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# Efficiency of Scale-Free Networks: Error and Attack Tolerance

## 1 Introduction

The study of the structural properties of the underlying network can be very important to understand the functions of a complex system . For instance the architecture of a computer network is the first critical issue to take into account when we want to design an efficient communication system. Similarly, the efficiency of the communication and of the navigation over the Net is strongly related to the topological properties of the Internet and of the World Wide Web. The connectivity structure of a population (the set of social contacts) affects the way ideas are diffused, but also the spreading of epidemics over the network. Only very recently the increasing accessibility of databases of real networks on one side, and the availability of powerful computers on the other side, have made possible a series of empirical studies on the properties of biological, technological and social networks. The results obtained have shown that, in most cases, real networks are very different from random and regular networks, and display some common properties as high efficiency and high degree of robustness. The literature on complex networks has followed an exponential growth in the last few years; a comprehensive review can be found in Refs.. In the following we enumerate some of the results appeared in the recent literature that are important in order to understand the purpose of this paper:

1. In ref. , Watts and Strogatz have shown that the connection topology of some real networks is neither completely regular nor completely random. These networks, named small-world networks , exhibit in fact high clustering coefficient, like regular lattices, and small average distance between two generic points (small characteristic path length), like random graphs. Watts and Strogatz have also proposed a simple model (the WS model) to construct networks with small-world properties (i.e. networks with high clustering and small average distance), by rewiring few edges of a regular lattice.
2. In ref. two of us have introduced the concept of efficiency of a network, which measures how efficiently the information is exchanged over the network. By using the efficiency as a new measure to characterize the network, it has been showed that small-worlds are systems that are both globally and locally efficient. Moreover the description of a network in terms of its efficiency extends the small-world analysis also to unconnected networks and to real systems that are better represented as weighted networks .
3. Small average distance and high clustering are not all the common features of complex networks. Barabasi and collaborators have studied $`P(k)`$, the degree distribution of a network, and found that many large networks (the World Wide Web, Internet, metabolic networks and protein networks) are scale-free, i.e. have a power-law degree distribution $`P(k)k^\gamma `$ . Neither random graph theory , nor the WS model to construct networks with the small-world properties  can reproduce this feature: in fact both give $`P(k)`$ peaked around the average value of $`k`$. In ref.  Barabasi and Albert have proposed a simple model (the BA model) to construct a scale-free topology by modeling the dynamical growth of the network: some ad hoc assumptions in the network dynamics result in a network with the correct scale-free features, i.e. with a power-law degree distribution $`P(k)k^3`$.

Moreover in ref. the authors have shown that scale-free networks, at variance with random networks, display a high degree of error tolerance. That is the ability of their nodes to communicate is unaffected by the failure of some randomly chosen nodes. However, error tolerance comes at a high price in that scale-free networks are extremely vulnerable to attacks, i.e. to the removal of a few nodes which play a crucial role in maintaining the network’s connectivity. Such error tolerance and attack vulnerability typical of scale-free networks have also been found in real networks .
4. The BA scale-free model produces networks with a power law connectivity distribution, but not with small-world properties. In fact the BA scale-free networks have small average distance between two generic points, the first property of a small-world network, while they lack of high clustering, the other property of a small-world network. More recently Klemm and Eguíluz  have proposed an alternative model (the KE model) to construct networks where scale-free degree distributions coexist with small average distances and with strong clustering. Therefore, the KE model reproduces, at the same time, the two distinct features present in real networks: power law degree distribution and the small-world behavior.

In this paper we use the concept of global and local efficiency to characterize the properties of scale-free networks (i.e. networks with power law degree distributions), and to study their error and attack tolerance. We consider both scale-free networks with no clustering (the BA model), and scale-free networks with high clustering properties (the KE model). We analyze the effect of errors and attacks not only on the global properties of the network (as done in ref. by using as a measure the average distance between two points) but also on the local properties of the network. Moreover we compare the results obtained in terms of global and local efficiency of the network with the results in terms of average distance and clustering coefficient. The three innovative point of our paper are:

* The use of the efficiency measure to characterize scale-free networks. This allows to avoid problems due to the divergence of the average distance.
* The parallel study of scale-free networks with no clustering, and scale-free networks with high clustering.
* The study of the effect of errors and attacks not only on the global propertied, but also on the local properties of the network.

The paper is organized as follows. In Section 2 we define the variable efficiency and we illustrate how the small-world behavior can be expressed in terms of the local and the global efficiency of the network. In Section 3 we discuss the relevance and the properties of scale-free networks, and we illustrate the BA model and the KE model. In Section 4, the central part of the paper, we investigate the effects of errors and attacks both on the global and on the local properties of scale-free networks. We show that the efficiency is a better measure than the characteristic path length to describe the global properties of complex networks, especially when a large number of nodes is removed. The local properties of the scale-free networks are equally well described by the local efficiency or by the clustering coefficient. By considering both BA and KE scale-free networks, we show that scale-free networks are systems resistent to errors but vulnerable to attacks both at a global and at a local level. In Section 5 we draw the conclusions.

## 2 Small-World behavior and Efficiency of a Network

In their seminal paper Watts and Strogatz have shown that the connection topology of some real (biological, social and technological) networks is neither completely regular nor completely random . Watts and Strogatz have named these networks, that are somehow in between regular and random networks, small-worlds, in analogy with the small-world phenomenon, empirically observed in social systems more than 30 years ago . The mathematical characterization of the small-world behavior is based on the evaluation of two quantities, the characteristic path length $`L`$, measuring the typical separation between two generic nodes in the network and the clustering coefficient $`C`$, measuring the average cliquishness of a node. Small-world networks are in fact highly clustered, like regular lattices, yet having small characteristic path lengths, like random graphs. Let us give some useful mathematical formalism. A generic unweighted (or relational) network  is represented by a graph $`𝐆`$ with $`N`$ vertices (nodes) and $`K`$ edges (arcs, links or connections). Such a graph is described by the so-called adjacency matrix $`\{a_{ij}\}`$ (also called connection matrix). This is a $`NN`$ symmetric matrix, whose entry $`a_{ij}`$ is $`1`$ if there is an edge joining vertex $`i`$ to vertex $`j`$, and $`0`$ otherwise. An important quantity of graph $`𝐆`$, which will be used in the following of this paper, is the degree of a generic vertex $`i`$, i.e. the number $`k_i`$ of edges incident with vertex $`i`$, the number of neighbours of $`i`$. We have $`K=_ik_i/2`$ because each link is counted twice, and the average value of $`k_i`$ is $`<k>=2K/N`$. To define $`L`$ we need first to construct the shortest path length $`d_{ij}`$ between two vertices (known in social networks studies as the number of degrees of separation ), measured as the miminum number of edges traversed to get from a vertex $`i`$ to another vertex $`j`$. By definition $`d_{ij}1`$ with $`d_{ij}=1`$ if there exists a direct edge between $`i`$ and $`j`$. The characteristic path length $`L`$ of graph $`𝐆`$ is defined as the average of the shortest path lengths between two generic vertices:

$$L(𝐆)=\frac{1}{N(N1)}\underset{ij𝐆}{}d_{ij}$$
(1)
Of course this definition is valid only if G is totally connected, which means that there must exist at least a path connecting any couple of vertices with a finite number of steps. Otherwise, when from $`i^{}`$ we can not reach $`j^{}`$ then $`d_{i^{}j^{}}=+\mathrm{}`$ and consequentely $`L`$ as given in eq.(1),being divergent, is an ill-defined quantity. When studying how the properties of a network are affected by the removal of nodes, one often incurrs in non-connected networks. In such cases the alternative formalism in terms of efficiency here proposed is much more powerful, as will be clarified in the following.
The second measure, the clustering coefficient $`C`$, is a local quantity of $`𝐆`$ defined as follows. For any node $`i`$ we consider $`𝐆_𝐢`$, the subgraph of neighbors of $`i`$. That is once eliminated $`i`$ we study how the nodes previously connected to $`i`$ remain still connected between each other. If the node $`i`$ has $`k_i`$ neighbors, then $`𝐆_𝐢`$ has $`k_i`$ nodes and at most $`k_i(k_i1)/2`$ edges. $`C_i`$ is the fraction of these edges that actually exist, and $`C`$ is the average value of $`C_i`$ all over the network:

