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# Transfinite sequences of continuous and Baire 1 functions on separable metric spaces

## Abstract.

We investigate the existence of well-ordered sequences of Baire 1 functions on separable metric spaces.

###### Key words and phrases:

Baire 1 function, well-ordered sequence, metric spaces  This is a research announcement. A complete article, written jointly with Kenneth Kunen, will be published elsewhere  Márton Elekes, Transfinite sequences of continuous and Baire 1 functions on separable metric spaces, Proceedings of the Ninth Prague Topological Symposium, (Prague, 2001), pp. 91–92, Topology Atlas, Toronto, 2002

Any set $``$ of real valued functions defined on an arbitrary set $`X`$ is partially ordered by the pointwise order, that is $`fg`$ iff $`f(x)g(x)`$ for all $`xX`$. In other words put $`f<g`$ iff $`f(x)g(x)`$ for all $`xX`$ and $`f(x)g(x)`$ for at least one $`xX`$. Our aim will be to investigate the possible length of the increasing or decreasing well-ordered sequences of functions in $``$ with respect to this order.

A classical theorem of Kuratowski asserts, that if $``$ is the set of continuous or Baire 1 functions defined on a Polish space $`X`$, then there exists a monotone sequence of length $`\xi `$ in $``$ iff $`\xi <\omega _1`$ (see \[2, §24. III.2’\]). Moreover, P. Komjáth proved in  that the corresponding question concerning Baire $`\alpha `$ functions for $`2\alpha <\omega _1`$ is independent of $`ZFC`$.

In the present paper we investigate what happens if we drop the condition of completeness and replace the Polish space $`X`$ by a separable metric space.

Our main results are the following. Let $`d(X)`$ denote the density of a space $`X`$.

###### Theorem.

Let $`(X,\varrho )`$ be a metric space. Then there exists a well-ordered sequence of length $`\xi `$ of continuous real-valued functions defined on $`X`$ iff $`\xi <d(X)^+`$.

###### Corollary.

A metric space is separable iff every well-ordered sequence of continuous functions defined on it is countable.

###### Theorem.

There exists a separable metric space on which there exists a well-ordered sequence of length $`\omega _1`$ of Baire 1 functions.

###### Theorem.

The following statement: ‘There exists a separable metric space on which there exists a well-ordered sequence of length $`\omega _2`$ of Baire 1 functions’ is independent of $`ZFC+\neg CH`$.

###### Remark.

During and after the conference Kenneth Kunen answered one of my questions, and also improved some of the results and proofs. These results will appear in a forthcoming joint paper.


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# Chaotic stirring by a mesoscale surface-ocean flow

## I Introduction

One of the simplest measures of the distribution of a tracer is its power-spectrum, which quantifies the variability in the distribution at each spatial scale. Between inverse wavenumbers of $`1`$ and $`100`$ km the spectra of sea-surface temperature and chlorophyll are usually found to have a power-law form, $`F(k)k^\beta `$. The exponent, $`\beta `$, is typically in the range $`1.5<\beta <2.5`$ Gower et al. , Deschamps et al. , Denman and Abbott , Ostrovskii , Piontkovski et al. , Washburn et al. . Where both sea-surface temperature and chlorophyll are measured at the same time their spectra often have similar slopes. Ocean currents are turbulent within the mesoscale wavenumber range, 1 km $`<k^1<`$ 100 km, and their energy falls off rapidly at higher wavenumber Monin and Ozmidov . The flow within this range is approximately two dimensional, and it is appropriate to consider the advection of a passive tracer in the surface ocean as a stirring process Garrett , Pierrehumbert . Stirring acts to stretch and fold patches of tracer, distorting them into long tendrils and filaments. In spectral terms, variance that is input at low wavenumber is transferred by stirring towards higher wave-numbers, where it is dissipated by diffusion. The spectrum of a stirred tracer, which has a source at low wavenumber but is otherwise conserved, is expected to be power-law with an exponent $`\beta =1`$ Batchelor . Batchelor law spectra with this form are sometimes seen in laboratory experiments of stirring by two-dimensional flows Wu et al. , but $`\beta =1`$ is outside the range usually measured for sea-surface temperature and chlorophyll, as has been noted by several authors Gower et al. , Deschamps et al. . It is clear, however, that neither sea-surface temperature or chlorophyll are conserved quantities. For a non-conserved tracer which satisfies a first-order equation, any spectral exponent $`\beta >1`$ can be obtained, depending on the relation between the reaction-rate and the typical stirring-rate of the flow Corrsin . This suggests that the patterns seen in the surface ocean may reflect both the stirring by the flow and the tracers’ non-conservation. Recently, results have been derived which give the multifractal structure of an advected reactive tracer in terms of the distribution of finite-time Lyapunov exponents, which characterise the stirring by the flow Neufeld et al. . The theoretical results were derived in the context of Lagrangian chaotic flows. Applying the theory to the surface ocean is hampered by the lack of data on stirring by ocean currents. The few measurements which have been made depend on following the stretching of a tracer patch for an extended period of time Ledwell et al. , Abraham et al. . This technique gives little information on the distribution of stirring rates, each observation of a tracer patch typically returning only a single estimate of the stirring. Given the lack of direct measurents, an indirect approach must be taken. In this paper, surface velocity data, inferred from satellite observations, are used to calculate stirring rates. The analysis is focussed on the East Australian region, where there is strong mesoscale eddy activity and where a suitable dataset is available. The derived distribution of stirring rates, more formally finite-time Lyapunov exponents, is applied to an analysis of the distribution of sea-surface temperature.

## II  Surface velocity data

It is possible to estimate sea-surface velocity from a comparison between sequential satellite images of sea-surface temperature Emery et al. , Schmetz and Nuret , Kelly and Strub . This Maximum Cross-Correlation (MCC) method has recently been applied to 7 years of satellite data from 1993 to 1999 Bowen et al. , covering the region where the East Australian Current (EAC) separates from the coast and heads across the Tasman Sea. The MCC data has a high spatial and temporal resolution, but because no sea-surface temperature imagery can be obtained through cloud, there are extensive data dropouts. This problem has previously limited the application of the MCC method to sequences of a few exceptional cloud free images. In the dataset used here, the MCC velocities have been blended with lower resolution data derived from an analysis of satellite-altimeter measured sea-surface height Wilkin et al. . The resulting optimally interpolated (OI) surface velocity field has a uniform spatial and temporal resolution of 100 km and 10 days, sufficient to resolve mesoscale features. While both the satellite altimeter and temperature data are globally available, they have only been combined to derive surface velocities in the region that is studied here. In this paper the stirring properties of the OI flow are characterised.

The EAC current is an intense western boundary current which flows south, close to the Australian coastline, until it reaches the latitude of Sydney. Here the current turns, forming large loops that pinch off to form eddies. The eddies continue moving south while the main current turns to flow east. The separation region is seen as a peak in the eddy kinetic energy of the flow (Fig. 1). Analysis is restricted to a smaller region to the south of the main separation zone, between latitudes 36S and 41S, and between longitudes 150E and 156E. The mean currents in this region are relatively weak, so trajectories remain in the area where the OI velocities are defined for long enough to allow the stirring to be determined.

In the following two sections, results on stirring in two-dimensional flows are briefly reviewed.

## III Finite-time Lyapunov exponents

In a two-dimensional divergence-free flow, with velocity $`𝒗=(u,v)`$, the change in the separation between the trajectories of two infinitesimally separated points $`𝒙(t)`$ and $`𝒙(t)+\delta 𝒙(t)`$ is

$$\dot{\delta 𝒙}=𝑺(t)\delta 𝒙,$$
(1)
where the matrix $`𝑺(t)`$ is the Jacobian,

$$𝑺(t)=\left(\begin{array}{cc}_xu& _yu\\ _xv& _yv\end{array}\right),$$
(2)
and is evaluated along the trajectory $`𝒙(t)`$ Ottino . The Jacobian may be resolved into a symmetric and antisymmetric part. The antisymmetric part is a pure rotation. The symmetric part is the strain tensor,

$$𝑬(t)=\left(\begin{array}{cc}_xu& (_yu+_xv)/2\\ (_yu+_xv)/2& _xu\end{array}\right),$$
(3)
which acts to stretch a small patch of tracer without changing its area. The strain tensor has the eigenvalues $`\gamma _\pm =\pm \sqrt{_xu^2+(_yu+_xv)^2/4}`$, with the corresponding eigenvectors $`𝜸_\pm `$. In a pure-strain flow with velocity $`𝒗=(\gamma x,\gamma y)`$ the strain tensor is diagonal, and the solution to Eq. (1) is $`\delta 𝒙=(\delta x(0)e^{\gamma t},\delta y(0)e^{\gamma t})`$. There is an exponential growth in the component of the separation which is aligned with the positive eigenvector, and an exponential decay of the other component. In this flow field a small initially circular patch of tracer is stretched into an ellipse, with the rate of growth of the major axis being given by the strain-rate, $`\gamma `$.

