings are not sensitive to distances shorter than $`l_s`$, one might expect that a string at $`T=\frac{\pi }{2}ϵ`$ would naturally smooth out this distance and probe $`T=\frac{\pi }{2}`$ as well. The necessity for strings to probe across this boundary would be similar to what is seen in . But the resolution of this question should depend on the metric which the string actually sees.

We will treat the de Sitter solution above as a solution in Einstein frame. Although the metric will be of de Sitter form, we will consider different forms of the dilaton solution. It is well-known that one can change the conformal factor in the metric for a varying dilaton by going to string frame, and that is precisely what we will do. Using the standard transformation between Einstein and string frame appropriate to Type IIA supergravity 333In a realistic model, de Sitter space might emerge as a 4-D effective theory when 10-D flat space is compactified on some non-trivial manifold., one finds that if the string coupling vanishes quickly enough at the points $`T=\frac{(2n+1)\pi }{2}`$, then the conformal factor in the string frame metric will not blow up at those points. For simplicity, we may choose the particularly simple form

$$g=g_0cos^4T$$
(3)
in which case one would get a string frame solution of the form

$$ds^2=dT^2+d\mathrm{\Omega }_{D1}$$
(4)
$$\frac{\pi }{2}<T<\frac{\pi }{2}.$$
(5)
The important thing to note is that in string frame, a particle will reach the end of time at $`T=\frac{\pi }{2}`$ in finite proper time. There is no curvature singularity at this point; from the $`D`$-dimensional point of view everything is perfectly smooth. As a result, there is no obstruction to simply extending the metric so that the conformal time $`T`$ runs over all real values. But the fact that the range of $`T`$ was limited was precisely what caused the appearance of the cosmological horizons in the first place. In the new covering space, there are no cosmological horizons. The removal of the cosmological horizon by adopting a covering space depended on the fact that one reached the end of time in a finite proper time in string frame.

In order to obtain a de Sitter space solution in Einstein frame, one should expect to have a stress energy tensor of the form $`8\pi T_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }`$, with $`\mathrm{\Lambda }`$ being a positive cosmological constant. The contribution of the dilaton kinetic term to the stress energy tensor for the above solution will clearly not be homogeneous, so one would have to have additional contributions from other scalars or field strengths which combine to yield a homogeneous energy tensor. For less symmetric solutions with a cosmological horizon, one would expect this condition to be relaxed.

## 3 Instaton-Like Singularity

The vanishing of the string coupling at a locus of space-time is a signal of the appearance of a singularity, which is often resolved by new degrees of freedom. From the 11-dimensional point of view, it corresponds to a singularity which looks like a cone, in which the size of the dilaton direction shrinks to zero at the locus. Another example would be certain supergravity solutions where $`e^\varphi `$ vanishes at the core. This corresponds to the existence of a brane at the core. In our case, however, the locus on which the string coupling vanishes is localized in time, suggesting that whatever degrees of freedom appear at this singularity are in some sense instantonic.

In order for a cosmological horizon to disappear under a change of frame, it is necessary (but not sufficient) for the string coupling to vanish at the “end of time.” Thus, it seems that this potential mechanism for avoiding the problems of cosmological horizons depends intimately on the appearance of instanton-like singularities.

In  examples of such instanton-like singularities were discussed. They considered certain $`Z_2`$ orbifolds in which the time coordinate as well as space coordinates were inverted under the $`Z_2`$ action. For simplicity, consider an example where only one other spatial coordinate $`x`$ is inverted. The $`t`$ and $`x`$ coordinates together form a cone, which is singular at the tip. By uplifiting to M-theory and taking the angular direction on the cone to parameterize the dilaton direction, one finds that the string coupling constant vanishes at the instanton-like singularity, exactly as is desired in the scenarios discussed here. Similarly, M-branes wrapped on the singularity yield degrees of freedom fixed to the singularity.

### 3.1 Frame Dependence?

It seems very odd indeed that something as significant as a cosmological horizon should be frame dependent (issues relevant to the comparison of physics in different frames were discussed in ). Usually, physics in Einstein frame and in string frame are equivalent, but it appears that this connection may be much more subtle in the presence of instanton-like singularities.

There is another context in which one sees a somewhat similar distinction between Einstein and string frame. Consider a linear dilaton solution to bosonic (or super)string theory:

$`g_{\mu \nu }^s`$ $`=`$ $`\eta _{\mu \nu }`$
$`e^\varphi `$ $`=`$ $`e^{ax},`$ (6)
where $`a=\sqrt{\frac{26D}{6\alpha ^{}}}`$ and the worldsheet theory has conformal invariance. If one changes to Einstein frame, the new metric is of the form

$$g_{\mu \nu }^e=e^{cx}\eta _{\mu \nu },$$
(7)
where $`c=\frac{4a}{D2}`$.

In string frame, the proper distance between a point in the interior and the strong coupling region at $`x=\mathrm{}`$ is infinite, while in the Einstein frame that distance is finite. This well-understood case is actually quite similar to the scenarios discussed here, except that we have looked at cases where the dilaton was time-dependent instead of spatially-dependent. As a result, we have found that the proper time between a point in the interior and the weak coupling region is infinite in the Einstein frame, but finite in string frame.

### 3.2 New Instantaneous Degrees of Freedom

The appearance of these new degrees of freedom behind the cosmological horizon is reminiscent of a similar phenomenon which occurs when black hole event horizons appear. Indeed, the questions about how one should formulate quantum gravity in the presence of a cosmological horizon could just as well have been asked in the presence of a black hole event horizon. If one forms a charged black hole which never completely decays through Hawking radiation, then it might appear that this process cannot be described by an S-matrix, since some of the infalling material falls behind a black hole horizon and never emerges to reach asymptotic infinity. But it is believed that the solution to this problem involves a microscopic description of the states of a black hole. In particular, it is believed that this microscopic description allows the states of the black hole to be included as part of the outgoing states, and thus allows the process of matter falling into a black hole to be described by an S-matrix. For certain extremal (or near-extremal) black holes, this idea can be made concrete by describing the degrees of freedom of the black hole in terms of D-branes or strings.

It might seem that the degrees of freedom on this instanton-like object which appears in this scenario might similarly provide additional outgoing states, which allow string theory in the presence of a naive cosmological horizon to still be described in terms of an S-matrix. But one significant difference between this case and the black hole case is that the strings and branes which described the microscopic black hole states were extended in time. Thus, one could easily see how they could contribute to the set of outgoing states at future infinity. But these new instanton-like degrees of freedom are fixed at a point in time at the edge of each de Sitter patch. It is not obvious that they can be “seen” in the asymptotic future. It was suggested in  that these states may have to be traced over when computing scattering amplitudes.

## 4 Conclusions

It is not clear what to make of this apparent distinction between the physics of the Einstein frame and the string frame in the presence of these instanton-like singularities. This could possibly be an indication that particle physics is a bad approximation in the presence of these instanton-like singularities and cosmological horizons. Instead, space-time is inherently “stringy.” The idea that the particle approximation gives way to a string formulation is not new; it is known that Einstein gravity is unrenormalizable as a field theory, and must give way to some more fundamental theory in the ultraviolet (with string theory being the most likely candidate at the moment). But we seem to have have evidence that the particle approximation can break down in the infra-red as well. One can probe intermediate distance scales in these backgrounds with particles by performing scattering experiments in a background which is similar at the desired scale, but which has a vanishing energy density at larger scales (so that there is no cosmological horizon). But if the region to be probed is large enough, then a cosmological horizon will appear in the interaction region and the particle approximation will break down. It may be necessary instead to treat the objects to be scattered as objects in string theory (or M-theory). In the presence of certain instanton-like singularities, it seems that this description does provide for a meaningful S-matrix. Since the string frame metric is smooth with no horizons throughout the covering space, there seems to be no obstruction to strings which stretch from one de Sitter sheet to another (although this cannot be made explicit without a precise solution). Apparently string fields which are located outside each others putative cosmological horizons can nevertheless be correlated, in a sense similar to .

Unfortunately, these arguments are extremely heuristic and somewhat speculative. Clearly, this is not presented as a solution to the problems of cosmological horizons. Rather, it is a potential scenario which could be useful in formulating such a solution. It would be interesting to generate backgrounds with such instanton-like singularities and cosmological horizons, and to determine if all solutions to M-theory with cosmological horizons also have instanton-like singularities which are covered by the horizon.

Acknowledgments

We are grateful to J. Brodie, B. Grinstein, E. Halyo, S. Hellerman, K. Intriligator, S. Kachru, N. Kaloper, A. Manohar, J. McGreevy and E. Silverstein for useful discussions. This work is supported by DOE-FG03-97ER40546.


text:
# Waiting for the Big One: A New Class of SGR Outbursts?

