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# Extrasolar Trojans: The Viability and Detectability of Planets in the 1:1 Resonance

## 1 Introduction

In 1772, Lagrange proved the existence of five equilibrium points in the equilateral three-body problem (Lagrange 1867-1892). A century later, in 1875, Routh described the librating motion of a particle in the vicinity of the triangular equilibrium points $`L_4`$, and $`L_5`$ (e.g. Routh 1898). Near the turn of the last century, in 1906, Max Wolf of the Heidelberg observatory discovered the first Trojan asteroid, 588 Achilles. This object is participating in stable librations about Jupiter’s $`L_4`$ point. The extent of the Jovian Trojan population is now thought to rival the main asteroid belt (Shoemaker, Shoemaker, & Wolfe 1989).

Several thousand nearby stars are now being surveyed for periodic radial velocity variations which indicate the presence of extrasolar planets (Marcy, Cochran & Mayor 2000). Systems with more than one planet are starting to emerge from the surveys, and among these multiple-planet systems there are already interesting examples of resonant relationships. For example, the planetary system orbiting $`\upsilon `$ Andromedae displays a secular resonance in which the arguments of periastron of the outer two planets librate about an aligned configuration (Chiang, Trebachnik & Tremaine 2001), and the pair of planets orbiting GJ 876 are clearly participating in the 2:1 resonance (Marcy et al 2001, Laughlin & Chambers 2001, Lee & Peale 2001).

Given that resonances are likely to be very common among extrasolar planets, one can ask whether is is possible to have co-orbital planets, both with masses of the order of Jupiter. In this paper, we argue that such “trojan planets” are indeed a viable possibility. Configurations of this type are stable over a fairly wide and varied range of orbital parameters. Furthermore, a 1:1 resonance between a pair of extrasolar planets induces a characteristic radial velocity signature in the parent star. Such a signature may already exist unrecognized in the radial velocity data set, as the identification of a 1:1 resonance requires a self-consistent dynamical fitting procedure.

This paper is organized as follows. In the next section (§2), we describe the dynamics of three flavors of 1:1 resonance. In §3 we show how self-consistent fits to the radial velocities induced by co-orbital planets are derived. In §4 we conclude with a discussion of how co-orbital planets might form.

## 2 The Dynamics of the 1:1 resonance

It is well known that an equilateral triangle configuration represents an equilibrium point in the restricted 3-body problem in which one of the bodies has a negligible mass. The configuration is stable to small perturbations provided that the smaller of the two massive bodies has a mass less than $`0.03852\mathrm{}`$ in units of the total mass (e.g. Murray and Dermott 1999). Here we examine the stability of the equilateral triangle configuration in the general 3-body problem.

Consider 3 spherical bodies with masses $`m_0`$, $`m_1`$ and $`m_2`$, such that $`m_1,m_2m_0`$, confined to move in a plane. In a coordinate system centered on $`m_0`$, the acceleration on body $`m_1`$ is given by

$$\ddot{𝐫}_1=\frac{G(m_0+m_1)}{r_1^3}𝐫_1+\frac{Gm_2}{\mathrm{\Delta }^3}𝚫\frac{Gm_2}{r_2^3}𝐫_2$$
(1)
where $`𝐫_1`$ is the vector from $`m_0`$ to $`m_1`$, $`𝐫_2`$ is the vector from $`m_0`$ to $`m_2`$, $`𝚫`$ is the vector from $`m_1`$ to $`m_2`$, and $`\dot{x}=dx/dt`$ etc.

Resolving the acceleration on $`m_1`$ into components in the radial and tangential directions, and noting that the radial and tangential accelerations can be expressed as $`\ddot{r}_1r_1(\dot{\theta }_1)^2`$ and $`r_1\ddot{\theta }_1+2\dot{r}_1\dot{\theta }_1`$ respectively, we get

$`\ddot{r}_1r_1(\dot{\theta }_1)^2`$ $`=`$ $`G\left[{\displaystyle \frac{(m_0+m_1)}{r_1^3}}+{\displaystyle \frac{m_2}{\mathrm{\Delta }^3}}\right]r_1+Gm_2\left[{\displaystyle \frac{1}{\mathrm{\Delta }^3}}{\displaystyle \frac{1}{r_2^3}}\right]r_2\mathrm{cos}(\theta _1\theta _2)`$
$`r_1\ddot{\theta }_1+2\dot{r}_1\dot{\theta }_1`$ $`=`$ $`Gm_2\left[{\displaystyle \frac{1}{\mathrm{\Delta }^3}}{\displaystyle \frac{1}{r_2^3}}\right]r_2\mathrm{sin}(\theta _1\theta _2)`$ (2)
where $`(r_1,\theta _1)`$ are the polar coordinates of body $`m_1`$ with respect to $`m_0`$. The acceleration components for body $`m_2`$ have a similar form to those for $`m_1`$.

We now consider a configuration in which the 3 bodies lie at the corners of an equilateral triangle of side $`a`$, with all the masses revolving on circular orbits about the centre of mass with angular speed $`n`$. In this case $`r_i=\mathrm{\Delta }=a`$, $`\dot{r}_i=\ddot{r}_i=\ddot{\theta }_i=0`$ and $`\dot{\theta }_i=n`$ for $`i=1,2`$, and Eqns. 2 are satisfied provided that $`n^2a^3=Gm_{\mathrm{tot}}`$, where $`m_{\mathrm{tot}}`$ is the sum of all the masses. Hence, an equilateral triangle configuration is an equilibrium point in the general 3-body problem as well as in the restricted problem.

