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# 𝐽𝐻𝐾' Imaging Photometry of Seyfert 1 AGNs and Quasars III: Variability of Radio Quiet and Radio Loud AGNs

## 1 Introduction

Active galactic nuclei (AGNs) at cosmological distance emit enormous amount of energy from their central region which is compact and spacially unresolved. Observations of AGN variability are important for the understanding of the physical mechanisms of energy emission by the central engine.

Monitoring observations of many AGNs in the optical region have been made by various authors, and the relations among AGN optical variability, luminosity, redshift, time scale and so on have been derived. For example, a negative correlation between variability amplitude and luminosity was found, and the possibility of explaining the emission and variability of AGN by a sub-unit model has been discussed (e.g., Cristiani et al. 1996; Hook et al. 1994). The wavelength dependence of variability was discussed by various authors (e.g., Cristiani et al. 1997; Winkler 1997; Winkler et al. 1992). Multi-color monitoring observations of AGNs are useful to distinguish the dependence of valiability on wavelength and redshift. Optical variability was compared with ultraviolet variability (Clemente et al. 1996), and it was concluded that the variability was larger in the shorter wavelength UV region than in the optical region.

Further understanding can obviously be made by combining the near-infrared (NIR) data with the UV/optical data. Barvanis (1992) analyzed the optical and NIR light curves of Fairall 9 (Cravel, Wamsterker & Glass 1989), and explained the delay of NIR variability, in terms of a dust reververation model, in which thermal re-radiation comes from a hot dust torus illuminated by the central emission engine. Neugebauer et al. (1988) monitored 108 PG quasars in the $`J`$, $`H`$, $`K`$, $`L`$ and 10$`\mu `$m bands for about 20 years. It was suggested that the detection rate of variability is smaller in the NIR than in the optical, if the same level of accuracy is required.

We present the new data of $`J`$, $`H`$, and $`K^{}`$ variabilities for 226 AGNs. The sample was divided into groups by radio strength, absolute $`B`$-magnitude, and redshift, and the ensemble variability for each group was measured.

## 2 Data

Our analysis in this paper was made by using the NIR images of AGNs obtained through the procedure of image reduction discussed in Paper I. Differential photometry was employed to measure their NIR variability. The achieved accuracy was significantly higher than the accuracy from an alternative method of standards-based photometry, as described in Paper II. Only the measurements made with more than two reference objects and having an accuracy higher than 0.1 mag are used in this paper.

The AGNs in our sample were selected from various versions of the Quasars and Active Galactic Nuclei catalog (VV catalog, Veron-Cetty and Veron 1993, 1996, 1998). AGNs were selected with consideration of their use in the MAGNUM Project (Kobayashi et al. 1998a, 1998b). The distribution of declination and right ascention for all AGNs in the sample is shown in Fig. 1 of Paper I. The distribution of absolute $`B`$-magnitude and redshift is shown in Fig. 2 of Paper I.

All observations were made with the 1.3m infrared telescope at the Institute of Space and Astronautical Science (ISAS), Japan, equipped with the NIR PICNIC camera (Kobayashi et al. 1994). The AGNs and reference objects were imaged in the $`J`$, $`H`$ and $`K^{}`$ bands with the telescope stepped in a raster pattern. Two photometric standard stars with different elevations were observed three times each night (for details see §2 of Paper I).

The PICRED software, that was developed for the PICNIC camera, was used to reduce the images. During our observations this software was optimized for AGN and quasar images, to achieve fully automated reductions (for details see §3 of Paper I).

## 3 Analysis and Discussion

### 3.1 ensemble variability

Since each AGN was observed on two different nights separated by a year or more, the variability thus obtained does not necessarily reflect the characteristic amplitude of intrinsic variability. Therefore, we discuss the ensemble variability of AGNs which reflects the dispersion of their individual variabilities. However, the standard deviation of such data is not a good parameter in estimating the AGN variability, because not only the intrinsic AGN variability but also measurement errors broaden the distribution.

We here introduce the ensemble variability, after excluding the contribution of measurement errors, as

$$\mathrm{\Delta }m=\sqrt{\frac{_i^N\mathrm{\Delta }m_i^2_i^N\sigma _i^2}{N}},$$
(1)
and its error given by

$$\sigma _{\mathrm{\Delta }m}=\frac{1}{2\mathrm{\Delta }m}\sqrt{\frac{\left(_i^N\mathrm{\Delta }m_i^2\sigma _i^2\right)^2}{N^3}+\frac{_i^N\left(4\mathrm{\Delta }m_i^2\sigma _i^22\sigma _i^4\right)}{N^2}}.$$
(2)
Derivation of $`\mathrm{\Delta }m`$ and $`\sigma _{\mathrm{\Delta }m}`$ is described in Appendix A. In the remainder of this paper these quantities of $`\mathrm{\Delta }m`$ and $`\sigma _{\mathrm{\Delta }m}`$ are used to discuss the variability of the AGNs in our sample.

### 3.2 The relation between the variability and AGN character

We examine whether the variability is correlated with the parameters such as radio strength, rest-frame time interval of observations, absolute $`B`$-magnitude, redshift, Seyfert type, and NIR colors. First, the sample was divided by each parameter into two groups, “$`a`$” and “$`b`$”, at a point where there appeared to be a boundary on either side of which the data are separated. Then, the ensemble variabilities for these two groups were compared with each other.

The AGNs in our sample are distinguished by the radio strength or the ratio of radio 6 cm flux relative to optical $`V`$-band flux $`f_\nu (6\mathrm{c}\mathrm{m})/f_\nu (V)`$. The AGNs with $`f_\nu (6\mathrm{c}\mathrm{m})/f_\nu (V)<10`$ were classified into the radio-quiet group, and others with $`f_\nu (6\mathrm{c}\mathrm{m})/f_\nu (V)>100`$ into the radio-loud group. The AGNs, observed twice separated by time interval $`\mathrm{\Delta }t_{\mathrm{obs}}`$, were distinguished by the rest-frame time interval $`\mathrm{\Delta }t_{\mathrm{rest}}\mathrm{\Delta }t_{\mathrm{obs}}/(1+z)`$. The AGNs with 100 days $`<\mathrm{\Delta }t_{\mathrm{rest}}<`$400 days were classified into the short-$`\mathrm{\Delta }t_{\mathrm{rest}}`$ group, and others with 400 days $`<\mathrm{\Delta }t_{\mathrm{rest}}<`$ 800 days into the long-$`\mathrm{\Delta }t_{\mathrm{rest}}`$ group. The boundary at 400 days reflects the period in which the AGNs were observed. Our observational runs consist of three periods (January 1996$``$April 1996, November 1996$``$February 1997, December 1997$``$April 1998). The AGNs observed in the first and third periods are mainly of long interval, and those in the second and third periods are of short interval. The AGNs with $`M_B<23.5`$ were classified into the bright group, and those with $`M_B>23.5`$ into the faint group. The AGNs with $`z<0.3`$ are classified into the low-$`z`$ group, and those with $`z>0.3`$ into the high-$`z`$ group. The AGNs with Seyfert 1, 1.2, and 1.5 were classified into the early-type Seyfert group, and others with 1.8, 1.9, and 2 into the late-type Seyfert group. The AGNs with $`JH<0.8`$ and those with $`HK^{}<0.8`$ were classified into the blue group, and others with $`JH>0.8`$ and $`HK^{}>0.8`$ into the red group.

The ensemble variabilities for the “$`a`$” and “$`b`$” groups are derived for each of radio strength, rest-frame time interval of observations, absolute $`B`$-magnitude, redshift, Seyfert type, and NIR colors. Table 1 shows the ratio $`\mathrm{\Delta }m(\mathrm{`}\mathrm{`}a\mathrm{"})/\mathrm{\Delta }m(\mathrm{`}\mathrm{`}b\mathrm{"})`$ for each of the above parameters. The last column of this table represents the average ratio taken over the $`J`$, $`H`$, and $`K^{}`$ bands. The average ratio between the radio-loud and radio-quiet groups is 1.46, which is the largest. The average ratio for the long- and short-$`\mathrm{\Delta }t_{\mathrm{rest}}`$ groups is 1.24, while it is 1.20 for the bright- and faint-$`M_B`$ groups. The average ratios for other quantities are much closer to unity.

Top panel of Fig. 1 shows that the ensemble variability in the $`J`$, $`H`$, or $`K^{}`$ band is $`\mathrm{\Delta }m0.2`$, estimated for the entire sample, while $`\mathrm{\Delta }m0.250.3`$ and $`0.180.2`$ for the radio-quiet and radio-loud groups, respectively. We see no significant wavelength-dependence of $`\mathrm{\Delta }m`$.

We divide the radio-quiet or radio-loud group furthermore into two subgroups of short and long $`\mathrm{\Delta }t_{\mathrm{rest}}`$, and estimate the ensemble variability for respective subgroups. Bottom panels of Fig. 1 show that the ensemble variability in the $`J`$, $`H`$, or $`K^{}`$ band is $`\mathrm{\Delta }m0.2`$ (long $`\mathrm{\Delta }t_{\mathrm{rest}}`$) and 0.15 (short $`\mathrm{\Delta }t_{\mathrm{rest}}`$) for the radio-quiet sample, while $`\mathrm{\Delta }m0.2832`$ (long $`\mathrm{\Delta }t_{\mathrm{rest}}`$) and $`0.220.28`$ (short $`\mathrm{\Delta }t_{\mathrm{rest}}`$) for the radio-loud sample.

We furthermore divide the short- or long-$`\mathrm{\Delta }t_{\mathrm{rest}}`$ subgroup by $`M_B`$ or $`z`$. In this way, the ensemble variabilities of the radio-quiet AGNs in respective subgroups are shown in Fig. 2. The similar results for the radio-loud AGNs are shown in Fig. 3.

#### 3.2.1 statistical test and estimation of the $`\lambda `$ dependence of the ensemble variability

A statistical test on the wavelength dependence of $`\mathrm{\Delta }m_\lambda `$ was done by applying the $`\chi ^2`$ method to the result. Since such dependence was not found to be significant, it is reasonable to adopt a two-parameter function of $`\mathrm{\Delta }m_\lambda (a_1,a_2)=a_1e^{a_2\lambda }`$ and search for the solution near $`a_20`$ in minimizing $`\chi ^2=_{\lambda =J,H,K^{}}(\mathrm{\Delta }m_\lambda \mathrm{\Delta }m_\lambda (a_1,a_2))^2/\sigma _{\mathrm{\Delta }m_\lambda }^2`$. Table 2 shows the optimized values of $`a_1=0.205`$ and $`a_2=0.029`$ for the entire sample, leading to $`\mathrm{\Delta }m_K^{}/\mathrm{\Delta }m_J=1.03`$, otherwise $`\mathrm{\Delta }m_K^{}/\mathrm{\Delta }m_J=0.831.26`$ (95% C.L.) and $`0.791.32`$ (99% C.L.). For the radio-quiet sample, the optimized values of $`a_1=0.205`$ and $`a_2=0.065`$ give $`\mathrm{\Delta }m_K^{}/\mathrm{\Delta }m_J=0.94`$. A similar result holds if the radio-quiet sample is further divided by $`\mathrm{\Delta }t_{\mathrm{rest}}`$. For other groups, the C.L. range becomes wider, so that the ability of rejecting the hypothesis of no wavelength-dependence by the test remarkably decreases.