(Accepted xx. Received xx)

## Abstract

It is suggested that magnetars eventually become unstable to a dynamic overturning instability that destroys most of their dipole moment in a single event. It is further suggested that such an instability would produce a supergiant version of the largest soft gamma ray bursts that have thus far been observed, and that they could be observed out to tens or even $`10^2`$ Mpc. Persistent emission and afterglows from the fireball might confirm positive identification with nearby galaxies and perhaps provide other distinguishing features as well.

pubyear: 1995

Soft Gamma Ray (SGR) repeaters and anomalous X-ray pulsars are now believed to be ”magnetars” - neutron stars with surface field of order $`10^{15}`$ Gauss or more as originally proposed by Thompson and Duncan (1992, 1995, 1996). The energy that drives the very large ($`10^{44}`$ ergs) giant flares such as the March 5, 1979 event from SNR N49 and the Aug. 27, 1998 event from 1900+14 is apparently attributable to a sudden large scale rearrangement of the magnetic field which releases magnetic energy, while the smaller repeating bursts ($`E10^{41}`$ergs) seem to be well explained as being driven by crustquakes that are presumably the episodic yielding of the crust to magnetic strain. As further argued by these authors, the required magnetic energy demands that a large volume of field be released or annihilated - many cubic kilometers. Because this is more than the thickness of the crust cubed, the implied crustal motion is likely to be horizontal. This would be expected given the strong stability provided by the mass stratification in the crust.

That magnetars release their magnetic energy over the intermediate timescale $`10^4`$ years - much longer than dynamical, much shorter than Ohmic - has been explained (Goldreich and Reissenegger, 1992, Thompson and Duncan, 1996) as being due to relaxation of the field in the core. Such relaxation is in general resisted by pressure equilibrium given the alteration of the density of the charged fluid (i.e. electrons and protons) that the relaxation would cause. Thus the relaxation can proceed indefinitely only over the timescale of beta equilibration, which allows electron and proton chemical potentials to equilibrate across different field lines via the neutrons. The rate of beta equilibration is a strongly increasing function of the field strength and is of order 104 years for field strengths of 1015 Gauss (Thompson and Duncan, 1996). (For $`10^{12}`$ Gauss fields, the timescale would be longer than that for Ohmic dissipation.) In the SGR’s and AXP’s, the light curves are typically complex enough to indicate significant higher-order multipole components. An internal field that is in a complex, unrelaxed state may in fact be a necessary prerequisite for crustal rearrangement and magnetic activity. The relaxation could continue to completion after the SGR phase.

As there have been only two giant flares observed thus far from SGR’s, the ”luminosity function” is not well known, and the details of the magnetically induced crustal rearrangement are hard to pin down. The best one can say is that, as two SGR’s have displayed giant flares within an observation period of order 20 years, they probably repeat about $`10^2`$ to $`10^3`$ times over the $`10^4`$ year ages of the objects. For each event, presumably, only a small fraction of the magnetic energy is used up, and may represent the simplification of the magnetic field pattern, consistent with the observed simplification of the X-ray pulse profiles. On the other hand, if the magnetic field is so capable of pushing the crust around, the possibility exists that its energy could be released in fewer, more dramatic events. The extreme possibility is that the entire dipole moment could be destroyed in a single event. (The initial spin-down of a magnetar is a model for a cosmologically distant gamma ray burst \[Usov 1992\].)

The idea that a dipole magnetic field in a star could destroy itself by a dynamical instability was first proposed by Flowers and Ruderman (1977). They suggested that one hemisphere would flip by 180 degrees relative to the other, in the same manner that two unrestrained aligned bar magnets will flip relative to each other. This is indeed shown formally to be the case (Ray 1980, Eichler 1982) for a simplified cylindrical geometry in a crust free case. Wang and Eichler (1988) showed that if there is a rigid crust, the dynamical instability becomes a secular instability, growing over the Ohmic dissipation timescale of the crust (at least $`10^6`$ years). Although the destruction of dipole moments was conjectured to have possible observational consequences, e.g. in regard to the absence of any evidence for dipole fields in accreting low mass X-ray binary neutron stars, it was hardly supposed that the process itself - which in the case of ”classical” $`10^{12}`$ Gauss fields releases only about $`10^{41}`$ ergs over millions of years deep in the neutron star’s crusts - could be directly observable. Moreover, the overturning instability demands a high degree of symmetry in the magnetic field. There must be a plane through which magnetic field lines do not cross, so that the relative rotation of the two regions separated by this plane does not shear the field. There was no good reason to believe that such symmetry would ever be achieved in standard neutron star before Ohmic dissipation in any case destroyed most of the field.

This letter suggests that in the case of magnetars (Duncan and Thompson, 1992, Thompson and Duncan, 1995, 1996) there may be reason to believe that the overturning instability a) takes place eventually and b) proceeds on a dynamical timescale and could be directly observable. Magnetars, it is argued below, teach us several lessons that suggest why the magnetic field might achieve a sufficiently high degree of symmetry in the case of magnetars, though not necessarily in the case of more weakly magnetized neutron stars, and why the instability might be more observable in magnetars than in weakly magnetic neutron stars.

Why would such an instability be more likely than in standard neutron stars and magnetic white dwarfs, where dipolar fields seem to persist? 1) Magnetars differ from the other magnetized compact objects in that their magnetic field energy dominates rotational energy. In other compact objects, any significant differential rotation could easily sustain a toroidal field, which prevents overturning. 2) Even in the absence of differential rotation, the effective conservation of plasma mass on closed flux tubes (imposed by $`\beta `$ stability and magnetic flux freezing) can inhibit symmetrization of the field. Consider, for example, a single poloidal loop of magnetic flux that is concentrated at a particular longitude and anchored at its lowest point at a particular latitude by convectively stable matter. Magnetic energy is lowered by smearing the loop into an axisymmetric torus, still anchored at the same depth. This, however, would greatly increase its volume and, due to the lower plasma pressure inside the loop, would then cost PdV work unless the plasma passes across field lines. The tendency for initially non-uniform magnetic flux loops to distribute themselves more uniformly around the axis of the star, allowed by $`\beta `$-equilibration in the strong magnetic field, may in fact be the reason for giant flares in magnetars.

In magnetars, unlike in other neutron stars, the magnetic field is strong enough to plastically deform or even break the crust unless the field is very nearly axisymmetric. (It is therefore conceivable that in some cases it could take place soon after the formation of the field.) Thus, if the instability took place, it could proceed on a dynamical timescale once it developed sufficiently. Over several growth times, the overturning instability could develop a significant amplitude even if it originates from a highly axisymmetric field. As it proceeds, the magnetic stresses on the crust would increase, and, for magnetar field strengths, could eventually break or melt the crust. Beyond this point, the instability proceeds dynamically and much of the dipole energy of the field could be released via magnetospheric currents, as invoked by Thompson and Duncan to explain emission of SGR’s and AXP’s.

Such an event, it is suggested here, would appear as a supergiant version of giant SGR outbursts (hereafter referred to as SGSGRB, for supergiant soft gamma ray bursts. Though we do not know for certain that their spectra would be soft, they are supergiant in the context of soft gamma ray repeaters): Rather than the dipole field energy being released in $`10^2`$ or more events, as seems to be the case for SGR’s (which have ages of $`10^4`$ years and repetition times for giant events of order tens of years), this field energy would be released in a single event, and could be more than $`10^2`$ times as energetic as the giant SGR flares of March 5, 1979 and Aug. 27, 1998. The much larger energy would be expressed both as larger magnetospheric currents, due to crustal displacements of order the radius of the star, and a larger area over which the surface field is sheared.

On the other hand, a SGSGRB would occur only once or twice per NS \- one time as the dipole moment is destroyed and perhaps a second time as the quadrupole moment is destroyed (though, arguably, both could happen in the same event). Such bursts should thus be at least $`10^2`$ times less frequent than giant flares from magnetars, but could be detectable out to perhaps 10 times the distance, and could be observed an order of magnitude more frequently than extragalactic versions of the giant flares from SGR’s. The Aug. 27 giant flare of SGR 1900+14 had a peak luminosity of nearly $`10^{45}`$ erg/s, and could thus be detectable out to about 10 Mpc with BATSE technology. By contrast, SGSGRB’s, if they occur, might be observable out to 100 Mpc. They would appear to be more or less distributed as galaxies at a fluence of $`10^7`$ erg /cm2 with a $`<V/V_{max}>`$ of about 0.5.

SGSGRB’s would likely have timescales resembling those of the giant SGR outbursts, though the following consideration suggests that there could be some differences: The ratio of total energy to that in contained magnetospheric plasma is likely to be higher. Thus, the increase in absolute luminosity that is predicted would apply only to the beginning of the burst. The prolonged emission, which persists over several rotation periods for the two giant flares, and which presumably is from contained magnetospheric plasma, would not necessarily be significantly enhanced in the SGSGRB version and would go mostly undetected for nearly all of them. Rather, the observed parts of most SGSGRB’s would have light curves that resemble the ”tips” of the giant flare light curves. The characteristic timescale of several tenths of seconds is what is expected for global magnetic field-induced motion. Similarly, one might expect the SGSGRB spectra to be soft, like the two giant flares, but it is not claimed here that this is certain.

In any case, it has been reported that both soft bursts, and short bursts (i.e. all but long, hard bursts) have a V/Vmax distribution that is consistent with 0.5 (e.g. Tavani 1998 and references therein). Thus, these data admit a sizable fraction (perhaps even more than suggested here) of GRB’s to be local unless they are both long and hard.