$$C(𝐆)=\frac{1}{N}\underset{i𝐆}{}C_iC_i=\frac{\text{ \# of edges in }𝐆_𝐢\text{ }}{\text{ }k_i(k_i1)/2\text{ }}$$
(2)
To illustrate the onset of the small-world, Watts and Strogatz have proposed a one-parameter model (the WS model) to construct a class of unweighted graphs which interpolates between a regular lattice and a random graph. The edges of a regular lattice are rewired with a probability $`p`$. As the rewiring probability $`p`$ increases, the network becomes increasingly disordered and for $`p=1`$ a random graph is obtained. Although in the two limiting cases large $`C`$ is associated to large $`L`$ ($`p=0`$) and viceversa small $`C`$ to small $`L`$ ($`p=1`$), there is an intermediate regime where the network is a small-world: highly clustered like a regular lattice and with small characteristic path lengths like a random graph. In fact only a few rewired edges ($`0<p1`$) are sufficient to produce a rapid drop in $`L`$, while $`C`$ is not affected and remains equal to the value for the regular lattice . By means of this mathematical formalism based on the evaluation of $`L`$ and $`C`$, Watts and Strogatz have found three examples of small-world behavior in real networks: 1) the collaboration graph of actors in feature films from Ref., as an example of a social system; 2) the neural network of a nematode, the C. elegans  as an example of a biological network; 3) finally an example of a technological network, the electric power grid of the western United States.

An alternative definition of the small-world behavior has been proposed more recently by two of us in ref. and is based on the definition of the efficiency of a network. Instead of $`L`$ and $`C`$ the network is characterized in terms of how efficiently it propagates information on a global and on a local scale, respectively. To define the efficiency of $`𝐆`$ let us suppose that every node sends information along the network, through its edges. We assume that the efficiency $`ϵ_{ij}`$ in the communication between node $`i`$ and $`j`$ is inversely proportional to the shortest distance: $`ϵ_{ij}=1/d_{ij}i,j`$. With this definition, when there is no path in the graph between $`i`$ and $`j`$, $`d_{ij}=+\mathrm{}`$ and consistently $`ϵ_{ij}=0`$. The global efficiency of the graph $`𝐆`$ can be defined as:

$$E_{\mathrm{glob}}(𝐆)=\frac{_{ij𝐆}ϵ_{ij}}{N(N1)}=\frac{1}{N(N1)}\underset{ij𝐆}{}\frac{1}{d_{ij}}$$
(3)
and the local efficiency, in analogy with $`C`$, can be defined as the average efficiency of local subgraphs:

$$E_{\mathrm{loc}}(𝐆)=\frac{1}{N}\underset{i𝐆}{}E(𝐆_𝐢)E(𝐆_𝐢)=\frac{1}{k_i(k_i1)}\underset{lm𝐆_𝐢}{}\frac{1}{d_{lm}^{}}$$
(4)
where $`𝐆_𝐢`$, as previously defined, is the subgraph of the neighbours of $`i`$, which is made by $`k_i`$ nodes and at most $`k_i(k_i1)/2`$ edges. It is important to notice that the quantities $`\{d_{lm}^{}\}`$ are the shortest distances between nodes $`l`$ and $`m`$ calculated on the graph $`𝐆_𝐢`$. The two definitions we have given have the important property that both the global and local efficiency are already normalized, that is: $`0E_{\mathrm{glob}}(𝐆)1`$ and $`0E_{\mathrm{loc}}(𝐆)1`$ . The maximum value of the efficiency $`E_{\mathrm{glob}}(𝐆)=1`$ and $`E_{\mathrm{loc}}(𝐆)=1`$ are obtained in the ideal case of a completely connected graph, i.e. in the case in which the graph $`𝐆`$ has all the $`N(N1)/2`$ possible edges and $`d_{ij}=1i,j`$. In the efficiency-based formalism a small-world results as a system with high $`E_{\mathrm{glob}}`$ (corresponding to low $`L`$) and high $`E_{\mathrm{loc}}`$ (corresponding to high clustering $`C`$), i.e. a network extremely efficient in exchanging information both on a global and on a local scale. Moreover the description of a network in terms of its efficiency extends the small-world analysis also to unconnected networks and, more important, with only a few modifications, to weighted networks. A weighted network is a case in which there is a weight associated to each of the edges. Such a network needs two matrices to be described: the usual adjacency matrix $`\{a_{ij}\}`$ telling about the existence or not existence of a link (and whose entry $`a_{ij}`$, as for the unweighted case, is $`1`$ when there is an edge joining $`i`$ to $`j`$, and $`0`$ otherwise) and and a second matrix, the matrix of the weights associated to each link. All the details of the applications of the efficiency-based formalism to study real weighted networks, e.g. the Boston subway transportation system, can be found in . In this paper we focus instead on the simpler case of unweighted networks: we are in fact interested in the use of the efficiency formalism to describe in quantitative terms the global and the local properties of scale-free networks, and to study how these properties are affected by the random removal of nodes or by attacks.

A simple example will be very useful to illustrate the comparison between $`E_{\mathrm{glob}}`$, $`E_{\mathrm{loc}}`$ and $`L`$, $`C`$, and to explain why the efficiency in many cases works better than $`L`$ and $`C`$, even for unweighted networks. In particular the differences between the description in term of $`E_{\mathrm{glob}}`$ and the description in terms of $`L`$ are evident when the network is unconnected. Fig. 1 is an example of the problems associated to the calculations of $`L`$ when the graph is unconnected. We consider 2 graphs $`\mathrm{𝐆𝟏}`$ and $`\mathrm{𝐆𝟐}`$, both having the same number of nodes $`N=5`$, but different number of edges. By using the definition (1) we obtain $`L_1=13/10`$ for the graph on the left hand side and $`L_2=\mathrm{}`$ for the graph on the right hand side. An alternative possibility to avoid the divergence of $`L_2`$ is to limit the use of definition (1) only to a part of the graph, the main connected component  of $`\mathrm{𝐆𝟐}`$, which is made of 3 nodes. In this way we get $`L_2=1`$ and the final information we extract from the analysis of the characteristic path length is that graph $`\mathrm{𝐆𝟐}`$ has better structural properties than graph $`\mathrm{𝐆𝟏}`$, since $`L_2<L_1`$. This is of course wrong because $`\mathrm{𝐆𝟏}`$ is certainly much better connected than $`\mathrm{𝐆𝟐}`$, and the misleading information comes from the fact that in the second graph we had to remove two nodes from the analysis. By studying instead the efficiency of the two graphs we are allowed to take into account also the nodes not connected to the main connected component: we get $`(E_{\mathrm{glob}})_1=17/20`$ and $`(E_{\mathrm{glob}})_2=3/10`$, in perfect agreement with the fact that $`\mathrm{𝐆𝟏}`$ has a much better connectivity ($`17/20`$ the efficiency of the completely connected graph) than $`\mathrm{𝐆𝟐}`$.
On the other side an evaluation of the local clustering of the two graphs gives: $`C_1=4/5`$, $`C_2=3/5`$, and an evaluation of the local efficiency gives: $`(E_{\mathrm{loc}})_1=9/10`$, $`(E_{\mathrm{loc}})_2=3/5`$. This indicates that the first graph has also better local properties than the second one. Moreover the variable $`C`$ is a good approximation of the local efficiency $`E_{\mathrm{loc}}`$ (this is in general true when the subgraphs $`𝐆_𝐢`$ of a generic node $`i`$ are composed by small graphs ).

## 3 Scale-Free Networks

An important information to characterize a graph $`𝐆`$, as previously mentioned, is the degree of a generic vertex $`i`$, i.e. the number $`k_i`$ of edges incident with vertex $`i`$, the number of neighbours of $`i`$. Barabasi and collaborators focussed their attention on $`P(k)`$, the degree distribution of a network, and showed that many real large networks, as the World Wide Web, the Internet, metabolic and protein networks, are scale-free, that is, their degree distribution follows a power-law for large $`k`$ . Also some social systems of interest for the spreading of sexually trasmitted diseases , and the connectivity network of atomic clusters’ systems  display a similar behavior. Neither random graphs , nor small-world networks constructed according to the WS model, have a power-law degree distribution $`P(k)`$ like the one observed in real large networks. In fact for a random graph $`P(k)`$ is described by a Poisson distribution $`P(k)=<k>^k/k!e^{<k>}`$, a curve peaked at $`k=<k>`$ and exponentially decaying for large $`k`$, in contrast to the power-law decay of scale-free graph. This is the reason why random graphs are sometimes referred in the literature as exponential graphs . Also in the case of the WS small-world model $`P(k)`$ is strongly peaked around the average value of $`k`$ (since it is very close to the $`P(k)`$ of regular graphs). Furthermore, even for those real networks for which $`P(k)`$ is not clearly a power law for all values of $`k`$, and has for instance an exponential cut off for very large $`k`$, the degree distribution significantly deviates from the Poisson expected for random graphs . At this point two natural questions come up to the mind: 1) What is the mechanism responsible for the emergence of a scale-free structure in such a huge number of real networks ? 2) What are the main properties of a scale-free topology, and why is it privileged with respect to the other topologies ?