#### 3.2.2 statistical dependence test of the ensemble variability on characteristic parameters

In this section, using the ensemble variability $`\mathrm{\Delta }m`$ averaged over the $`J`$, $`H`$, and $`K^{}`$ bands, we examin whether $`\mathrm{\Delta }m`$ depends on radio strength, $`\mathrm{\Delta }t_{\mathrm{rest}}`$, $`M_B`$, and $`z`$. In this case, with a simple one-parameter function of $`\mathrm{\Delta }m(a_1)=a_1`$, it is reduced to $`\chi ^2=_j(\mathrm{\Delta }m_j\mathrm{\Delta }m(a_1))^2/\sigma _{\mathrm{\Delta }m_j}^2`$. Table 3 shows the optimized value of $`a_1`$ together with $`P`$ which represents the reliability of rejecting the hypothesis that $`\mathrm{\Delta }m`$ does not depend on the parameter in question.

It is understood from this table that the statistical equivalence of $`\mathrm{\Delta }m`$ between the radio-quiet and radio-loud samples is rejected by a level of $`P99.9\%`$. For the radio-quiet sample further divided by $`\mathrm{\Delta }t_{\mathrm{rest}}`$, the statistical equivalence of $`\mathrm{\Delta }m`$ between the short and long $`\mathrm{\Delta }t_{\mathrm{rest}}`$ is also rejected by a level of $`P99.9\%`$. For the radio-loud sample, however, such statistical equivalence is rejected only by $`P=71.1\%`$.

For the radio-quiet sample with short $`\mathrm{\Delta }t_{\mathrm{rest}}`$, the test for the $`M_B`$-dependence gives $`P=75.0\%`$ by which it is difficult to conclude with certainty that $`\mathrm{\Delta }m`$ depends on $`M_B`$. The same test for $`z`$-dependence gives $`P=95.5\%`$, indicating a rather strong $`z`$-dependence of $`\mathrm{\Delta }m`$. For the radio-loud sample with short $`\mathrm{\Delta }t_{\mathrm{rest}}`$, both $`M_B`$-dependence and $`z`$-dependence are highly significant. We note that such strong $`M_B`$-dependence is in clear contrast with the result for the radio-quiet sample, and such strong $`z`$-dependence is similar to the result for the radio-quiet sample.

#### 3.2.3 discussion of the parameter dependence of the ensemble variability

Figure 4 shows the relations among various parameters for the radio-quiet sample. In the left column, from top to bottom, are shown the values of $`\mathrm{\Delta }m`$, $`\mathrm{\Delta }t_{\mathrm{rest}}`$, and $`M_B`$, estimated in four $`z`$-bins between $`z=0`$ and 1. Similarly, in the right column, from top to bottom, are shown the values of $`\mathrm{\Delta }m`$, $`\mathrm{\Delta }t_{\mathrm{rest}}`$, and $`z`$, estimated in four $`M_B`$-bins between $`M_B=32`$ and $`18`$. In this figure, open and filled squares represent the samples with short and long $`\mathrm{\Delta }t_{\mathrm{rest}}`$, respectively.

We see from the left column that $`\mathrm{\Delta }m`$, $`\mathrm{\Delta }t_{\mathrm{rest}}`$ and $`M_B`$ decrease with increasing $`z`$, except for the case of $`\mathrm{\Delta }m`$ in the lowest-$`z`$ bin. These trends with $`z`$ are equivalently converted to the trends with $`M_B`$, as shown in the right column, by using the monotonical $`z`$ versus $`M_B`$ relation. We caution that the $`z`$-dependence of $`\mathrm{\Delta }t_{\mathrm{rest}}`$ may only be apparent, arising from the cosmological time delay $`\mathrm{\Delta }t_{\mathrm{rest}}=\mathrm{\Delta }t_{\mathrm{obs}}/(1+z)`$ applied to our sample which has a rather limited range of $`\mathrm{\Delta }t_{\mathrm{obs}}`$. Consequently, any trends with $`\mathrm{\Delta }t_{\mathrm{rest}}`$ may also be apparent.

The ensemble NIR variability of radio-quiet AGNs is as small as $`\mathrm{\Delta }m0.25`$, showing little $`M_B`$-dependence in this work. We note that faint AGNs, mostly at low $`z`$, are contaminated by a host galaxy component, which is indicated by our multi-aperture color analysis (Paper I; see also Kotilainen & Ward 1994). Since the host galaxy component is stellar and does not vary on a time scale of years, such contamination has the systematic effect of weakening the AGN variability. Therefore, $`\mathrm{\Delta }m`$, after correction for this effect, would still have little or negative correlation with absolute $`B`$-luminosity, depending on the degree of contamination within chosen aperture size.

The above $`M_B`$-dependence of $`\mathrm{\Delta }m`$ is expected from the model of dust reverberation in which brighter AGNs have a larger dust torus. That is, a variation in the UV/optical light emitted from the central engine is absorbed in more extended region of dust from which the NIR radiation is emitted and the spread in arrival times of the NIR variation from this extended region produces a variation with smaller amplitude. Therefore, regardless of the real emission mechanism of central source, the NIR variability would show only small correlation with $`M_B`$, as observed.

Next, we consider the radio-loud AGNs. Figure 5 shows their relations among $`\mathrm{\Delta }m`$, $`\mathrm{\Delta }t_{\mathrm{rest}}`$, $`M_B`$, and $`z`$, in a similar way as in Fig. 4. We divide the radio-loud sample into the short and long $`\mathrm{\Delta }t_{\mathrm{rest}}`$. However, because of the lack of enough data, the values of $`\mathrm{\Delta }m`$ and $`\mathrm{\Delta }t_{\mathrm{rest}}`$ are not estimated as a function of $`z`$ or $`M_B`$, for the case of long $`\mathrm{\Delta }t_{\mathrm{rest}}`$.

We notice that $`\mathrm{\Delta }m`$ for the radio-loud AGNs, in the case of short $`\mathrm{\Delta }t_{\mathrm{rest}}`$, strongly increases with increasing $`z`$ or with increasing absolute $`B`$-luminosity, opposite to that for the radio-quiet AGNs. If we assume that such positive correlation is only apparent, wishing to explain it in terms of the effect of contamination of host galaxy component, we have to invoke an extremely different contribution from the host galaxies between radio-loud and radio-quiet AGNs, which is difficult to justify. Therefore, it is more reasonable to conclude that the different $`M_B`$-dependence of $`\mathrm{\Delta }m`$ reflects the different emission and variability mechanisms between radio-loud and radio-quiet AGNs.

### 3.3 The correlation of variability in different passbands

In this section the correlation among the variabilities in the $`J`$, $`H`$, and $`K^{}`$ bands is discussed using only the data of estimated variabilities with more than two reference stars and an accuracy better than 0.1 mag. The results for the radio-quiet and radio-loud AGNs are shown in Figs. 6 and 7, respectively, where $`\mathrm{\Delta }m_H`$ is plotted against $`\mathrm{\Delta }m_J`$, $`\mathrm{\Delta }m_K^{}`$ against $`\mathrm{\Delta }m_H`$, and $`\mathrm{\Delta }m_K^{}`$ against $`\mathrm{\Delta }m_J`$. Open and filled symbols correspond to long and short $`\mathrm{\Delta }t_{\mathrm{rest}}`$, respectively.

The data distribute, more or less, along the diagonal running from lower left to upper right through the origin, which indicates that AGNs, becoming brighter in one band, become brighter in the other band, and vice versa. It is seen from each panel that more data are plotted in the lower left region than in the upper right region. However, this is not real because AGNs, becoming fainter, are likely to be either undetected or rejected by our accuracy requirement.

The correlation coefficient of variabilities in two different bands, say $`J`$ and $`H`$, is defined as

$$r_{JH}=\frac{(\mathrm{\Delta }m_{J,i}\mathrm{\Delta }m_J)(\mathrm{\Delta }m_{H,i}\mathrm{\Delta }m_H)}{\sqrt{(\mathrm{\Delta }m_{J,i}\mathrm{\Delta }m_J)^2(\mathrm{\Delta }m_{H,i}\mathrm{\Delta }m_H)^2}},$$
(3)
where $`\mathrm{\Delta }m_\lambda `$ ($`\lambda =J`$ or $`H`$) is the unweighted average of variability data in each band. Table 4 tabulates the values of $`r_{JH}=+0.74`$, $`r_{HK^{}}=+0.81`$, and $`r_{JK^{}}=+0.71`$ for the entire sample, for which the 68.3% confident interval is about 0.1 or less. The coefficient is higher than +0.59 for the radio-quiet sample, and even higher than +0.8 for the radio-loud sample.

Figure 8 shows the $`z`$-dependence of $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$. For the radio-quiet sample, all these coefficients at $`z<0.1`$ are equally high. While $`r_{JH}`$ keeps a high value irrespective of $`z`$, the coefficients $`r_{JK^{}}`$ and $`r_{HK^{}}`$ are getting smaller for higher $`z`$. This trend may have occurred from an underestimation of the correlation, because of lower statistical accuracy in the high-$`z`$ sample of smaller size, and because of larger errors in $`\mathrm{\Delta }m`$ for the high-$`z`$ sample consisting mainly of faint AGNs. For the radio-loud sample, all the coefficients keep a high value irrespective of $`z`$ and their accuracy becomes higher for higher $`z`$, in sharp contrast with the radio-quiet sample.

The equivalence of $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$ was tested against the estimated true value of coefficient $`r_{\mathrm{true}}`$. Table 5 tabulates the estimation of $`r_{\mathrm{true}}`$ together with $`P`$ which represents the reliability of rejecting the hypothesis that $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$ are equivalent to each other. For the radio-quiet sample, their equivalence at $`z=0.10.3`$ is significantly rejected, while not definitely so at higher $`z`$. For the radio-loud sample, the equivalence at $`z>0.3`$ is rejected with negligible reliability, in other words, it is very probable that $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$ are the same at $`z>0.3`$.

It is important to note that $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$ for the radio-quiet sample are equally high at $`z<0.1`$, and $`r_{HK^{}}`$ is higher than $`r_{JH}`$ and $`r_{JK^{}}`$ at $`z=0.10.3`$. In dust reverberation model, the NIR flux of AGNs is mainly emitted from hot dust which is heated up to the evaporation temperature $`T_{\mathrm{evap}}1500`$K (e.g., Kobayashi et al. 1993). The equivalence of $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$ at $`z<0.1`$ can be explained by the black body radiation with constant $`T_{\mathrm{evap}}1500`$K dominating on the longer-wavelength region of the 1$`\mathrm{\mu m}`$ minimum seen in the rest-frame SED of AGNs and quasars. On the other hand, the main variable component dominating on the shorter-wavelength region of the 1$`\mathrm{\mu m}`$ minimum is considered to be a power-law component, and its variability is not necessarily synchronized with the NIR variability. Figure 9 shows this non-synchronization between UV/optical and NIR variabilities on either sides of 1$`\mathrm{\mu m}`$ in rest frame. Thereby, at $`z=0.10.3`$, the correlation of variabilities between the $`J`$ band and longer wavelengths becomes weak, because the 1$`\mathrm{\mu m}`$ minimum in the rest frame moves to the $`J`$ band and the power-law variable component affects the flux there. At $`z>0.3`$, the 1$`\mu `$m minimum moves in between the $`H`$ and $`K^{}`$ band. In such case, $`r_{JH}`$ is kept high, determined mainly by the the power-law variable component, while $`r_{HK^{}}`$ and $`r_{JK^{}}`$ become low, determined by both the power-law and black-body components.

For the radio-loud sample, however, the obseved trends of $`r_{JH}`$, $`r_{HK^{}}`$, and $`r_{JK^{}}`$ are very different from those for the radio-quiet sample and may be explained by a mechanism of variability other than dust reverberation.