The rate of SGSGRB’s could be as high as the rate of magnetar production, $`10^3`$ per galaxy-year, as we know of no reason to expect strong beaming of the prompt emission, but this number is somewhat uncertain. If they are detectable from the $`3\times 10^4`$ to $`10^5`$ nearest galaxies, then, in principle up to 15 to 50 per year could be observed with a $`2\pi `$ solid angle detector. While there is some chance that SGSGRB’s could account for some major subclass of GRB’s (e.g. all short bursts) given the uncertainties, we believe it is also worth considering that they represent a smaller subclass of GRB’s.

Pinpointing a sufficient number of SGSGRB’s in their host galaxies would confirm the physical reality of the identification. If SGSGRB’s could indeed be detected out to a distance of 100 Mpc (for fluence thresholds of 10-7 ergs cm-2), the number of potential host galaxies would be of the order of several times $`10^4`$. With the 1 to 4 arcmin resolution of SWIFT, the probability of a chance coincidence with any of the 40,000 closest galaxies is about 0.1 to 1 percent. In any case, true physical association could be confirmed by detected afterglow, which we now consider:

Afterglow from SGR’s can be divided into two classes: a) that which comes from the neutron star itself or nearby (e.g. Eichler and Cheng, 1989) and b) that which results in delayed shocks associated with the expanding fireball (e.g. Paczynski and Rhoades, 1993). While the latter is now taken for granted in the context of cosmologically distant GRB’s, significant afterglow depends on the fireball having a significant amount of energy in some form that creates shocked plasma; pure gamma rays would not produce significant afterglow. From a very compact region, pairs in thermal equilibrium mostly disappear relative to photons before transparency is attained, so it is not clear a priori that there should ever be detectable afterglow from GRB fireballs. The non-thermal gamma rays, which testify to significant shock energy release in not-so-compact regions, allowed predictions of afterglows, but such gamma rays are conspicuously absent from soft repeaters. (The observed weak radio afterglow following the Aug 27 flare \[Frail, Kulkarni and Bloom, 1999\] shows that some afterglow is possible in principle, but there the total gamma ray energy flux at Earth was five orders of magnitude higher than the fluxes expected in the present scenario.) On the other hand, non-thermal pairs, baryon contamination, and low frequency Poynting flux, none of which are sufficiently understood at present to quantitatively predict or rule out, could all sweep up interstellar matter, so we will consider afterglow from a possible plasma fireball as well as from the neutron star.

Consider X-ray afterglow that might be emitted at or near the surface of the magnetar. The Aug. 27 flare (Woods et al., 2000) exhibited a power law spectrum, and a peak luminosity in the 2-10 KeV band during the first several hours of order $`2\times 10^{37}D_5^2`$erg/s, where $`D_5`$ is the distance to SGR 1900+14 in units of 5 Kpc. (n all other cases, an integral subscript n denotes units of $`10^n`$ cgs units.) The luminosity subsided as power law in time roughly as $`t^{0.7}`$, remaining above the steady, pre-flare level for the next 40 days. Thompson and Duncan have suggested that such emission (as well as the steady emission from SGR’s and AXP’s, which typically is also non-thermal) results from magnetospheric currents induced by the shear imposed by crustal motion. The electrons and any positrons could Compton scatter softer emission coming from the surface. The timescale for the current decay may be established by Compton drag of the softer photons made at the surface, or the cooling timescale of the crust itself (Eichler and Cheng, 1989). This observed $`t^{0.7}`$ power law is consistent with crustal cooling if a) the heat from magnetic energy release is distributed uniformly throughout the crust, and b) the heat conductivity and heat capacity are both proportional to temperature T (Thompson, private communication) as expected in the zone of the outer crust where the electrons are relativistic and dominate the heat conduction. Alternatively, the power law decay could result from dissipation of magnetospheric currents by Compton cooling or by Ohmic dissipation in shallow layers. If one were to scale up the energetics of the Aug. 27 flare by two orders of magnitude, the peak luminosity could rise by at least the same factor, and this would yield a total luminosity of up to $`2\times 10^{39}`$ erg/s, as compared to the $`2\times 10^{37}`$ erg/s seen following the Aug. 27 event during the first several hours. This is about the limit for thermal emission below 10 KeV from a neutron star. It is just below the level of detectability of CHANDRA at 100 Mpc, but perhaps could be detected at somewhat closer distances.

Note that the energy release conjectured here is enough to heat the entire neutron star interior to $`10^9`$K. There would then be a steady X-ray flux of about $`10^{36}`$ erg/s lasting thousands of years. This would constitute a bright but not atypical anomalous x-ray pulsar (AXP). That is, if magnetic field energy is released within magnetars all at once, as opposed to being distributed in some $`10^2`$ events over 104 years, the SGSGRB contribution to the AXP population in our own Galaxy and nearby ones would be comparable to the contribution from SGR activity if the timescale of the latter is comparable to the timescale of global neutron star cooling. If some AXP’s have destroyed dipole moments, perhaps their final field configuration would be expressed in the X-ray light curves and could be so deciphered with detailed modelling.

The apparent timescale for late time, optically thin afterglow from the expanding fireball is likely to be of the order of the expansion time of the fireball divided by $`\mathrm{\Gamma }^2`$. All other things (including $`\mathrm{\Gamma }`$) being equal, the timescale would scale as $`E^{\frac{1}{3}}`$ (here E is the isotropic equivalent energy in the non-gamma ray components of the fireball, which can produce shocks), the luminosity would then scale as $`E^{\frac{2}{3}}`$, and the maximum luminosity distance for detectability as $`E^{\frac{1}{3}}`$. Since for cosmologically distant GRB’s afterglows are detectable at luminosity distances of order 10 Gpc at $`E_{47}10^6`$, it follows that an afterglow of a fireball with $`E_{47}1`$ might be detectable out to nearly 100 Mpc, but with a greatly speeded up timescale. Theoretical estimates of isotropic emission from a mildly or non-relativistic Sedov-von Neumann- Taylor phase of an expanding blast wave (e.g. Livio and Waxman, 2000) give a flux of

$`f_\nu 1\left({\displaystyle \frac{1+z}{2}}\right)^{1/2}\left({\displaystyle \frac{\xi _e}{0.3}}\right)\left({\displaystyle \frac{\xi _B}{0.3}}\right)^{3/4}n_0^{3/4}E_{51}d_{28}^2\nu _{\mathrm{GHz}}^{1/2}`$
$`\times \left({\displaystyle \frac{t}{t_{\mathrm{SNT}}}}\right)^{9/10}\mathrm{mJy},`$ (1)
where $`\xi _e`$ and $`\xi _B`$ are the ratios of fireball energy that go into relativistic electrons and magnetic field respectively, $`E_{51}`$ is the fireball energy in units of $`10^{51}`$ ergs, $`n_0`$ is the number density of the ambient medium in $`cm^3`$, $`d_{28}`$ is the luminosity distance in units of $`10^{28}`$cm and t is observer time. This phase is achieved over a timescale of order $`t_{SNT}10^6(\frac{E}{n_0}^{1/3})s`$. This confirms the above scaling argument that detecting radio afterglow from SGSGRB’s would be difficult but not impossible, depending on the exact parameters. The radio afterglow flux from 1900+14 ten days after the Aug. 27 flare \[Frail, Kulkarni and Bloom, 1999\], for which $`E_{51}d_{28}^210^6`$, is about 5 orders of magnitude below what would be predicted by the above equation with the other dimensionless parameters chosen to be of order unity, and this serves as a reminder that afterglows from magnetar events are very uncertain.

Let us now consider early stage emission from the expanding fireball, both prompt optical flashes and early afterglow: The maximum energy E that can emerge (as limited by self-absorption) from incoherent synchrotron of IC source expanding at bulk Lorentz factors $`\mathrm{\Gamma }`$ at observed frequency $`\nu `$ occurring within an observed interval $`\mathrm{\Delta }t`$ is given by

$$E0.04B^{\frac{1}{7}}[\mathrm{\Gamma }\nu \delta t]^3erg$$
(2)
(Eichler and Beskin, 2000). Here B is the magnetic field strength in the fluid frame in Gauss. The above constraint allows the luminosity of the optical flash to greatly exceed that of the host galaxy for the duration of the burst, even if $`\delta t0.1s`$ and $`\mathrm{\Gamma }10`$. It would be a rare, brief event, as is the case for cosmologically distant GRB’s, deserving of searches by wide angle monitors such as ROTSE II.