To examine the stability of configurations close to the equilibrium point, we expand Eqns. 2 in terms of $`r_i`$ and $`\theta _i`$, being careful not to make any assumptions about the relative sizes of the masses at this stage. In expanding the equations, we define 2 new variables $`\theta =\theta _1\theta _2`$ and $`s=(r_1r_2)/a`$, and we consider small deviations from the equilibrium configuration corresponding to $`\theta =\pi /3`$ radians and $`s=0`$. The expanded equations for $`m_1`$ are

$`\ddot{r}_12an(\dot{\theta }_1n)n^2r_1`$ $`=`$ $`{\displaystyle \frac{Gm_{\mathrm{tot}}}{a^2}}\left(3{\displaystyle \frac{2r_1}{a}}\right)`$
$``$ $`{\displaystyle \frac{Gm_2}{a^2}}\left[B(\theta )(1\mathrm{cos}\theta )+{\displaystyle \frac{3s}{2}}(1+\mathrm{cos}\theta )\right]`$
$`a\ddot{\theta }_1+2n\dot{r}_1`$ $`=`$ $`{\displaystyle \frac{Gm_2\mathrm{sin}\theta }{a^2}}\left[B(\theta ){\displaystyle \frac{3s}{2}}\right]`$ (3)
where

$$B(\theta )=\left[\frac{1}{2\mathrm{sin}(\theta /2)}\right]^31=\frac{3\sqrt{3}}{2}\left(\theta \frac{\pi }{3}\right)+\mathrm{}$$
(4)
The equations for $`m_2`$ are similar except that $`\mathrm{sin}\theta `$ is replaced with $`\mathrm{sin}\theta `$ and $`s`$ is replaced by $`s`$. In Eqn. 3, we have neglected terms proportional to $`sB(\theta )`$. These terms are negligible for orbits very close to the equilibrium point.

We can obtain a single pair of equations by taking the difference of the radial equations for $`m_1`$ and $`m_2`$, and also the difference of the tangential equations. Introducing a new variable $`\alpha =\theta \pi /3`$, and retaining only the linear term in the expansion for $`B(\alpha )`$, we get

$`\ddot{s}2n\dot{\alpha }+\mathrm{\Gamma }n^2\alpha (3K)n^2s=0`$
$`\ddot{\alpha }+2n\dot{s}n^2K\alpha +\mathrm{\Gamma }n^2s=0`$ (5)
where $`K`$ and $`\mathrm{\Gamma }`$ are constants that depend only on the masses:

$`K`$ $`=`$ $`{\displaystyle \frac{9(m_1+m_2)}{4m_{\mathrm{tot}}}}`$
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{3\sqrt{3}(m_1m_2)}{4m_{\mathrm{tot}}}}`$ (6)
Following Murray and Dermott (1999), the general solution to Eqn. 5 is $`\alpha =_{j=1}^4\alpha _j\mathrm{exp}(\lambda t)`$ and $`s=_{j=1}^4s_j\mathrm{exp}(\lambda t)`$, where the $`\alpha _j`$ and $`s_j`$ are constants. The frequencies $`\lambda `$ are found by solving the determinant of the 4 first-order equations equivalent to the two second-order equations in Eqns. 5. This gives the condition

$$\left(\lambda /n\right)^4+\left(\lambda /n\right)^2+[3KK^2\mathrm{\Gamma }^2]=0$$
(7)
When the 3 bodies are slightly displaced from equilibrium, they will undergo small oscillations about this point provided that all of the frequencies are purely imaginary, and this requires that

$$14(3KK^2\mathrm{\Gamma }^2)0$$
(8)
For the restricted case, where $`m_2=0`$, we recover the standard condition for stability that

$$\frac{m_1}{m_{\mathrm{tot}}}\frac{9\sqrt{69}}{18}=0.03852\mathrm{}$$
(9)
For the case of equal-mass secondaries, where $`m_2=m_1`$, we find that the sum of their masses must be slightly less than the maximum mass for the restricted case:

$$\frac{m_1+m_2}{m_{\mathrm{tot}}}\frac{64\sqrt{2}}{9}=0.03812\mathrm{}$$
(10)
It is straightforward to show that the critical value of $`(m_1+m_2)/m_{\mathrm{tot}}`$ always lies between these 2 values when $`0<m_2<m_1`$. (After submitting the original version of this manuscript, Michael Nauenberg informed us that Siegler and Moser (1971) derived an equivalent expression for the existence of periodic orbits in the general 3-body problem).

For the range of masses in which the equilibrium points are stable, $`K`$ and $`\mathrm{\Gamma }`$ are small quantities, and we can derive approximate expressions for the oscillations periods $`P`$, which are related to the frequencies by $`P=2\pi /|\lambda |`$. The periods are given by

$`P_1`$ $``$ $`P_{\mathrm{Kep}}\left[1+{\displaystyle \frac{27(m_1+m_2)}{8m_{\mathrm{tot}}}}\right]`$
$`P_2`$ $``$ $`P_{\mathrm{Kep}}\sqrt{{\displaystyle \frac{4m_{\mathrm{tot}}}{27(m_1+m_2)}}}`$ (11)
where $`P_{\mathrm{Kep}}=2\pi /n`$ is the orbital period. The first of these is clearly close to the orbital period, while the second represents the period of librations in $`\theta `$ about the equilibrium point. For a pair of planets with masses comparable to Jupiter or Saturn orbiting a solar-mass star, the libration period is roughly an order of magnitude larger than the orbital period.

Figure 1 shows two examples of the behavior of equal-mass planets with $`m_1=m_2=0.25M_{\mathrm{JUP}}`$ which are orbiting a solar mass central star and participating in co-planar co-orbital librations. In each case, the osculating initial eccentricities and arguments of periapse are given by $`e_1=e_2=0.01`$, and $`\varpi _1=\varpi _2=0.0`$. Planet 1 is started at periastron passage, and Planet 2 is started 60 days ahead of periastron passage. The motion is plotted in the co-rotating frame over a 50 year timespan. The first orbit has initial osculating periods $`P_1=365\mathrm{d}`$, and $`P_2=355\mathrm{d}`$. In this case, the planets exhibit Tadpole-like librations about the equilateral configuration. The second orbit has a more discrepant pair of initial osculating periods, with $`P_1=370\mathrm{d}`$ and $`P_2=350\mathrm{d}`$. In this case, the larger initial perturbation from equilateral equilibrium causes the planets to execute horseshoe-like librations, and the motion is symmetric about a $`180^o`$ separation. For both orbits, there is no visible alteration in behavior over a 10 million year trial integration.