### 3.4 The time scale of AGN variability

In this section we consider the relation between the time scale and other parameters that characterize the variability of AGNs. For pedagogical purpose, we introduce two representative functions to be fitted to our NIR data:

$$\mathrm{\Delta }m(A,p)=A(\mathrm{\Delta }t_{\mathrm{rest}})^p,$$
(4)
and

$$\mathrm{\Delta }m(B,\tau )=B(1\mathrm{exp}(\mathrm{\Delta }t_{\mathrm{rest}}/\tau )).$$
(5)
These functions correspond to a divergent increase of variability and an asymptotic increase with increasing $`\mathrm{\Delta }t_{rest}`$, respectively.

Tables 6a and 6b tabulate the fitted values of the parameters and their 95% and 99% confidence intervals, applied to the AGNs in the entire sample as well as the radio-quiet and radio-loud samples. The curves with such fitted values are shown in Fig. 10. We note that $`p`$ and $`\tau `$ are searched for in their postive values to avoid division by 0 at $`\mathrm{\Delta }t_{\mathrm{rest}}=0`$ in equations 4 and 5. If their fitted values or the lower limits of their confidence intervals became negative, they were given the value of zero.

All the fitted curves are accepted independent of how the data are divided into subgroups. Thus, it is difficult to prefer the function in equation 4 to the other in equation 5. However, it is generally suggested from Tables 6a and 6b that $`p`$ and $`\tau `$ for the radio-loud sample are smaller than those for the radio-quiet sample, which indicates that the time scale of NIR variability of radio-loud AGNs is shorter than that for the radio-quiet AGNs.

Figure 11 shows the fitted values of $`p`$ and $`\tau `$ in comparison with those obtained by Cristiani et al. (1996) from the optical variability data in the literature. The vertical errorbar is for the 68.3% confidence interval, and the horizontal errorbar for the covered range of wavelengths. It is interesting to see that the time scale of optical variability by Cristiani et al. (1996) agrees, within the range of uncertainties, with the time scale of NIR variability for the radio-quiet sample. On the contrary, this is not the case for the radio-loud sample, where the time scale of optical variability is significantly longer than the time scale of NIR variability.

From the viewpoint of dust reverberation, it is natural that the NIR variability occurs on a rather elongated time scale, because the UV/optical variability is re-emitted in the NIR from a more extended region of dust producing a spread of arrival times. Consequently, whether the NIR variability occurs as fast as or faster than the UV/optical variability gives a clue which limits or rejects a mechanism of variability based upon the dust reverberation model. In this regard, it is difficult to explain by the dust reverberation model how the NIR variability of the radio-loud AGNs occurs faster than the optical variability, as seen from the comparison in Fig. 11.

### 3.5 The relation between near infrared variarility and radio activity

We have highlighted the difference of NIR variability between the radio-quiet and radiou-loud AGNs. Obtained features for these respective samples are summarized as follows:

(1) The amplitude of ensemble NIR variability $`\mathrm{\Delta }m`$ in the radio-quiet sample is smaller than in the radio-loud sample.

(2) The wavelength-dependence of $`\mathrm{\Delta }m`$ in the NIR region is not found in both the radio-quiet and radio-loud samples.

(3) No correlation is found between $`\mathrm{\Delta }m`$ and $`M_B`$ in the radio-quiet sample, but a negative correlation is suggested if corrected for the effect of possible contamination of a host galaxy component. On the other hand, a positive correlation is found between $`\mathrm{\Delta }m`$ and $`M_B`$ in the radio-loud sample.

(4) The correlation coeficient $`r_{HK}`$ between the $`H`$ and $`K`$ variabilities at $`z=0.10.3`$ is significantly higher than $`r_{JH}`$ and $`r_{JK^{}}`$ in the radio-quiet sample. On the other hand, the coeficients $`r_{JH}`$, $`r_{JK^{}}`$ and $`r_{HK^{}}`$ at $`z>0.3`$ have a high value of $`0.90.95`$ in the radio-loud sample.

(5) The time scale of NIR variability in the radio-quiet sample is longer than in the radio-loud sample.

The features of 2, 3, and 4 for the radio-quiet AGNs are consistent with those expected from a mechanism of variability by dust reverberation. Furthermore, the feature of 5 for the radio-quiet AGNs, if combined with the time scale of optical variability by Cristiani et al. (1996), is also consistent with dust reverberation.

However, the features of 2 to 5 for the radio-loud AGNs are not explained consistently by dust reverberation. A non-thermal variable component, as a substitute of thermal radiation from hot dust, is worth considering. For example, Sanders et al. (1989) proposed such a non-thermal component which would vary more strongly and faster in the compact region than the thermal radiation from an extended hot dust torus.

We proceed with the working hypothesis such that dust reverberation is responsible for the emission and variability of radio-quiet AGNs, while a non-thermal variable component is responsible for the emission and variability of radio-loud AGNs. In the next subsections, we check the plausibility of this hypothesis using additional data from the literature.

#### 3.5.1 The radio strength of the dust reverberation sample

It is known that the time delay of NIR variability lagged behind the the UV/optical variability is a key prediction of the dust reverberation model. Therefore, measurements of UV/optical and NIR light curves, based on multi-wavelength monitoring observations of AGNs, immediately reject or justify the application of the dust reverberation model to individual AGNs.

The AGNs with measured time delay, to which the dust reverberation model is successfully applied, are taken from the literature, and their data of $`z`$, $`M_B`$, and $`f_\nu (6\mathrm{c}\mathrm{m})/f_\nu (V)`$ are summarized in Table 7. It is evident that these AGNs are classified as radio-quiet with $`f_\nu (6\mathrm{c}\mathrm{m})/f_\nu (V)<10`$. The sample of these AGNs is heterogeneous and is far from complete. It is possible that the sample is biased in favor of nearby and/or radio-quiet AGNs.

The first systematic monitoring observations of many Seyfert 1 AGNs and quasars in the $`V`$ and $`K`$ bands were performed by Nelson (1996a). Table 8 shows the statistics based on Nelson’s sample consisting of 51 program AGNs. The first row represents the numbers of radio-quiet and radio-loud AGNs in his entire sample of 51 AGNs, the second row for the subsample of 33 AGNs which were found to vary in both the $`V`$ and $`K`$ bands, and the third row for the subsample of 6 AGNs for which the time delay of the $`K`$-band variability relative to the $`V`$-band variability were measured.

We see that the AGNs with measured time delay, which are best explained by the simple dust reverberation model, are always classified as radio-quiet. In other words, radio-quiet AGNs are potential targets for multi-wavelength monitoring from which the time delay between the NIR and UV/optical variabilities can certainly be measured.

#### 3.5.2 The relation between variability and flatness of radio SED

The large and fast NIR variability of radio-loud AGNs found in this paper is not explained by dust reverberation model. In order to understand what causes such variability, we further classify the radio-loud AGNs with respect to their spectral feature in the radio region, being either flat ($`\alpha >0.5`$) or steep ($`\alpha <0.5`$), if fitted to a power-law form of $`f_\nu \nu ^\alpha `$ (Sanders et al. 1989).

The values of power index $`\alpha `$ in our sample were determined using the data of radio fluxes at 6 cm and 11 cm taken from the VV catalog. Figure 12 shows that $`\alpha `$ is not correlated with $`M_B`$ or $`z`$. Figure 13 shows that the ensemble variability in the $`J`$, $`H`$, and $`K^{}`$ bands is $`\mathrm{\Delta }m0.350.45`$ for the radio-loud and flat-spectrum AGNs, which is systematically higher than $`\mathrm{\Delta }m0.2`$ for the radio-loud and steep-spectrum AGNs. It is therefore the flat component that actually brings about the large and fast NIR variability.

The radio spectral index, $`\alpha `$, is known to be well correlated with the radio-loud AGN morphology; while the steep spectrum is associated with extended lobe-dominant sources, the flat spectrum is associated with core-dominant variable sources such as OVVs, highly polarized QSOs, and BL lacs. Thereby, it is reasonable to conclude that a non-thermal variable component, as exemplified by non-thermal emissions from such objects (e.g., Robson et al. 1993; Bloom et al. 1994), is responsible for occurrence of features of the NIR variability found for the radio-loud AGNs in this paper.

## 4 Summary

We presented comprehensive study of NIR variability of 226 AGNs based on multiple observations in the $`J`$, $`H`$, and $`K^{}`$ bands. Our sample consists mainly of Seyfert 1 AGNs and QSOs. About a quarter of objects in each category are radio loud. The AGNs in the entire sample have redshifts spanning a range from $`z=0`$ to 1, and the absolute $`B`$-magnitudes from $`M_B=29`$ to $`18`$.

Based on the method of differential photometry, we find that the ensemble NIR variability for the entire sample of AGNs is typically $`\mathrm{\Delta }m0.2`$ mag. When the sample is divided by radio strength, the variability for the radio-quiet sample is systematically smaller than that for the radio-loud sample. No clear wavelength-dependence of $`\mathrm{\Delta }m`$ in the NIR region is found for either the radio-quiet or radio-loud sample, in sharp contrast with the UV/optical result in the literature.

We examined the dependence of $`\mathrm{\Delta }m`$ on various quantities such as radio strength, $`M_B`$, and $`z`$, with special attention as to whether their ensemble variability would support or reject the simple-minded dust reverberation model for AGNs.

The radio-quiet AGNs show no significant correlation between $`\mathrm{\Delta }m`$ and $`M_B`$, although negative correlation is suggested if corrected for the effect of possible contamination by a host galaxy component. On the other hand, the radio-loud AGNs show a positive correlation between $`\mathrm{\Delta }m`$ and $`M_B`$.

The radio-quiet AGNs give a significantly higher correlation coefficient $`r_{HK}`$ between the $`H`$ and $`K`$ variabilities at $`z=0.10.3`$, when comapred to $`r_{JH}`$ and $`r_{JK^{}}`$. On the other hand, the radio-loud AGNs give a high value of $`0.90.95`$ to all the coefficients $`r_{JH}`$, $`r_{JK^{}}`$ and $`r_{HK^{}}`$ at $`z>0.3`$.

Time development of ensemble variability is examined using heuristic functions. The time scale of NIR variability for the radio-quiet AGNs in this paper is not shorter than the time scale of UV/optical variability given in the literature. However, the time scale of NIR variability of the radio-loud AGNs is significantly shorter than the time scale of their UV/optical variability.

All the features of NIR variability for the radio-quiet AGNs are consistent with those expected from the dust reverberation model. However, it is difficult for this simple-minded model to explain the features of the radio-loud AGNs, and a non-thermal variable component is suggested as a viable candidate for causing the large and fast NIR variability of the radio-loud AGNs.

We are grateful to H. Okuda, M. Narita and other staff of the infrared astronomy group of the Institute of Space and Astronautical Science (ISAS) for their support in using their 1.3m telescope. We thank the staff of the Advanced Technology Center of the National Astronomical Observatory of Japan (NAOJ) for their new coating of the mirror of the 1.3m telescope at the ISAS. Gratitude is also extended to the Computer Data Analysis Center of the NAOJ. This work has made use of the NASA/IPAC Extra Galactic Database (NED), and has been supported partly by the Grand-in-Aid (07CE2002, 10304014) of the Ministry of Education, Science, Culture, and Sports of Japan and by the Torey Science Foundation.

## Appendix A estimation of the ensemble variability

This section describes how we estimate variability and its error in this work using the data for which the sample number and accuracy are both limited. The data obtained in this work are given in the format of $`(\mathrm{\Delta }m_1,\sigma _1)`$, $`(\mathrm{\Delta }m_2,\sigma _2)`$$`(\mathrm{\Delta }m_N,\sigma _N)`$ for the sample of AGN<sub>1</sub>, AGN<sub>2</sub> … AGN<sub>N</sub>. Here, $`\mathrm{\Delta }m_i`$ and $`\sigma _i`$ represent the variability and its error of the $`i`$-th object. Hereafter, the real variability of the $`i`$-th object is described as $`v_i`$, and the difference between $`v_i`$ and $`\mathrm{\Delta }m_i`$ is given by $`e_i`$. Then, $`e_i`$ can be regarded as a random variable described by the normal distribution having zero average and the standard deviation $`\sigma _i`$, that is,

$`\mathrm{\Delta }m_i=v_i+e_i,<e_i>=0,<e_i^2>=\sigma _i,`$ (A1)
where $`<>`$ represents the expectation. The real variability of the $`i`$-th object $`v_i`$ is assumed to be a random variable that follows the normal distribution with zero average and the standard deviation $`v_0`$ independent of $`i`$.