An answer to the first question and a concrete algorithm to construct a scale-free network has been proposed by Barabasi and collaborators. In Refs. the authors argue that the scale-free nature of real networks is rooted in two generic mechanisms occurring in many real networks. First of all most real-world networks describe open systems which grow by the continuous addition of new nodes: as an example the WWW grows exponentially in time by the addition of new web pages, or the research literature constantly grows by the publication of new papers. Moreover most real networks exhibit preferential attachment, that is, the likelihood of connecting to a node depends on the node’s degree. A webpage will most likely include hyperlinks to popular documents which have already a high degree, because such highly connected documents are easier to find. A new manuscript will most likely cite a well-known one increasing furthermore its high number of citations. Growth and preferential attachment are the two sufficient ingredients to produce a scale-free network. The Barabasi-Albert (BA) model proposed in  is a simple way to generate a network with a power-law degree distribution $`P(k)k^\gamma `$, and with $`\gamma =3`$. On the contrary, neither of the two ingredients is present in the small-world model discussed in Section 2, that assumes instead a fixed number $`N`$ of vertices and a probability that two nodes are connected (or their connection is rewired) independent of the nodes’ degree.

Concerning the second question, the authors of ref. have studied the response of scale-free networks to errors and to attacks. By error and attack they indicate, respectively, the removal of randomly chosen nodes, and the removal of the most connected nodes. In particular they study the change of the characteristic path length $`L`$ when a small fraction of the nodes is eliminated: in fact the removal of a node in general increases the distance between the remaining nodes, because it can eliminate paths contributing to the connectivity of the system. Differently from random networks, the scale-free networks display a high degree of error tolerance, i.e. the ability of their nodes to communicate is unaffected by the failure of some randomly chosen nodes. On the contrary these networks are extremely vulnerable to attacks, i.e. the removal of a few nodes that play a vital role in maintaining the network’s connectivity. In practice the presence of the scale-free topology in so many real cases  can be attributed to the need to construct systems with a high degree of tolerance against errors. Though the error tolerance comes at a high price in that the scale-free networks are extremely vulnerable to attacks. The response of scale-free networks to the removal of nodes is also one of the main points of our paper. In fact, in Section 4 we will extend the analysis of ref., that was only based on the quantity $`L`$, to both the global and local properties of the network. In order to characterize the local properties of a graph we will use either $`C`$ and $`E_{\mathrm{loc}}`$. For the global properties we will see that $`E_{\mathrm{glob}}`$ is better than $`L`$ especially when a large number of nodes are removed.

The BA scale-free model reproduces the power-law connectivity distribution, but not the small-world effect. In fact it produces networks with small average distance between two generic nodes, like a small-world network, but lacks high clustering, which is typical of a small-world network. On the contrary, most large real networks with power-law connectivity distribution, shows also a high clustering coefficient. As an example the values of $`C`$ obtained from the two databases of Internet and of the World Wide Web studied, are orders of magnitude larger than the clustering coefficients for the correspective random graphs . In order to overcome this problem Klemm and Eguíluz  have recently proposed an alternative model, the KE model, which produces networks with scale-free degree distributions, small average distances and with strong clustering. With a minimal amount of changes to the BA model, the KE model reproduces, at the same time, the two distinct features of real networks: power-law degree distribution and small-world effect. We do not go into the details of the KE model now. Since the subject of this paper is the study of the properties of scale-free networks, in the next section we will discuss how to construct scale-free networks with the BA model, and scale-free networks with high clustering by means of the KE model.

## 4 Efficiency in Scale-Free Networks

We are finally ready to study how the efficiency of a network with scale-free topology is affected by the removal of some of its nodes. We will make use of the measures defined in formula 3 and in 4, and compare the results with the ones obtained in terms of $`L`$ and $`C`$. The first step is the construction of a scale-free network: for this purpose we consider both the BA model and the KE model.

### 4.1 Barabasi-Albert (BA) scale-free networks

First we construct the scale-free network following the Barabasi-Albert (BA) model . As previously mentioned the two ingredients of the BA model are growth and preferential attachment. In fact the algorithm  is based on the iteration of the following two steps:

(1) Addition of nodes: Starting with a small number ($`m_0`$) of nodes, at every timestep a new node with $`m`$($`m_0`$) edges is added. The edges link the new node to $`m`$ different nodes already present in the system.

(2) Preferential attachment of new edges: When choosing the nodes to which the new node connects, the probability $`\mathrm{\Pi }`$ that the new node will be connected to node $`i`$ is assumed to depend on the degree $`k_i`$ of node $`i`$, according to:

$$\mathrm{\Pi }(k_i)=\frac{k_i}{_jk_j}$$
(5)
After $`t`$ timesteps the algorithm produces a network with $`N=t+m_0`$ nodes and $`mt`$ edges. The analytical solution of the BA model in the mean field approximation predicts a degree distribution $`P(k)=\frac{2m^2t}{m_0+t}k^3`$, This function asymptotically converges for $`t\mathrm{}`$ to a time-independent degree distribution $`P(k)2m^2k^\gamma `$, i.e. to a power law with an exponent $`\gamma =3`$. It is interesting to notice that $`\gamma `$ does not depend neither on $`m`$ nor on the size $`N=m_0+t`$ of the network.
The mean field predictions are confirmed by other analytical approaches (master equation  and rate equation ) and by numerical simulations. Both the two ingredients, growth and preferential attachment, are necessary in the BA model for the emergence of the power-law scaling. Barabasi et al. have in fact checked that a model with growth but no preferential attachment gives for $`t\mathrm{}`$ an exponential degree distribution. On the other hand, a model with preferential attachment but no growth predicts that the degree distribution becomes a Gaussian around its mean value.

The BA model can be considered as a particular case of a model proposed by Simon  in 1955 to describe the scaling behaviour observed in distributions of words frequencies in texts, and in population figures of cities . The original Simon’s model has been reformulated recently for networks growth in ref .
In Fig. 2 we report the degree distribution of a scale-free network obtained from the BA model (reported in black dots and indicated as $`SF_{BA}`$). We have constructed two networks, the first with $`N=5000`$, $`K=10000`$, and the second with $`N=15000`$, $`K=75000`$. In the first case the results reported are obtained as averages over 10 different realizations. While in the case $`N=15000`$ only one realization is sufficient to have a good statistics.

### 4.2 Klemm-Eguíluz (KE) scale-free networks

In this section we introduce a different class of scale-free networks with high clustering coefficient. We follow the method developed by Klemm and Eguíluz (KE) in Ref.. In the KE model, each node of the network is assigned a binary state variable and can be either in an active state or in a non-active state. Taking a completely connected network of $`m`$ active nodes as initial condition, the time-discrete dynamics of the KE model is based on the iteration of the following three steps:

(1) Addition of nodes: A new node with $`m`$ edges is added to the network.

(2) Preferential attachment: For each of the $`m`$ edges of the new node it is decided with a probability $`\mu `$ whether the link connects to one of the active nodes or if it connects to a non-active node. In the latter case the random node is chosen according to the same rule of the BA model, the linear preferential attachment of eq. (5), i.e. the probability that node $`i`$ obtains a link is proportional to the node’s degree: $`\mathrm{\Pi }(k_i)=k_i/_jk_j`$. The limit case $`\mu =1`$ of the KE model is the BA model. The limit case $`\mu =0`$ is a model with high clustering but large path length: in fact, as a function of the system size, $`C`$ quickly converges to a constant value, whereas $`L`$ increases linearly .

(3) Activation and deactivation of nodes. One of the $`m`$ active nodes is deactivated: the probability that node $`i`$ is chosen for deactivation is $`\mathrm{\Pi }_i^{deact}=k_i^1/_lk_l^1`$. The new node is set in the active state.