We note that the Saturnian satellites Janus and Epimetheus provide a solar system example of a horseshoe-type 1:1 resonance. Janus and Epimetheus have a mass ratio $`M_J/M_E0.25`$. Their combined mass is tiny in comparison to Saturn, however, $`\mu =4.6\times 10^9`$ (Yoder, Synnott, & Salo 1989).

Figure 2 shows a series of surfaces of section in which the difference in osculating semi-major axis ($`a_2a_1`$) is plotted against the longitudinal separation of the planets every time planet 1 reaches periapse. For initial period differences $`P_1P_2<20\mathrm{d}`$, as with the first example orbit shown in Figure 1, the orbits are of the tadpole-type. A separatrix near $`P_1P_2=20\mathrm{d}`$ shows that there is a transition to horseshoe type orbits at larger initial period separations. For the assumed initial conditions, the last stable horseshoe orbit occurs when $`P_1P_2=27\mathrm{d}`$. Beyond this initial period separation, the twice-per-libration close encounters between the planets impart momentum kicks that are large enough to disrupt the resonant relationship. As the planet masses are increased, the width of the stable horseshoe region in $`\mathrm{\Delta }P`$ decreases. When the planets reach $`M_1=M_2=0.4M_{\mathrm{JUP}}`$, a set of numerical integrations shows that the region of stable horseshoe orbits has disappeared. One can thus hope to find pairs of Saturn-mass planets executing horseshoe orbits around a solar mass star ($`M_{\mathrm{SAT}}/M_{}0.0003`$, but one will not find two Jupiter-mass planets participating in this configuration ($`M_{\mathrm{JUP}}/M_{}0.001`$). Work is under way (Novak, Laughlin & Chambers 2002) which will further delineate the various stability boundaries for 1:1 configurations.

We point out that the surfaces of section corresponding to the motion of equal-mass planets (Figure 2) produce slightly fuzzy curves which are not clearly bounded. The finite width of these sections indicates that there is no isolating integral constraining the motion. In the planar restricted three-body problem, such an integral (the Jacobi constant, $`C_J`$), does exist, and the analogous curves in the surface of section have sharp boundaries. In this case, however, the motion of the planets is not restricted, and over extremely long periods, the system should be able to diffuse out of the resonant configuration, unless the orbits are strictly periodic.

Figure 3 shows the radial velocity component of the central star along a line of sight which views the two systems of Figure 1 in an edge-on configuration. The time baseline is 15 years. Over this period, the planets undergo a significant fraction of a libration. The resonant motion is visible in the stellar reflex velocity as an envelope modulating the high frequency sinusoid corresponding to the fundamental orbital frequency of the system. When the planets have a large angular separation, their contributions to the radial velocity of the star tend to cancel out. Furthermore, the envelope modulation, with its characteristic accordion-like shape is dictated by the masses of the planets, and if a system is found in the 1:1 resonance, it will not be subject to the $`\mathrm{sin}i`$ degeneracy that pertains to Keplerian fits.

Figure 4 shows a fundamentally different 1:1 resonance that may exist in extrasolar planetary systems. In this rather exotic configuration, one planet begins with a high eccentricity orbit, while the other traces a lower eccentricity orbit. We refer to this state of affairs as a 1:1 “eccentric resonance”. The configuration shown has equal-mass 1 $`M_{\mathrm{JUP}}`$ planets, on orbits with initial periods of $`P_1=P_2=360\mathrm{d}`$. The planets initially avoid close encounters by maintaining relatively small differences in longitude during pericenter passage of the eccentric member of the pair. In the situation shown in Figure 4, at the moment of periastron passage of the eccentric planet, the low eccentricity planet has already passed periapse, and has a mean anomaly $`M=40^o`$. The planet-planet perturbations are most effective when the eccentric planet is near aphelion. During this period, which is marked by solid lines on the orbital curves, the planet on the near-circular orbit transfers angular momentum to the eccentric planet. As shown in Figure 5, this angular momentum transfer leads to a periodic exchange of eccentricities between the planets over a $`800`$ year secular cycle. (Heavier planets experience shorter secular cycles.) Both planets experience only small amplitude high-frequency oscillations in osculating semi-major axis during the secular cycle, indicating that that the resonant lock is mediated by angular momentum rather than energy exchange. For $`\mu =0.001`$, the resonant lock between the two planets is very stable, and is maintained with no outward variation over the course of a ten million year test integration. Numerical experiments show that the resonance breaks down for values $`\mu 0.035`$.

As was the case with the tadpole and horseshoe type 1:1 resonances, the line-of-sight radial velocity variation of the central star shows a distinctive pattern, and is plotted over the initial ten year span in Figure 6. Each periastron passage of the eccentric planet is marked by a steep decrease in the radial velocity. Within a radial velocity data set, the presence of an eccentric 1:1 resonance might typically be indicated by a single highly errant velocity measurement superimposed on on otherwise sinusoidal pattern.

We note that because the 1:1 resonance is the lowest-order resonance, the effect of planet-planet perturbations are seen most dramatically in a radial velocity data set of given precision. Indeed, it may be the case that such systems are currently sitting unrecognized within the accumulated data of the ongoing radial velocity surveys.

## 3 Orbital fitting of 1:1 resonant systems

As discussed above, and shown in Figures 3 and 6, a pair of extrasolar planets participating in the 1:1 resonance produces a readily detectable radial velocity signature. Because the 1:1 resonance involves strong planet-planet interactions, however, the usual procedure of testing Keplerian planetary orbits to minimize the $`\chi ^2`$ of the orbital fit will not give correct results.