In a general time-dependent flow infinitesimal separations between particles will still grow exponentially with time, but the growth is no longer a simple function of the strain Ott . It may be characterised by the finite-time Lyapunov exponents, defined by

$$\lambda (𝒙(t),t)=\frac{1}{t}\mathrm{log}\left(\frac{|\delta 𝒙(t)|}{|\delta 𝒙(0)|}\right),$$
(4)
where the orientation of the initial separation, $`\delta 𝒙(0)`$, is chosen so that $`\lambda `$ is maximal. At large times, $`\lambda `$ may be approximated by using Eqs. (1) and (4) with a randomly chosen initial orientation of $`\delta 𝒙`$, as the stretching by the flow aligns most initial vectors with the direction of maximal stretching. We refer to the Lyapunov exponents approximated in this way as $`\stackrel{~}{\lambda }`$. To calculate the Lyapunov exponents at small times more care must be taken. An infinitesimal circle is deformed by the flow into an ellipse. The integrated deformation along a trajectory, $`𝑴(t)`$, may be obtained by solving

$$\dot{𝑴}=𝑺𝑴,$$
(5)
where $`𝑴(0)`$ is the identity matrix. The semi-major and semi-minor axes of the ellipse are the eigenvectors of the matrix $`𝑴^\text{T}𝑴`$, with their squared lengths being the corresponding eigenvalues (denoted $`m_+`$ and $`m_{}`$, with $`m_+`$ referring to the larger value). The finite-time Lyapunov exponent along a trajectory is then given by

$$\lambda (𝒙(t),t)=\frac{1}{2t}\mathrm{log}(m_+),$$
(6)
In a closed ergodic flow the Lyapunov exponents converge with time towards a single value, $`lim_t\mathrm{}\lambda (t)=\lambda _{\mathrm{}}`$. If the flow is chaotic then $`\lambda _{\mathrm{}}>0`$. At times $`t>>1/\lambda _{\mathrm{}}`$ the averaged finite-time Lyapunov exponent has the form

$$\lambda A/t+B/\sqrt{t}+\lambda _{\mathrm{}},$$
(7)
where $`A`$ and $`B`$ are two constants Tang and Boozer . This relation has previously been used to estimate $`\lambda _{\mathrm{}}`$ where the integration time was too short to allow convergence of the finite-time exponents to be achieved Thiffeault and Morrison . The long-time behaviour of the standard deviation of the finite time Lyapunov exponents, $`\sigma _\lambda `$, is given by

$$\sigma _\lambda \sqrt{\mathrm{\Delta }/t},$$
(8)
where $`\mathrm{\Delta }`$ is a third constant Tang and Boozer . The probability distribution of finite-time Lyapunov exponents has the time-asymptotic form

$$P(\lambda (t),t)t^{1/2}e^{G(\lambda )t},$$
(9)
where $`G(\lambda )>0`$ and $`G(\lambda _{\mathrm{}})=G^{}(\lambda _{\mathrm{}})=0`$ Ott , Bohr et al. . If $`P(\lambda ,t)`$ is gaussian then $`G(\lambda )`$ is a parabola,

$$G(\lambda )=\frac{(\lambda \lambda _{\mathrm{}})^2}{2\mathrm{\Delta }}.$$
(10)
## IV The distribution of advected tracers

As a simple approximation, sea-surface temperature may be regarded as dynamically passive, with horizontal temperature gradients not affecting the flow. This view is supported by observations which show that, away from major fronts, horizontal temperature variations within the surface layer are matched by salinity variations in such a way that there are only weak horizontal density gradients Chen and Young , Rudnick and Ferrari , Ferrari et al. . As a parcel of surface water is advected by the flow it exchanges heat with the atmosphere and with the underlying water. An initial exploration of the dynamics of sea-surface temperature may be made by assuming that the changes in temperature are first-order. Consider a tracer $`C(𝒙(t),t)`$ which satisfies the Lagrangian equation

$$\frac{dC}{dt}=\alpha (C_0C),$$
(11)
where $`\alpha `$ is a relaxation rate. The source, $`C_0(𝒙,t)`$, is assumed to only vary over large scales, i.e. there is a wavenumber $`k_0`$ such that the fourier power spectrum, $`|\widehat{C}_0(k)|^2`$, is zero for $`k>k_0`$. If the tracer is advected by a flow which has $`\lambda (t)=\lambda _{\mathrm{}}`$ and which has a horizontal diffusivity $`D`$, then for wavenumbers between $`k_0`$ and the diffusive cut-off, $`k_D=\sqrt{\lambda _{\mathrm{}}/D}`$, the power spectrum has a power-law form Corrsin ,

$$|\widehat{C}(k)^2|k^\beta .$$
(12)
The power-law exponent is

$$\beta =1+\frac{2\alpha }{\lambda _{\mathrm{}}}.$$
(13)
For tracers with a rapid relaxation time there is less transfer of variance toward higher wavenumber and the power-spectrum is steep, whereas for tracers with a slow relaxation rate the spectrum approaches that of a forced conserved tracer with Batchelor law scaling, $`\beta =1`$ Batchelor .

For more general flows with a distribution of finite-time Lyapunov exponents (Eq. 9) the tracer distribution is multifractal, with the scaling exponents being related to the function $`G(\lambda )`$. Multifractal analysis has previously been carried out on small-scale temperature and phytoplankton data (e.g. Seuront et al. , Lovejoy et al. ). Here theoretical results obtained by Neufeld et al.  Neufeld et al.  are presented. The $`q`$th order structure function is defined as

$$S_q(\delta r)=\left|C(𝒙+\delta 𝒙,t)C(𝒙,t)\right|^q,$$
(14)
where $`\delta r=|\delta 𝒙|`$ and the angle brackets indicate averaging over spatial locations and separations $`\delta 𝒙`$. For a scale-free distribution, the structure functions have a power-law form in the limit $`\delta r0`$,

$$S_q(\delta r)\delta r^{\zeta _q}.$$
(15)
For an advected first-order tracer (Eq. 11) the scaling exponents are given by

$$\zeta _q=\mathrm{min}\{q,\frac{q\alpha +G(\lambda )}{\lambda }\},$$
(16)
where the minimum is taken over all values of $`\lambda >0`$. The power-spectral exponent is related to the structure functions by the relation

$$\beta =\zeta _2+1.$$
(17)
In cases where the function $`G(\lambda )`$ may be approximated by a parabola (Eq. 10) the scaling exponents have the form

$$\zeta _q=\mathrm{min}\{q,\frac{\lambda _{\mathrm{}}}{\mathrm{\Delta }}(\sqrt{1+2q\alpha \mathrm{\Delta }/\lambda _{\mathrm{}}^2}1)\}.$$
(18)
In the limit $`\mathrm{\Delta }0`$, $`P(\lambda )`$ becomes a delta function, $`\delta (\lambda \lambda _{\mathrm{}})`$, and the tracer distribution is monofractal with the scaling exponents

$$\zeta _q=q\alpha /\lambda _{\mathrm{}}(\text{for }\alpha <\lambda _{\mathrm{}}).$$
(19)
When $`q=2`$ the equation for the power-spectral exponent, Eq. (13), is recovered using Eq. (17). The scaling exponents have the same form (Eq. 19) in the $`q0`$ limit. This may be used to estimate $`\alpha /\lambda _{\mathrm{}}`$ even if the function $`G(\lambda )`$ is unknown.

## V Finite-time Lyapunov exponents of the OI data

The finite-time Lyapunov exponents are calculated for the study region using the 1997 OI velocity data. A 4th order Runge-Kutta integration with a daily time-step is used to calculate the trajectories of a regular grid of points. The OI velocities are objectively mapped onto a regular grid with a 20 km by 20 km by 5 day spacing, and the data are linearly interpolated in time and space to estimate the velocity along the trajectories. The Jacobian is integrated following Eq. (5) to obtain the matrix $`𝑴^\text{T}𝑴`$, and the Lyapunov exponents are then calculated from the eigenvalues $`m_+`$ (Eq. 6). There are two components to the OI velocity field, the mean flow and the velocity anomaly. The optimal interpolation ensures that the anomaly is divergence free, but the mean flow is derived directly from the MCC data and does not have this constraint. While the full velocity field is used to derive the trajectories, only the traceless component of the Jacobian is integrated to obtain $`𝑴`$. As an example of the results, the flow is shown on the 22 November 1997 in Fig. 2, along with the Lyapunov exponents for three different times $`t`$. In this figure a regular grid of points, with a spacing of 2.2 km, was integrated backwards in time. Trajectories that left the region within which the OI velocities were defined are shown in black. The Jacobian was then integrated forwards along the trajectories to obtain the Lyapunov exponents at a regular grid of points. The streamfunction on November 22 is dominated by an anti-cyclonic eddy with a diameter of approximately 200 km, centred on 38S 152E. The ten day Lyapunov exponents show that the eddy centre is an area of relatively low stretching, with the highest stretching rates being in arms around the eddy. For larger times $`t`$ the Lyapunov exponent develops a filamentary structure, with the width of the filaments narrowing with time.