The KE model generates scale-free networks with degree distribution $`P(k)=2m^2k^3`$ (for $`km`$) and average connectivity $`<k>=\frac{2K}{N}=2m`$ . Furthermore, by varying $`\mu `$ in the interval $`[0,1]`$ the model makes possible to study the cross-over between a case with high L and C (the model $`\mu =0`$ has been studied previously in ref.), and a case with small L and C ($`\mu =1`$ corresponds exactly to the BA model). Klemm and Eguíluz have shown in Figure 1 of Ref. that a few “long-range” connections are sufficient to have a small-world transition: in fact, as soon as $`\mu `$ is different from zero, the average shortest path length $`L`$ drops rapidly approaching the minimum value of the BA model, while the clustering coefficient $`C`$ remains practically constant. Thus the KE model with $`\mu 0`$ and $`\mu 1`$ reproduces the three generic properties of real-world networks: power law degrees distribution, small $`L`$ and high $`C`$. In our simulations in the following of this paper, we have used the KE model with $`\mu =0.1`$.
In Fig. 2 we report the degree distribution obtained for two different networks $`N=5000`$, $`K=10000`$ and $`N=15000`$, $`K=75000`$. Numerical simulations are shown both for the BA model (full circles) and the KE model (open squares). A good power-law behavior is obtained with an exponent $`\gamma =3`$ as expected. The results for $`N=5000`$ are obtained as averages over 10 different realizations. While in the case $`N=15000`$ only one realization is sufficient to have a good statistics.

### 4.3 Error and attack tolerance of BA scale-free networks

We are finally ready to address the problem of how the global and the local properties of a scale-free network are affected by the removal of some of the nodes. We consider first the class of scale-free networks generated by means of the BA model of Section 4.1. The malfunctioning of a node in general makes less efficient the communication between the remaining nodes, because it can eliminate some of the edges and consequentely some of the paths that contribute to the interconnectedness of the system. This will affect not only the global, but also the local properties of the graph (though the latter have never been addressed in the literature before). As a starting point in our numerical experiments we consider a BA scale-free network with $`N=5000`$ nodes and $`K=10000`$ edges, corresponding to $`<k>=4`$. The error and attack tolerance of this network is compared to that of a random graph with the same number of nodes and edges. As previously mentioned, the $`P(k)`$ of a random graph is a Poisson distribution, a curve which for large $`k`$ decays exponentially and not as a power-law. For this reason the random graph is indicated in the figures’ captions as exponential graph (EXP). In removing the nodes, we use two different strategies. We can simulate an error in the system, as the failure of a node chosen at random among all the possible nodes. In alternative we can simulate an attack on the system by sorting the nodes in order of importance, according to their degree $`k_i`$, and then removing them one by one starting from the node with the highest degree. In fact an agent well informed about the whole structure of the network and wanting to deliberately damage the network will not target the nodes randomly, but will preferentially attack the most connected nodes. Both for failures and attacks a fraction $`p`$ of the $`N`$ nodes is removed and the properties of the networks are studied computing the two quantities $`L`$ and $`C`$, or the two quantities $`E_{\mathrm{glob}}`$ and $`E_{\mathrm{loc}}`$, as a function of $`p`$ (see Section 4.4).

Global properties. In Fig. 3 and in Fig. 4 we report $`L`$ and $`E_{\mathrm{glob}}`$ as a function of the fraction $`p`$ of nodes removed. We first perform the same analysis of ref. by studying the changes in the characteristic path length $`L`$.

The scale-free graph considered initially has $`L4.6`$ (on average, two generic nodes can be connected in less than 5 steps), a value lower than that of the random graph ($`L6.7`$). In the upper part of Fig. 3, we observe for the exponential network a slow monotonic increase of $`L`$ with $`p`$ (for $`p1`$), both for failures and for attacks. In practice there is no substantial difference whether the nodes are selected randomly or in decreasing order of connectivity. This behaviour is rooted in the homogeneity of the network: since all nodes have approximately the same number of links, they all contribute equally to the network characteristic path length, thus the removal of a generic node or the best connected one causes about the same amount of damage. On the other hand we oberve a drastically different behaviour for scale-free networks (the same observed in ): $`L`$ remains almost unchanged under an increasing level of errors, while it increases rapidly when the most connected nodes are eliminated.

For example, when $`2\%`$ of the nodes fails ($`p=0.02`$), the communication between the remaining nodes in the network is unaffected, while, when the $`2\%`$ of the most connected nodes is removed, then $`L`$ almost doubles its original value. This robustness to failures and at the same time vulnerability to attacks is rooted in the inhomogeneity of the connectivity distribution $`P(k)`$: the connectivity is maintained by a few highly connected nodes, whose removal drastically alters the network’s topology, and decreases the ability of the remaining nodes to communicate with each other.
In the following we show that this behavior can be better quantified by using $`E_{\mathrm{glob}}`$, since the variable in formula 3 is normalized to the ideal case, obtained when all the $`N(N1)/2`$ links are present in the graph. In the lower part of Fig. 3 we observe that initially the scale-free graph has $`E_{\mathrm{glob}}=0.24`$ and the random graph has $`E_{\mathrm{glob}}=0.15`$, respectively $`24\%`$ and $`15\%`$ the efficiency of a completely connected graph. When $`p=0.02`$ and the nodes are removed under attack (i.e. according to their degree), the efficiency of the scale-free graph has rapidly decreased to $`E_{\mathrm{glob}}=0.12`$: by attacking only a tiny fraction of nodes as the $`2\%`$, the scale-free network has already lost $`50\%`$ of its efficiency. Conversely the global efficiency of the scale-free graph does not vary a lot in the case of failures. The same thing happens for the exponential graph, where the communication between the remaining nodes of the network is unaffected either from failures and from attacks.

In so far we have only considered the removal of a small percentage of nodes. What happens now if we extend the analysis to larger values of $`p`$, even to values of the order of 1 ? In this case, it will become evident that the efficiency variable is a better quantity to study. In fact, for large values of $`p`$, we have to deal with the problem of the graph becoming unconnected. In the upper part of Fig. 4, we observe that $`L`$ reaches very high values when more and more nodes are removed. In practice, as explained in Section 2, a straighforward application of the definition in formula (1) would give $`L=\mathrm{}`$ for $`p`$ larger than a certain value $`p^{}`$ for which the graph becomes unconnected. To avoid this divergence we have to limit the use of definition (1) only to a part of the graph, the main connected component (as also done in ). In this way for different values of $`p`$ we compare graphs with different number of nodes, and this can give unrealistic results (see Fig. 1) as the maxima of $`L`$ observed in Fig. 4(a). See for example the BA scale-free network ($`SF_{BA}`$) under attacks: we have $`L=30`$ for $`p=0.1`$ and then a rapid drop to $`L=4`$ for $`p=0.2`$. This effect indicates that the network for $`p=0.1`$ starts to fragment into many unconnected small parts (each with more or less the same size) as evidenced from the cluster size distribution studied in Ref. , but at the same time makes unfeasible the comparison of the connectivity properties of graphs with different $`p`$. In fact the misleading information we get from $`L`$ is that, by increasing $`p`$, i.e. by removing more nodes we can get a network with better connectivity (shorter $`L`$). In reality, when we want to compare graphs with $`p`$ varying in a wide range of values, it is better to use the efficiency variable. In the lower part of Fig. 4, one can clearly see that, evaluating $`E_{\mathrm{glob}}`$ as a function of $`p`$ we get four monotonically decreasing curves, and we avoid the problem of the unphysical change of slope of $`L`$. Again we notice the rapid drop in the global efficiency of a scale-free network under attack: the removal of the $`10\%`$ of the nodes completely destroys the global efficiency that drops to values $`E_{\mathrm{glob}}0`$. The removal of nodes by failure produces instead a slower decreases of $`E_{\mathrm{glob}}`$ with $`p`$. When we compare these two curves with the two analog curves obtained for an exponential graph, we observe that in the case of a random graph the difference between failure and attack is less pronounced (though clearly visible on such a scale of $`p`$, while it was not visible in the short range $`p`$ scale used in Fig. 3(b)) than in the case of the $`SF_{BA}`$ network. This means that, besides the sudden drop of $`E_{\mathrm{glob}}`$ observed for $`SF_{BA}`$ under attack there are no other qualitative differences between scale-free and random graphs when their properties are compared on a large scale of $`p`$.
The results we have reported in Fig. 3 and Fig. 4 are averages over $`10`$ different realizations. The average makes no important differences in the case of the global properties, although can be very important for the local quantities, which are in general affected by larger fluctuations.