It is also worth considering whether there would be a stage of early afterglow could last at a detectable level long enough to slew a standard telescope: While the burst is relativistic, the apparent timescale is speeded up by $`\mathrm{\Gamma }^2`$, and the energy released per swept-up hydrogen atom scales as $`\mathrm{\Gamma }^2`$. It can then be shown that $`\mathrm{\Gamma }r^{3/2}`$ (Meszaros and Rees, 1997,Waxman, 1997) and, because $`t=r/2\mathrm{\Gamma }^2c`$, $`t\mathrm{\Gamma }^{8/3}t_{SNT}`$. Over timescales of $`10^{8/3}t_{SNT}2\times 10^3[E_{47}/n_o]^{1/3}s`$, long enough to slew a standard telescope, a relativistic shock of $`\mathrm{\Gamma }10`$ can be picked up. Inequality (2) admits very large luminosities and implies that the actual luminosity over $`10^3`$ s or so is not inhibited at high $`\mathrm{\Gamma }`$ by self-absorption at optical frequencies but rather by total energetics and/or proper time elapsed. The total energy emitted at frequency $`\nu `$ is given by

$$E_{ph}(\nu )=ϵE\xi _e/\mathrm{\Lambda }$$
(3)
where $`\mathrm{\Lambda }=\mathrm{ln}(E_{max}/E_{min})10`$ is the number of ln scales in energy range of the accelerated electrons. Here the optimistic assumption is made that the spectrum of accelerated electrons is $`E^2`$, i.e. with shock energy distributed equally over electron energy from $`E_{min}`$ to $`E_{max}`$. The efficiency $`ϵ`$ at which the electrons radiate at observer frequency $`\nu `$ over an expansion time, is (when not close to unity) given by

$`ϵ=[{\displaystyle \frac{\sigma _T}{4\pi c^2t^2}}][{\displaystyle \frac{\xi _BLt}{m_cc^2}}][\nu t]^{1/2}[{\displaystyle \frac{2L\xi _B(r_o/c)}{m_ec^2}}]^{1/4}[{\displaystyle \frac{1}{2\mathrm{\Gamma }^4}}]`$
$`10^5\mathrm{\Gamma }^4(\xi _BL_{47})^{3/4}\nu _{15}^{1/2}t_3^{1/2}`$ (4)
Here L is the energy per unit time passing through a sphere within the shell of shocked interstellar gas. Over observer time $`10^3t_3`$s, assuming it is greater than the actual duration of the gamma ray burst, the expanding shell of shocked interstellar plasma increases in thickness to $`ct`$ so $`L_{47}E_{47}/10^3t_3`$. Using the above equations, we can estimate the optical afterglow $`L_{opt}`$ as

$$L_{opt}10^{41}\xi _e\xi _B^{3/4}E_{47}^{5/4}n_0^{1/2}\nu _{15}^{1/2}(\mathrm{\Lambda }/10)^1t_3^{3/4}erg/s$$
(5)
The largest uncertainty is in the actual energy of the non-gamma ray components of the fireball. For optimistic parameters, ($`\xi _e\xi _B0.3`$), an optical luminosity of about $`10^{40}E_{47}`$ erg/s \[about mag 26 at 100 Mpc\] for $`10^3`$s, might be possible for fireball energies of order $`10^{47}`$ ergs, and even this would not easy to detect. Shorter timescales allow higher luminosities, but demand faster response.

In conclusion, we have proposed an instability in magnetars that may occur well after the SGR phase. It could release much or most of the magnetic dipole energy in a single event, and thus produce an even larger version by a factor of $`10^2`$ than the largest flares that have been observed to come from SGR’s. (Searches for nearby GRB’s can be motivated by other considerations as well.) Such events, although less frequent than giant flares from SGR’s by a factor of $`f10^3`$, could be seen over a volume of $`f^{3/2}`$ times as large as for the giant SGR flares. The prompt gamma rays and possibly their afterglows could be observable as GRB’s from nearby galaxies out to a radius of up to, or somewhat within, 100 Mpc. Apart from directional coincidence with nearby host galaxies, the afterglows might distinguish this subclass of bursts, say, by a faster timescale resulting from the much smaller burst energies than are expected. The contribution of the cooling crust of the neutron star and/or the persistent currents in the magnetosphere might contribute to the X-ray afterglow, and, within perhaps 30 Mpc, the neutron star could perhaps be a CHANDRA source for as long as several hours. The likelihood of such crustal afterglow, however, is model dependent, and we hope to report on the matter in future publications. Some Galactic AXP’s may have undergone this instability, if the neutron star cooling time is indeed comparable to that of SGR activity, and would then have peculiar surface fields.

Note added: Norris has recently claimed to identify a separate subclass of long-lag bursts \[ 0.07 of the total data set\] that correlate with the local supercluster and therefore may be at a distance of order 50 Mpc. Though the physical motivation is different in his context, the conclusion would be consistent with a burst energy of $`10^{47}`$ ergs and illustrates, at least, that a separate subclass of such bursts could in fact be hidden in the overall data set.

I thank V. Kaspi, M. Ruderman, Y. Lyubarsky, E. Waxman, T. Piran, A. Levinson and especially C. Thompson for helpful discussions. I thank Dr. P.M. Woods et al. for sharing their data prior to publication. Much of this work was done while the author was a guest at the Institute of Theoretical Physics in Santa Barbara, and supported by NSF grant PHY94 - 07194. Additional support from the Arnow Chair of Physics and an Adler Fellowship awarded by the Israel Academy of Sciences is also acknowledged with gratitude.


text:
# Optical and Radio monitoring of S5 1803+784

## 1 Introduction

The radio source S5 1803+784 was classified as a BL Lac object by Biermann et al. (1981). A redshift estimate (0.680) was derived from a weak MgII line by Lawrence et al. (1996) and recently confirmed by Rector & Stocke (2001). From the available flux measurements, although non simultaneous, the overall energy distribution from radio to the X rays (in the Log ($`\nu F_\nu `$) $`vs`$ Log ($`\nu `$) plot) peaks in the IRAS band (Giommi et al. 1995), so that the source is classified as a Low Energy Peaked BL Lac (LBL) object in the scheme proposed by Padovani & Giommi (1995). Like other sources of this class, one would expect in the optical band a remarkable variability with a correlation between the spectral slope and the luminosity (see e.g. Massaro et al. 1999; Nesci et al. 1998). The published photometric data, however, are very few: Wagner et al. (1990) and Heidt & Wagner (1996) reported only uncalibrated luminosity variations relative to a few weeks, and practically nothing is known about the long term time behaviour of the source. Only in the radio band S5 1803+784 was extensively monitored, both from the group of the University of Michigan (Aller et al. 1998) and from the Metsahovi observatory (Teraesranta et al. 1998), while several VLBI images have been obtained at different epochs since 1979 (Biermann et al. 1981), because it is normally used as a reference radio source for geodynamics studies (see Britzen et al. 1999; Gabuzda 1999, 2000).

In April 1996 we started an optical monitoring program to define the long term light curve and color variations of this source. A parallel radio monitoring program at 5 GHz and 8.4 GHz was carried out starting from January 1996 with the two 32-m antennas located in Medicina (Bologna, Italy) and Noto (Siracusa, Italy), as part of a larger project to provide radio lightcurves of several bright BL Lac objects, possible targets of X-ray observations (Venturi et al. 2001). In this paper we present the observational results of this monitoring and discuss some implications of our measures on the nature of the luminosity changes. The observational data are described in Section 2; the light-curve temporal analysis is discussed in Section 3; the optical spectral distribution is discussed in Section 4; the general discussion of the results is made in Section 5.

## 2 Observations

### 2.1 Optical observations

The large majority of our observations were made with a 50 cm f/4.5 telescope at the Vallinfreda astronomical station near Rome (850 m a.s.l.), equipped with a CCD camera based on the Texas TC241 chip. A minor number of data were collected with a 32 cm f/4.5 telescope located at Greve (Tuscany, 650 m a.s.l.) and a 70 cm f/8.3 telescope at Monte Porzio (Roma, 380 m a.s.l.) both equipped with the same model of CCD camera, based on the SITe SIA501A back-illuminated chip. The filter sets of all these telescopes are identical and match the standard B,V (Johnson) and R,I (Cousins) bandpasses. The typical exposure times were 300 s for the V,R,I bands and 600 s for the B band. When the source was faint (for R$`>`$16 mag) exposure times were doubled.

Systematic differences between the data sets of the three observatories were checked during several observational campaigns of BL Lac objects using simultaneous, or nearly simultaneous observations, and found to be negligible. For S5 1803+784, in particular, we have two nights in common between Vallinfreda and MontePorzio, two nights between Vallinfreda and Greve, and one night between Greve and Vallinfreda. Bias, dark and flat field corrections of the frames were performed with IRAF tasks, and aperture photometry was made with IRAF-apphot, using an aperture of 5 arcsec radius. Local background level was estimated from an annular region concentric to each star.

Magnitudes of S5 1803+784 were estimated differentially with respect to five nearby reference stars. The final results, listed in Table 3, are the average of the magnitude differences with respect with the reference stars, and the quoted error is the standard deviation of the single measures. The intercalibration of these five stars, in each filter, was made using the best 35 nights. Their magnitude differences agreed with a standard deviation of 0.01 magnitudes in each filter. No evidence of variability of these stars was detected in all our database.

The zero point calibration for each photometric band was made linking the brightest reference star (Star A in Table 1) to the photometric sequences of five other BL Lac objects, namely PKS 0422+004 (Miller et al. 1983); AO 0235+164 (Smith et al. 1985, McGimsey et al. 1976, Rieke et al. 1976; 3C66A (Fiorucci & Tosti 1996); S5 0716+714 (Ghisellini et al. 1997); BL Lacertae (Bertaud et al. 1969, Fiorucci & Tosti 1996). For this purpose the best photometric nights were used, with air masses ranging from 1.0 to 1.5. The number of nights used for each filter is listed (in round bracketts) in Table 1.