The probabability distribution $`P(\lambda ,t)`$ is shown in Fig. 3 for various times $`t`$. This was calculated from sets of forward trajectories initialised on a 61 $`\times `$ 51 regular grid. Each set of trajectories began 10 days apart, between 1 January and 12 October 1997. As expected, the distribution of the exponents narrows with time as each trajectory experiences a range of flow conditions. The integration is not continued beyond 80 days as by that time over a third of the trajectories have left the region where the OI velocities are available. The strain of the OI flow in the study region has the mean and standard deviation $`\gamma _+=2.5\times 10^6`$ s-1 and $`\sigma _{\gamma _+}=1.6\times 10^6`$ s-1. The initial stretching is at the rate given by the strain, but the average Lyapunov exponent decreases with time (Fig. 4). The mean Lyapunov exponent is still decreasing at the end of the 80 day integration so the form of $`G(\lambda )`$ cannot be determined. The Lyapunov exponent $`\lambda _{\mathrm{}}`$ can only be estimated by fitting the relation for the expected time-dependence, Eq. (7) to the data. The least-squares fitted curve to the mean Lyapunov exponent between 15 and 80 days is $`\lambda 0.371/t+4.17\times 10^4/\sqrt{t}+3.84\times 10^7`$, where the time, $`t`$, is in seconds. This gives the estimate $`\lambda _{\mathrm{}}=4\times 10^7`$ s-1 (or $`\lambda _{\mathrm{}}=0.035`$ day-1). A similar fit of Eq. (8) to the standard deviation of the Lyapunov exponents gives $`\mathrm{\Delta }=5\times 10^7`$ s-1. We have not attempted to quantify the uncertainties of these estimates, but, because of the slow convergence, the uncertainties will be relatively large. It could be expected that $`P(\lambda ,t)`$ would become gaussian when $`\sigma _\lambda <<\lambda _{\mathrm{}}`$, or when $`t>>\mathrm{\Delta }/\lambda _{\mathrm{}}^2`$. For the OI flow this will occur when $`t>>40`$ days, so it is clear that the integration is too short to allow the asymptotic form of $`P(\lambda ,t)`$ to emerge.

The mean value of the Lyapunov exponents approximated from the stretching of an initially randomly aligned vector, $`\stackrel{~}{\lambda }`$, is shown in Fig. 4 for comparison. Because of the random alignment of the initial vector relative to the straining of the flow, the initial stretching is zero. It grows rapidly, and then slowly converges toward the actual value, $`\lambda `$. A least squares fit of Eq. (7) to the data between 15 and 80 days gives $`\stackrel{~}{\lambda }0.0428/t+1.59\times 10^4/\sqrt{t}+4.33\times 10^7`$. This is consistent with the estimate of $`\lambda _{\mathrm{}}=4\times 10^7\text{s}^1`$.

## VI Sea-surface temperature

In this section the formalism developed by Neufeld et al.  Neufeld et al.  and presented in section IV is applied to a satellite image of sea-surface temperature (SST) to test the applicability of the theory in this context. In Fig. 5 an SST image from 22 November 1997 is compared with images produced by the advection of a first-order tracer by the OI flow. The OI streamfunction for this day is shown in Fig. 2, with the dominant feature being an anti-cyclonic eddy. The equation for the tracer (Eq. 11) is integrated along the trajectories, which were calculated backwards from a regular grid with a 2.2 km spacing. The integration is only for 40 days as for longer times too many trajectories leave the area in which the OI velocities are defined. The function $`C_0`$ is taken to be a linear gradient given by the latitude of the trajectory. The tracer field along each trajectory is initialised at its starting latitude. With a relaxation time of $`1/\alpha =20`$ days (Fig. 5(b)) the broad structures of the modelled SST compare well with what is seen in the satellite image taken on that day (Fig. 5(a)). The anti-cyclonic eddy appears as an area of low gradient, with the northern boundary being marked by a line of strong gradient at 37S. A tongue of warmer northern water comes down the western side of the eddy, and there is a meandering front between latitudes 39S and 40S. Given the extreme simplicity of the sea-surface temperature model the agreement between these images is striking. There are, however, many smaller features which are not resolved in the OI velocity field and so the contours of the modelled SST are smoother than the contours of the actual SST image. If the relaxation rate is set to $`\alpha =0`$, and the latitude is advected as a conserved tracer, then the same broad patterns are seen (Fig. 5(c)), but the tracer structure becomes more striated than the observed sea-surface temperature. The highest tracer gradients are in the regions of greatest stretching, and the filaments of the $`t=40`$ day Lyapunov exponents (Fig. 2) are aligned with the contours of the tracer (Fig. 5(c)).

The spatial patterns in these images may be quantitatively compared through their power-spectra, Fig. 6. The spectra were taken from the 250 km long constant-latitude sections through the image which only contained valid data. The spectra shown are the averaged cyclic power-spectra, with the sections being detrended and multiplied by a Hann filter before calculating the periodogram. The averaged power-spectra have been given an arbitrary normalisation to allow them to be readily compared. Between inverse wavenumbers of 10 and 100 km the power spectra have a power-law form, with there being a progressive steepening of the spectra as $`\alpha `$ increases. This has previously been seen in simulations of a first-order tracer in a model flow intended to represent mesoscale turbulence Abraham , and is as expected from theory (Eq. 13). The power-law exponents of the spectra in Fig. 6 are $`\beta =2.44\pm 0.04`$ (actual SST); $`\beta =2.12\pm 0.03`$ (conserved tracer); $`\beta =2.28\pm 0.03`$ ($`1/\alpha `$ = 40 days); $`\beta =2.46\pm 0.04`$ ($`1/\alpha `$ = 20 days); $`\beta =2.77\pm 0.09`$ ($`1/\alpha `$ = 10 days); and $`\beta =3.47\pm 0.14`$ ($`1/\alpha `$ = 5 days). The spectral exponent of the actual SST data is not significantly different from the exponent of the modelled data with $`1/\alpha =20`$ days, suggesting that the SST is responding to changes in forcing with a timescale of around 20 days.

The spectrum of the conserved tracer is flatter than the tracer with $`1/\alpha =40`$ days but, because of the short integration time, the spectrum is still steeper than the $`k^1`$ form expected for a forced conserved tracer. The 40 day period over which the trajectories are defined is too short to allow a full transfer of variance from low to high wavenumbers. The timescale expected for the transfer between two lengthscales $`L_{\mathrm{max}}`$ and $`L_{\mathrm{min}}`$ is $`T_L=\mathrm{log}(L_{\mathrm{max}}/L_{\mathrm{min}})/\lambda _{\mathrm{}}`$. For the OI flow $`1/\lambda _{\mathrm{}}`$ = 29 days, so with $`L_{\mathrm{max}}/L_{\mathrm{min}}=10`$ the timescale for variance transfer through the mesoscale is $`T_L=70`$ days. An integration of at least this length would be needed to allow a spectrum with a slope close to $`k^1`$ to be established. The 40 day trajectory length is too short to allow the relation between spectral-exponent and the relaxation-rate, given in Eq. (13), to be tested.

The multifractal scaling of a tracer may be calculated using the equation for the structure function (Eq. 14). The structure functions of the SST image shown in Fig. 5(a) and of simulated SST were calculated for $`\delta r<50`$ km, and with $`q`$ between 0.2 and 3 (Fig. 7). The modelled data were calculated as for Fig. 5(b, c), but with an 80 day integration time and with a range of relaxation rates $`\alpha `$. The longer trajectory lengths meant that 25% of the trajectories went outside the area where the velocities were defined. Despite the presence of the invalid data, it was still possible to calculate the structure functions as the averaging is only taken over pairs of valid points. The data were detrended before the calculation was made. The resulting scaling exponents, obtained from a least squares regression of $`\mathrm{log}(S_q(\delta r))`$ against $`\mathrm{log}(\delta r)`$, are shown in Fig. 8. The structure functions of the SST image lie close to the curve derived from the simulated SST with $`1/\alpha =20`$ days, in agreement with the estimate of $`\alpha `$ obtained by comparing power-spectra. A least-squares fit of the relation given by Eq. (18) closely follows the SST data, with the best fit dimensionless parameters being $`\alpha /\lambda _{\mathrm{}}=0.90`$ and $`\mathrm{\Delta }/\lambda _{\mathrm{}}=1.12`$. With the value estimated for the OI flow of $`\lambda _{\mathrm{}}=4\times 10^7`$ s-1 this results in $`\alpha =0.031`$ day-1, or $`1/\alpha =32`$ days, and $`\mathrm{\Delta }=4.5\times 10^7`$ s-1. There is a long chain of assumptions required to allow this estimate to be made, but it doesn’t require an explicit modelling of the flow or, indeed, any knowledge of the flow beyond $`\lambda _{\mathrm{}}`$. Although it is perhaps coincidental, it is pleasing that the value of $`\mathrm{\Delta }`$ is close to that found from an analysis of the finite-time Lyapunov exponents. This suggests that the spatial structure seen in the satellite image is consistent with the representation of SST as an advected first-order tracer. The other dotted lines in Fig. 8 result from fitting the expression for $`\zeta (q)`$ to estimates made from the simulated SST. The values of $`1/\alpha `$ (days) predicted from the best-fit curves are 21 (5); 24 (10); 29 (20) and 50 (40), where the actual value is shown in brackets. The curve fitting over-estimates the relaxation time-scale, particularly when the relaxation is rapid. This is likely to be because the derivation of the expression for the fitted curve (Eq. 18) assumes that $`P(\lambda ,t)`$ is gaussian. This is a poor approximation at small times.