Local properties. In Fig. 5 and in Fig. 6 we report $`C`$ and $`E_{\mathrm{loc}}`$ as a function of the nodes removed. We start, as before, with two networks, a BA scale-free and a random graph, with $`N=5000`$ nodes and $`K=10000`$ links. Of course both the networks considered have, by construction, a very small local clustering, as indicated by the small values of $`C`$ (0.007 for the BA scale-free network and less than 0.001 for the random graph) or by the small values of $`E_{\mathrm{loc}}`$ (again 0.007 for the BA scale-free network and less than 0.001 for the random graph). The first thing to notice is that, in agreement with what said in Section 2, the values of $`C`$ and $`E_{\mathrm{loc}}`$ are very similar. In fact we expect $`C`$ to be a reasonable approximation for $`E_{\mathrm{loc}}`$ when the subgraphs $`𝐆_𝐢`$ of the neighbours of a generic node $`i`$ are composed by very small graphs . This is the case for both the random graph, and also the scale-free network of the BA model (things will be different for KE scale-free networks). Since the local clustering is very small we have large fluctuations among different realizations, and we must consider an average over different realizations to obtain stable results. The curves reported in Fig. 5 and in Fig. 6 are averages over $`10`$ different realizations. Though the local clustering of the two networks is very small, we observe a rapid drop in the local efficiency (similarly to that observed for the global efficiency) of a scale-free network under attacks.

### 4.4 Error and attack tolerance of KE scale-free networks

We now repeat the same analysis for the class of scale-free networks generated by the KE model, i.e. for networks with power law degree distribution and at the same time strong clustering. We can consider such networks as small-worlds with power-law degree distribution. We start by considering a KE scale-free $`(SF_{KE})`$ network with $`N=5000`$ nodes and $`K=10000`$ edges, generated by the prescription of the KE model of Section 4.2 with $`\mu =0.1`$. (such a scale-free network has also small-world properties, in fact it has $`E_{\mathrm{glob}}=0.12`$ and $`E_{\mathrm{loc}}=0.54`$). As in the previous section we remove the nodes by using the two different strategies simulating failures or attacks, and we investigate how the properties of the network change by reporting as a function of $`p`$ the two quantities $`L`$ and $`C`$, or the two quantities $`E_{\mathrm{glob}}`$ and $`E_{\mathrm{loc}}`$.

Global properties. In Fig. 7 and in Fig. 8 we report $`L`$ and $`E_{\mathrm{glob}}`$ as a function of the fraction $`p`$ of nodes removed.

The KE scale-free graph considered initially has now $`L9.5`$ (two generic nodes can be connected in an average of 10 steps). This value is higher than the value obtained for $`SF_{BA}`$ networks ($`L4.6`$), and also higher than that of random graphs ($`L6.7`$). This is of course the price to pay to have a strong local clustering: the increase in local connectivity is obtained at the expenses of the global connectivity. In any case, the results are similar to those obtained for the BA scale-free networks, though the difference between scale-free and exponential network is less marked. In the upper part of Fig. 7 we observe on one hand that the exponential network has a slow monotonic increase of $`L`$ with $`p`$ (for $`p1`$), both for failures and for attacks, and on the other hand that for scale-free networks $`L`$ remains almost unchanged under an increasing level of errors, while it increases rapidly when the most connected nodes are eliminated.

In the lower part of figure Fig. 7 we see that the same behavior is confirmed when the global connectivity of the graph is expressed in terms of the efficiency $`E_{\mathrm{glob}}`$: the initial efficiency of the scale-free graph $`E_{\mathrm{glob}}=0.12`$ ($`12\%`$ the efficiency of the completely connected graph) decreases to $`E_{\mathrm{glob}}=0.08`$ by attacking the $`2\%`$ of the nodes (though this results is not as drastic as in the case of BA networks, compare with Fig. 3). The global efficiency of the scale-free graph does not vary a lot in the case of failures. In Fig. 8 we consider a larger range of values of $`p`$. From panel (a) we see again that the correct variable to evaluate is $`E_{\mathrm{glob}}`$ and not $`L`$. In fact $`L`$ would give unphysical result as the presence of a spurious maximum when the network becomes unconnected. From the plot of $`E_{\mathrm{glob}}`$ versus $`p`$ in Fig. 8(b) we observe that the KE scale-free and the exponential graph have a similar behavior as a function of $`p`$, when compared on the whole scale of $`p`$, apart from a different normalization factor, i.e. a different value at $`p=0`$. A qualitatively different behavior in the global properties of KE scale-free and exponential graphs is observed only for $`p<0.02`$ (compare Fig. 7 to Fig. 8), i.e. only when a very small fraction of nodes is removed.

Local properties. In Fig. 9 and in Fig. 10 we report $`C`$ and $`E_{\mathrm{loc}}`$ as a function of the nodes removed. We observe that the KE scale-free network has a good local connectivity expressed by a clustering coefficient $`C=0.43`$ and/or $`E_{\mathrm{loc}}=0.54`$ (meaning that the graph has $`54\%`$ of the local efficiency of the completely connected graph). Notice that, for KE scale-free networks the numerical values of $`E_{\mathrm{loc}}`$ and $`C`$ are not similar to each other, as they were in BA scale-free networks. In fact for $`SF_{KE}`$ networks the subgraph $`𝐆_𝐢`$ of the neighbours of a generic node $`i`$ is not always a very small graph and therefore $`C`$ is not a good approximation of $`E_{\mathrm{loc}}`$ anymore . Though the numerical value of $`C`$ is different from that of $`E_{\mathrm{loc}}`$, the information we get from the behavior of these two quantities as a function of $`p`$ is similar. We observe, both in Fig. 9 and in Fig. 10, a rapid decrease in the local efficiency (and in the clustering coefficient $`C`$) of $`SF_{KE}`$ networks under attacks, while the local efficiency (and $`C`$) decreases much slower under failures. $`E_{\mathrm{loc}}(p)`$ and $`C`$ for random graphs, (the same curves were plotted in Fig. 5 and Fig. 6 in larger scale), are here order of magnitude smaller than the values of the local efficiency of $`SF_{KE}`$ networks, and are practically indistinguishable from zero in the scale adopted.

## 5  Conclusions

In this paper we have studied the effects of errors and attacks on the efficiency of scale-free networks. Two different kinds of scale-free networks have been considered and compared to random graphs: scale-free networks with no local clustering produced by the Barabasi-Albert (BA) model, and scale-free networks with high clustering properties as in the model by Klemm and Eguíluz (KE). By using as mathematical measures the global and the local efficiency, we have investigated the effects of errors and attacks both on the global and on the local properties of the network. We have found that both the global and the local efficiency of scale-free networks are unaffected by the failure of some of the nodes, i.e. when some (up to $`2\%`$) of the nodes are chosen at random and removed. On the other hand, at variance with random graphs, in scale-free networks the global and the local efficiency rapidly decrease when the nodes removed are those with higher connectivity $`k_i`$, i.e. scale-free networks are extremely sensitive to attacks. These properties are true both for BA networks and for KE networks, though KE networks have higher local efficiency but lower global efficiency than BA networks. We have also studied the effects of errors an attacks when a large number of nodes (even up to $`80\%`$ of the nodes of the network) are removed. On a such a larger scale of $`p`$ the difference between scale-free networks and random graph is less pronounced than in the smaller scale $`p<0.02`$. When a large number of nodes are removed, especially when the network become unconnected, the efficiency variable is definitely a better quantity than the characteristic path length $`L`$ to measure the response of the networks to external factors.


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# Near-infrared synchrotron emission from the compact jet of GX 339-4

## 1 Compact Jet from Black Hole Candidates in the low/hard X-ray State

Radio emission from black hole X-ray binaries has long been associated with bright radio flares ($`>`$ 100 mJy) starting around the onset of an X-ray outburst. This is usually interpreted as synchrotron emission from relativistic electrons ejected from the system with large bulk velocities; in a few cases such jets have been directly imaged. In the rising phase of the flares the radio spectrum is usually flat or inverted, a characteristic of optically thick synchrotron emission (spectral index $`\alpha 0`$ for a flux density Sν $``$ $`\nu ^\alpha `$), and then quickly evolves to a decay phase characterised by optically thin emission with negative spectral index. For recent reviews, see Hjellming & Han (1995), Mirabel & Rodríguez (1999) and Fender & Kuulkers (2001).