In the ideal case where the data have zero error and the sample size is infinite, the dispersion of variability is given by

$`\underset{N\mathrm{}}{lim}\left[{\displaystyle \frac{_i^Nv_i^2}{N}}\right]`$ (A2)
Hereafter, the aim is to estimate the value of equation A2 and the error from the existing data. Consider

$`v_i^2=\mathrm{\Delta }m_i^22v_ie_ie_i^2.`$ (A3)
Then, the expectation of the second term in the right-hand side vanishes because $`v_i`$ and $`e_i`$ are independent of each other. Therefore, the expectation of $`v_i^2`$ becomes

$`<v_i^2>=\mathrm{\Delta }m_i^2\sigma _i^2.`$ (A4)
Substitution of the observed data into equation A2 gives

$`\underset{N\mathrm{}}{lim}\left[{\displaystyle \frac{_i^Nv_i^2}{N}}\right]{\displaystyle \frac{_i^Nv_i^2}{N}}{\displaystyle \frac{_i^N\mathrm{\Delta }m_i^2_i^N\sigma _i^2}{N}}\overline{v_0^2},`$ (A5)
where the first $``$ stems from the finite sample number and the second $``$ stems from the error of the data. The overline of $`\overline{v_0^2}`$ indicates that the value is the expectation based on the exisiting data.

The error of equation A5 is estimated as follows: First, we focus on the error caused by the deviation of the ideal expectation from that of the actual data with finite sample number. It should be noticed that $`_i^N(v_i/v_0)^2`$ is the random variable described by the $`\chi ^2`$ distribution with $`N`$ degrees of freedom. Since $`v_i/v_0`$ $`(i=1,2\mathrm{}N)`$ is a random variable that follows the normal distribution with zero average and the standard deviation of unity, the expectation $`_i^N(v_i/v_0)^2`$ is equal to $`N`$ with the dispersion of $`2N`$. Therefore, the error of equation A5 arising from the finite sample number is estimated as $`\pm \sqrt{2v_0^4/N}`$.

We next focus on the error caused by the deviation of the ideal expectation from that of the actual data with non-zero error. Assuming that $`v_i`$ and $`e_i`$ are independent of each other, the difference between $`v_i^2`$ and $`<v_i^2>`$ is calculated as

$`<(v_i^2<v_i^2>)^2>`$ $`=`$ $`<(\mathrm{\Delta }m_i^22e_iv_ie_i^2\mathrm{\Delta }m_i^2+\sigma _i^2)^2>`$ (A6)
$`=`$ $`<4e_i^2v_i^2+e_i^4+\sigma _i^4+4e_i^3v_i4e_iv_i\sigma _i^22e_i^2\sigma _i^2>`$
$`=`$ $`4\sigma _i^2<v_i^2>+<e_i^4>\sigma _i^4,`$
where equation A1 is used. Using equation A4 and $`<e_i^4>=3\sigma _i^4`$, equation A6 furthermore reduces to

$`<(v_i^2<v_i^2>)^2>`$ $`=`$ $`4\sigma _i^2<v_i^2>+2\sigma _i^4`$ (A7)
$`=`$ $`4\sigma _i^2\mathrm{\Delta }m_i^22\sigma _i^4.`$
Therefore, the error of equation A5 arising from the non-zero error of the variability data is estimated as $`\pm \sqrt{_i^N(4\mathrm{\Delta }m_i^2\sigma _i^22\sigma _i^4)/N^2}`$. Using equation A5 and the above error estimates, the expectation value of $`v_0^2`$ and its error are estimated as

$`\overline{v_0^2}`$ $`=`$ $`{\displaystyle \frac{_i^N\mathrm{\Delta }m_i^2_i^N\sigma _i^2}{N}}\pm \sqrt{{\displaystyle \frac{2v_0^4}{N}}+{\displaystyle \frac{_i^N(4\mathrm{\Delta }m_i^2\sigma _i^22\sigma _i^4)}{N^2}}}`$ (A8)
$``$ $`{\displaystyle \frac{_i^N\mathrm{\Delta }m_i^2_i^N\sigma _i^2}{N}}\pm \sqrt{{\displaystyle \frac{2(_i^N\mathrm{\Delta }m_i^2_i^2\sigma _i^2)^2}{N^3}}+{\displaystyle \frac{_i^N(4\mathrm{\Delta }m_i^2\sigma _i^22\sigma _i^4)}{N^2}}}.`$
Finally, using the usual error propagation, the expectation value of $`v_0`$ and its error are estimated as

$`\overline{v_0}`$ $`=`$ $`\sqrt{{\displaystyle \frac{_i^N\mathrm{\Delta }m_i^2_i^N\sigma _i^2}{N}}}`$ (A9)
$`\pm `$ $`{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{_i^N\mathrm{\Delta }m_i^2_i^N\sigma _i^2}{N}}\right]^{1/2}\sqrt{{\displaystyle \frac{2(_i^N\mathrm{\Delta }m_i^2_i^2\sigma _i^2)^2}{N^3}}+{\displaystyle \frac{_i^N(4\mathrm{\Delta }m_i^2\sigma _i^22\sigma _i^4)}{N^2}}}.`$


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# Killer Geometries in Competing Species Dynamics

## 1 Introduction

The social behavior of a group of persons is certainly related in part to the fact that each individual has its own autonomy and perception of the environment. However the global behavior may also reflect some “mechanical” response of each individual to the specific situation it is confronted with. Such a collective behavior may possibly be captured at by some cellular automaton model (see  for a general introduction to cellular automata) provided the rules, to which each individual obeys, are suitably chosen.

Here we address the generic problem of the competing fight between two different groups over a fixed area. We present a “voter model” which describes the dynamical behavior of a population with bimodal conflicting interests and study the conditions of extinction of one of the initial groups . Note that other interesting applications can be addressed with this model, such as the problem of cancer tumor growth .

## 2 The Model

Our model can be illustrated by the smoker - non smoker confrontation. In a small group of persons a majority of smokers will usually convince the few others to allow them to smoke making smoking the non smokers at least passively and vice versa. But each time an equal number of smokers and non-smokers meet an incertainty occurs. In that case it may be assumed that a social trend will decide between the two attitudes. In the US, smoking is viewed as a overall disadvantage whereas in France it is rather well accepted. In other words, there is a bias that will select the winner attitude in an even situation. In our example, whether one studies the French or US case, the bias is in favor of the smokers or the non-smokers, respectively. In our model such a smoking non-smoking choices is considered for each new social encounter.

The same mechanism can be associated with the problem of two competing standards. The choice of one or the other standard is often driven by the opinion of the majority of people one meets. But when the two competing systems are equally represented, the intrinsic quality of the product becomes decisive. In that case, price and technological advantage play the role of a bias.

Here we consider the simpler case of four-person encounters in a spatially extended system in which the actors (species $`A`$ or $`B`$) move randomly. Initially, the $`B`$ species is present with density $`b_0`$ and the $`A`$ species with density $`1b_0`$. The $`B`$ individuals are supposed to have a qualitative advantage over the $`A`$s but are less numerous. The question we want to address is what is the minimal density $`b_0`$ which make the $`B`$s win over $`A`$ (i.e. invade the entire system at the expense of $`A`$ individuals). Thus this model represents a process of spatial contamination of opinion. Continuous approach have been also considered

The CA rule we propose here  to describe this proceess is derived from a model by Galam , in which the four individuals involved in a tournament are randomy chosen among the current population, whose composition in $`A`$ or $`B`$ type of person evolves after each confrontation. The density threshold for an invading emergence of $`B`$ is $`b_c=0.23`$ if the $`B`$ group has a qualitative bias over $`A`$. However, with a spatial distribution of the species, even if $`b_0<b_c`$, $`B`$ can still win over $`A`$ provided that it strives for confrontation. However, when the qualitative advantage is not enough to win, a geographic as well as a definite degree of aggressiveness is instrumental to overcome the less fitted majority.

The model we use to describe the two populations $`A`$ and $`B`$ influencing each other or competing for some unique resources, is based on the diffusion automaton proposed in . Particles have two possible internal states ($`\pm 1`$), coding for the $`A`$ or $`B`$ species, respectively. Individuals move on a two-dimensional square lattice. At each site, there are always four individuals (any combination of $`A`$’s and $`B`$’s is possible). These four individuals all travels in a different lattice direction (north, east, south and west). The situation is illustrated in Fig. 1

The interaction takes place in the form of “fights” between the four individuals meeting on the same site. At each fight, the group nature ($`A`$ or $`B`$) is updated according to the majority rule when possible, otherwise with a bias in favor of the best fitted group. The rules are,

* The local majority species (if any) wins:

$$nA+mB\{\begin{array}{cc}(n+m)A\hfill & \text{if }n>m\hfill \\ (n+m)B\hfill & \text{if }n<m\hfill \end{array}$$

where $`n`$ and $`m`$ are integers satisfying the constraint $`n+m=4`$.
* When there is an equal number of $`A`$ and $`B`$ on a site, $`B`$ wins the confrontation with probability $`1/2+\beta /2`$. The quantity $`\beta [0,1]`$ is the bias accounting for some advantage (or extra fitness) of species $`B`$.

Above rule is applied with probability $`k`$. Thus, with probability $`1k`$ the group composition does not change because no fight occurs. Between fights both population agents diffuse on the lattice, by randomly choosing a new direction (see  for more detail).

The behavior of this model is illustrated in Fig. 2. The current configuration is shown at three different time steps. We can observe the growth of dense clusters of $`B`$ invading the system.

It is clear that the model richness comes from the even confrontations. If only odd fights would happen, the initial majority population would always win after some short time. The key parameters of this model are (i) $`k`$, the aggressiveness (probability of confrontation), (ii) $`\beta `$, the $`B`$’s bias of winning a tie and (iii) $`b_0`$, the initial density of $`B`$.

The strategy according to which a minority of $`B`$’s (with yet a technical, genetic, persuasive advantage) can win against a large population of $`A`$’s is not obvious. Should they fight very often, try to spread or accept a peace agreement? We study the parameter space by running the cellular automaton.

In the limit of low aggressiveness ($`k0`$), the particles move a long time before fighting. Due to the diffusive motion, correlation between successive fights are destroyed and, for $`\beta =1`$, $`B`$ wins provided that $`b_0>0.23`$. This is the mean-field level of our dynamical model which corresponds to the theoretical calculations made in .

More generally, we observe that $`B`$ can win even when $`b_0<0.23`$, provided it acts aggressively, i.e. by having a large enough $`k`$. Thus, there is a critical density $`b_{death}(k)<0.23`$ such that, when $`b_0>b_{death}(k)`$, all $`A`$ are eliminated in the final outcome. Below $`b_{death}`$, $`B`$ looses unless some specific spatial configurations of $`B`$’s are present.

Therefore the growth of species $`B`$ at the expense of $`A`$ is obtained by a spatial organization. Small clusters that may accidentally form act as nucleus from which the $`B`$’s can develop. In other words, above the mean-field threshold $`b_c=0.23`$ there is no need to organize in order to win but, below this value only condensed regions will be able to grow. When $`k`$ is too small, such an organization is not possible (it is destroyed by diffusion) and the strength advantage of $`B`$ does not lead to success.