Is a 20 day response time for sea-surface temperature reasonable? A one-dimensional turbulence closure model was recently used to simulate seasonal variability of SST in the eastern Tasman Sea, at a similar latitude to the data analysed here, but close to New Zealand Hadfield . The model used heat and wind forcing derived from meteorological observations. It was found that a perturbation of the atmospheric forcing, applied so that the perturbation was removed at the end of November, had an effect which decayed with a time-scale of one to two months. The response was more complex than a simple first order relation, but nevertheless the response-time inferred from the water column model was of a similar order to that found here. It would be interesting to combine the Lagrangian advection with a water-column model that included realistic heat and wind forcing.

A similar set of assumptions about the dynamics of sea-surface temperature has been used in mesoscale simulations of SST variability by Klein and Hua Klein and Hua . The focus of these simulations was on the response of SST to episodic bursts of wind. When the mixed-layer is deepened by a wind event the surface temperature is imprinted with a signal from the sub-surface ocean. The mesoscale dynamics below the thermocline may be represented by quasi-geostrophic turbulence. In the ocean interior, temperature is not passive and is dynamically constrained, with a predicted spectral exponent of $`\beta =3`$ in the sub-mesoscale range. So, when the mixed-layer deepens the sea-surface temperature spectra steepen towards this value. During subsequent stirring of the mixed-layer it was found that temperature variance was transferred towards higher wave-number, resulting in the spectral exponent becoming smaller with time. From this point of view, the processes determing sea-surface temperature spectra are a steepening through episodic wind-mixing and a flattening through horizontal stirring. Following this argument, sea-surface temperature spectra with exponents less than one should be possible during periods of time when the mixed-layer is not deepening for many months, such as over summer. Such flat spectra are not usually observed. An analysis of the spatial pattern in a time-series of SST imagery would allow the relative importance of continuous relaxation and episodic wind-mixing to be resolved.

## VII Discussion

Estimates or descriptions of stirring in the surface ocean are rare. In this paper, a spatially and temporally complete velocity dataset was used to calculate the Lyapunov exponents of the flow in a region of the East-Australian current. The mean stirring rate was found to be $`\lambda _{\mathrm{}}=4\times 10^7`$ s-1, corresponding to a timescale of $`1/\lambda _{\mathrm{}}=29`$ days. The velocity field used is derived using relatively indirect techniques, and only resolves the largest mesoscale features. The question then arises, how reliable is the estimate of the stirring? The observation that tracers advected in ocean flows are filamental suggests that there is a separation between the diffusive length scale and the scale which is controlling the stirring. If, indeed, the larger mesoscale features are dominating the shear then the analysis will be appropriate. This will not be the case in shallow waters, where the eddy length scale is too small to be resolved using the remote methods that are relied on here. There have been beautiful observations made of sub-mesoscale stirring, seen in photographs taken from space of sun-glitter on the sea-surface Munk et al. , Munk and Armi . These show small eddies, with diameters of only tens of kilometers, organising surface flotsam into filamental slicks. It appears from these photographs that sub-mesoscale eddies may at times dominate the stirring of tracers. In this case, the methods used here would underestimate stirring rates.

From the distribution of the Lyapunov exponents it is clear there is a very wide range in the stretching rates which could be experienced by a patch of tracer in the ocean. Moreover, it would be difficult to predict the stretching of a patch from an Eulerian snapshot of the flow. While the analysis used here is based on a velocity field which could, in principle, be obtained in near real time, predicting the dispersal of either a pollutant or a deliberately released tracer is unlikely to be possible. Small errors in the velocity will lead to a rapid divergence of trajectories. Despite the spread of the probability distribution of Lyapunov exponents it is intriguing to note that the only previous estimate of stirring in the surface ocean, obtained from a satellite image of a deliberately induced phytoplankton bloom Abraham et al. , found a value for the stretching of $`\lambda (42\text{days})=6\times 10^7`$ s-1. Other estimates of mesoscale stirring from a numerical model ($`5.8\times 10^7`$ s-1 Haidvogel and Keffer ) and from a deep tracer release ($`3\pm 0.5\times 10^7`$ s-1Ledwell et al. ) are all of a similar order. The agreement of the values obtained, using very different methods, suggests that the estimate for $`\lambda _{\mathrm{}}`$ found by analysing the OI velocity field is a reasonable one, with the advantage over the tracer-releases that the required data are readily available.

There has been much work recently on the stirring of reactive tracers, particularly phytoplankton, in the surface ocean Franks , Abraham , Bracco et al. , Martin , Scheuring et al. , Károlyi et al. , López et al. , Richards et al. , McLeod et al. . This research has generally relied on simple models of the ocean flow. The study of Lagrangian chaotic flows, in particular, has allowed the problem to be broken into its simplest components and understanding of the patterns seen in advected tracers has been advanced considerably. The application of this theoretical work has been somewhat hampered by the lack of appropriate oceanic data. The analysis presented here is intended to help alleviate that problem, but is presented as a simple case study only. There are many further directions in which it may be taken. It would be interesting to test the application of the theoretical relationships in a model of ocean turbulence which was not disadvantaged by the short integration times that we were restricted to here. As far as sea-surface temperature is concerned, it would be interesting to carry out a systematic analysis of the whole East-Australian optimally-interpolated dataset. There may be seasonal variations in the estimated value of the response time, $`\alpha `$, and if these reflect real ocean processes then they will contain information on mixed-layer depth. Since mixed-layer depth is a crucial factor controlling primary production in the ocean, a method for deriving it from remotely sensed data would have great value. As more satellite data becomes available, and as techniques for extracting sea-surface velocities from the temperature data are improved, it is hoped that well resolved surface velocity fields will become widely avaible. Analysis of these will transform our understanding of dispersal processes in the surface ocean.

###### Acknowledgements.

E.A. is grateful to the organisers of the Los Alamos workshop on Active Chaotic Flow (2001) for their invitation to attend. The work presented here was motivated by material presented at the workshop. The research was funded by the New Zealand Foundation for Research, Science and Technology, as part of the Ocean Ecosystems programme.


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# On the pulsation parallax of the variable star RR Lyr

## 1 Introduction

The intrinsic luminosity of RR Lyrae variables and its dependence on metal content are widely debated issues in the recent literature, mainly because of the relevance in determining the distance to globular clusters, and in turn the age of these old primeval stellar systems. Unfortunately, neither empirical nor theoretical approaches have provided firm estimates of the absolute magnitude of RR Lyrae stars yet (see Caputo et al. 2000, and references therein), nor the trigonometric parallaxes measured by HIPPARCOS for a limited sample of field RR Lyrae stars are precise enough to put sound constraints on such a parameter (see Cassisi et al. 1998; Fernley et al. 1998, hereinafter F98; Groenewegen & Salaris 1999). In this context, new and accurate data on the distance to these variables appear of great relevance and could help to establish the absolute distance scale of RR Lyrae stars.

In a recent investigation, Benedict et al. (2002, hereinafter B02) use new astrometric data collected with FGS 3, the interferometer on board the Hubble Space Telescope (HST), to provide an accurate estimate of the absolute trigonometric parallax of the variable star RR Lyr, namely $`\pi _{abs}`$=3.82$`\pm `$0.20 mas. The uncertainty affecting this estimate is approximately a factor of three smaller than the uncertainty of the HIPPARCOS parallax ($`\pi _{abs}`$=4.38$`\pm `$0.59 mas; Perryman et al. 1997), and dramatically smaller than the error affecting the average ground-based measurement ($`\pi _{abs}`$=3.0$`\pm `$1.9 mas; van Altena, Lee, & Hoffleit 1995, hereinafter YPC5). According to the HST parallax, one derives for RR Lyr a true distance modulus $`\mu _0`$=7.090$`\pm `$0.114 mag, while the weighted average of HST, Hipparcos, and YPC5 results ($`<\pi _{abs}>`$=3.87$`\pm `$0.19 mas) yields $`\mu _0`$=7.061$`\pm `$0.107 mag.

In this letter we show that a straightforward application of theoretical constraints concerning the predicted $`K`$-band magnitude of fundamental RR Lyrae stars does provide a distance to RR Lyr which is in close agreement with the HST result, and with a smaller formal error.

## 2 $`K`$-band parallax

It has already been suggested that several problems affecting the RR Lyrae distance scale can be overcome using $`K`$-band magnitudes. In a seminal empirical investigation, Longmore et al. (1990) found that RR Lyrae stars do obey a tight Period-Luminosity relation ($`PL_K`$) in this band. Moreover, $`K`$-band data present additional advantages when compared with optical ones: they are marginally affected by uncertainties on reddening and present a smaller dependence on metal content, as well as a smaller luminosity amplitude. These interesting features were soundly enriched by the empirical evidence brought forward by Longmore et al. (1990) that the slope of the $`PL_K`$ relation is, within observational errors, quite constant when moving from metal-poor to metal-rich cluster RR Lyrae stars.

These findings have recently found theoretical support. Based on a wide grid of nonlinear, convective pulsation models, and using bolometric corrections and color-temperature transformations by Castelli, Gratton & Kurucz (1997a,b), we predicted (Bono et al. 2001, Paper I) that RR Lyrae stars obey a very tight relation connecting the absolute $`K`$-band magnitude, period, intrinsic luminosity, and metal abundance, i.e. a $`PLZ_K`$ relation. This relation is characterized by a mild dependence on stellar luminosity and metal content.