For each filter and night a linear fit of the extinction law was derived and used to convert the instrumental magnitudes into the apparent ones. The final result is the average over the different nights, and the error is the standard deviation of the mean. Given the large errors found in deriving the calibration of the reference stars in the B band, a new calibration of star A was made using four Bright Stars (HR 6598, 6636, 6637 and 6811). Their B magnitudes were taken from the Bright Star Catalogue, 5th Revised Edition, as given at the CDS (Hoffleit & Warren 1991). The results are reported in Table 1: the errors quoted for star A include the zero point uncertainty, while those for the other stars are the intercalibration standard errors of the mean, derived from the average of 35 images for each colour. The finding chart is shown in Fig. 1.

From the digitized Palomar sky survey plates and using our photometric sequence, we also derived a few approximate historical magnitudes for S5 1803+784, which are collected in Table 2.

### 2.2  Optical light curve

In total we collected data for 207 days, 85 with full BVRI photometry and further 49 with VRI photometry, since April 1996 until January 2002. The whole data set is given in Table 3 and the R light curve is shown in Fig. 2: typical errors are 0.02-0.03 mag when the source was bright and 0.06 when very faint.

Until JD 2451350 (Sep. 1999), the source behavior can be simply described as a monotonic increase of the luminosity, with small (0.3 mag) amplitude and relatively fast variations above or below the average level, with three strong bursts at JD 711, 1127 and 1344 (hereafter we report the JD dates minus 2450000) of comparable amplitude and time scale. In the last event the source reached its highest recorded level (R=14.0). Then a decay phase started, with still some oscillations overimposed, bringing the flux of S5 1803+784 at the lowest recorded level (R$``$17.4, July 2001). After that a new rising phase started. The overall magnitude interval is therefore about 3.4 mag, confirming a large optical variability, typical of this class of BL Lac objects.

The three largest bursts indicated above are reported enlarged in Fig. 3, 4 and 5. For ease of comparison, the same scales were used for all three Figs. The V$``$I colour index is also plotted, with the scale marked on the right hand side.

The first episode (Fig. 3) was observed only in the decreasing branch and showed a monotonic decline of 1.4 mag in 20 days, with a mean rate of 0.07 mag/day. Because of the sampling only a lower limit of 0.036 mag/day can be set to the rate of the rising branch. In the second one (Fig. 4), one can see a rise by 1.5 mag in 21 days (0.071 mag/day). The subsequent decrease was initially fast, with approximately the same time scale of the increase; after, our data indicate a change of the slope. In the third event (Fig. 5) the source reached its brightest state and likely it remained so bright for about one month, then a decline phase started of about 1.7 mag in 78 days.

The greatest variation rate, derived from this inspection of the main events, is therefore 0.07 mag/day, observed both in rising and in decaying segments. Given the uneven sampling of the light curve we cannot exclude rates greater than this estimate, but such rates might have lasted only on very short (day) time scale. We think however that very fast variations, if present, do not represent the normal behavior of the source and the above estimate can be used to give constraints to theoretical models of variability mechanisms.

### 2.3  Near Infrared observations

Observations in the Johnson JHK bands were performed in August 2001 with the AZT24 telescope at Campo Imperatore (110 cm f/7.9, Cassegrain) and a PICNIC type HgCdTe 256x256 camera, with a scale of 1 arcsec/pixel. Each image was the sum of 6 individual frames of 30s exposure, to avoid saturation. Preliminary data reduction was made with the PREPROCESS task developed at the Roma Observatory, and photometry was made with IRAF/daophot using a 4 arcsec radius aperture. Primary photometric standard stars (AS02, AS06, AS32, AS37-1) were taken from Hunt et al. (1998). All the observations were made at airmass smaller than 1.2; the standard error of our JHK observations is $``$0.05 mag. The results are collected in Table 4. Simultaneous optical photometry was obtained with the Vallinfreda telescope.

### 2.4  Radio observations

The 4-year radio monitoring of S5 1803+784 was carried out at 5 GHz and 8.4 GHz with the 32-m antennas located in Medicina (Bologna, Italy) and Noto (Siracusa, Italy) on monthly basis, starting from January 1996. The observations were performed by means of ON-OFF measurements on the target source. The systematic calibration uncertainty of the absolute radio flux is of the order of 4%, while the typical inner error of the measurements is 10 - 20 mJy. Details on the observations and data reduction can be found in Venturi et al. (2001). The 8.4 GHz data (the more complete dataset in our radio monitoring) are shown in Fig. 6, upper panel; for ease of comparison the optical data are shown in the lower panel of the same figure.

The radio light curve shows a significant variability around an average flux density of 3 Jy. The minimum measured flux was 2.46 $`\pm `$0.02 Jy on JD 657 and the maximum was 3.46 $`\pm `$0.01 on JD 1376. The sampling is much coarser than the optical one, so that a cross correlation analysis would not be very meaningful: a simple eye-comparison of the two light curves does not suggest anyway a simultaneus correspondence between them. We note however that simultaneous radio-optical measurements on July 12 2001 (JD 2103), when the source was near its minimum optical brightness, gave radio flux densities of F8.4 = 2.53 Jy (and F5.0 = 2.50 Jy at 5 GHz on July 17), one of the lowest recorded radio levels in our monitoring.

The amplitude of the radio variability seems to increase from 1997 to 2000: the flux density difference between maxima and minima going from $``$ 0.2 Jy (i.e. $``$ 7%) at the beginning of 1997 to 0.8 Jy (i.e. $`28`$%) in 1999-2000.

## 3 Time scale analysis

The search for possible time scales in the optical light curve was performed by means of the Discrete Fourier Transform (DFT) for unevenly spaced data (Deeming 1975). We also used the Structure Function (SF) analysis (Simonetti et al. 1985) and the Jurkevich (1971) method.

The DFT power spectrum is plotted in Fig. 7: the upper panel shows the light curve spectrum, and the lower panel that of the sampling window. The former spectrum is clearly dominated by a very prominent maximum at the lowest frequency due to the long term trend; a few other peaks are also present, two of them corresponding to the periods of about 218 and 105 days. The first period is nearly the distance between the second and the third flare. The latter could be just the first harmonic of 218, given the achievable resolution step. Note that in the window power spectrum a feature is present at 105 days, and therefore this frequency in the source power spectrum could be enhanced by the convolution effect. None of these features in the power spectrum, however, is so prominent to suggest a stable periodicity. The window power spectrum shows a marked periodicity at $``$29 days, corresponding to the moon phase period.

Application of the Jurkevich test for the search of periodicities was made starting with a trial period of 5 days, and increasing it with a 5 days step, binning into 29 intervals the phase-reduced light curve. Given our average sampling of about 1 point every 10 days, shorter time scales cannot be explored with our database, save that in a few short intervals of denser sampling. For a better detection of possible time scales, we subtracted from the R light curve the average trend, derived with the running mean over 5 consecutive values. The result of the Jurkevich test is shown in Fig. 8, where the f parameter is plotted against the trial period. We recall that f is defined as 1-VB/VT, where VB is the sum of the variances of the phase-reduced binned data and VT is the variance of the whole sample. Minima in this plot may be considered as indicators of possible time scales: a value of f smaller than $``$0.5 is often quoted in the literature as indicator of a ’true’ time scale (e.g. Kidger, Takalo & Sillanpää 1992). Several minima appear in this plot, the shortest one around 620 days (close to the lag between the first and the third flare), but all of them are far from the significancy threshold. Changing the number of bins and the step of the trial periods does not change substantially the positions of the minima, nor their relative depth.

Finally the SF plot, averaged over a logaritmic time window of 0.1, is shown in Fig. 9. It has been calculated on the flux density values in mJy and no normalization has been applied. The SF has an average slope of 0.62$`\pm `$0.04 in the time lag range between 10 and 1000 days. A plateau region is marginally apparent between 20 and 80 days. No clear periodicity, which would reveal as a local minimum, is present. On short time scales (days) the SF analysis for S5 1803+784 was previosly studied by Heidt & Wagner (1996) for two different observing runs, and for time lags greater than 1 day they report a slope of 0.58$`\pm `$0.13 practically coincident with our result.

In Fig. 9 we also report the SF for the radio light curve at 8.4 GHz, calculated on the flux densities in Jy, with the same binning of the optical one, again without any normalization. The points are more scatted than the optical ones but the mean slope is not significantly different (0.51$`\pm `$0.18). No indication of periodicity is evident also in the radio data.

## 4  Optical energy distribution

Besides the R band, most of the times also B, V and I band observations were secured, to allow the determination of the broad band shape of the energy distribution. Plots of the color indices B$``$V, V$``$R and R$``$I as a function of time are reported in Fig. 10. Their average values are B$``$V=0.59$`\pm `$0.05, V$``$R=0.49$`\pm `$0.04 and R$``$I=0.63$`\pm `$0.03, where the quoted errors are 1 $`\sigma `$ deviations of the data set. Large systematic changes of the source colour are not evident, in particular during the three large luminosity variations episodes (see Figs. 3 to 5).