Figure 3 summarizes, as a function of $`b_0`$ and $`k`$, the regions where either $`A`$ or $`B`$ succeeds. It is found by inspection that the separation curve satisfies the equation $`(k+1)^7(b_00.077)=0.153`$.

It is also interesting to study the time needed to annihilate completely the looser. Here, time is measured as the number of fights per site (i.e. $`kt`$ where $`t`$ is the iteration time of the automaton). We observe that the dynamics is quite fast and a few units of time are sufficient to yield a collective change of opinion.

Following the same methodology, more complicated interactions between individuals can be investigated. The case of a non-constant bias is quite interesting and is described in  and illustrated in Fig. 3 (left). In this latter case, the bias decreases locally if in a neighborhood of diameter $`\mathrm{}`$ there are enough $`B`$. There is a re-entrance phenomena which shows that aggressivity, if too large, can then be detrimental to the $`B`$ species.

## 3 Finite size effects

In this section we demonstrate the essential role played by finite size systems in the context of the present model and we show that our model can be described in terms of a probabilistic phase diagram which reduces to a trivial situation when the system size goes to infinity. A more detailled analysis in given in .

A possible conclusion is that some socio-economical systems may be characterized by a strong sensitivity to system size. For instance, the macroscopic behavior may change dramatically whether the system is just large or if it is almost infinite.

The reason of this peculiar property is the existence, in such systems, of statistically very rare configurations which drive the evolution in a new and atypical way. The observation that rare events can develop and reach a macroscopic size has already been noticed in other contexts. Examples are given by the generalized prisoner dilemma problems  or the recent work by Solomon . Percolation problems  give another example where a qualitative change of behavior is observed in the limit of an infinite system .

To illustrate this behavior, we consider a 1D system in which the effect is more pronounced. The rule of the dynamics is a straightforward variation of the above 2D case. We still consider four individuals per cell and in order to conform to the topology restriction we change the motion rule as follows: two individual randomly chosen among the four travel to the left while the two others travel to the right.

Here we study systems of linear size $`L`$ with periodic boundary conditions. For given values of $`b_0`$ and $`k`$ the dynamics is iterated until a stationary state (either all $`A`$ or all $`B`$) is reached. The interesting point is that the outcome of this experiment is found to be probabilistic: the final state is all $`B`$ with probability $`p_B`$ and all $`A`$ with probability $`1p_B`$. Also, the value of $`p_B`$ depends crucially on the system size $`L`$. As we shall see, when $`L\mathrm{}`$, $`p_B`$ is one for the all $`(b_0,k)`$ plane.

For this reason, a standard phase diagram cannot describe the situation properly. Thus, we propose a description in terms of what we call a probabilistic phase diagram: each point of the $`(b_0,k)`$ plane is assigned a probability $`p_B`$ that the final state is entirely $`B`$. Ideally, this diagram should be represented as a 3D plot. Instead, in Fig. 4 (left), we show contour lines corresponding to given probabilities $`p_B`$. Note that for the same value of $`p_B`$, the isoline is shifted to the left as the system size increases.

These data show that if the aggressiveness $`k`$ is large enough, initial configurations with a quite low density of $`B`$’s are able to overcome the large initial majority of the $`A`$ species. The reason being the presence of $`B`$ actors which are organized in small clusters such that the diffusion is not effective enough to destroy them. They expand at a rate which makes them win systematically in the fights against $`A`$ actors. Fig. 4 (right) is obtained by considering a unique initial $`B`$ cluster of size $`r`$ in a sea of $`A`$’s. The plot shows, for each value of $`k`$ the critical value of $`r`$ which ensures that the $`B`$ cluster will invade all the system with probability 0.9.

The result of Fig. 4 (right) is independent of the system size $`L`$ and the question is then how often such clusters appear by chance. In a finite size system, with a given random concentration $`b_0`$ of $`B`$ actors, there is always a finite probability for such small clusters to exist in the initial configuration. When this is the case the system will reach a pure $`B`$ stationary state. The larger the $`L`$ the more likely it is to observe such a devastating cluster.

The way the separation line in Fig. 4 (left) depends on $`L`$ has been investigated in Fig. 5 (left). The plot shows the location of the transition line as a function of $`L`$ for a fixed probability $`p_B=1/2`$ and different values of $`k`$.

One sees that when $`L`$ increases, the probabilistic line corresponding to a given probability $`p_B`$ moves to the left and an extrapolation to an infinite size system leads to a collapse of the transition line with the vertical axis for all values $`k0`$. For $`k=0`$, one recovers the mean-field transition point $`b_{0c}=0.23`$, for all values of $`p_B>0`$. This is shown in Fig. 4 for the case $`L=256`$, $`p_B=1/2`$, and can be confirmed by direct numerical simulations at $`k=0`$ (complete mixing of the individual at each time step).

These results show that the respective behaviors of finite size and infinite size systems are qualitatively different. Fig. 5 (right) shows, for a fixed system size $`L=256`$, how the critical density $`b_0`$ varies with $`p_B`$. For two values of $`k`$, the plot suggests an almost linear dependence.

In  we discuss in more detail the question of the appearance of the devastating $`B`$ clusters, that is the probability $`P_L^{(r)}`$ to find at least one cluster formed of $`r`$ consecutive $`B`$ particles in a system of size $`L`$ providing that the sites are randomly filled respectively with $`B`$ particles with probability $`b_0`$ and with $`A`$ particles with probability $`a_0=1b_0`$. The result is that $`P_L^{(r)}1`$ as $`L\mathrm{}`$, as long as $`a_00`$.

## 4 Conclusion

In conclusion, although this model is very simple, it abstracts the complicated behavior of real life agents by capturing some essential ingredients. For this reason, the results we have presented may shed light on the generic mechanisms observed in a social system of opinion making. In particular we see that the correlations existing between successive fights may strongly affect the global behavior of the system and that an organization is the key feature to obtain a definite advantage over the other population. This observation is important. For instance, during a campaign against smoking or an attempt to impose a new system, it is much more efficient (and cheaper) to target the effort on small nuclei of persons rather than sending the information in an uncorrelated manner.


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# Finite-size effects in tunneling between parallel quantum wires

## Abstract

We present theoretical calculations and experimental measurements which reveal finite-size effects in the tunneling between two parallel quantum wires, fabricated at the cleaved edge of a GaAs/AlGaAs bilayer heterostructure. Observed oscillations in the differential conductance, as a function of bias voltage and applied magnetic field, provide direct information on the shape of the confining potential. Superimposed modulations indicate the existence of two distinct excitation velocities, as expected from spin-charge separation.

One-dimensional (1D) electronic systems are a very fertile ground for studying the physics of interacting many-body systems. In one dimension, the elementary excitations are collective spin and charge modes, the spectrum of which is strongly influenced by the Coulomb interaction Devreese et al. (1979). An electron entering such a system must, therefore, decompose into the corresponding eigenmodes, resulting in a suppression of the tunneling density of states. This suppression was detected in a variety of experiments, such as tunneling from metal contacts into carbon nanotubes Bockrath et al. (1999) and resonant tunneling in one dimension Auslaender et al. (2000). A unique feature of interacting electrons in one dimension, described by Luttinger-liquid (LL) theory Devreese et al. (1979), is the decoupling of the spin and charge degrees of freedom, each of which propagates with a different velocity determined by the Coulomb interaction. To date, direct experimental verification of this phenomenon is lacking. Moreover, issues pertaining to the decoherence and relaxation of the elementary excitations of the LL remain a challenge both theoretically and experimentally.

Here we report a detailed experimental investigation and theoretical explanation of a set of interference patterns in the nonlinear tunneling conductance between two parallel wires that were first reported in Ref. Auslaender et al. (2002). A sketch of the tunneling geometry in shown in Fig. 1(A). The interference appears because the tunneling process is coherent to a very high degree and is due to the finite length of the tunnel junction. A wealth of information can be extracted from the interference: The pattern itself encodes microscopic details of the potentials in the wires, while the structure of its envelope reflects the presence of two distinct excitation velocities per electron mode in the data, as expected from spin-charge separation. The decay of interference may also yield information on decoherence processes of the elementary excitations in 1D systems.

Fabrication of 1D quantum wires of exceptional quality has been achieved by cleaved edge overgrowth in GaAs/AlGaAs heterostructures Yacoby et al. (1996), and much progress has been made in experimental investigations of their transport properties de Picciotto et al. (2000); Auslaender et al. (2002). Recently, a method was developed to measure tunneling between two parallel wires of this type Auslaender et al. (2002): The wires are formed at the cleaved edge of a wafer containing two parallel quantum wells, only one of which is occupied by a two-dimensional (2D) electron gas (2DEG) (cf. Ref. Auslaender et al. (2002) for details on the sample). A voltage bias $`V`$ between the wires forces electrons to tunnel through a narrow AlGaAs barrier separating them \[see Fig. 1(A)\]. Measurements of the differential conductance $`G`$ at $`0.25`$ K are made with standard lock-in techniques, as a function of $`V`$ and $`B`$, a magnetic field applied perpendicular to the plane containing the wires. This allows to determine the complete dispersion relations of the elementary excitations in the quantum wires Auslaender et al. (2002). Prominent features of the measured $`G(V,B)`$ can be understood in terms of a model which considers two infinite parallel wires, and accounts for the electron-electron interactions by means of LL theory Devreese et al. (1979); Auslaender et al. (2002); Carpentier et al. (2001). On the other hand, an observed oscillation pattern results from the finite length of the upper wire (UW). We show that key features of the oscillations can be understood assuming that the ends of the UW are defined by a soft confining potential, rather than assuming sharp, square-well confinement. Most of our discussion will employ a model of *noninteracting* electrons, which explains the most prominent features of the interference patterns. Interaction effects will be discussed at the end. Fig. 1(B) schematically shows the potentials $`U_1(x)`$ and $`U_2(x)`$ felt by electrons in the wires. Electrons in the UW are confined to a region of finite length by top gates at both ends of the junction. Electrons in the lower wire (LW) are reflected at the left end, but can pass under the right-hand gate, rendering it semi-infinite. The effective tunneling region is determined by the length of the UW, which is approximately the region $`|x|<L/2`$ in Fig. 1(B). The magnetic field gives a momentum boost $`\mathrm{}Q=eBd`$ to electrons tunneling from the UW to the LW, $`e`$ being the electron charge and $`d`$–the distance between the centers of the wires; $`V>0`$ favors tunneling of electrons from the LW to the UW.

As observed in Ref. Auslaender et al. (2002), the differential conductance has strong peaks along a set of curves in the $`V`$-$`B`$ plane, where tunneling can occur with conservation of energy and momentum between a Fermi point in one wire and an electron mode in the other wire. Here we focus on the region near the intersection of the dispersion peaks in $`G(V,B)`$ at zero magnetic field Auslaender et al. (2002) and voltage, $`V=(E_{\text{F}_2}E_{\text{F}_1})/e`$, necessary to overcome the difference in Fermi energies $`E_{\text{F}_1}`$ and $`E_{\text{F}_2}`$ of the UW and LW, respectively. (In the experiments, several electron modes may be occupied in the wires. Here we consider only the mode in each wire with the largest Fermi momentum along the wire.) The most spectacular manifestation of the breaking of translational invariance is the appearance of a regular pattern of oscillations away from the dispersion curves. Fig. 2 shows typical examples of the patterns measured at low magnetic field. The lines that correspond to the dispersions appear as pronounced peaks that extend diagonally across the figure. Additionally, we observe numerous secondary peaks running parallel to the dispersions. These side lobes are asymmetric: They always appear to the right of the principal dispersion peaks. The result is a checkerboard of oscillations in region I, stripes in region II, and no regular pattern in region III (see Fig. 2). When the lithographic length $`L`$ is increased from 2 $`\mu `$m \[cf. Fig. 2(B)\] to 6 $`\mu `$m \[cf. Fig. 2(C)\], the frequency in $`V`$ and $`B`$ increases by a factor of $`3`$. The period is approximately related to $`L`$, $`d`$, and the Fermi velocity $`v_\text{F}`$ by $`|\mathrm{\Delta }V|L/v_\text{F}=|\mathrm{\Delta }B|Ld=2\pi \mathrm{}/e`$. Upon close examination of Figs. 2(B) and 2(C), one can discern a modulation of the interference that causes a series of faint streaks parallel to the $`B`$-axis, where the oscillations are suppressed. The strength of this modulation is shown in Fig. 2(A). As explained below, this is a moire pattern created by two superimposed sets of interference, each resulting from a distinct velocity that is present in the data.