We have implemented this theoretical framework by computing new sequences of fundamental (F) and first-overtone (FO) models that cover in great detail the range of metallicity ($`Z`$=0.0001 to $`Z`$=0.02), luminosity ($`\mathrm{log}L/L_{}`$ 1.5 to 1.8), and mass ($`M/M_{}`$ 0.5 to 0.8), as expected for field and globular cluster RR Lyrae stars, adopting a helium-to-metal enrichment ratio $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ 2.5. The full set of F and FO models will be presented and discussed in a forthcoming paper (Bono et al. 2002, Paper III). Here we report that, according to this theoretical scenario, the predicted absolute $`K`$ magnitude of F pulsators is correlated with the period ($`P`$ in days), metal content ($`Z`$), stellar mass ($`M`$ in solar units) and luminosity ($`L`$ in solar unitis) as follows:

$$M_K=0.5112.102\mathrm{log}P+0.095\mathrm{log}Z0.734\mathrm{log}L1.735\mathrm{log}M/M_r$$
$`(1)`$
with an intrinsic standard deviation of $`\sigma _K`$=0.016 mag. The values of the reference mass $`M_r`$ for the various assumptions on the metallicity are given in Table 1, as chosen to roughly account for the correlation between metal content and mass of Zero Age Horizontal Branch (ZAHB) models populating the RR Lyrae instability strip, i.e. for effective temperatures ranging from 5900 to 7100 K. For the sake of comparison, Table 1 also lists the evolutionary mass (with an average uncertainty $``$ 2%) of ZAHB models with log$`T_e`$=3.85 and 3.80, as predicted by evolutionary computations available in the recent literature.

In agreement with the conclusions presented in Paper I, we find that the predicted fundamental $`PLZ_K`$ relation presents a quite small dependence on stellar luminosity (a variation of 0.1 dex in luminosity yields $`\delta M_K`$ 0.07 mag), and metal abundance (a variation of 0.3 dex in metallicity yields $`\delta M_K`$ 0.03 mag). This evidence suggests that the near-infrared magnitudes of RR Lyrae stars could be excellent standard candles to estimate the distance to field and globular cluster variables.

We can now use the predicted $`PLZ_K`$ relation together with the observed near-infrared magnitude $`K=6.54\pm 0.04`$ mag (Fernley, Skillen & Burki 1993) of RR Lyr to derive a pulsation parallax to be compared with the HST trigonometric measurement.

According to B02, the interstellar extinction toward RR Lyr is $`<A_V>`$=0.07$`\pm `$0.03 mag. Since $`A_K`$ 0.11 $`A_V`$ (Cardelli et al. 1989), this yields that the infrared extinction correction is at most of the order of 0.01 mag and therefore it can be neglected. Thus, on the basis of the HST true distance modulus (7.090$`\pm `$0.114 mag, B02) one finds $`M_K`$=$``$0.550$`\pm `$0.118 mag, where the error is practically given by the uncertainty on the absolute trigonometric parallax.

On the theoretical side, the predicted $`PLZ_K`$ relation \[eq. (1)\] provides an independent estimate of the near-infrared absolute magnitude, once the metallicity, the mass, and the luminosity of the variable are known. As for the metallicity of RR Lyr, the measured iron-to-hydrogen ratio \[Fe/H\]=$``$1.39 (F98) implies a metal abundance $`Z`$ 0.0008, or slightly larger if the $`\alpha `$-elements are overabundant with respect to iron (Clementini et al. 1995). Thus, accounting for $`\pm 0.15`$ dex as a typical uncertainty on the measured iron content, we estimate that the metallicity of RR Lyr should range from $`Z`$=0.0005 to $`Z`$=0.001. For the sake of the discussion, let us first adopt the upper limit $`Z`$=0.001.

According to this assumption, one can derive the stellar mass and luminosity on the basis of evolutionary constraints for Horizontal Branch (HB) models. Taking into consideration the discrepancies still affecting current theoretical predictions on the ZAHB luminosity (see, e.g., Castellani 1999; Ferraro et al. 1999; Caputo et al. 2000; VandenBerg 2000), as well as the increase in luminosity expected by post-ZAHB evolution, we end up with log$`L/L_{}`$=1.70$`\pm `$0.05. As for the stellar mass, thanks to the excellent agreement among the various authors about this parameter, from the evolutionary masses listed in the previous Table 1 we derive $`M`$=0.657$`\pm `$0.018$`M_{}`$. We note that current uncertainties on the ZAHB luminosity and/or the evolutionary status of RR Lyr introduce an uncertainty on $`M_K`$ of only 0.037 mag, while the uncertainty on the mass gives an even smaller error, namely $``$ 0.02 mag.

Including these uncertainties in quadrature, and since the pulsation period of RR Lyr is log$`P`$=$``$0.2466 (Hardie 1955), the predicted $`PLZ_K`$ relation supplies $`M_K`$=$``$0.512$`\pm `$0.045 mag, that is well within the error bar of the HST-based estimate ($`M_K`$=$``$0.550$`\pm `$0.118 mag), and with a much lower (formal) uncertainty mainly introduced by the uncertainty on the luminosity. By repeating this evaluation but with $`Z`$=0.0005, and adopting from the relevant literature the evolutionary values log$`L/L_{}`$=1.74$`\pm `$0.05 and $`M`$=0.697$`\pm `$0.020$`M_{}`$, we obtain $`M_K`$=$``$0.570$`\pm `$0.046 mag. Eventually, the predicted $`PLZ_K`$ relation and evolutionary constraints provide the following absolute $`K`$-magnitude for RR Lyr:

$`M_K=0.541\pm 0.044\pm 0.029=0.541\pm 0.062`$ mag

where the final error $`\pm `$0.062 mag includes the additional uncertainty on the adopted metal content ($`Z`$ from 0.0005 to 0.001).

In conclusion, the predicted absolute K-band magnitude of RR Lyr is surprisingly similar to the HST-based estimate ($`M_K`$=$``$0.550$`\pm `$0.118 mag), and with a formal error that is a factor of two smaller than the one introduced by the HST absolute parallax. With $`K`$=6.54$`\pm `$0.04 mag, we find that the resulting true distance modulus of RR Lyr is $`\mu _0`$=7.081$`\pm `$0.074 mag, yielding a ”pulsation” parallax $`\pi _{puls}`$=3.835$`\pm `$0.131 mas which is very close to the trigonometric parallax measured by HST ($`\pi _{abs}`$=3.82$`\pm `$0.20 mas) and to the weighted average of HST, Hipparcos, and YPC5 measurements ($`\pi _{abs}`$=3.87$`\pm `$0.19 mas).

The extinction correction only marginally affects this result. With the already mentioned estimate $`<A_V>`$=0.07$`\pm `$0.03 mag provided by B02, the true distance modulus and pulsation parallax derived in the absence of reddening should be decreased by $``$ 0.01 mag and increased by $``$ 0.01 mas, respectively. To be more conservative, we should consider also the alternative values given by B02 ($`<A_V>`$=0.11$`\pm `$0.10 mag) and by F98 ($`E(BV)`$=0.06$`\pm `$0.03 mag), adopting $`<A_V>`$=0.12$`\pm `$0.10 mag as a safe estimate of the extinction correction to RR Lyr. In such a case, the true distance modulus is $`\mu _0`$=7.068$`\pm `$0.074 mag and the pulsation parallax is $`\pi _{puls}`$=3.858$`\pm `$0.131 mas. Once again, the pulsational estimate is quite similar to direct trigonometric parallaxes and with a total formal error well below the intrinsic uncertainty of the HST measurement.

## 3 Final remarks

It has been shown that the predicted $`PLZ_K`$ relation for fundamental RR Lyrae stars and current evolutionary constraints on the mass and luminosity of HB models supply for RR Lyr itself a ”pulsation” parallax surprisingly close to the HST measurement and to the weighted average of HST, Hipparcos and YPC5 measurements, and with a better (formal) accuracy ($`\sigma _\pi /\pi `$ 3.5%). We would like to note that without the uncertainty on the adopted metal content ($`0.0005Z0.001`$), the error budget on the pulsation parallax would be smaller ($`\sigma _\pi /\pi `$ 2%). Thus, if and when the metallicity of RR Lyr will be firmly established, the intrinsic uncertainty on the pulsation parallax could be reduced to roughly one third of current HST direct measurement ($``$ 5%).

Since the pulsation parallax is well within the error box of the HST measurement, we can conclude that for not heavily reddened RR Lyrae stars the theoretical $`PLZ_K`$ relation works at least as good as HST, almost unaffected by uncertainty on the extinction correction. Also for heavily reddened variables, the pulsation approach could supply distance determinations as accurate as HST ($``$ 5%), provided that the extinction correction is known with sufficient accuracy ($`\delta A_V\pm `$0.8 mag). This means that the $`PLZ_K`$ relation could be soundly adopted to estimate absolute distances to RR Lyrae stars in Baade’s window as well as in highly reddened regions of the Galactic bulge.