The discovery of the 2:1 resonance between GJ 876 b and c has shown that planet-planet dynamical effects provide a crucial descriptive ingredient of a particular system (Laughlin & Chambers, 2001; Rivera & Lissauer, 2001; Nauenberg, 2002). In this section we describe the application of a straightforward self-consistent dynamical fitting procedure which can uncover a 1:1 resonant configuration within a set of radial velocities.

In order to illustrate the fitting procedure, we have adopted the latest Keck Telescope radial velocity data set for GJ 876 (Marcy et al 2001; Marcy, personal communication). This data set includes 63 radial velocity measurements spanning 1532 days. Each velocity has an associated measurement uncertainty which is estimated from the internal cross correlation of the lines within the spectra. These velocity uncertainties range from 2.8 m/s to 8.3 m/s, and their r.m.s. value is 5.14 m/s. In Table 1, we have specified the osculating orbital elements of a hypothetical tadpole-type resonant pair orbiting a solar-mass star. Using these orbital elements at the epoch of the first radial velocity point as initial conditions, we integrated the hypothetical system forward in time for the duration spanned by the actual radial velocity observations of GJ 876. We then sampled the radial velocity of the parent star in response to the hypothetical 1:1 resonant pair at the 63 observational epochs. For each point, we then added radial velocity noise drawn from a Gaussian distribution of half-width given by the actual quoted velocity errors. This yields a synthetic radial velocity data set from which we can attempt to reconstruct the orbital parameters of the planets.

The top panel of Figure 7 shows the power spectrum of the synthetic radial velocity data set. There is a single significant peak at the fundamental 30 day period, and the spectrum gives little indication of the presence of two planets in the data. In particular, the accordian-like modulation of the radial velocity curve due to the 300 day libration frequency between the planets is not immediately apparent in the power spectrum, as can be seen by comparing with the power spectrum produced by a single planet of $`K=75m/s`$ on a circular 30 day orbit (bottom panel of Figure 7). In both cases, the power spectrum shows only a single significant peak.

In order to fit the synthetic 1:1 resonant system, we have employed a two-stage method. In the first stage, we use a genetic algorithm (Goldberg, 1989) as implemented in Fortran by Carroll (1999) for public domain use. The genetic algorithm starts with an aggregate of osculating orbital elements, each referenced to the epoch of the first radial velocity observation ($`T_0=2450602.0931`$). Each set of elements (genomes) describes a unique three-body integration and an associated radial velocity curve for the central star. The fitness of a particular genome is measured by the $`\chi ^2`$ value of its fit to the radial velocity data set. At each generation, the genetic algorithm evaluates the $`\chi ^2`$ fit resulting from each parameter set, and cross breeds the best members of the population to produce a new generation.

Because the fundamental 30 day period of the system is clearly visible in the power spectrum, the genetic algorithm is constrained to search for 1:1 resonant configurations in which the initial period ranges for the planets are $`29\mathrm{d}<P_1<31\mathrm{d}`$, and $`29\mathrm{d}<P_2<31\mathrm{d}`$. The initial arguments of periapse and mean anomalies of the two planets are allowed to vary within the allowed $`2\pi `$ range. The radial velocity half-amplitudes of the planets are required to fall in the range $`0<K_1<150\mathrm{m}/\mathrm{sec}`$ and $`0<K_2<150\mathrm{m}/\mathrm{sec}`$. The planetary eccentricities are allowed to vary within the full $`0<e<1`$ range.

With these very liberal constraints on the space of osculating initial orbital elements, the Genetic Algorithm rapidly identifies a set of parameters having $`\chi =1.27`$. This tentative fit is then further improved by use of Levenberg Marquardt minimization (Press et al. 1992) to produce a fit to the data having $`\chi =0.97`$. This fit is shown in Figure 8, and in the third and fourth columns of Table 1. The excellent agreement between the input system and the fitted solution shows that a 1:1 resonant pair is readily identifiable if it exists within a radial velocity data set comparable to the GJ 876 velocities. As the radial velocity surveys continue, an increasing number of target stars will have velocity data sets of this quality.

## 4 The Formation and Migration of Trojan Planets

The foregoing sections show that 1:1 resonant configurations are viable from an orbital stability standpoint, and are also readily detectable should they exist. The natural question, therefore, is: Can co-orbital planets form? We believe that the answer is yes, and in a forthcoming work, we will present a detailed argument in favor of this hypothesis (Novak, Laughlin, & Chambers 2002). Here, we briefly outline our arguments.

The parameter space available to the eccentric 1:1 resonance and its close relatives has not yet been mapped in detail, but initial numerical surveys show that it is surprisingly large. A vast range of co-orbital configurations exist which are both stable and which roughly resemble the intermediate panels of Figure 5. It is challenging to imagine how such systems might form, but one scenario is as follows: A planetary system forms in which there are three major planets. The $`\upsilon `$ Andromedae system provides a rough example (Butler et al 1999). A dynamical instability or collision then occurs between two of the planets, leaving two survivors participating in some form of the eccentric 1:1 resonance. We would expect that such dynamical formation channels are unlikely, but the cross section for this class of events could be calculated numerically in the event that a system of this type is discovered (Laughlin & Adams 1998, Ford, Rasio, & Havlikova 2001).

We expect that Tadpole or Horseshoe-type planetary pairs are more common, and that their formation is mediated by interaction with a protostellar disk. One possibility is that a pair of planets can form directly in a near equilateral configuration. Figure 9 shows a detail of a hydrodynamical calculation which was performed and discussed by Laughlin, Chambers and Fisher (2002). In this scenario, a planet with mass $`0.75M_{\mathrm{JUP}}`$ is present within a protoplanetary accretion disk. The viscosity parameter of the disk in the region near the planet is of order $`\alpha 0.02`$, and the planet, with its sub-Jovian mass, is only marginally capable of maintaining a gap in the disk. Material is seen to linger in the vicinity of the $`L_4`$ and $`L_5`$ points. The vortical flow pattern in these regions might lead to particle trapping and the accumulation of a second significant core (e.g. Adams & Watkins 1995, Barge & Sommeria 1995, Godon & Livio 2000). Recent high-resolution numerical simulations by Balmforth & Korycansky (2001) have shown that the large-scale vortical flow enveloping the horseshoe region nucleates additional smaller vortices, which may spur further formation of planetary cores.