We base our theoretical analysis on a phenomenological tunneling Hamiltonian

$$H_{\text{tun}}=T\underset{s}{}𝑑x\mathrm{\Psi }_{s1}^{}(x)\mathrm{\Psi }_{s2}(x)e^{iQx}+\text{H.c.},$$
(1)
where $`\mathrm{\Psi }_{si}(x)`$ is the spin-$`s`$ electron field operator for the $`i`$th wire ($`i=1`$ denotes the UW and $`i=2`$ the LW). Since the Zeeman energy in GaAs is small, we ignore the spin degrees of freedom, and characterize the electrons in the UW by a discrete set of energy eigenstates $`\psi _n(x)`$. The eigenstates in the lower wire form a continuum, which we write as $`\phi _{k_2}(x)`$, indexed by wave vector $`k_2`$. Treating tunneling to the lowest nonvanishing order in perturbation, we find for the current

$$I\text{sgn}(V)|T|^2\underset{m}{}|M(n,Q,V)|^2,$$
(2)
where $`n=n_\text{F}+\text{sgn}(V)m`$, with $`n_\text{F}`$ being the index of the state $`\psi _n`$ just below $`E_{\text{F}_1}`$; $`_m`$ is a sum over integers $`m`$ with $`[\text{sgn}(V)1]/2<m<e|V|L/\pi \mathrm{}v_\text{F}`$; and $`M`$ is the tunneling matrix element between state $`\psi _n`$ and state $`\phi _{k_2}`$, the energy of which is lower by $`eV`$. Specifically, $`M`$ is given by

$$M=𝑑x\psi _n^{}(x)e^{iQx}\phi _{k_2}(x).$$
(3)
If $`e|V|`$ is not too large, we can linearize about the Fermi wave vectors $`k_{\text{F}_i}`$, and $`k_2`$ is then given by $`(k_2k_{\text{F}_2})v_{\text{F}_2}=\text{sgn}(V)v_{\text{F}_1}m\pi /LeV/\mathrm{}`$.

As a starting point, we consider infinite square-well confinement in the region $`|x|<L/2`$ of the UW, so that $`\psi _n\mathrm{sin}n\pi (x/L1/2)`$. We also assume that the potential in the LW is infinite for $`x<x_0`$, so that the states in the LW have the form $`\phi _{k_2}\mathrm{sin}k_2(xx_0)`$. In line with the experiments, we assume that $`k_{\text{F}_{1,2}}`$ differ slightly by $`\mathrm{\Delta }k_\text{F}=k_{\text{F}_1}k_{\text{F}_2}`$, but neglect the difference in the $`v_\text{F}`$’s of the two wires, which is only a few percent Auslaender et al. (2002). As a result, $`|M|^2`$ is independent of the index $`n`$ and is given by $`|M|^2=|M^{(+)}|^2+|M^{()}|^2`$, where $`M^{(\pm )}=\mathrm{sin}[\kappa ^{(\pm )}L/2]/[\kappa ^{(\pm )}L/2]`$ and $`\kappa ^{(\pm )}=\mathrm{\Delta }k_\text{F}+eV/\mathrm{}v_\text{F}\pm Q`$. (In the limit $`L\mathrm{}`$, the two terms $`|M^{(\pm )}|^2`$ become $`\delta `$-functions.) Similar results were obtained by Boese et al. (2001) who considered tunneling between two infinite noninteracting wires through a window of finite length $`L`$ Governale et al. (2001).

Differentiating Eq. (2) to obtain $`G(V,B)`$, we find that whenever the applied voltage matches a discrete energy level of the UW with the Fermi level of the LW, the sum in Eq. (2) exhibits a step, yielding a series of $`\delta `$-function peaks in the conductance. These peaks are not seen in the experiments, possibly because of smearing due to finite temperature and/or 1D-2D scattering in the UW. We may therefore disregard the discreteness of the sum and write $`IV|M(Q,V)|^2`$, which gives a pronounced oscillatory contribution $`V|M|^2/V`$ to $`G`$. (When $`L\mathrm{}`$, this oscillation pattern disappears and the conductance becomes $`G|M(Q,V)|^2`$ resulting in bright peaks along the dispersion curves.) There are several features in the data, most notably the interference side-lobe asymmetry, not captured by this idealized model. The asymmetry of side lobes can be well understood if, instead of assuming square-well confinement, we consider a smooth potential well $`U_1(x)`$, giving rise to a WKB wave function form for the electronic states in the UW \[see Fig. 1(B)\].

As an example, we model the UW by a symmetric potential of the form

$$U_1(x)=E_{\text{F}_1}|2x/L|^\alpha .$$
(4)
The limit $`\alpha \mathrm{}`$ recovers the case of a square quantum well while a finite value of $`\alpha 2`$ defines smooth walls. The appropriate choice of $`\alpha `$ should increase with $`L`$. As a specific example, we consider the case $`\alpha =6`$. We assume that the boundaries are soft enough so that one can use a WKB approximation for wave function $`\psi _n`$ in Eq. (3). We set $`n_\text{F}=100`$ for the state at the Fermi energy in the UW, which corresponds to electron density of $`100\mu `$m<sup>-1</sup> Auslaender et al. (2002) in the most occupied 1D channel, with $`L=2`$ $`\mu `$m. The theory again gives two separate contributions $`|M^{(\pm )}|^2`$ to $`|M|^2`$, which are functions of the variables $`\kappa ^{(\pm )}`$, as before. In Fig. 3(A), we plot the results of a numerical calculation of $`|M^{(+)}|^2/V`$ as a function of $`\kappa ^{(+)}`$. Unlike the square-well case, the smooth boundaries lead to a very asymmetric oscillation pattern for positive and negative $`\kappa ^{(+)}`$. Furthermore, the amplitude of the oscillations in Fig. 3(A) drops much slower than in the case of infinitely steep walls. Results of a numerical calculation of $`G(V,B)`$ for the soft-confinement model, obtained from Eq. (3), are displayed in Fig. 3(B). They are very similar, at least qualitatively, to Fig. 2(B).

The numerical results can be understood analytically as follows. To find $`M^{(+)}`$, we substitute $`e^{ik_2x}`$ for $`\phi _{k_2}`$ in Eq. (3), and replace $`\psi _n`$ by the right-moving WKB component $`k(x)^{1/2}e^{ik_{\text{F}_1}x}e^{is(x)}`$, where $`k(x)=k_{\text{F}_1}[1U_1(x)/E_{\text{F}_1}]^{1/2}`$ and $`s(x)=_0^x𝑑x^{}[k_{\text{F}_1}k(x^{})]`$. Using $`k_2Q=k_{\text{F}_1}\kappa ^{(+)}`$, we see that if $`0<\kappa ^{(+)}<k_{\text{F}_1}`$, there are two points, $`x^+>0`$ and $`x^{}<0`$, where $`k(x)=k_2Q`$ and the integrand in Eq. (3) has a stationary phase. We evaluate the integral near these two points using the method of steepest descents, and add the results to obtain an estimate of $`M^{(+)}`$. In the case of a symmetric potential, $`U_1(x)=U_1(x)`$, one finds

$$M^{(+)}\sqrt{\frac{16\pi E_\text{F}k_\text{F}^2}{U_1^{}(x^+)}}\mathrm{cos}\left[\kappa ^{(+)}x^+s(x^+)\frac{\pi }{4}\right].$$
(5)
In Fig. 3(A), we plot $`|M^{(+)}|^2/V`$, obtained using Eq. (5) as a dotted curve: it is in an excellent agreement with the full numerical calculation (solid line) for large positive $`\kappa ^{(+)}`$. The stationary phase approximation (SPA) is bad for small values of $`\kappa ^{(+)}`$, where the conditions for its validity are violated. For the potential of Eq. (4), $`2x^+/L[2\kappa ^{(+)}/k_\text{F}]^{1/\alpha }`$ for $`\kappa ^{(+)}k_\text{F}`$, and the phase $`[\kappa ^{(+)}x^+s(x^+)]`$ in Eq. (5) is equal to $`\kappa ^{(+)}x^+\alpha /(\alpha +1)`$. For negative $`\kappa ^{(+)}`$, the equation $`k(x)=k_2Q`$ does not possess a real-valued solution, but after deforming the contour of integration \[Eq. (3)\] into the complex plane, we obtain a complex-valued solution $`2x/L(2|\kappa ^{(+)}|/k_\text{F})^{1/\alpha }e^{i\pi /\alpha }`$. The argument of the cosine in Eq. (5) then has an imaginary part, which causes the magnitude of $`|M^{(+)}|^2`$ to rapidly fall by a factor of $`e^{2\pi ^2/\alpha }`$ over each period of oscillation. The approximation \[Eq. (5)\] can be used to predict both the period of the conductance oscillations and their amplitude. The period of the oscillations in the case of smooth confinement is given by $`\mathrm{\Delta }\kappa ^{(+)}2\pi /(x^+x^{})`$, rather than $`\mathrm{\Delta }\kappa ^{(+)}=2\pi /L`$ for the square-well potential. In particular, this means that at low $`\kappa ^{(+)}`$ the period can be significantly larger than the value $`2\pi /L`$, which it approaches for large $`\kappa ^{(+)}`$. The prefactor $`1/U_1^{}(x^+)`$ in $`|M|^2`$ falls off less rapidly with $`\kappa ^{(+)}`$ in the case of a smooth potential than the $`1/[\kappa ^{(+)}]^2`$ dependence for the square well. For Eq. (4), we find $`1/U_1^{}(x^+)[\kappa ^{(+)}]^{1/\alpha 1}`$, which goes only as $`1/\kappa ^{(+)}`$ for large $`\alpha `$ or $`1/\sqrt{\kappa ^{(+)}}`$ for $`\alpha =2`$. (Because of the WKB approximation, we cannot recover the square-well result by setting $`\alpha \mathrm{}`$ in our expressions.) A larger period for small $`\kappa ^{(+)}`$ and relatively slow fall-off of the amplitude with increasing $`\kappa ^{(+)}`$ are both qualitatively consistent with the experimental results.

An analysis using the SPA and WKB approximations can also be applied to an *interacting* electron system in a pair of wires with soft confinement. The conductance is determined by Green’s function $`G_{12}=[\mathrm{\Psi }_{s2}^{}\mathrm{\Psi }_{s1}(x,t),\mathrm{\Psi }_{s^{}1}^{}\mathrm{\Psi }_{s^{}2}(x^{},0)]`$. The right- and left-mover contributions to $`G_{12}`$ can be approximated by the respective contributions $`C_{R,L}^{\mathrm{}}`$ for an infinite wire, given by LL theory Carpentier et al. (2001), multiplied by phase factors of the form $`e^{\pm i[s(x)s(x^{})]}`$. For a pair of coupled, nearly identical wires, the leading singularities in $`C_{R,L}^{\mathrm{}}`$ occur at velocities $`v_c`$ and $`v_s`$, corresponding to charge and spin excitations that have *opposite sign in the two wires*, as the symmetric modes are not excited in the tunneling process.