By observing the persistent black hole candidates (BHCs) in our galaxy (in particular GX 339$``$4 and Cyg X$``$1), it has been possible to show that they were usually associated with weak (few mJy) radio counterparts with different properties than the bright radio flaring transient BHCs. Indeed, GX 339$``$4 and Cyg X$``$1 are most of the time characterized by a persistent radio source with a flat or slightly inverted ($`\alpha 0`$) radio spectrum Martí et al. (1996); Corbel et al. (2000). Such radio properties have been interpreted as arising from a conical, self absorbed compact jet (on milli-arcsec scale), similar to those considered for flat spectrum active galactic nuclei (AGN) (Blandford & K$`\ddot{\mathrm{o}}`$nigl 1979; Hjellming & Johnston 1988; Falcke & Biermann 1996). This interpretation has been successfully confirmed with the direct imaging of a compact jet in Cyg X$``$Stirling et al. (2001). Radio emission has also been shown to be correlated with soft and hard X-ray emission Hannikainen et al. (1998); Brocksopp et al. (1999); Corbel et al. (2000). Observations of GX 339$``$4 have shown that the compact jet was quenched in the high/soft state (Fender et al. 1999; Corbel et al. 2000). Recent observations of X-ray novae have shown that the compact jet was an ubiquitous property of BHCs in the low/hard state (Fender 2001a; Corbel et al. 2001a and references therein). The compact jet seems to be quenched in the Intermediate/Very High states, i.e. in any state where a strong soft X-ray component exists Corbel et al. 2001a .

Compact jet models predict a cut-off or break to the flat or inverted spectral component above a frequency at which the jet is no longer self-absorbed, even at the base. This break is observed in the millimeter range for the compact cores of most flat spectrum AGN (e.g. Bloom et al. 1994). To date there has been no clear detection of such a high-frequency break in the self-absorbed synchrotron spectrum from an X-ray binary system. Detection of such a high frequency cut-off is important as a firm lower limit to the radiative luminosity of the self-absorbed part of the compact jet can be established by measuring this high frequency cut-off. The secondary star in GX 339$``$4 is very likely an evolved low mass star (e.g. Shahbaz, Fender, & Charles 2001; Chaty et al. 2002) without significant thermal contribution in the near-infrared range. GX 339$``$4 is therefore maybe the best candidate to look for a high frequency cut-off to the compact jet spectral component. We, therefore, looked at all published (to our knowledge) optical and near-infrared observations of GX 339$``$4, while in the low/hard state. We present evidence that the cut-off frequency of the compact jet is in the near infrared range, based on observation performed in a bright low/hard state in 1981. This is confirmed by later observations in 1997. We then discuss the implication of this cut-off on the energetic content of the compact jet related to the bolometric X-ray luminosity of the system.

## 2 Observations

### 2.1 A bright low/hard state of GX 339$``$4 in 1981

Observations in 1981 revealed that GX 339$``$4 had been very active with transitions to various X-ray states. Indeed, in March 1981, optical observations showed that the optical counterpart was very faint (B $``$ 20.34 $`\pm `$ 0.15 mag., V $``$ 19.5 mag.), and therefore indicated that GX 339$``$4 was in the off state Ilovaisky & Chevalier (1981, 1987). X-ray observations performed by the Hakucho satellite on April 7 failed to detect GX 339$``$4 with an upper limit of 15 mCrab Maejima et al. (1984). On May 7th, GX 339$``$4 was already in a brighter optical state with V $``$ 16.3 mag. Grindlay (1981). Subsequent optical and X-ray observations (see below) revealed that GX 339$``$4 was in the standard low/hard state up to June 27, where the X-ray monitoring observations performed by Hakucho showed that GX 339$``$4 made a transition to a high/soft state Maejima et al. (1984). According to Motch et al. (1983), the peak of the low/hard state was around May 28th.

#### 2.1.1 Optical, near-infrared and X-ray observations

When GX 339$``$4 was found to be in a bright low/hard state in May 1981, several observations were performed in the optical and near-infrared bands. Here we decided to concentrate on the period from May 24th to June 4th, as the flux from GX 339$``$4 was observed to be similar in V and B filters, on May 28th and June 4th. Near-infrared observations in J, H, K and L bands were performed with the ESO-3.6 m telescope in La Silla, Chile on May 24th by Motch, Ilovaisky and Chevalier (1981). Using the 1.5 m Danish telescope at La Silla, Motch et al. (1981) also performed optical observations in the B, V, R and I bands on May 28th. Pedersen (1981) conducted U, B and V bands optical observation on June 4th. A conservative error of 0.1 magnitude is applied in this study to the various optical and near-infrared measurements. An optical extinction of AV = 3.7 $`\pm `$ 0.3 mag., coupled with the extinction law of Cardelli, Clayton, & Mathis (1989), have been used to deredden these data (Zdziarski et al. 1998). The uncertainty on the dereddened flux estimates is dominated by the uncertainties on the optical extinction. The optical and near-infrared data have been discussed in various papers, but in a different framework than the one presented here (Motch et al. 1983; Motch et al. 1985; an optical extinction of AV = 2 mag. was used in Motch et al. 1985). The data used in this paper are summarized in Table 1.

An X-ray spectrum in the 1–50 keV range has been obtained by the satellite Ariel-6 on 1981, May 30-31. The data were best fitted with a power-law of photon-index $``$ 1.5 Ricketts (1983), typical for the low/hard X-ray state. As these X-ray data are simultaneous with the optical and near infrared observations mentioned above, they have been used in this paper to estimate the luminosity in soft and hard X-rays and are plotted in Figure 2.

#### 2.1.2 The level of radio emission

Hannikainen et al. (1998) first pointed out that the radio and X-ray emission in GX 339$``$4 were strongly correlated during the low/hard state, a correlation which has been studied in more details by Corbel et al. (2000) using a longer extensive set of data. Using simultaneous RXTE (PCA, HEXTE) and radio observations, we have been able to improve significantly the quality of this study (previous works only used BATSE and RXTE/ASM data). We observed a very strong power-law correlation between radio, soft and hard X-ray emissions in the low/hard state over three orders of magnitude in X-ray flux. The correlation corresponds to the relation $`F_{\mathrm{rad}}=1.72F_\mathrm{X}^{0.71}`$, where Frad is the radio flux density (in mJy) at 8640 MHz and FX the 3–9 keV flux (in unit of 10$`{}_{}{}^{10}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$) (Corbel et al. in prep.). As no radio observations were performed in 1981 (the radio counterpart was discovered in 1994 by Sood & Campbell-Wilson 1994), we can estimate the level of radio emission around the time of the optical-near infrared observations, using the X-ray spectrum obtained simultaneously by Ariel-6. A flux of 22.3 $`\times `$ 10$`{}_{}{}^{10}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ in the 3-9 keV band is measured; the above mentionned fitting function therefore allow us to estimate the radio flux density of GX 339$``$4 to 16 mJy at 8640 MHz (with a conservative error of 1 mJy). As the correlation observed in GX 339$``$4 is maintained over several years (Corbel et al. in prep.), it is safe to assume that it represents the true level of radio emission of GX 339$``$4 that would have been detected on 1981, May 30th. The typical spectral index of the inverted spectral component in the radio regime has been found to be around +0.15 during the most sensitive radio observations performed in the low/hard state Corbel et al. (2000).

### 2.2 Additional observations performed during a low/hard state

In addition to the data from 1981, we found only one other case of near infrared observation during a low/hard state, which appear not to be dominated by the thermal emission from the disk. It is data from the ESO 2.2 m telescope taken on 1997, July 19th (Chaty et al. 2002), they are presented in Table 1. Almost simultaneously, GX 339$``$4 was observed by the MOST radio telescope at 843 MHz at a level of 4.2 $`\pm `$ 0.7 mJy on 1997, July 22nd. We also found that one X-ray observations (discussed in Wilms et al. 1999) was made by RXTE on 1997, July 7th. We found that the CGRO/BATSE 20-100 keV and RXTE/ASM 2-12 keV fluxes were on average a factor 1.75 fainter on July 7th compared to July 19th. We therefore used this factor to scale the X-ray observation at the time of the near-infrared observations as the shape of the X-ray energy spectrum stays almost constant in the low/hard state. Based on this RXTE spectrum and on the radio - X ray correlation (Corbel et al. in prep.), the level of radio emission at 8640 MHz is estimated to 5.0 $`\pm `$ 0.1 mJy, giving a spectral index of 0.08 $`\pm `$ 0.08 if we take into account the MOST detection.