If two planets form from a disk in a 1:1 horseshoe or tadpole configuration, the resonant lock is maintained as the planets migrate inwards as a result of their interaction with the disk. This effect is shown in Figure 10, which shows the result of a three-body integration of a star and a resonant 1:1 tadpole type Jovian-mass planetary pair. A small azimuthal torque $`a_\varphi =3.4\times 10^5\mathrm{AU}/\mathrm{yr}^2`$ is applied to one of the planets. Despite this uneven application of torque, the planets remain coupled together in resonance, and migrate inwards together. Resonant migration leads to secular eccentricity increase for planets on first or higher order mean motion resonances, and as noted by Lee & Peale (2002), this increase leads to difficulties in constructing a plausible formation scenario for the planets orbiting GJ 876. In the case of 1:1 resonant migration, however, angular momentum and energy loss from the planets occurs at a rate which prevents a secular increase in eccentricity. Once formed, a 1:1 resonant pair is capable of migrating to small semi-major axes.

In our upcoming paper, we will describe a sequence of events which we believe is the most likely channel for forming observable 1:1 configurations. Our scenario stars with a major collision between two multiple Earth-mass cores in a nascent planetary system. The collision leads to the formation of a binary core, in much the same fashion as a giant impact is believed to have formed the Earth-moon system. The cores retain their individuality, and accrete gas from the surrounding nebula, leading to the formation of a bound double planet. This double planet migrates inward to small orbital radii, at which point the separation of the planets exceeds the Hill Radius. At this point, the planets scatter onto a horseshoe-type orbit, which can be subsequently damped to a trojan configuration.

### 4.1 Acknowledgments

We would like to thank Debra Fischer, Doug Lin, Geoff Marcy, Michael Nauenberg, and Greg Novak for useful discussions. Stan Peale provided a very prompt and informative referee’s report. This material is based upon work supported by NASA under contract No. RTOP 344-37-22-12 issued through the Origins of Solar Systems Program, and by funds from the University of California, Santa Cruz. JEC acknowledges support from an NRC Postdoctoral Program and from the NASA Origins of Solar Systems Program.


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# Variable stars in nearby galaxies

## 1 Introduction

Cepheids are variable stars that are used to measure distances of galaxies in the Local Group and nearby clusters (e.g. Madore et al. m1 (1998)), and are the primary calibrator for the secondary standard candles that are applied at much greater distances (e.g. Jacoby et al. ja (1992)). However, they are not only fundamental stars as primary distance indicators, but are also an essential tool for testing the theories on the internal constitution of stars and stellar evolution. There are several problems yet to be solved. The radiative codes used to construct nonlinear pulsation models proved to be unable to agree with observations when applied to the comparison of Cepheid characteristics in the Galaxy and in Magellanic Clouds (e.g. Buchler buc (1998)). Resonances among the pulsation modes give rise to observable effects on the light curves which can be exploited to put constraints on the pulsational models and on the mass-luminosity relations. When these resonances observed in Cepheids of the Galaxy and Magellanic Clouds are used to constrain purely radiative models, one obtains stellar masses that are too small to be in agreement with stellar evolution calculations. According to Buchler et al. (bu2 (1999)), it is clear that some form of convective transport and of turbulent dissipation is needed to make progress; this has been proved for example for the first overtone mode Cepheids in the Galaxy (Feuchtinger et al. feu (2000)).

The MACHO, EROS and OGLE projects dedicated to the detection of microlensing events in the direction of the Magellanic Clouds produced enormous amount of data on variable stars in these galaxies (e.g. Welch et al. we (1997); Beaulieu & Sasselov bs (1997); Udalski et al. uda (1999)). More recently, the project DIRECT was dedicated to the massive CCD photometry of M31 and M33 with the purpose of detecting Cepheid and eclipsing binaries for direct distance determination of these galaxies (e.g. Kaluzny et al. kal (1999); Macri et al. mac (2001)). The purpose of our project was to obtain good light curves of Cepheids to extend the comparison of the characteristics of these stars in different galaxies. In order to exploit the telescope time and reach the faintest luminosities, our strategy was to observe in white light, i.e. without filter. Massive CCD photometry of the nearby galaxy IC 1613 has been already discussed in the previous papers of this series (Mantegazza et al. man (2001), and references therein; see also the recent survey by Udalski et al. ud2 (2001)), while in this paper we present the first results for NGC 6822.

## 2 Observations of NGC 6822

The irregular galaxy NGC 6822 \[$`\alpha (2000)=19^h44^m56^s`$, $`\delta (2000)=14\mathrm{°}48^{}02^{\prime \prime }`$, l=25°, b=-18°\], was studied by Hubble (hub (1925), who discovered 11 Cepheids and other bright irregular variables, and then surveyed by Kayser (kay (1967)) using photographic plate material obtained by Arp and Baade at the prime focus of the Palomar 5m telescope. She found 13 Cepheids, with period $`P`$ in the range bewteen 10 and 90 d. More recently, CCD light curves were obtained for 6 known Cepheids by Schmidt & Spear (sch (1989)). NGC 6822 is close to the galactic plane, resulting in large foreground reddening. A short review of the problems related to the period-luminosity $`PL`$ relation and distance modulus estimates of this galaxy was given by Madore & Freedman (mf (1991)).