We find that LL theory preserves the key qualitative features in Fig. 3(B), such as the asymmetry of the interference pattern, but brings about additional features resulting from the presence of two distinct velocities. In particular, the main dispersion peaks split into two lines with slopes defined by $`v_c`$ and $`v_s`$. As a consequence, the overlap of the interference side lobes formed along the dispersion slopes creates a moire pattern resulting in a periodic modulation of the conductance oscillations along the voltage axis. The distance between the corresponding stripes of suppressed conductance running parallel to the field axis is $`\mathrm{\Delta }V_{\text{slow}}2\pi \mathrm{}v_cv_s/eL(v_cv_s)`$, which is larger than the period of oscillations, $`\mathrm{\Delta }V_{\text{fast}}4\pi \mathrm{}v_cv_s/eL(v_c+v_s)`$. Such a beating phenomenon in the interference is seen in Fig. 2 and may thus be a direct consequence of spin-charge separation in one dimension. For the 2 $`\mu `$m wire, from the data in Figs. 2(A),(B), we estimate $`\mathrm{\Delta }V_{\text{slow}}=1.8\pm 0.4`$ mV and $`\mathrm{\Delta }V_{\text{fast}}=0.7\pm 0.1`$ mV, and then find $`v_s/v_c=0.67\pm 0.07`$. This result agrees with estimates made previously in a different regime Auslaender et al. (2002). A detailed comparison between theory and experiment can thus be used to study electron-electron interactions as well as the shape of the confining potentials along the quantum wires. Another effect predicted by LL theory, and present in the data, is a decrease in the value of $`G`$ at low bias, i.e., zero-bias anomaly. In the limit $`L\mathrm{}`$, the interference side lobes disappear, and what remains for the interacting wires are the split dispersion peaks, given by the LL theory of Ref. Carpentier et al. (2001). A more thorough discussion of LL theory for the double-wire system will be given elsewhere Tserkovnyak and Halperin (2002).

We have enjoyed illuminating discussions with B. Kramer, Y. Oreg, M. Sassetti, and A. Stern. This work was supported in part by NSF Grant DMR 99-81283, the Schlumberger Foundation, the US-Israel BSF, the Fusfeld Research Fund, and the Israeli Ministry of Science.


text:
# On a problem of Turán about positive definite functions

(April 2002)

## Abstract

We study the following question posed by Turán. Suppose $`\mathrm{\Omega }`$ is a convex body in Euclidean space $`^d`$ which is symmetric with respect to the origin. Of all positive definite functions supported in $`\mathrm{\Omega }`$, and with value $`1`$ at the origin, which one has the largest integral? It is probably the case that the extremal function is the indicator of the half-body convolved with itself and properly scaled, but this has been proved only for a small class of domains so far. We add to this class of known Turán domains the class of all spectral convex domains. These are all convex domains which have an orthogonal basis of exponentials $`e_\lambda (x)=\mathrm{exp}2\pi i\lambda ,x`$, $`\lambda ^d`$. As a corollary we obtain that all convex domains which tile space by translation are Turán domains.

We also give a new proof that the Euclidean ball is a Turán domain.

MSC 2000 Subject Classification. Primary 42B10 ; Secondary 26D15, 52C22, 42A82, 42A05.

Keywords and phrases. Fourier transform, positive definite functions, Turán’s extremal problem, convex symmetric domains, tiling of space, lattice tiling, spectral domains.

§0. A problem of Turán

The following question is attributed to Turán:

> (Turán) Let $`\mathrm{\Omega }`$ be a convex domain in $`^d`$ which is symmetric with respect to $`0`$. What is the maximum of $`f`$ for all $`f`$ supported in $`\mathrm{\Omega }`$ which are positive definite (their Fourier Transform is nonnegative) and have $`f(0)=1`$?

See  for the history of the problem.

Definition 1  (Turán domains)
A symmetric convex domain $`\mathrm{\Omega }`$ is called a Turán domain if the maximum of $`f`$ over all positive definite functions supported in $`\mathrm{\Omega }`$ and with $`f(0)=1`$, is achieved by the function

$$f=\frac{2^d}{|\mathrm{\Omega }|}\chi _{\frac{1}{2}\mathrm{\Omega }}\chi _{\frac{1}{2}\mathrm{\Omega }}.$$
(1)
Otherwise it is called a non-Turán domain.  The function $`f`$ in the above definition is clearly a legitimate function, as its Fourier Transform (FT) is

$$\widehat{f}=\frac{2^d}{|\mathrm{\Omega }|}\left|\widehat{\chi _{\frac{1}{2}\mathrm{\Omega }}}\right|^2$$

and $`f(0)=1`$. The integral of $`f`$ in this case is $`2^d|\mathrm{\Omega }|`$.

Non-Turán domains are not known to exist.

We cite the recent papers by Arestov and Berdysheva  and by Gorbachev . In  it is proved that the regular hexagon in the plane is a Turán domain and in  that the Euclidean ball in $`d`$-dimensional space is also one. We find it very likely that there are no non-Turán domains.

Remark. This problem is only interesting for symmetric domains as the support of any positive definite function is always a symmetric set. The convexity assumption on the domain also cannot be removed if the function $`f`$ in (1) is to be supported in $`\mathrm{\Omega }`$.

§1. A problem of Fuglede

Our interest in this problem of Turán arose in connection with a conjecture of Fuglede which we now describe.

Definition 2  (Translational tiles)
A measurable set $`\mathrm{\Omega }^d`$ is a translational tile if there exists a set $`\mathrm{\Lambda }^d`$ such that almost all (Lebesgue) points in $`^d`$ belong to exactly one of the translates

$$\mathrm{\Omega }+\lambda ,\lambda \mathrm{\Lambda }.$$

We denote this condition by $`\mathrm{\Omega }+\mathrm{\Lambda }=^d`$.

If $`fL^1(^d)`$ is nonnegative we say that $`f`$ tiles with $`\mathrm{\Lambda }`$ at level $`\mathrm{}`$ if

$$\underset{\lambda \mathrm{\Lambda }}{}f(x\lambda )=\mathrm{},\text{a.e. }x.$$

We denote this latter condition by $`f+\mathrm{\Lambda }=\mathrm{}^d`$.

In any tiling the translation set has some properties of density, which hold uniformly in space.  Definition 3  (Uniform density)
A multiset $`\mathrm{\Lambda }^d`$ has (uniform) density $`\rho `$ if

$$\underset{R\mathrm{}}{lim}\frac{\mathrm{\#}(\mathrm{\Lambda }B_R(x))}{\left|B_R(x)\right|}\rho $$

uniformly in $`x^d`$. We write $`\rho =\mathrm{dens}\mathrm{\Lambda }`$.
We say that $`\mathrm{\Lambda }`$ has (uniformly) bounded density if the fraction above is bounded by a constant $`\rho `$ uniformly for $`x`$ and $`R>1`$. We say then that $`\mathrm{\Lambda }`$ has density (uniformly) bounded by $`\rho `$.

Remark. It is not hard to prove (see for example , Lemma 2.3, where it is proved in dimension one – the proof extends verbatim to higher dimension) that in any tiling $`f+\mathrm{\Lambda }=\mathrm{}^d`$ the set $`\mathrm{\Lambda }`$ has density $`\mathrm{}/f`$.

Let $`\mathrm{\Omega }`$ be a measurable subset of $`^d`$ and $`\mathrm{\Lambda }`$ be a discrete subset of $`^d`$. We write

$`e_\lambda (x)`$ $`=`$ $`\mathrm{exp}2\pi i\lambda ,x,(x^d),`$
$`E_\mathrm{\Lambda }`$ $`=`$ $`\{e_\lambda :\lambda \mathrm{\Lambda }\}L^2(\mathrm{\Omega }).`$
The inner product and norm on $`L^2(\mathrm{\Omega })`$ are

$$f,g_\mathrm{\Omega }=_\mathrm{\Omega }f\overline{g},\text{ and }f_\mathrm{\Omega }^2=_\mathrm{\Omega }\left|f\right|^2.$$

Definition 4  (Spectrum of a domain, spectral pairs)
The pair $`(\mathrm{\Omega },\mathrm{\Lambda })`$ is called a spectral pair if $`E_\mathrm{\Lambda }`$ is an orthogonal basis for $`L^2(\mathrm{\Omega })`$. A set $`\mathrm{\Omega }`$ will be called spectral if there is $`\mathrm{\Lambda }^d`$ such that $`(\mathrm{\Omega },\mathrm{\Lambda })`$ is a spectral pair. The set $`\mathrm{\Lambda }`$ is then called a spectrum of $`\mathrm{\Omega }`$.

Example: If $`Q_d=(1/2,1/2)^d`$ is the cube of unit volume in $`^d`$ then $`(Q_d,^d)`$ is a spectral pair, as is well known by the ordinary $`L^2`$ theory of multiple Fourier series.

The following conjecture is still unresolved, in all dimensions and both directions.

###### Conjecture 1

(Fuglede ) Let $`\mathrm{\Omega }^d`$ be a bounded open set. Then $`\mathrm{\Omega }`$ is spectral if and only if there exists $`L^d`$ such that $`\mathrm{\Omega }+L=^d`$ is a tiling.

Note that in Fuglede’s Conjecture no relation is claimed between the translation set $`L`$ and the spectrum $`\mathrm{\Lambda }`$. This Conjecture is still open for all dimensions. However (see ), the lattice case of this conjecture is easy to show. In the following result the dual lattice $`\mathrm{\Lambda }^{}`$ of a lattice $`\mathrm{\Lambda }`$ is defined as usual by

$$\mathrm{\Lambda }^{}=\{x^d:\lambda \mathrm{\Lambda }x,\lambda \}.$$

Theorem A (Fuglede ) The bounded, open domain $`\mathrm{\Omega }`$ admits translational tilings by a lattice $`\mathrm{\Lambda }`$ if and only if $`E_\mathrm{\Lambda }^{}`$ is an orthogonal basis for $`L^2(\mathrm{\Omega })`$.

§2. Connecting the problems of Turán and Fuglede

Our main result is the following.

###### Theorem 1

Let $`\mathrm{\Omega }^d`$ be a symmetric convex domain. If $`\mathrm{\Omega }`$ is spectral, then it has to be a Turán domain as well.

It follows that convex spectral domains are Turán domains. Indeed, convex spectral domains are necessarily symmetric according to the result in , and so the above Theorem 1 applies.

###### Corollary 1

Suppose the symmetric convex domain $`\mathrm{\Omega }^d`$ is a translational tile. Then it is a Turán domain.

Proof of Corollary 1. We start with the following result which claims that every convex tile is also a lattice tile.  Theorem B (Venkov  and McMullen ) Suppose that a convex body $`K`$ tiles space by translation. Then it is necessarily a symmetric polytope and there is a lattice $`L`$ such that

$$K+L=^d.$$

A complete characterization of the tiling polytopes is also among the conclusions of the Venkov-McMullen Theorem but we do not need it here and choose not to give the full statement as it would require some more definitions.

So, if a convex domain is a tile, it is also a lattice tile, hence spectral by Theorem 1, and as such it is Turán, by Theorem 1.
$`\mathrm{}`$

Remark. If one wants to avoid using the Venkov-McMullen theorem in the proof of Corollary 1 one should enhance the assumption of Corollary 1 to state that $`\mathrm{\Omega }`$ is a lattice tile.

The result of  about the hexagon being a Turán domain is thus a special case of our Corollary 1, but not the result in  about the ball being Turán. The ball , and essentially every smooth convex body , is known not to be spectral, in accordance with Conjecture 1.