Several BL Lac objects have optical spectra well reproduced by a power law ($`F_\nu =A\nu ^\alpha `$). To derive the spectral index it is necessary to correct the observed fluxes for the foreground absorption, which is expected to be not very large, given the relatively low (b=29 degrees) galactic latitude of this source. We evaluated the absorption from literature NH values (3.90 $`\times `$ 1020, Ciliegi et al. 1995; 3.70 $`\times `$ 1020, Murphy et al. 1996), and adopting the ratio NH/E(B$``$V) = 5.2 $`\times `$ 1021 cm-2mag-1 from Shull & Van Steenberg (1985). The resulting colour excess E(B$``$V)=0.075 was derived, and the corresponding extinctions in the B, V, R, I bands computed assuming the curve by Schlegel et al. (1998). Conversion from magnitudes to fluxes was made according to Mead et al. (1990). Any contribution from the host galaxy is likely negligible, given that the CaII break is undetectable in the published spectra (Lawrence et al. 1996; Rector & Stocke 2001).

We have 85 4-band simultaneous observations of this source, useful to derive the spectral index. A fit of log($`F_\nu `$) vs log($`\nu `$) with a straight line of slope $`\alpha `$ gives a satisfactory result against a $`\chi ^2`$ test for nearly all our simultaneous 4-bands observations, supporting the power law modelling of the spectral energy distribution. We report in Table 4 the JD, R, $`\sigma (R)`$, $`\alpha `$, $`\sigma (\alpha )`$ and $`\chi ^2`$ for each day. Consistent results are obtained using the larger set (134) of good quality V, R, I simultaneous observations. Our average value (-1.54, with a dispersion of 0.12) is in good agreement with the result of the only spectrophotometric observation of S5 1803+784 available in the literature (-1.48; Lawrence et al., 1996). A plot of the spectral index vs the R magnitude is shown in Fig. 11. The linear correlation coefficient was found equal to 0.42, which means a probability less than 10-3 that the correlation is merely due to chance. From this plot it is apparent however that at relatively large changes of the luminosity do not correspond large variations of the spectral slope, at variance with other BL Lac objects, like ON 231 (Massaro et al. 1999) or BL Lacertae (Nesci et al. 1998).

## 5 Discussion

In this paper we presented the first flux calibrated, long term variability study of the BL Lac object S5 1803+784 in the optical frequency range, spanning more than five years since Spring 1996. Furthermore, we made a comparison with the behaviour of this source in the same period in the radio band at 8.4 GHz.

The main results can be summarized as follows:

a) the source showed an optical luminosity variation with an amplitude of a factor $``$ 20;

b) the general behaviour was characterized by an increase of the mean flux level for at least 1150 days during which we observed with three large flares, followed by a decrease in about 400 days down to a much lower state;

c) there is no evidence of periodicity in the light curve on the time scales (several months) well sampled by our dataset;

d) the three major flares were characterized by comparable rise and decay times of about 20 days, corresponding to an (unbeamed) dimension of the emitting region $`Rc\mathrm{\Delta }t`$ 5 $`\times `$ 1016 cm;

e) changes of the source luminosity are not related to strong systematic trends of the spectral slope $`\alpha `$. A correlation test provided evidence for an increase of the slope in fainter states: however the $`\alpha `$ values corresponding to the highest and lowest luminosity differ only by $``$0.1 while larger differences were occasionally found in intermediate states;

f) the source showed variability in the radio band, with maximum to minimum difference of 1 Jy and a mean flux density value of $``$3 Jy at 8.4 GHz.

The slopes of the optical spectrum, derived in Section 3, indicate that the synchrotron emission peak of the SED should be in the IR range. The only JHK photometric data available in the literature are those by Heckman et al. (1983) taken in 1980-81 and give a much flatter slope (about -0.8). The IRAS data (Impey & Neugebauer 1988) give a substantially flat energy distribution suggesting that the SED should peak between 10 and 100 $`\mu `$m.

To derive a more complete SED we retrieved from the ISOCAM archive the four available calibrated images, taken in April 1996 but still unpublished, and made a simple aperture photometry. In the X ray band, the source was lately observed by BeppoSAX on 28-Sep-1998 (Padovani et al. in preparation). The 2-10 keV spectrum had an energy spectral slope $`\alpha _x`$=-0.45, significantly flatter than the optical one (-1.7), indicating that the X-ray emission was completely dominated by the Inverse Compton component. Our nearest optical data are on 20-Sep and 11-Oct giving the source respectively at R=15.3 and R=15.7 (see Table 3).

Using these data, although not simultaneous, we constructed the SED, given in Fig. 12, which improves on that given by Giommi et et. (1996). For our optical and radio monitoring we plotted only the minimum and maximum values, to give a feeling of the variability of the source. For the JHK bands we plotted our data, together with the simultaneous optical ones. The R value form our monitoring simultaneous to the ISOCAM observation is also plotted. The general impression of a peak of the SED in the infrared range is confirmed from Fig. 12.

It is interesting to compare the luminosity and the behaviour of S5 1803+784 with that of other BL Lac sources at their maximum luminosity. At the highest level (R=14), adopting $`H_0`$=65 km s-1 Mpc-1 and $`q_0`$=0.5, the absolute magnitude of the source is MR=$``$28.7, corresponding to an integrated optical luminosity of 3.6 1046 erg s-1. ON 231, which reached the highest recorded flux (R=12.2) in Spring 1998 (Massaro et al. 1999), at a redshift $`z=0.10`$, reached an absolute luminosity M=$``$26.2, i.e. 2.5 mag weaker than S5 1803+784. BL Lac, during the large flare in 1997 (Bloom et al. 1997) reached R=12.3, corresponding to M=$``$25.2, i.e. 3.5 mag fainter than S5 1803+784. These different absolute luminosities may be due to an intrinsic different power or to a different beaming factor. Lähteenmäki & Valtaoja (1999) estimated Doppler boosting factors $`\delta `$ from variations of brightness temperature at 22 and 33 GHz and found values of 1.6 for ON 231, 3.9 for BL Lac and 6.5 for S5 1803+784. The higher beaming could be the reason of the apparent higher luminosity of our source: however, in this case, the higher time contraction would imply large amplitude flux variations on quite short time scales, which have not been detected in our observation, at variance with ON 231 and BL Lac (Nesci et al. 1998).

We can also estimate the unbeamed luminosity using the factor $`\delta `$ given above, and from the relation

$$L_{obs}=\delta ^{(3\alpha )}L_{unb},$$
(1)
we obtain an intrinsic optical luminosity of 7.8 1042 erg/s, which is quite reasonable (Cavaliere & Malquori 1999).

A simple radiative cooling mechanism of freshly accelerated electrons cannot explain the color behaviour of the bright flares of S5 1803+784, in particular that on JD 711: in fact one would expect a significant steepening of the spectral slope in the dimming phase, like that clearly detected in the flares of ON 231 (Massaro et al. 1999) which is not the case. A possible explanation would be that the observed spectral shape is the result of an equilibrium condition between acceleration and radiation processes, while the total number of particles involved, which determine the flux level, changes with time. In this case however one should invoke that the injection and leakage time scales must be similar. An alternative possibility is that the flares are originated by a change of $`\delta `$. Being the flux proportional to $`\delta ^{(3\alpha )}`$ a variation of $`\mathrm{\Delta }m`$ magnitudes would require a variation of $`\delta `$ according to the relation:

$$log(\delta _2/\delta _1)=0.4(m_1m_2)/(3\alpha ),$$
(2)
which for $`\alpha `$1.5 implies a variation of $`\delta `$ by a factor 1.5 for $`\mathrm{\Delta }m`$ = 2, which looks rather substantial.

ACKNOWLEDGEMENTS

The criticisms of an anonimous referee has helped to improve the first version of this paper. Part of this work was supported by the Italian Ministry for University and Scientific Research (MURST) with grant Cofin-98-02-32 and Cofin 2001/028773. This research has also made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.


text:
# Hierarchical Structure of HII Regions - Ultracompact, Compact, and Extended Components

## References

Cesaroni, R., Churchwell, E., Hofner, P., & Walmsley, C. M. 1994, A&A, 288, 903

Kim, K.-T., $`\&`$ Koo, B.-C. 2001, ApJ, 549, 979

Kim, K.-T., $`\&`$ Koo, B.-C. 2002, ApJ, submitted

Koo, B.-C., Kim, K.-T., Lee, H.-G., Yun, M., $`\&`$ Ho, P. T. 1996, ApJ, 456, 662

Kurtz, S., Churchwell, E., $`\&`$ Wood, D. O. S. 1994, ApJS, 91, 659

Kurtz, S., Watson, A. M., Hofner, P., $`\&`$ Otte, B. 1999, ApJ, 514, 232

Wood, D. O. S., $`\&`$ Churchwell, E. 1989, ApJS, 69, 831


text:
# 1 Abstract

## 1 Abstract

The existence of density-bounded H ii regions in spiral galaxies is supported by means of a spectral indicator based on the intensity of the \[O i\] $`\lambda `$6300 Å forbidden line. A grid of photoionization models providing spectral information of density-bounded nebulae is presented in order to test the validity of our indicator. The indicator is applicable to typical observed H ii regions with solar or higher metallicities, and for the range of ages observed in normal H ii regions. When applying the diagnostic to a large sample of H ii regions of spiral galaxies taken from the literature, we find that a fraction of the selected H ii regions with emission detected in the \[O i\] $`\lambda `$6300 Å line turn out to be consistent with the predictions of density-bounded photoionization models. Preliminary estimates of the fraction of Lyman continuum photons escaping ranges from 20% to 40%. The number of density-bounded H ii regions could be even larger after confirmation of those regions for which the \[O i\] line was not detected, provided they are good density-bounded candidates. We stress the importance of having combined information on both good measurements or reliable upper limits for the intensity of this line, and good determinations of the H$`\alpha `$ luminosity for complete samples of H ii regions in galaxies in order to make proper estimations as to whether UV photons escaping from H ii regions are the main source of ionization of the diffuse ionized medium in galaxies.