Our observations were performed with the direct CCD camera attached to the Dutch 0.91m telescope of the La Silla Astronomical Observatory (ESO) during 3 runs from 1996 to 1998. The available CCD detector was the ESO chip No. 33, which is a TEK CCD with 512x512 pixels, pixel size of $`27\mu m`$ and spatial resolution of 0$`\stackrel{}{.}`$44, providing a field of view of 3$`\stackrel{}{.}`$77x3$`\stackrel{}{.}`$77. Given the limited size of the field of view, the need to observe not too far from the meridian and at the same time to be able to get two images of the same field on the same night, we were forced to limit our programme to a few selected fields of NGC 6822. Most of the observations were performed without filter (white light, hereinafter $`Wh`$) in order to get the best photon statistics for the study of faint Cepheid light curves. The properties of this photometric band are discussed in Paper I (Antonello et al. 1999a ) and Paper III (Antonello et al. an3 (2000)) of this series; other information can be obtained from the paper by Riess et al. (rie (1999)). Moreover, two images were taken in Johnson $`V`$ and $`R`$ filter to obtain information on star colors. In this paper we present the results regarding Field A which contains the largest number of previously–known variable stars.

## 3 Data Reduction, Calibration and Analysis

The methods of data reduction and calibrations were the same as those discussed in Paper III. The instrumental $`wh`$ magnitudes were transformed into our “standard” $`Wh`$ system using 150 stars with at least 31 measurements; all the variable candidates were excluded. We found:

$$Vwh=1.280.04(VR)+0.38(VR)^2$$
(1)
and hence

$$Wh=wh1.28$$
(2)
The search for variable stars was performed with the various techniques described in Paper I and III in order to minimize the probability of wrong identifications. In addition, we made the following test. By means of numerical simulations we generated 10000 time-series of random numbers normally distributed for each set of observations (from 25 to 34 data points), we analyzed them with the least squares power spectra for different frequency intervals of investigation, and computed the distributions of the amplitudes of the highest peak in each spectrum. Among the stars selected as variable candidates with the previous methods, we confirmed only those whose highest peak in the least-squares power spectrum had a probability less than 0.01 of being generated by random noise. As a result of the application of these techniques we detected 130 variable stars, i.e. 21 Cepheids, 18 other periodic variables and 91 irregular or semiregular variables. Previously in this field only 6 Cepheids and 3 long period variables were known (Kayser, kay (1967)). The location of the variables in the field is shown in Fig. 1; the color-magnitude diagram is shown in Fig. 2.

## 4 Results

Cepheid variable stars are listed in Table 1, along with their equatorial coordinates, the period $`P`$, the mean $`Wh`$ magnitude, the random phase $`VR`$ index, the pulsation mode or stellar type, and the previous identification number (Kayser, kay (1967)). The light curves phased according to the periods of Table 1 are shown in Fig. 3. It should be noted that, given the data distribution, the determination of the right period for values longer than about 20 d is not easy, since a number of peaks in the power spectrum supply equivalent fits. Some comments on a few objects follow.

V0729: Kayser classified this star as an irregular variable, without ruling out a possible $`P`$ of about 13 d. Our data show unambiguously that the star is periodic with $`P=9.364`$ d.

V0734: Hubble (1925) classified it as a Cepheid, but according to Kayser it should be a rapid irregular variable. Our data support Hubble’s conclusion and give a period of 16.8 d, which is in agreement with the value of 16.9 d supplied by him.

V1292: this is the longest period Cepheid of our sample. Our data set indicate $`P123`$ d while Kayser obtained $`P=90`$ d. As a check, we analyzed her data and found that the best–fitting $`P`$ is actually about 120.7 d; in the power spectrum the peak corresponding to 90 d is much lower. By merging our and the Kayser datasets, shifting them to a common zero–point and rescaling the amplitude, we obtained a best–fitting $`P`$ of 120.66 d. The light curve probably does not repeat exactly from cycle to cycle; this characteristic is common among the longer $`P`$ Cepheids both in the Milky Way and Magellanic Clouds. The long $`P`$ value places the star beyond the limit of about 100 d which is usually assumed for the validity of the $`PL`$ relation (in metal–poor galaxies); owing to the nonlinear pulsation cycle characteristics (e.g. Aikawa & Antonello aa (2000)), the $`PL`$ relation in this $`P`$ range tends to have a negligible slope.

V3873: also in this case our (marginally) best $`P`$, 25.35 d differs from Kayser’s one, 37.44 d. However, the analysis of the merged dataset supports 37.44 d as the best $`P`$.

Other periodic variables have been detected and four of them are probable W Vir stars. V1286 ($`P`$=41 d), which has an intermediate colour, is too bright to be a W Vir, and is probably too faint to be a Cepheid. The list of all the other periodic variables and of 91 long $`P`$ and irregular ones are available upon request from the first author.

## 5 Conclusion

We have presented the first results of a survey of NGC 6822 for detecting and studying Cepheids; since a relatively small telescope was used, the observations were performed without a filter. Fainter Cepheids than $`V22`$ were found. In the analogous case of IC 1613 we were able to detect Cepheids as faint as $`V23`$; the better performances are probably due to the unique characteristics of IC 1613, i.e. a very low background and less severe problems given by crowding, and to the large number of observations (more than 60 data points per star). In NGC 6822, 21 population I Cepheids were identified, while only 6 of them were previously known in the same field. Of these six Cepheids, V0729 and V0734 were previously classified as irregular variable by Kayser (kay (1967); Hubble however indicated V0734 as a Cepheid), and V1292 has a much longer $`P`$ than previously reported. The $`PL`$ diagram is shown in Fig. 4. It is possible to derive a $`PL`$ relation for Cepheids in the $`Wh`$ band, with a similar slope to that which could be obtained for $`V`$ and $`R`$ data; the slope is –2.89 and the zero-point is 23.23. The relation appears to be narrow. We note in particular that the star V2382 has the lowest amplitude ($`\mathrm{\Delta }Wh=0.29`$), therefore we could suspect it is a binary, and the true luminosity of the Cepheid should be fainter. As in the case of IC 1613, we have performed a few observations in the $`BVRI`$ bands with the WFI at the 2.2 m ESO telescope, in order to apply the method devised by Freedman (fre (1988)) for deriving the $`PL`$ relation in the various bands of the standard photometry, using the $`Wh`$ light curves (e.g. Antonello et al. 1999b ). Presently the $`Wh`$ observations of NGC 6822 are almost completed, and in the next papers we will report on the other observed fields, discuss the Cepheid light curve characteristics and make a comparison with the stars of other galaxies in the Local Group; moreover we will present the results of the standard photometry $`PL`$ relations.