However, before claiming that the pulsation approach yields distance estimates more precise than trigonometric parallaxes, we need further direct parallax measurements to exclude the possible occurrence of (small) systematic errors in the adopted (complicated) theoretical scenario. In the meanwhile, waiting also for future astrometric missions such as SIM, and GAIA, the $`PLZ_K`$ relation seems actually the only viable means to get RR Lyrae distances in the Local Group, as accurate as the quoted HST result for the nearby variable RR Lyr.

Finally, we wish to mention that although the HST parallax estimate does supply the distance to RR Lyr with an unprecedented accuracy, the resulting absolute visual magnitude of this variable cannot firmly constrain the zero-point of the $`M_V`$-\[Fe/H\] relation for RR Lyrae stars, nor discriminate among the deceptive discrepancies affecting current theoretical predictions on HB evolutionary models, even if the interstellar extinction to RR Lyr is firmly known. As a matter of fact, according to the HST parallax (i.e., $`\mu _0`$=7.090$`\pm `$0.114 mag) and by adopting $`V`$=7.76 mag (F98) together with the new extinction correction $`<A_V>`$=0.07$`\pm `$0.03 mag measured by B02, one derives for RR Lyr an absolute visual magnitude $`M_V`$=0.60$`\pm `$0.118 mag that is still affected by a large uncertainty. On the other hand, by adopting this extinction correction (i.e. $`K_0`$=6.532$`\pm `$0.040 mag) and by taking at the face value the predicted near-infrared absolute magnitude ($`M_K`$=$``$0.541$`\pm `$0.062 mag), one would derive $`\mu _0`$=7.073$`\pm `$0.074 mag and $`M_V`$=0.617$`\pm `$0.079 mag. On this basis, one can foresee that the application of the predicted $`PLZ_K`$ relation to a large sample of well-studied RR Lyrae stars that cover a wide metallicity range and present accurate K-band light curves will provide sound constraints on the slope of the $`M_V`$-\[Fe/H\] relation, as well as on the zero-point of the RR Lyrae distance scale if systematic errors can be excluded.

Acknowledgments: This work was supported by MIUR-Cofin 2000, under the scientific project ”Stellar Observables of Cosmological Relevance”.


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# Gamma-ray bursts in normal and extreme star-forming galaxies

## 1 Introduction

Much of the star-formation activity happening in the Universe at redshifts $`z>1`$ is hidden by dust (e.g. Blain et al. 1999a,b, 2002; Chary & Elbaz 2001). At low redshift ($`z1`$), the amount of star formation in optical/ultraviolet (UV) galaxies accounts for almost all of the star formation happening in the Universe, but at higher redshift it could well be much lower, due to the existence of many heavily dust-enshrouded submillimetre galaxies.

The populations of galaxies that are bright at optical/UV and submillimetre wavelengths are largely disjoint. The optical/UV galaxies which dominate at high-$`z`$ are Lyman-break galaxies (Steidel et al. 1999) with typical 850-$`\mu `$m submillimetre fluxes of about 0.1 mJy (Peacock et al. 2000). The submillimetre galaxies which are most common at high-$`z`$ tend to have optical magnitudes $`I>26`$ (Smail et al. 2002). The reason that these galaxies are so faint is presumably due to internal dust extinction removing most of the emitted rest-frame ultraviolet light, which corresponds to observed-frame optical light. This internal extinction is similarly important in the most luminous dust-enshrouded galaxies locally, the ULIGs (Sanders & Mirabel 1996), which are perhaps the most plausible local counterparts to the high-$`z`$ submillimetre galaxies, but tend to have very low ultraviolet fluxes (Goldader et al. 2002).

Despite what is written in the previous paragraph, a few of the best-studied high-$`z`$ submillimetre galaxies have properties quite unilke faint field galaxies with $`I>26`$. These include

1. Class-2 SCUBA sources (Ivison et al. 2000; Smail et al. 2002) like SMM J02399$``$0136 (Ivison et al. 1998) and SMM J14011+0252 (Ivison et al. 2001), which are extremely luminous at optical wavelengths and have rest-frame intrinsic $`B`$ magnitudes more than one magnitude brighter than any of the luminous Lyman-break galaxies studied by Pettini et al. (2001). The star-formation rates of Class 2 SCUBA sources implied by both rest-frame $`B`$-band luminosities and H$`\alpha `$ luminosities are high, comparable to those derived from the submillimetre luminosities. The star formation in these sources could be only lightly obscured, leading to the bright optical fluxes;
2. Extremely red objects (EROs), or Class-1 SCUBA sources (Smail et al. 2002). These could be more obscured versions of the Class 2s, in which most rest-frame optical light escapes but not most rest-frame ultraviolet light.

These two types of object are easy to study in detail because optical or near-infrared identifications are readily available, but most evidence (Smail et al. 2002) suggests that they do not represent the bulk of the submillimetre galaxy population. Indeed, the difficulty in obtaining unambiguous optical identifications is one of the most important hindrances to our understanding the submillimetre population.

A current observational problem is that only the brightest submillimetre galaxies can be found in direct surveys (using the SCUBA camera on the James Clerk Maxwell Telescope; Holland et al. 1999) due to confusion at 850-$`\mu `$m fluxes below $``$ 2 mJy (Blain, Ivison & Smail 1998). Yet much of the star formation in the Universe could be happening in submillimetre galaxies with fainter fluxes, given the constraints jointly imposed by the submillimetre and far-infrared backgrounds and source counts (Blain et al. 1999a,b). These objects cannot be found easily in optical field surveys (e.g. Steidel et al. 1999) either, since their optical fluxes are low (Ivison et al 2000; Smail et al. 2002). This situation may change at low redshifts ($`z2`$) in the near future however, with the advent of deep mid- and far-infrared field surveys from the SIRTF satellite (e.g. Lonsdale 2001).

In a separate development, evidence is now accumulating that gamma-ray bursts (GRBs) are intimately linked with the deaths of young massive stars. This is because (i) a natural mechanism for producing a long-duration ($`>`$ 2 s) burst is the cataclysmic collapse of a massive star leading to a hypernova-type explosion (Woosley 1993; Paczyński 1998; MacFadyen & Woosley 1999; MacFadyen, Woosley & Heger 2001); (ii) the GRB host galaxies which have been identified often show signs of ongoing star formation, such as very blue colours and prominent emission lines (Bloom et al. 1998a; Kulkarni et al. 1998), high radio continuum fluxes (Berger, Kulkarni & Frail 2001), and high submillimetre fluxes (Frail et al. 2002); (iii) iron line and edge features have been identified in two bursts (Piro et al. 2000; Amati et al. 2000), suggesting a link with supernovae. The mass of iron implied by these measurements is uncertain but consistent with the masses of iron produced in core-collapse supernovae; (iv) in at least four bursts a red component with a flux consistent with that of a supernova was discovered several weeks after the burst (Bloom et al. 1999a; Reichart 1999; Björnsson et al. 2001; Lazzati, Covino & Ghisellini 2002). GRBs are therefore thought to be found in regions of ongoing star formation, since young massive stars do not live long enough to move significantly from the sites of their birth.

An afterglow at rest-frame optical wavelengths has been observed following many GRBs, thought to be due to the interaction between the relativistic blast wave originating from the central engine and the local interstellar medium (Rees & Mészáros 1992, 1994; Paczyński & Xu 1994; Katz 1994; Sari & Piran 1995; Mészáros & Rees 1997). Whether or not this optical afterglow reaches the observer is a function of the line-of-sight extinction towards the GRB (Waxman & Draine 2000; Venemans & Blain 2001; Draine & Hao 2001; Fruchter, Krolik & Rhoads 2001b, Reichart & Price 2002), which is likely to be very different for bursts happening within submillimetre and optical/UV galaxies.

The line-of-sight extinction to a GRB is, however, complicated by local physical processes. For example, optical/UV/X-ray radiation from the GRB may heat and sublime nearby dust (Waxman & Draine 2000, Galama & Wijers 2001, Venemans & Blain 2001, Fruchter et al. 2001b). But radiation from the GRB is unlikely to destroy the dust responsible for the bulk of the extinction in submillimetre galaxies since the X-ray/UV flux scales with distance $`d`$ as $`d^2`$ so that dust grains at $`10`$ pc from the GRB are unaffected, and it is dust on these large scales that is responsible for most of the internal extinction. On the other hand, Fruchter et al. (2001b) recently suggested that the dust grains most responsible for internal extinction may indeed be destroyed by strongly beamed X-ray radiation if the electrostatic stresses generated by the X-rays exceed the grain tensile strengths.

If most submillimetre galaxies are optically faint due to huge amounts of internal extinction, then we expect the optical afterglow of most GRBs occurring within them to be completely extinguished. This would certainly happen were most submillimetre galaxies to be similar to local ULIGs like Arp 220 since there are typically tens of magnitudes of visual extinction to their cores (e.g. see Scoville et al. 1998). Indeed, Ramirez-Ruiz, Trentham & Blain (2001) suggest this as the reason for undetected optical afterglows in about half the GRBs studied by Lazzati et al. (2002).