## 2 Introduction

ii regions are clouds of ionized gas surrounding young massive stars. Their spectra are dominated by emission lines corresponding to H, He, and some forbidden lines of heavier elements. Their physics is well known, and has been reviewed by several authors (e.g., Spitzer 1978; Osterbrock 1989). In the classical view, H ii regions are spheres of ionized gas illuminated by a star or a stellar cluster emitting Lyman continuum photons. The extent of the region is determined by the ionization front, where there is a balance between the number of photoionizations and recombinations of hydrogen atoms. When the H i cloud is large enough to consume all ionizing photons, the ionization front is trapped, and the H ii region is said to be ionization bounded. Otherwise, there is no ionization front and some Lyman continuum photons eventually leak from the parent cloud. The region is then considered to be density bounded.

The real picture shows that stars are normally born in the inner cores of dense molecular clouds. Thus, density gradients are expected along the paths of Lyman continuum photons. The steeper the gradient, the larger the external radius of the ionized region is. During the expansion phase, for a density gradient larger than about $`R^{1.5}`$, the ionization front is not trapped and many Lyman continuum photons are expected to leak from the parent cloud (Franco, Tenorio-Tagle, & Bodenheimer 1990).

From optical emission-line and pulsar dispersion measurements in the Milky Way, we know now that most of the ionized gas is located in very low density (more than ten times lower than in classical H ii regions) clouds far from star clusters, even several hundreds of parsecs above galactic disks. This ionized component would be mixed with the neutral one and would constitute one-third of the total mass of the interstellar medium. So, although recombinations are mainly associated with star clusters, most of the mass of H ii regions is associated with an extended low density component (see Reynolds 1993 for a review of the main properties of the diffuse interstellar medium in our Galaxy). Observations of diffuse ionized gas in the disks of spiral galaxies has led to the conclusion that many ionizing photons should escape from the H ii regions, producing a diffuse ionized component (Ferguson et al. 1996).

Several authors have reported the existence of such density-bounded H ii regions. The observational evidence is based on different considerations such as the non-correlation between the stellar and H$`\alpha `$ luminosities measured for H ii regions (Oey & Kennicutt 1998), the change in the slope of the H$`\alpha `$ luminosity function for the brightest H ii regions (Beckman, Rozas, & Knapen 1998), changes in the $`L`$(H$`\alpha `$) vs. $`\sigma `$ diagram (Fuentes-Masip et al. 2000) for H ii regions in irregular galaxies, or discordant emission lines with respect to photoionization models (Castellanos et al. 2002).

We address the topic by studying the very faint \[O i\] $`\lambda `$6300 Å emission line. Since most of the \[O i\] emission arises from collisional excitations by thermal electrons via the charge exchange reaction $`\mathrm{H}^++\mathrm{O}^0\mathrm{H}^0+\mathrm{O}^+`$, its intensity is a measure of the neutral hydrogen content within the ionized regions. Although in typical H ii region conditions the charge exchange has a rate comparable with recombination in converting O+ to O0, charge exchange dominates at the outer edges of the nebulae because of the higher density of H0 (see Osterbrock 1989). Therefore, the detection of the \[O i\] line in the spectrum of an H ii region indicates that most (if not all) of the Lyman continuum photons are absorbed by the nebula. In an ideal H ii–H i discontinuity there would be a shell of \[O i\] delimiting the border of the H ii region.

In this paper we describe a method for determining whether H ii regions with solar or higher metallicity are density or ionization bounded, based on the intensity of the \[O i\] $`\lambda `$6300 Å line. A grid of photoionization models has been constructed and is described in Section 3. Section 4 shows diagnostic diagrams applied to the output spectra in order to explore the influence of escaping Lyman continuum photons in the spectra of H ii regions. Finally, Sect. 5 contains some discussion of the main results of the paper and their application to a sample of H ii regions in nearby spiral galaxies.

## 3 The Grid of Models

A grid of models was constructed using the latest version of the photoionization code CLOUDY (see Ferland 1993 for details). Each model is parameterized by the hydrogen density, the ionization parameter, the shape of the central stellar continuum—including age and the slope of the initial mass function (IMF) effects—and the chemical composition. Table 1 shows the different values adopted.

Given the lack of geometrical information available for most H ii regions in spiral galaxies, and that there exists a relationship between the number of ionizing photons, the density of the nebula and the filling factor111$`u(Q_\mathrm{H}nϵ^2)^{1/3}`$, where $`u`$ is the ionization parameter, $`n_\mathrm{H}`$ is the hydrogen density, $`ϵ`$ is the filling factor and $`Q_\mathrm{H}`$ is the number of ionizing photons., fixed values of the hydrogen density and the ionization parameter were assigned to each model. The number of ionizing photons is a free parameter, as are some geometrical quantities. The hydrogen density was set at 10 cm-3 for all models below the limit for collisional de-excitation of the important cooling lines, and the ionization parameter ($`\mathrm{log}u`$) ranged from $`2`$ to $`4`$ (inclusive).

The chemical composition was chosen to cover a wide range of oxygen abundances, from 0.1 $`Z_{}`$ to 2 $`Z_{}`$, according to the solar abundance of oxygen relative to hydrogen defined by Anders & Grevesse (1989). The relative abundances of the other metals were scaled to that of oxygen following the prescription for H ii regions (see Ferland 1993, for details). The effects of dust were not considered.

Finally, we chose the spectral energy distributions (SEDs) from Leitherer & Heckman (1995) as ionizing sources, in such a way that their metallicities matched those of the ionized gas. The IMFs chosen were those of Salpeter ($`\alpha =2.35`$), with upper limits of 30 and 100 $`M_{}`$, and Miller Scalo ($`\alpha =2.35`$), with $`M_{\mathrm{up}}=100M_{}`$. Given that the shape of the ionizing continuum changes with the age of the cluster, we run the code for ages between 1 and 10 Myr, with intervals of 1 Myr.

The grid of models chosen covers the whole parameter space of the observed H ii regions. Given that we want to study the effect of density-boundedness in the spectra of H ii regions, we produced both ionization-bounded and density-bounded models. The ionization-bounded models are those for which the radiation transfer is computed until the temperature of the nebula is 2500 K. At this point the fraction of ionized hydrogen is negligible and we may consider all the Lyman continuum photons to have been absorbed by the nebula. After that, for each ionization-bounded model we produce a density-bounded model with the same input parameters as the corresponding ionization-bounded model, but we stop the computation of the radiative transfer at the point where the abundance of O0 reaches one-tenth of the value measured at the border of the corresponding ionization-bounded model. Of course, the fraction of escaping photons is not the same for all models and strongly depends on the value of $`u`$ assumed for each model. At the point we stop the computation of the radiative transfer across the nebula, CLOUDY provides all the required information to estimate the fraction of escaping photons as well as the emergent spectrum for each density-bounded model.

## 4 Diagnostic Diagrams

First, we tested the reliability of the models with a classical diagnostic diagram for observed H ii regions. Figure 1 shows the diagram representing $`\mathrm{log}`$ (\[O ii\] $`+`$ \[O iii\])/H$`\beta `$ vs. \[O iii\]/\[O ii\]. The shaded region corresponds to the locus occupied by the H ii regions observed by McCall, Rybski, & Shields (1985). The open and close squares correspond to ionization-bounded and density-bounded models, respectively, chosen arbitrarily from our set. It is clear from the figure that both ionization- and density-bounded models coexist within the region occupied by the observed H ii regions. This means that the strongest emission lines of oxygen do not provide enough information to discriminate between density-bounded and ionization-bounded H ii regions.

With the aim of finding an indicator of photon leakage in H ii regions, as mentioned in Sect. 1, we focus our work on the forbidden \[O i\] $`\lambda `$6300Å emission line. In Fig. 2 we plot the fractional abundances of the most abundant ions of oxygen for a particular model of our grid, vs. the radial thickness, which is the distance to the inner face of the ionized shell. The continuum line represents O0, the dashed line O+, and the dot-dashed line O++. As shown in the figure, the O++ ion is dominant throughout most of the radial profile of the nebulae. It shows a sharp cut-off almost at the external boundary, where the O+ and especially O0 become dominant. At the edge of the ionized nebula, even the O+ ion decays. Although the width of the O0 region and the steepness of the transition strongly depend on the physical properties of the nebula (ionization parameter, shape of the stellar continuum, metallicity) the qualitative behaviour is essentially as described above for all cases. The lower plot shows the emissivity of the O0 ion as a function of radial thickness. It can be seen that the maximum is reached in the outermost ionized layers. So this plot is telling us that O0 is an excellent tracer of the Hii region boundary. The emergent flux of the \[O i\] $`\lambda `$6300 Å emission line should decrease as the escape of Lyman continuum photons increases.