###### Acknowledgements.

Part of this work was supported by MURST–COFIN, project 9802844774-005.


text:
# A Simple Proof of the Classification of Normal Toeplitz Matrices

## 1 Introduction. Normal Toeplitz Matrices.

Ikramov has firstly shown that a normal Toeplitz matrix over real field must be one of four types: symmetric, skew-symmetric (up to the principal diagonal), circulant, or skew-circulant. Later on the complex version of the problem has been solved by Ikramov et.al and Gel’fgat. The history of the theory has been described in . The complex case was also proved by Farenick, Krupnik, Krupnik and Lee, and Ito independently to  . We will give here another proof which, the author believes, is the simplest one. The complex case and the real case will be proved in a similar fashion, although trigonometric polynomials will be used in the complex case and algebraic polynomials will be used in the real case, respectively. Now denote Toeplitz matrix of order $`N+1`$ by $`T_N`$:

$$T_N=\left[\begin{array}{cccccccccccccccccccc}a_0& a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & \\ a_1& a_0& a_1& \mathrm{}& a_{\left(N1\right)}& & & & & & & & & & & & & & & \\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& & & & & & & & & & & & & & & & \\ a_{N1}& a_{N2}& a_{N3}& \mathrm{}& a_1& & & & & & & & & & & & & & & \\ a_N& a_{N1}& a_{N2}& \mathrm{}& a_0& & & & & & & & & & & & & & & \end{array}\right].$$

$`T_N`$ is called normal Toeplitz if $`T_NT_N^{}T_N^{}T_N=0,`$ where $`T_N^{}`$ is a transposed conjugate of $`T_N`$. We can simply state classifications of normal Toeplitz matrices in the following way. A normal Toeplitz matrix $`T_N`$ is of type I if and only if for some $`\alpha _0`$,with $`\left|\alpha _0\right|=1`$,

$$\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right]=\alpha _0\left[\begin{array}{cccccccccccccccccccc}\overline{a}_1& \overline{a}_2& \mathrm{}& \overline{a}_N& & & & & & & & & & & & & & & & \end{array}\right],$$
$`(1)`$
whereas $`T_N`$ is of type II if and only if for some $`\beta _0`$, with $`\left|\beta _0\right|=1,`$

$$\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right]=\beta _0\left[\begin{array}{cccccccccccccccccccc}a_N& a_{N1}& \mathrm{}& a_1& & & & & & & & & & & & & & & & \end{array}\right].$$
$`(2)`$
Surely the complex case contains the real case, but when all the $`a_k^{}s`$ are real valued, it will be found that $`\alpha _0`$ and $`\beta _0`$ must be +1 or -1, hence we may have the further concrete classification of four types : A normal Toeplitz matrix $`T_N`$ is symmetric if and only if

$$\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right]=\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right],$$
$`(3)`$
$`T_N`$ is skew-symmetric if and only if

$$\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right]=\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right],$$
$`(4)`$
$`T_N`$ is circulant if and only if

$$\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right]=\left[\begin{array}{cccccccccccccccccccc}a_N& a_{N1}& \mathrm{}& a_1& & & & & & & & & & & & & & & & \end{array}\right],$$
$`(5)`$
$`T_N`$ is skew-circulant if and only if

$$\left[\begin{array}{cccccccccccccccccccc}a_1& a_2& \mathrm{}& a_N& & & & & & & & & & & & & & & & \end{array}\right]=\left[\begin{array}{cccccccccccccccccccc}a_N& a_{N1}& \mathrm{}& a_1& & & & & & & & & & & & & & & & \end{array}\right].$$
$`(6)`$
Throughout this paper, we assume $`a_0`$ to be zero without loss of generality since $`a_0`$ does not play any role in the above classifications.

## 2 Proof of Theorem in the Complex Case

Now we define trigonometric polynomials $`s(x)`$ and $`t(x)`$ with coefficients $`a_1,a_2,\mathrm{},a_N`$ and $`a_1,a_2,\mathrm{},a_N`$, respectively:

$$s\left(x\right)=a_1e^{ix}+a_2e^{2ix}+\mathrm{}+a_Ne^{Nix}$$

$$t\left(x\right)=a_1e^{ix}+a_2e^{2ix}+\mathrm{}+a_Ne^{Nix}$$

Using these trigonometric polynomials, we can restate the conditions (1) and (2) in the previous section as
(1’) type I: $`t\left(x\right)=\alpha _0\overline{s\left(x\right)}`$ , with $`\left|\alpha _0\right|=1`$,
(2’) type II: $`t\left(x\right)=\beta _0s\left(x\right)e^{i\left(N+1\right)x}`$, with $`\left|\beta _0\right|=1`$.
Theorem 1 Every normal Toeplitz matrix is either of type I or of type II.
Proof. Our proof is based on the expression in  p.998 or  p.1038. It is the necessary and sufficient conditions for $`T_N`$ to be normal in terms of $`a_n`$ that

$$a_m\overline{a}_n\overline{a}_ma_n+\overline{a}_{N+1m}a_{N+1n}a_{\left(N+1m\right)}\overline{a}_{\left(N+1n\right)}=0,$$
$`(7)`$
$`\left(1n,mN\right).`$