Here we assess observations of optical afterglows in conjunction with submillimetre limits to the flux densities of GRB host galaxies. Of particular interest is the possibility of using GRB host galaxies to find low-luminosity submillimetre galaxies which cannot be found in either SCUBA or optical surveys. Interpretations based on current data and prospects for the future are presented. Throughout the paper we assume $`H_0=65\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_\mathrm{m}=0.3`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$.

## 2 Observations of GRBs in submillimetre galaxies

### 2.1 Submillimetre observations and the host of GRB 010222

Most current evidence suggests that the fraction of cosmic star formation happening in submillimetre galaxies $`f_{\mathrm{submm}}`$ is high, with estimates ranging up to about 0.9. The value of $`f_{\mathrm{submm}}`$ might however be poorly constrained by current observations due to uncertainty in the form of both evolution of the luminosity function of infrared galaxies and their spectral energy distributions (SEDs) – compare the results of Blain et al. (1999a,b); Trentham, Blain & Goldader 1999, Eales et al. (1999, 2000) and Gispert, Lagache & Puget (2000). One reason that these functions are relatively poorly constrained is that no redshifts are currently known for high-redshift submillimetre galaxies, except for a small number of Class-2 SCUBA galaxies (Smail et al. 2002), which do not comprise the bulk of the submillimetre galaxy population, and for the host galaxies of GRB 010222 and GRB 000418 (see below). Another reason is that the dust temperatures of the submillimetre galaxies is unknown (it has only been measured for a small number of Class-2 SCUBA galaxies), and the bolometric luminosity of a submillimetre galaxy is a strong function of the dust temperature. Other uncertainties, like the conversion from infrared luminosities to star-formation rates, reflecting uncertainties in the initial stellar mass function are potentially important too.

Noting the above, in this work we follow Ramirez-Ruiz al. (2001) and estimate $`f_{\mathrm{submm}}=0.82\pm 0.10`$ (based on the models of Blain et al. 1999a,b). Within the submillimetre galaxy population, a fraction 0.10 – 0.20 of the total star formation happens in sources with observed 850-$`\mu `$m fluxes $`S_{850}>4`$ mJy (see Fig. 7 of Ramirez-Ruiz et al. 2001). This transition value of 4 mJy is chosen because it represents an attainable flux threshold for detecting GRB host galaxies, given several hours of observing with SCUBA. Star-formation integrated over cosmic time is then partitioned between the various type of galaxies as follows: SCUBA galaxies with $`S_{850}`$ $`>`$ 4 mJy: 0.07 – 0.18 ; SCUBA galaxies with $`S_{850}`$ $`<`$ 4 mJy: 0.58 – 0.83; UV galaxies: 0.08 – 0.28. If GRBs are associated with recent star formation, as outlined in Section 1, then they should happen in the three different types of galaxies in these proportions since they can be seen at all the redshifts.

The most complete survey for submillimetre host galaxies of GRBs with afterglows using SCUBA is that of Smith et al. (1999, 2001). Their results are presented in Table 1. In a separate study, GRB 010222 ($`z=1.476`$) was found to have a time-independent 850-$`\mu `$m SCUBA detection of $`4`$ mJy, which is likely to originate from the host galaxy (Frail et al. 2002). Interestingly, this burst had a bright optical afterglow, meaning that it did not happen in a region of very heavy obscuration. Yet this is not a Class-2 SCUBA galaxy since its optical afterglow light curve (Holland et al. 2001a) does not flatten at $`R22`$. Recently, Berger et al. (2002) detected submillimetre and radio emission consistent with the host galaxy of GRB 000418.

Only five bursts in the Smith et al. (1999) sample have 3$`\sigma `$ flux limits below 4 mJy. This suggests that the fraction of cosmic star formation happening in submillimetre galaxies with $`S_{850}>4`$ m Jy is less than 0.2. Even if we arbitrarily include GRB 010222 and GRB 000418 (where we have a priori knowledge of a submillimetre detection; see Table 1), this fraction is only about 0.28. From the numbers above, we expect 0.07 – 0.18 of the total cosmic star formation to have happened in submillimetre galaxies with $`S_{850}>4`$ mJy, so this is consistent with the SCUBA results. At present the statistics from SCUBA are poor, but a moderate increase (a factor of a few) in the number of bursts observed could allow strong constraints to be placed (see Barnard et al. 2002).

There is however one potentially serious complication. All the bursts in Table 1 have detected optical afterglows. Indeed, this is perhaps the best way of determining an accurate position to allow submillimetre measurements to be made. Whether or not the optical afterglows from GRBs emerge from the host galaxies and are visible to a distant observer depends on the line-of-sight internal extinction. For UV and Class-2 SCUBA galaxies, most optical afterglows will emerge. For most submillimetre galaxies (including EROs), optical afterglows are expected to emerge only if they happen in a region of moderate obscuration. They are unlikely to emerge from well within compact molecular cores (Ramirez-Ruiz et al. 2001; Venemans & Blain 2001), which is the type of environment that most star formation is happening in local ULIGs (Condon et al. 1991; Surace et al. 1998; Surace & Sanders 1999; Soifer et al. 1999).

What this means is that bursts in submillimetre galaxies may be selected against in SCUBA-observed samples since these could be the ones without optical afterglows. On the other hand, two lines of evidence suggest that this might not be a serious concern after all. First, the three bursts known to have occurred in submillimetre galaxies (GRB 010222, GRB 000418 and GRB 980703) all did have bright optical afterglows. Secondly, bursts where the optical transient has been extinguished due to internal extinction will still have radio afterglows, and bursts with radio but no optical afterglows seem to be extremely rare: only two are known (GRB 990506 and GRB 970828).

### 2.2 Radio observations of the GRB 980703 host galaxy

The host galaxy of GRB 980703 ($`z=0.97`$) has a high star-formation rate of about $`500`$ M yr-1, inferred from its radio continuum luminosity (Berger et al. 2001), but only 10–30 M yr-1 inferred from optical measurements (Djorgovski et al. 1998). The reason for this disconcordance is likely to be that most of the star formation responsible for the high radio flux is happening in optically thick regions. Yet this burst had an optical afterglow, perhaps suggesting, like GRB 010222 that while most of the star formation is hidden by dust, the obscuration is not so severe that high-intensity GRB afterglows are wiped out. Again, this is not a Class-2 SCUBA galaxy, since the very bright optical afterglow (Holland et al. 2001b) did not plateau at $`R22`$ at late times.

The luminosity of this host is not high enough for the 850-$`\mu `$m flux to exceed the limit measured by Smith et al. (1999). Berger et al. (2001) estimate $`S_{850}=1.9`$ mJy (from the radio–far-infrared correlation. This is the only known example of a high-redshift galaxy with a submillimetre flux $`S_{850}`$ $`<`$ 4 mJy with an optical counterpart and a redshift measurement.

## 3 GRB hosts as low-luminosity submillimetre galaxies

In the previous sections we have hypothesized that much of the star formation in the Universe happened in submillimetre galaxies with $`S_{850}<4`$ mJy, that such galaxies will be missing from both optical and submillimetre surveys, and that they may be found in samples of GRB host galaxies. They may indeed be very common in GRB host galaxy samples. If more than half the star formation in the Universe happened in such objects, then the majority of GRB host galaxies may be of this type. The fact that the host galaxy of GRB 980703, one of the first to be studied in detail at non-optical wavelengths is such an object gives some credibility to this speculation.

We now investigate this possibility and discuss how to compile such a sample. Deep optical observations of about thirty GRB host galaxies exist, many of which would be low-luminosity submillimetre galaxies in the context of this discussion. We suggest some possible candidates. We then outline how both submillimetre and deep radio measurements of GRB hosts, like those of the GRB 980703 host (Berger et al. 2001), could be used to verify if any such candidates really are low-luminosity submillimetre galaxies. We also discuss what it could mean if submillimetre galaxies are not represented in such samples. Finally we discuss the extent of the dust obscuration in low-luminosity submillimetre galaxies and demonstrate that in the current scenario they cannot be either Class-2 SCUBA galaxies or high-redshift analogues of local ULIGs.

### 3.1 Optical measurements of host galaxies

Optical observations are inefficient at revealing submillimetre galaxies. The reason for this is that internal extinction in submillimetre galaxies is large so that it is possible for them to have very high infrared and bolometric luminosities but low optical flux densities (Rieke & Lebofsky 1986; Soifer et al. 1987).

Optical observations can however be used to reveal dust-enshrouded star formation if the extinction is only weakly optically thick, and so the redness of a galaxy at rest-frame ultraviolet wavelengths is a measure of the amount of extinguished star formation (Meurer et al. 1995; Meurer, Heckman & Calzetti 1999). However this is not the kind of extinction found in the more luminous submillimetre galaxies (Goldader et al. 2002). For example, the huge amount of hidden star formation in the host of GRB 980703 was not revealed by optical (rest-frame ultraviolet) measurements (Chary, Becklin & Armus 2002). Presumably this is because this galaxy is reasonably thick, so the Meurer relation will not work. This host could well represent a typical case, meaning that optical observations of host galaxies will be of limited use in finding submillimetre galaxies. Nevertheless, a great deal of optical information about GRB host galaxies exists, and it is worth examining this data to see if we can find any clues about the nature of the galaxies. In Fig. 1 we present $`R`$ magnitudes and redshifts for all bursts where measurements have been made. For the 15 bursts (not including GRB 010222) with both known redshifts in the range $`0.5<z<2.5`$, which are likely to contribute most to total cosmic star formation and with host galaxy detections, 2 have host galaxies with $`R<23`$, 10 have $`23.5<R<27`$, and 3 have $`R>27.5`$. Immediately, this tells us that most of these bursts are not happening in Class-2 SCUBA galaxies, since their host galaxy $`R`$ magnitudes are too faint.