Fuglede’s Conjecture for convex domains is still open except for dimension $`d=2`$, in which case it was answered in the affirmative recently, see . Thus our Theorem 1 conceivably (though not very likely) applies to a wider class of convex domains than just convex tiles, dealt with in Corollary 1.

Proof of Theorem 1. The proof of our main theorem relies on Fourier theoretic characterizations of translational tiling . Without loss of generality let us assume from now on that $`\mathrm{\Omega }`$ has volume $`1`$.

Let $`\mathrm{\Omega }`$ have spectrum $`\mathrm{\Lambda }^d`$. This is equivalent to the following (see )

$$\underset{\lambda \mathrm{\Lambda }}{}\left|\widehat{\chi _\mathrm{\Omega }}\right|^2(x\lambda )=1,\text{for a.e. }x^d.$$
(2)
That is, $`\left|\widehat{\chi _\mathrm{\Omega }}\right|^2`$ tiles $`^d`$ with translation set $`\mathrm{\Lambda }`$ at level 1, i.e. $`\left|\widehat{\chi _\mathrm{\Omega }}\right|^2+\mathrm{\Lambda }=^d`$. It follows (see the Remark after Definition On a problem of Turán about positive definite functions) that $`\mathrm{dens}\mathrm{\Lambda }=1/|\mathrm{\Omega }|=1`$.

For any given $`\mathrm{\Lambda }^d`$ with bounded density (see Definition On a problem of Turán about positive definite functions) we denote by $`\delta _\mathrm{\Lambda }`$ the (infinite) measure $`_{\lambda \mathrm{\Lambda }}\delta _\lambda `$. This is a tempered distribution, as the total mass in a ball of radius $`R`$ grows polynomially with $`R`$, and therefore we can speak of its FT.

We shall use the following result from .

###### Lemma 1

(Kolountzakis ) Suppose that $`f0`$ is not identically $`0`$, that $`fL^1(^d)`$, $`\widehat{f}0`$ has compact support and $`\mathrm{\Lambda }^d`$. If $`f+\mathrm{\Lambda }`$ is a tiling then

$$\mathrm{supp}\widehat{\delta _\mathrm{\Lambda }}\{x^d:\widehat{f}(x)=0\}\left\{0\right\}.$$
(3)
When applied to our case, $`f=\left|\widehat{\chi _\mathrm{\Omega }}\right|^2`$ and $`\widehat{f}=\chi _\mathrm{\Omega }\chi _\mathrm{\Omega }`$, and it follows that

$$\mathrm{supp}\widehat{\delta _\mathrm{\Lambda }}\left\{0\right\}(\mathrm{\Omega }\mathrm{\Omega })^c=\left\{0\right\}(2\mathrm{\Omega })^c.$$
(4)
The necessary support condition (3) in Lemma 1 cannot by itself guarantee that $`f`$ tiles with $`\mathrm{\Lambda }`$. The reason is that a tempered distribution, such as $`\widehat{\delta _\mathrm{\Lambda }}`$, which is supported in the zero-set of a function, is not necessarily killed when multiplied by that function. One has to know some extra information about the order of the distribution (“what order derivatives it involves”) versus the degree of vanishing of the function on the support of the distribution111 An important special case is when one knows the distribution to be a measure, as is the case when $`\mathrm{\Lambda }`$ is either a lattice or fully periodic. In that case any vanishing of the function will do and the implication in Lemma 1 can essentially be reversed. .

In the following partial converse to Lemma 1 (see ), this problem is solved as the separation of the supports guarantees infinite order of vanishing of $`f`$.

###### Lemma 2

(Kolountzakis ) Suppose that $`gL^1(^d)`$, and that $`\mathrm{\Lambda }^d`$ has uniformly bounded density. Suppose also that $`O^d`$ is open, that222 Condition (5) was mistakenly ommitted from . This does not affect the validity of what’s proved in  as the condition (5) is easily seen to hold in the specific application.

$$\widehat{g}(0)=g0,$$
(5)
and that for some $`\delta >0`$

$$\mathrm{supp}\widehat{\delta _\mathrm{\Lambda }}\left\{0\right\}O\text{ and }O+B_\delta (0)\left\{\widehat{g}=0\right\}.$$
(6)
Then $`g+\mathrm{\Lambda }`$ is a tiling at level $`\widehat{g}(0)\widehat{\delta _\mathrm{\Lambda }}(\left\{0\right\})`$.

The conlusion of Lemma 2 demands some explanation. Conditions (5) and (6) imply that in a neighborhood of $`0`$ the tempered distribution $`\widehat{\delta _\mathrm{\Lambda }}`$ is supported at $`0`$ only. That’s because $`\widehat{g}`$ is continuous and, since $`\widehat{g}(0)0`$, it does not vanish in some neighborhood of $`0`$. It then follows that, near $`0`$, $`\widehat{\delta _\mathrm{\Lambda }}`$ is not only a tempered distribution but a measure, that is, it is just a point mass at $`0`$ (see , Theorem 5.1, Step 1, for the proof in dimension $`1`$, which works in any dimension). For this reason it makes sense to write $`\widehat{\delta _\mathrm{\Lambda }}(\left\{0\right\})`$ for that point mass.

From Lemma 3 below, it follows that the value of this constant is precisely the density of $`\mathrm{\Lambda }`$, if such a density exists.

###### Lemma 3

(Kolountzakis )
Suppose that $`\mathrm{\Lambda }^d`$ is a multiset with density $`\rho `$, $`\delta _\mathrm{\Lambda }=_{\lambda \mathrm{\Lambda }}\delta _\lambda `$, and that $`\widehat{\delta _\mathrm{\Lambda }}`$ is a measure in a neighborhood of $`0`$. Then $`\widehat{\delta _\mathrm{\Lambda }}(\left\{0\right\})=\rho `$.

Conclusion of Proof of Theorem 1. If $`\mathrm{\Omega }`$ is of non-Turán type, then there exists a positive definite function $`F`$ supported in $`\mathrm{\Omega }`$ with $`F(0)=1`$ and $`F>2^d`$.

Now define

$$\widehat{G}(x)=F\left(\frac{1+ϵ}{2}x\right),$$

where $`ϵ>0`$ is to be taken so small that we have $`\widehat{G}>1`$. It follows that $`\mathrm{supp}\widehat{G}(1\theta )2\mathrm{\Omega }`$, for some $`\theta >0`$. The function $`\widehat{G}`$ is also positive definite.

Because of (4) we can now write

$$\mathrm{supp}\widehat{\delta _\mathrm{\Lambda }}\left\{0\right\}\left\{\widehat{G}=0\right\}.$$

Here we aim to apply Lemma 2, with $`O=\left(\overline{(2\theta )\mathrm{\Omega }}\right)^c`$. First let us observe the following simple fact.

###### Lemma 4

Let $`0\alpha \beta `$. Then for any bounded convex domain $`\mathrm{\Omega }`$ with $`0\mathrm{\Omega }`$ we have $`\mathrm{dist}\{\alpha \mathrm{\Omega },(\beta \mathrm{\Omega })^c\}=r(\beta \alpha )`$, where $`r:=\mathrm{dist}\{0,\mathrm{\Omega }^c\}=\mathrm{max}\{\rho :B_\rho \mathrm{\Omega }\}`$ is the inradius of $`\mathrm{\Omega }`$.

Thus we have $`\mathrm{dist}\{O,(1\theta )2\mathrm{\Omega }\}=\theta r`$ by the above Lemma, hence for any $`\delta <\theta r`$ we have $`O+B_\delta ((1\theta )2\mathrm{\Omega })^c`$. On the other hand, $`\mathrm{dist}\{(2\theta )\mathrm{\Omega },(2\mathrm{\Omega })^c\}=\theta r>0`$ again by the above Lemma and thus $`(2\mathrm{\Omega })^c\left(\overline{(2\theta )\mathrm{\Omega }}\right)^c=O`$.

That is, by (4), $`\mathrm{supp}\widehat{\delta _\mathrm{\Lambda }}\{0\}(2\mathrm{\Omega })^cO`$. With these the condition (6) is seen to be fulfilled by $`g=G`$, as $`\{\widehat{g}=0\}=\{\widehat{G}=0\}((1\theta )2\mathrm{\Omega })^c`$ since $`\mathrm{supp}\widehat{G}(1\theta )2\mathrm{\Omega }`$.

Note that (5) is also satisfied here as $`\widehat{g}(0)=\widehat{G}(0)=F(0)=1`$ by the definition of $`\widehat{G}`$. Thus Theorem 5 can be applied and we find that $`G`$ tiles $`^d`$ with translation set $`\mathrm{\Lambda }`$ at level $`\widehat{g}(0)\widehat{\delta _\mathrm{\Lambda }}\{(0)\}=\widehat{G}(0)\mathrm{dens}\mathrm{\Lambda }`$ by Theorem 6. Here $`\widehat{G}(0)=1`$ and also $`\mathrm{dens}\mathrm{\Lambda }=1`$ in view of the considerations next to formula (2). Thus the level of tiling by $`G`$ and $`\mathrm{\Lambda }`$ is found to be 1. However, $`G(0)=\widehat{G}>1`$, hence the continuous nonnegative function $`G`$ can not tile $`^d`$ at level 1. This contradiction proves that there is no function $`F`$ with the given properties as supposed at the outset. That is, $`\mathrm{\Omega }`$ is a Turán domain.
$`\mathrm{}`$

§3. Another proof that the ball is a Turán domain.

Here we give a new proof, rather different from that in , that the ball is a Turán domain. Let $`B`$ denote the unit ball in $`^d`$. To say that the ball is Turán is to prove the inequality

$$f2^d\left|B\right|f(0)$$
(7)
for every positive definite $`f`$ supported in $`B`$. By an easy approximation argument it is enough to prove (7) under the extra assumption that $`f`$ is smooth. Noticing further that both sides of the inequality are linear functionals of $`f`$ invariant under rotation, we can assume that $`f`$ is radial by examining the spherical average of $`f`$

$$f(Tx)𝑑T$$

the integral being over $`TO_n`$, the group of all orthogonal transformations equipped with Haar measure.

The key ingredient in the proof is the following result.  Theorem C (Rudin )
Suppose $`f`$ is a radial smooth positive definite function with support in the ball $`B`$. Then $`f`$ can be written as a uniformly convergent series

$$f=\underset{k=1}{\overset{\mathrm{}}{}}f_k\stackrel{~}{f_k},(\stackrel{~}{f_k}(x)=\overline{f_k(x)}),$$
(8)
with $`f_k`$ being smooth and supported in the half ball $`(1/2)B`$.

Notice that for any integrable function $`g`$ with support in the compact set $`K`$ we have for $`f=g\stackrel{~}{g}`$

$`{\displaystyle f}`$ $`=`$ $`\left|{\displaystyle g}\right|^2`$
$``$ $`{\displaystyle \left|g\right|^2\left|K\right|}\text{(Cauchy-Schwartz)}`$
$``$ $`{\displaystyle \left|g\right|^22^d\left|KK\right|}\text{(Brunn-Minkowski)}`$
$`=`$ $`f(0)2^d\left|KK\right|.`$
Taking $`K=\overline{(1/2)B}`$ we obtain for every $`f_k`$ in (8):

$$f_k\stackrel{~}{f_k}2^d\left|B\right|(f_k\stackrel{~}{f_k})(0).$$

Summing the series we have (7) for $`f`$.
$`\mathrm{}`$

Bibliography

Department of Mathematics, University of Crete, Knossos Ave.,
714 09 Iraklio, Greece.
E-mail: mk@fourier.math.uoc.gr
and
Alfréd Rényi Institute of Mathematics, Hungarian Academy of Sciences,
1364 Budapest, Hungary
E-mail: revesz@renyi.hu