We now rewrite (7) by using polynomials $`s(x)`$ and $`t(x)`$. Multiply both sides of (7) by $`e^{imx}e^{iny}`$ and sum these new expressions over all $`m`$ and $`n`$ to obtain

$$s\left(x\right)\overline{s\left(y\right)}\overline{t\left(x\right)}t\left(y\right)+\overline{s\left(x\right)}s\left(y\right)e^{i\left(N+1\right)\left(xy\right)}t\left(x\right)\overline{t\left(y\right)}e^{i\left(N+1\right)\left(xy\right)}=0.$$
$`(8)`$
It easily seen that (8) is equivalent to (7) , and (1’) or (2’) implies (8). Hence both (1’) and (2’) are sufficient conditions for $`T_N`$ to be normal. So it only remains to show the necessity of the condition. When we take $`x=y`$ in (8), we have

$$s\left(x\right)\overline{s\left(x\right)}t\left(x\right)\overline{t\left(x\right)}=0,or\left|s\left(x\right)\right|=\left|t\left(x\right)\right|$$
$`(9)`$
for each $`x`$. Hence except for trivial case $`t\left(x\right)0`$ , we can find an $`x_0`$ such that $`t\left(x_0\right)0`$ and there exist $`\alpha `$ and $`\beta `$ such that $`s\left(x_0\right)=\alpha t\left(x_0\right)`$ and $`t\left(x_0\right)=\beta \overline{t\left(x_0\right)}`$ , with $`\left|\alpha \right|=\left|\beta \right|=1`$. By setting $`y=x_0`$ and then by dividing through by $`\overline{t\left(x_0\right)}`$, equation (8) becomes

$$s\left(x\right)\overline{\alpha }\overline{t\left(x\right)}\beta +\overline{s\left(x\right)}\alpha \beta e^{i\left(N+1\right)\left(xx_0\right)}t\left(x\right)e^{i\left(N+1\right)\left(xx_0\right)}=0$$
$`(10)`$
from which we have

$$\overline{t\left(x\right)}=s\left(x\right)\overline{\alpha \beta }+\overline{s\left(x\right)}\alpha e^{i\left(N+1\right)\left(xx_0\right)}t\left(x\right)\overline{\beta }e^{i\left(N+1\right)\left(xx_0\right)}.$$
$`(11)`$
Substituting the right hand side of (11) into $`\overline{t\left(x\right)}`$ of (9), we have

$$\left\{s\left(x\right)t\left(x\right)\alpha e^{i\left(N+1\right)\left(xx_0\right)}\right\}\left\{\overline{s\left(x\right)}t\left(x\right)\overline{\alpha \beta }\right\}=0,$$
$`(12)`$
which implies our required results if we take $`\alpha _0=\alpha \beta `$ and $`\beta _0=\overline{\alpha }e^{i\left(N+1\right)x_0}`$. We should notice here that (12) is the product of polynomials. If one of the polynomials in (12) is nonzero at $`x=x_0`$, then by continuity the polynomial is nonzero in an open neibourhood $`𝒰`$ of $`x_0`$, which implies that the other polynomial in the product (12) is identically zero on $`𝒰`$. Because the only polynomial with a continuum of roots is the zero polynomial, equation (12) implies equation (1’) or (2’). Hence type I or type II must occur.

## 3 Proof of Theorem in the Real Case.

Theorem 2 Every real normal Toeplitz matrix is either symmetric, skew-symetric, circulant or skew-circulant.
Proof. We define algebraic polynomials $`p(x)`$ and $`q(x)`$ such that

$$p\left(x\right)=a_1x+a_2x^2+\mathrm{}+a_Nx^N$$

$$q\left(x\right)=a_1x+a_2x^2+\mathrm{}+a_Nx^N$$

Also in this real case we can apply (7) in the previous section as necessary and sufficient conditions for $`T_N`$ to be normal in terms of real valued $`a_n`$:

$$a_ma_na_ma_n+a_{N+1m}a_{N+1n}a_{\left(N+1m\right)}a_{\left(N+1n\right)}=0\left(1n,mN\right)$$
$`(13)`$
Now we introduce the reciprocal polynomials to $`p(x)`$ and $`q(x)`$

$$\stackrel{~}{p}\left(x\right)=a_Nx+a_{N1}x^2+\mathrm{}+a_1x^N$$

and

$$\stackrel{~}{q}\left(x\right)=a_Nx+a_{N+1}x^2+\mathrm{}+a_1x^N,$$

respectively. Multiply both sides of equation (13) by $`x^my^n`$ and then sum the resulting expressions over all $`m`$ and $`n`$ to obtain the following analogue of (8):

$$p\left(x\right)p\left(y\right)q\left(x\right)q\left(y\right)+\stackrel{~}{p}\left(x\right)\stackrel{~}{p}\left(y\right)\stackrel{~}{q}\left(x\right)\stackrel{~}{q}\left(y\right)=0.$$
$`(14)`$
Noticing the relation $`\stackrel{~}{q}\left(x\right)=x^{N+1}q\left(1/x\right)`$ and $`\stackrel{~}{p}\left(x\right)=x^{N+1}p\left(1/x\right)`$ , and letting $`y=1/x`$ in (14), we have $`p\left(x\right)\stackrel{~}{p}\left(x\right)=q\left(x\right)\stackrel{~}{q}\left(x\right)`$ . By setting $`x=y`$ and then multiplying both sides of (14) by $`p^2\left(x\right)`$, we have from the relation $`p^2\left(x\right)\stackrel{~}{p}^2\left(x\right)=q^2\left(x\right)\stackrel{~}{q}^2\left(x\right)`$ ,

$$p^4\left(x\right)p^2\left(x\right)q^2\left(x\right)+q^2\left(x\right)\stackrel{~}{q}^2\left(x\right)p^2\left(x\right)\stackrel{~}{q}^2\left(x\right)=0,$$
$`(15)`$
which can be factorized as the following way:

$$\left(p^2\left(x\right)q^2\left(x\right)\right)\left(p^2\left(x\right)\stackrel{~}{q}^2\left(x\right)\right)=0.$$
$`(16)`$
From this formula, we obtain four types, symmetric $`p\left(x\right)=q\left(x\right)`$ , skew-symmetric $`p\left(x\right)=q\left(x\right)`$ , circulant $`p\left(x\right)=\stackrel{~}{q}\left(x\right)`$ and skew-circulant $`p\left(x\right)=\stackrel{~}{q}\left(x\right)`$ , which are equivalent to (3),(4),(5) and (6), respectively.