We studied optical images of each of the host galaxies in Table 2 and suggest that the following are the best few candidates for being submillimetre galaxies with $`S_{850}`$ $`<`$ 4 mJy. Our assessments are based on a number of indirect considerations e.g. similarity to the host galaxy of GRB 980703 and morphology (spiral structure, as in the case of the host of GRB 990705, suggests a host galaxy is a UV-bright galaxy as opposed to a submillimetre galaxy).

#### 3.1.1 GRB 000301C

HST-STIS imaging shows this host galaxy (Fruchter & Vreeswijk 2001) to be compact and only marginally resolved. The FWHM resolution of the HST image corresponds to about 1 kpc at the redshift of this galaxy ($`z=2.03`$).

#### 3.1.2 GRB 991208

In HST-STIS images this host galaxy appears to be compact and only marginally resolved (Fruchter et al. 2000a), with a FWHM of only 730 pc. Furthermore, a $`K`$-band source (Bloom et al. 1999b) was observed coincident with this burst one week later. This could be a near-infrared afterglow, although Bloom et al. note that this would then imply an optical–near-infrared spectral index inconsistent with the spectral index derived from optical spectroscopy. An alternative explanation is that the $`K`$-band light comes from an ERO component.

#### 3.1.3 GRB 990506

This burst came from a compact galaxy with $`r_h=0.94`$ kpc. It is unusual in that it had a radio (Taylor, Frail & Kulkarni 1999) but no optical afterglow. Possibly this is the example of a star-forming galaxy with a dense core in which the GRB occurred, with the optical afterglow missing due to internal extinction. The optical light from the host galaxy would then trace the star formation happening at low optical depth. The 8.4-GHz radio flux is less than 40 $`\mu `$Jy (Taylor et al. 1999). If this is a submillimetre galaxy, it is thus likely to be a low-luminosity one unless it is at very high redshift.

#### 3.1.4 GRB 971214

HST images show a compact ($`r_h=1.1`$ kpc), possibly merging $`V_{\mathrm{AB}}26.5`$ host galaxy (Odewahn et al. 1998). The optical colours of the burst suggest substantial internal extinction (Chary et al. 2002), and so it would be a good candidate for being a submillimetre galaxy. The radio imaging of this burst (Frail & Kulkarni 1998) is moderately deep; if this is a submillimetre galaxy, its bolometric luminosity is unlikely to be more than twice that of the host galaxy of GRB 980703.

#### 3.1.5 GRB 970828

Like GRB 990506, this burst had a radio, but no optical afterglow. A burst occurring in such an object would be a good candidate for having its optical (but not radio) afterglow extinguished due to dust extinction. This possibility is discussed in detail by Djorgovski et al. (2001b), whose deep ground-based optical images show that the host appears to be a merging/interacting system. They note that HST images should soon provide important information about the morphology of the environment of this optically-dark burst.

#### 3.1.6 GRB 970508

HST-STIS images of this host galaxy are presented by Pian et al. (1998), but the afterglow still dominates the optical light. A subsequent image (Fruchter et al. 1998) reveals the host galaxy to be a compact, undisturbed galaxy with $`r_h=0.8`$ kpc.

### 3.2 Compiling a sample of low-luminosity submillimetre galaxies

An obvious question is: how can one compile a sample of low-luminosity submillimetre galaxies. This is an important exercise in that it could reveal the bulk of cosmic star formation activity taking place in the Universe.

An 850-$`\mu `$m detection of a GRB host galaxy is the most direct method of establishing whether or not it is a submillimetre galaxy. The drawbacks of this method are that integration times to get down to the 2-mJy SCUBA confusion limit are long, and only the more luminous submillimetre galaxies, not necessarily the ones that generate most cosmic star formation, can be detected.

Radio observations of GRB host galaxies offer another powerful method. From the calibration for the Carilli–Yun radio–submm spectral index of Dunne, Clements & Eales (2000), if we assume a radio spectral slope $`\alpha =0.32`$ (Berger et al. 2001) and a dust emissivity index $`\beta =1.5`$, then the 1.4-GHz flux of a submillimetre galaxy at redshift $`z<3`$

$$S_{1.4}900(1+z)^{3.8}\left(\frac{S_{850}}{2\mathrm{mJy}}\right)\mu \mathrm{Jy}.$$
(1)
The normalization of equation (1) is quite uncertain, especially at high redshifts. For example, if we use the conversion factor of Carilli & Yun (2000), 1.4-GHz fluxes a factor of 2 lower are predicted. In our picture, many GRB host galaxies will have 1.4-GHz radio fluxes of several, maybe tens of, microjanskies. In other words, galaxies like the host of GRB 980703 would be common and deep radio surveys of GRB host galaxies should reveal several more.

If half of the star formation in the Universe happens in submillimetre sources with $`S_{850}`$ between 0.4 and 4 mJy, at redshifts of about 2, then we would expect about half of GRB host galaxies to have 1.4-GHz fluxes $`S_{1.4}>3\mu `$Jy. If we restrict a survey to GRB hosts with known redshifts $`z<1`$, then we would expect about half of GRB host galaxies to have $`S_{1.4}>13\mu `$Jy. For comparison, the host galaxy of GRB 980703 has $`S_{1.4}=68\mu `$Jy (Berger et al. 2001), the high flux reflecting the relatively low redshift $`z=0.97`$ of this burst. At the VLA, 111http://www.aoc.nrao.edu/vla/html/VLAhome.shtml a 1-$`\sigma `$ sensitivity $`S_{1.4}5\mu `$Jy can be achieved in 24 hours. From equation (1), $`S_{1.4}`$ is a steeply decreasing function of redshift. This suggests that low-redshift GRBs like GRB 990712 ($`z=0.43`$) would be the best targets for deep radio imaging.

Imaging of GRB host galaxies at a wavelength 70 $`\mu `$m with SIRTF 222http://sirtf.caltech.edu/ may help too, particularly for the lower-redshift objects. Direct submillimetre surveys with ALMA will uncover such objects, and we will no longer need to rely on using GRBs as beacons. ALMA will also be able to detect a 1-mJy host galaxy in less than a minute, and so can be used to image all known GRB positions in a matter of a few weeks of observations.

Should submillimetre host galaxies not turn up in any of the samples described in this section, this would also be an interesting result. One possibility could be that GRBs avoid submillimetre galaxies because the environments there are not condusive to the physical processes responsible for generating GRBs (metallicity, likely to be high in submillimetre-luminous galaxies, could play a role for example; see Ramirez-Ruiz, Lazzati & Blain 2002). Alternatively it could mean that our estimates of $`f_{\mathrm{submm}}`$ are too high, possibly because the assumptions made in modeling the luminosity evolution of submillimetre galaxies are flawed, for example if high-redshift submillimetre galaxies actually have dust temperatures systematically less than the 40 K that seems to be typical.

### 3.3 Obscuration in low-luminosity submillimetre GRB host galaxies

Host galaxies like that of GRB 980703 appear to have star formation that is only lightly obscured, intermediate between Class-2 SCUBA galaxies (which would have brighter $`R`$ magnitudes) and ULIG cores (which would extinguish optical afterglows).

The occasions where GRBs did appear to happen in dense cores were the two occasions (GRB 970828 and GRB 990506) where radio but not optical afterglows were detected. That this has been observed twice suggests that star formation in dense cores at high redshifts is not as rare as at low redshifts, where the contribution of ULIGs to the star formation rate at $`z=0`$ (Gallego et al. 1995) is negligible.

But the majority of high-redshift submillimetre galaxies, if the hosts of GRB 010222, GRB 000418 and GRB 980703 are at all representative, are probably not of this type. Their gas and dust are likely to be less concentrated. Such a scenario is required if most of the stars currently seen in local galaxies formed in submillimetre galaxies (Trentham 2000). These submillimetre galaxies would be intermediate in terms of structural parameters between Lyman-break galaxies and ULIGs, possibly of the type hypothesized to exist on the boundary of detectability in both the optical and submillimetre wavebands by Adelberger & Steidel (2000).

## Acknowledgements

We thank Vicki Barnard, Fiona Harrison, Davide Lazzati, Priya Natarajan, Martin Rees, Dave Sanders, Nial Tanvir and Bram Venemans for helpful conversations, and the anonymous referee for useful comments on the manuscript. We thank Jeff Goldader for making the data and results from the $`HST`$-STIS imaging program of local infrared-luminous galaxies available and Ian Smail for providing the SCUBA source catalogue paper prior to publication. ERR acknowledges support from CONACYT, SEP and the ORS foundation. AWB acknowledges the Raymond & Beverly Sackler Foundation for financial support at the IoA. This work has used $`HST`$ data provided by the Survey of the Host Galaxies of Gamma-Ray Bursts (http://www.ifa.au.dk/hst/grb-hosts/data/ index.html).