Figure 3 shows the \[O i\]/H$`\beta `$ ratio as a function of \[O ii\]/H$`\beta `$ for our set of models. Given the range in age measured for optically detected H ii regions (see Martin & Friedly 1999), only models with ages of between 2 and 9 Myr are represented. Plot (a) corresponds to models with metallicities equal to or greater than solar, and plot (b) corresponds to models with subsolar abundances. In both plots, solid, dashed and dot-dashed lines represent the ionization-bounded models with different IMFs. Each line corresponds to the subset of models with a given age, IMF, and metallicity, covering all possible values of the ionization parameter. Crosses and diamonds represent those density-bounded models with fractions of escaping Lyman continuum photons of 20% and 40% respectively; these were plotted in order to compare their position in the diagram to that of the ionization-bounded models.

As can be seen from Fig. 3(a), most ionization-bounded high-metallicity models, follow a linear trend in the plot with a slope of approximately unity. These models correspond to H ii regions for which most of the oxygen is doubly ionized, the O++ zone almost reaching the outer limit of the nebula. The role of the ionization parameter is limited in regulating the relative widths of the O+ and O0 zones of the nebula, which are confined to the outermost layers. Thus, as soon as the degree of ionization decreases, the O0 fraction increases producing a dramatic decrease in the O+ fraction, which is far less important than that of O++. Thus, the fluxes of the emission lines from both ions are linearly related.

For other ionization-bounded models, the \[O i\] and \[O ii\] fluxes are almost unrelated and correspond to H ii regions where the O+ ion is dominant throughout, except in the outer boundary, where the O0 is always dominant. The contribution of the \[O ii\] line comes from a highly extended region compared to that of the \[O i\] line, and thus the flux of the \[O ii\] line remains almost unchanged with small changes in the flux of the \[O i\] line.

The two different trends shown by the ionization-bounded models is understood in terms of the presence of an excess of energetic photons in the ionizing SED coming from Wolf–Rayet (WR) stars. In fact, these are models for which the fraction of WR to O stars is non-negligible, and which show the linear unity-slope trend previously mentioned. These stars appear only for a short time period of between about $`3\times 10^6`$ to $`6.5\times 10^6`$ yr and contribute significantly to the total number of ionizing stars for metallicities of the order of solar or higher (see Leitherer & Heckman 1995 for details). Of course, the assumed upper mass limit of the IMF plays an important role in determining whether or not models with the same physical parameters follow the linear trend, since for an IMF with $`M_{\mathrm{up}}=30M_{}`$ the beginning of the WR phase is delayed by some 3 Myr. However, for the range of ages displayed in the plot, this result holds regardless of the upper mass limit assumed for the IMF.

The density-bounded models tend to show almost similar fluxes in the \[O ii\] line to those corresponding to ionization-bounded models, but with significantly lower fluxes in the \[O i\] line, and thus populate the region below this linear trend. There is significant overlapping between both ionization-bounded and density-bounded models. However, there is an area below the linear trend—the shaded region in the plot—with no overlap between both sets of models and populated only by density-bounded models. The existence of only density-bounded models in this region suggests that H ii regions populating this region should be the density-bounded ones.

The result is not so clear for low metallicity models. Figure 3(b) shows that both sets of models appear to be mixed throughout the diagram, and only a very small region—shaded in the plot—appears to be populated only by density-bounded models, thus making this diagnostic useless.

Another process that can play a role in the intensity of the \[O i\] $`\lambda `$6300 Å line is the presence of shock fronts due to galactic winds and/or supernovae explosions. However, this mechanism tends to increase the intensity of the \[O i\] $`\lambda `$6300 Å line (Dopita & Sutherland 1996), thus producing the opposite effect to that produced by UV photon escaping from the nebulae. This means that the escaping photons fractions estimated from our models are lower limits to the real values if we assume the likely presence of shocks in these regions.

## 5 Discussion and Conclusions

In order to check the validity of the diagram presented in the previous section, we have used a large sample of observed H ii regions. The sample selected (van Zee et al. 1998) comprises spectra for 186 H ii regions belonging to 13 nearby spirals. In addition, the \[O i\] $`\lambda `$6300 Å line has been measured for many regions. For each region, abundances values are provided. We have selected those regions for which a value of $`12+\mathrm{log}\mathrm{O}/\mathrm{H}>8.7`$ has been reported. We thus include the H ii regions with metallicity higher than or of the order of solar, taking into account that the typical errors in the semi-empirical calibrations for the oxygen abundances are of the order of 0.10 dex.

In particular, the high-metallicity regions are located towards the centres of spiral galaxies (see van Zee et al. 1998 and references therein for comments about the metallicity gradients measured for their sample galaxies). Also, studies of complete populations of H ii regions in spiral galaxies show that most of them are located in the inner regions with a maximum at about 0.25 $`R_{25}`$ with an outward exponential decrease (Rozas et al. 1996). In addition, Fergusson et al. (1998) showed that although H ii regions can be found as far out as two optical radii, they appear small and faint compared to their inner-disk counterparts. So taking all the three remarks together suggests that our diagnostic is of general utility for H ii regions in spiral galaxies, and that many of the brightest ones should fulfil the requirements to be checked with our diagnostic.

Figure 4 shows the \[O ii\] vs. \[O i\] diagnostic diagram for the selected subsample of H ii regions. Thick crosses represent the observed H ii regions. Error bars from van Zee et al. (1998) are also plotted. H ii regions with no detected emission from the \[O i\] $`\lambda `$6300 Å are represented with downward-pointing arrows. Solid lines correspond to the ionization-bounded models. The shaded region corresponds to the area occupied by density-bounded models with no overlap with ionization-bounded models.

As this figure shows, many observed H ii regions lie within the shaded region which corresponds to the area occupied by density-bounded models and with no overlapping with the ionization-density models (in particular, 80% of those for which the \[O i\] $`\lambda `$6300 Å line was detected). If we also take into account the regions for which this line was not detected, the fraction of H ii regions lying within the shaded region or just below amounts to 70%. According to the position occupied by the density-bounded models in Fig. 3(a), the estimated fraction of Lyman continuum photons escaping from the H ii regions falling in the shaded region ranges between 20% and 40% although this proportion could be even more pronounced if other mechanisms that enhance the intensity of the \[O i\] line are present. Of course, a more precise determination of the fraction of escaping Lyman continuum photons needs an accurate fit of the complete spectra of the observed H ii regions to individual models.

Concerning the negative detections, 64% of these fall just below the shaded regions, which means that they fulfil the applicability conditions of our diagnostic on detection of the \[O i\] $`\lambda `$6300 Å line. If the absence of the \[O i\] $`\lambda `$6300 Å line is caused by lack of sensitivity, nothing can be said about the fraction of escaping UV photons; but if it is caused by real density-boundedness, fractions of UV photons even greater than 40% could be escaping from the H ii region. In any case, more detailed studies of individual spectra are required for these H ii regions.

We should emphasize that the available data for the H ii regions in the sample that we have used are integrated and thus do not take into account the possible irregular morphologies of the regions. Therefore, it could be that H ii regions are only partially density bounded, probably on the side orientated towards lower densities in the molecular clouds, and that what we are measuring is just an average effect. In order to go deeper into the study of the structure and porosity of H ii regions, spectral data on the individual shells of spatially resolved H ii regions are required in order to check whether or not Lyman continuum photons are escaping through the ionized shells.

In this paper we have presented evidence supporting the hypothesis that density-bounded H ii regions do exist in spiral galaxies. The emission from the \[O i\] $`\lambda `$6300 Å line combined with that of the \[O ii\] $`\lambda \lambda `$3727,3729 Å doublet is a good diagnostic for discerning whether high metallicity H ii regions are density or ionization bounded. A preliminary study of a sample of H ii regions in spiral galaxies shows that some high metallicity H ii regions confirm the predictions of density bounded photoionization models, with fractions of escaping Lyman continuum photons ranging between 20% and 40% (but the fraction could be higher for H ii regions for which we do not have information about the intensity of the \[O i\] $`\lambda `$6300 Å line). However, it is not clear whether the number of density-bounded regions and the fraction of Lyman continuum photons escaping from them are enough to provide the observed ionization of the diffuse medium, while we have no information on the \[O i\] $`\lambda `$6300 Å line for a complete sample of H ii regions. Combined information on the spectra and H$`\alpha `$ luminosity of complete samples of H ii regions in galaxies are needed to at least set a lower limit to the number of ionizing photons escaping from H ii regions. In fact, the breakout of ionized shells proposed by Tenorio-Tagle et al. (1997), might be an even more important contributor to the ionization of the diffuse intergalactic medium.

This study was partly financed by the Spanish DGI (AYA2001-3939-C03-03). Thanks are given to G. Tenorio-Tagle, J. M. Vílchez and J. Franco for interesting comments and suggestions. We also acknowledge the Scientific Editorial Service of the IAC for corrections to versions of this article. JIP acknowledges the 5th framework programme of human mobility of the UE for a Marie Curie fellowship.