## 3 Results and discussion

### 3.1 Spectral energy distribution in the low/hard state: evidence for near-infrared synchrotron emission

The optical and near infrared flux, corrected for interstellar extinction, have been plotted in Figure 1 for the 1981 low/hard state data. At first inspection it is obvious that the near infrared datapoints clearly deviate from an extension of the optical slope. For illustration purpose, these observations have been fitted with a function consisting of a sum of two powerlaws, resulting in a spectral index of –0.6 for the near-infrared range and +2.1 for the optical data. The optical data are broadly consistent with thermal emission, presumably from an accretion disc. On the contrary, emission in the J, H, K and L bands clearly points to an infrared excess of non-thermal origin.

In order to understand the nature of this infrared excess, we have plotted in Figure 2 the spectral energy distribution from radio to hard X-rays during the 1981 low/hard state of GX 339$``$4. Using an extrapolation of the radio spectrum (with typical spectral index) up to the infrared range, we find that the L band datapoint is compatible with a simple extension of the powerlaw originating from the radio domain. This seems to indicate that radio and near-infrared emission may have a common physical origin. Considering the fact that the radio emission of GX 339$``$4 or other BHCs in the low/hard state has been interpreted as the optically thick synchrotron emission from a compact jet Corbel et al. (2000); Fender 2001a , it is likely that we are observing the near-infrared synchrotron emission from the compact jet of GX 339$``$4. The negative spectral index of the near-infrared data indicates that they lie above the optically thin break, which probably lies at a wavelength of a few microns.

In Figures 1 & 2 we also plot the broadband data from 1997 July. Again the near infrared level is compatible with an extension of the flat component originating in the radio domain. Connecting the K band observation to the MOST detection with a powerlaw results in a spectral index of 0.08, in agreement with the estimated spectral index in radio range. It is interesting to note that the radio, near-infrared and X-ray emission all varied by about the same factor ($``$ 4 times fainter) between 1981 and 1997, which favors a direct link, if not a common physical origin for all three spectral components. Inspection of Figure 1 may also indicate that the cut-off frequency was at slightly higher energy in 1997, but this would require to be verified by more observations.

In addition to GX 339$``$4, there has been some indication that near infrared and/or optical synchrotron emission from a compact outflow also took place in few other sources. Indeed, it has been shown that the inverted (or flat) radio spectra from GRO J0422$`+`$32, XTE J1118$`+`$480, GS 1354$``$64, XTE J1550$``$564, GRS 1915$`+`$105, GS 2023$`+`$338 (see references in Fender 2001a and Corbel et al. 2001a) probably extend up to the near infrared - optical range, but no high frequency break to this component has yet been directly observed. Such a break has been inferred at a wavelength of a few microns for the low/hard state transient XTE J1118+480 (Markoff, Falcke & Fender 2001); in this source it seems clear that, whatever the model, there is excess flux in the near-infrared which cannot be explained by an accretion disc alone (Hynes et al. 2000, see also Hynes et al. 2002 for XTE J1859+226). In XTE J1550$``$564 there was fairly good evidence that the break frequency lies in the near infrared Corbel et al. 2001a ; Corbel et al. 2001b . Recently, Jain et al. (2001) confirmed our interpretation, based on their near infrared and optical monitoring of XTE J1550$``$564 during the 2000 X-ray outburst. Indeed a secondary flare (prominent in near infrared, but also visible in optical) was associated with the transition to the low/hard state and the reappearance of the compact jet.

With these observations of GX 339$``$4, taken during the bright low/hard state in 1981, we clearly detect two emission components in the near infrared - optical domain. The optical datapoints typically represents the thermal emission from the outer part of the accretion disk, whereas the near infrared points correspond to optically thin regime of the synchrotron emission from the electron distribution. The high frequency cut-off to the flat (or inverted) spectra from the compact jet therefore probably falls in the near infrared range. This is the first time that such a high frequency break is unambiguously detected in the flat (or inverted) synchrotron spectrum from a compact jet. The observation taken during the 1997 low/hard state also show similar cut-off (Figure 1), and therefore favors this scenario.

### 3.2 A powerful compact jet

The detection of a high frequency cut-off to the optically thick spectral component is vitally important in order to estimate the total radiative luminosity of the compact jet. In the rest of this paper, we only consider the optically thick spectral component of the jet – while optically thin synchrotron emission may extend through the optical, UV and X-ray bands (e.g. Markoff et al. 2001), in that energy regime disentangling its contribution from that of thermal, Comptonised or other high-energy components is not straightforward. With the observed level of near infrared emission, a spectral index of +0.15 and the high frequency synchrotron break at a few microns ($``$ 1014 Hz), the total radiative luminosity of the compact jet of GX 339$``$4 (during the 1981 low/hard state) is about LJ = 10$`{}_{}{}^{35}\mathrm{erg}\mathrm{s}^1`$ (10$`{}_{}{}^{28}\mathrm{W}`$) for a distance of 4 kpc. The total jet power, PJ, can be estimated as PJ = L$`{}_{\mathrm{J}}{}^{}\eta _{}^{1}`$ F($`\beta `$,i), where $`\eta `$ represents the radiative efficiency for the jet and F($`\beta `$,i) a correction factor for bulk relativistic motion (dependent on the bulk motion velocity $`\beta `$ in unit of c and the angle i to the line of sight), see discussion in Fender (2001a,b). A value of $`\eta `$ = 0.05 seems a conservative estimate of the radiative efficiency of the jet, based on minimum power requirement of the repeated ejections from GRS 1915$`+`$105 (Fender & Pooley 2000, Fender 2001b), which also have a flat spectrum from radio to near-infrared. The effect of bulk relativistic motion can not be precisely determined, but this results in over-estimating the jet power only for low values of the inclination angle (see Figure 6 in Fender 2001a). As the jet is both radiatively inefficient, and likely to have a large, possibly dominant, kinetic energy component, this represents a firm lower limit on the jet power. With these limitations in mind, a likely lower limit to the total power of the compact jet in GX 339$``$4 (during the 1981 low/hard state) is estimated to be around PJ = 2$`\times `$10$`{}_{}{}^{36}\mathrm{erg}\mathrm{s}^1`$ (2$`\times `$1029 W).

Based on the simultaneous Ariel-6 observations (Figure 2), the integrated X-ray luminosity of GX 339$``$4 in the 1-50 keV band is 2$`\times `$10$`{}_{}{}^{37}\mathrm{erg}\mathrm{s}^1`$ ( 2$`\times `$10$`{}_{}{}^{30}\mathrm{W}`$). As the X-ray luminosity of BHCs in the low/hard state is known to peak around $``$ 100 keV, extrapolating the Ariel-6 X-ray spectrum up to 200 keV results in a 1-200 keV X-ray luminosity of LX = 4$`\times `$10$`{}_{}{}^{37}\mathrm{erg}\mathrm{s}^1`$ (4$`\times `$10$`{}_{}{}^{30}\mathrm{W}`$). Therefore, it is fairly safe to say that the jet power of GX 339$``$4 is at least 5 % of the bolometric X-ray luminosity (which is presumed to reflect the accretion rate). (For the observations in 1997, we obtained a total jet power of PJ = 5$`\times `$10$`{}_{}{}^{35}\mathrm{erg}\mathrm{s}^1`$ and a 1-200 keV X-ray luminosity LX = 5$`\times `$10$`{}_{}{}^{36}\mathrm{erg}\mathrm{s}^1`$, resulting in a fraction of 8 %). In XTE J1550$``$564, Corbel et al. (2001a) derived similar value for the jet to accretion luminosities ratio. Based on similar arguments, Fender (2001a) obtained similar value for the compact jet of Cyg X$``$1 using an extrapolation of the radio-mm spectrum up to the near infrared range. A higher ratio ($``$ 20%) has been found for the recently discovered X-ray transient XTE J1118$`+`$480 (Fender et al. 2001). The general trend which is starting to emerge from these repeated multi-wavelength observations of compact jet sources is that the power in the jet may be a significant fraction (similar in all sources ?) of the total accretion luminosity.

The base of the jet is probably located very close to, or co-existent with, the corona (Fender et al. 1999), which would explain why there is a very strong coupling between the hard X-ray emission from the corona and the radio emission from the compact jet Hannikainen et al. (1998); Corbel et al. (2000). This may arise via Comptonisation of electrons in the base of the jet or, more radically, it may be that the X-ray emission observed in the low/hard spectral state is also optically thin synchrotron emission directly from the jet (Markoff et al. 2001). In Figure 2, as well as the radio – infrared – optical data, we also plot the contemporaneous X-ray data. Extrapolation of the optically thin synchrotron component in the near-infrared agrees remarkably well with the measured X-ray spectra. Despite the limited data sets, we consider this to be a support to the model of Markoff et al. (2001), but this interpretation will need to be confirmed by further broadband observations and will be discussed in another paper (Markoff et al. in prep.).

## 4 Conclusions

The compilation of data presented here for the black hole candidate X-ray binary GX 339-4 clearly reveals the presence of an additional, apparently non-thermal, spectral component in the optical / near-infrared spectral bands, above the thermal emission expected from the accretion flow/disc. We interpret this non-thermal spectral component as optically thin synchrotron emission from just above the frequency at which the self-absorbed spectrum observed in the radio band breaks to optically thin (ie. it is no longer self-absorbed in any part of the jet). This is the strongest evidence to date that this break lies in the spectral region of the near-infrared to optical bands. We further note that extrapolation of this non-thermal component is coincident with the X-ray spectrum, supporting models in which the X-rays could arise via optically thin synchrotron emission from the jet (instead of Comptonisation).

However, the interpretation of the X-ray spectra is necessarily complex, and the relative contributions of disc, Comptonised, synchrotron and other components is not straightforward to separate. Our approximate measurement of the high-frequency extent of the self-absorbed synchrotron component does however give us a very firm and conservative lower limit to the power associated with the jet. Comparing this with the measured X-ray emission, we find that the jet requires at least 5% of the total accretion power. This is further evidence for the ubiquity of powerful jets in the low/hard spectral state of accreting black holes.

The authors acknowledge useful discussions with Sera Markoff.


text:
# Trace Anomaly and Backreaction of the Dynamical Casimir Effect

## 1 Introduction

In the semiclassical approximation theory of quantum gravity we are involved with calculation the expectation value of energy momentum tensor in special vacuum, . However the usual expression for the stress tensor includes singular products of the field operators for stress tensor.Renormalization theory of the stress tensor claims to solve this problem, but it must be mentioned that the usual scheme of renormalization includes complexity and somewhat ambiguity. For instance, there is no conceptual support for a local measure of energy momentum of some given state without any reference to any global structure. We know in this frame energy is source of gravity and we are not allowed to subtract any unwanted part of energy even though it is infinite. So to consider the back reaction effect of the quantum field on the gravitational field, we must find a more elaborate renormalization scheme in which the dynamics of gravitational field is a vital component. In original Casimir effect discovered in 1948 by H.B.G Casimir  we are concerned about force and energy, but we are not usually interested in dynamics of the gravitational field. Even in many cases in curved boundary problems, energy is not our main concern. Because of unphysical nature of boundary condition the energy diverges approaching to curved boundary . The Casimir effect can be viewed as a polarization of vacuum by boundary conditions and external fields, such as gravitational field. In the present paper we are going to consider a simple example in which these two types of sources for vacuum polarization are present.There is several methods for calculating Casimir energy. For instance, we can mention mode summation, Green’s function method , heat kernel method along with appropriate regularization schemes such as point separation , dimensional regularization , zeta function regularization . But it must be remarked that practically all of the methods are successful only for boundary conditions with high symmetry in flat space time. In fact we don’t have any general procedure for renormalizing stress tensor in gravitational background with arbitrary boundary ( to see general new methods to compute renormalized one–loop quantum energies and energy densities Ref ).
In the static situation, the disturbance of the quantum state induces vacuum energy and stress, but no particles are created. The creation of particles from the vacuum takes place due to the interaction with dynamical external constraints. For example the motion of a single reflecting boundary (mirror) can create particles , the creation of particles by time-dependent external gravitational field is another example of dynamical external constraints. In two-dimensional space-time and for conformally invariant fields the problem with dynamical boundaries can be mapped to the corresponding static problem and hence allows a complete study (see Refs.  and references therein).
It has been shown  that particle creation by black hole in four dimension is as a consequence of the Casimir effect for spherical shell. It has been shown that the only existence of the horizon and of the barrier in the effective potential is sufficient to compel the black hole to emit black-body radiation with temperature that exactly coincides with the standard result for Hawking radiation. In , the results for the accelerated-mirror have been used to prove above statement.
In this paper the Casimir stress tensor for scalar field which satisfies periodic boundary conditions in two dimensional analog of domain wall space time, is calculated. In this case we do not need the boundaries. For the purpose of describing the Casimir effect in the one-dimensional cavity by the moving mirrors, one can consider a massless field in the one-dimensional finite space with two boundaries. The motion of the boundaries generally mixes the energy levels of the system. However, when the motion of the size of cavity is adiabatic, there are no transitions among the energy levels . For this purpose we replace the spatial size of cavity with $`S^1`$ space, therefore the scalar field required to satisfy the periodic boundary condition. The two dimensional domain wall space time which we have considered is the Robertson-Walker type metric, we can regard the size of $`S^1`$ as the scale factor of the metric. The Casimir stress tensor is obtained by imposing only general requirements which is discussed in section 2.We show direct relation between trace anomaly and Casimir effect,although we have been aware of role of anomalous trace in gravitational background such as Hawking effect . Knowing of Casimir energy in flat space and trace anomaly help us to calculate renormalized stress tensor. To see similar calculation in background of static domain wall and two-dimensional Schwarzschild black hole, refer to , see also for Casimir effect in 2D stringy black hole backgrounds.

## 2 General properties of stress tensor

In semiclassical framework for yielding a sensible theory of back reaction Wald  has developed an axiomatic approach. There one tries to obtain an expression for the renormalized $`T_{\mu \nu }`$ from the properties (axioms) which it must fulfill. The axioms for the renormalized energy momentum tensor are as follow:

1-For off-diagonal elements standard results should be obtained.

2-In Minkowski space time standard results should be obtained.

3-Expectation values of energy momentum are conserved.

4-Causality holds .

5-Energy momentum tensor contains no local curvature tensor depending on derivatives of the metric higher than second order.

Two prescriptions that satisfy the first four axioms can differ at most by a conserved local curvature term.Wald, , showed any prescription for renormalized $`T_{\mu \nu }`$ which is consistent with axioms 1-4 must yield the given trace up to the addition of the trace of conserved local curvature .It must be noted (that trace anomalies in stress-tensor,that is,the nonvanishing $`T_\mu ^\mu `$ for a conformally invariant field after renormalization) are originated from some quantum behavior . In two dimensional space time one can show that a trace-free stress tensor can not be consistent with conservation and causality if particle creation occurs.A trace-free ,conserved stress tensor in two dimensions must always remain zero if it is initially zero. One can show that the ”Davies-Fulling-Unruh”  formula for the stress tensor of scalar field which yield an anomalous trace ,$`T_\mu ^\mu =\frac{R}{24\pi }`$, is the unique one which is consistent with the above axioms. In four dimensions, just as in two dimensions, a trace-free stress tensor which agrees with the formal expression for the matrix elements between orthogonal states can not be compatible with both conservation laws and causality . It must be noted that, as showed Wald, with Hadamard regularization in massless case axiom(5) can not be satisfied unless we introduce a new fundamental length scale for nature. Regarding all these axioms,thus, we are able to get an unambiguous prescription for calculation of stress tensor.

## 3 Vacuum expectation values of stress tensor

Vilenkin  and Isper and Sikvie  have solved Einstein’s equations in the presence of a planar domain wall by approximating the stress energy of the wall as that of an infinitely thin plane with positive energy density and negative, homogeneouse, and isotropic pressure in the plane of the wall. The stress- energy tensor is taken to be

$$T_\mu ^\nu =\sigma \delta (z)diag(1,1,1,0),$$
(1)
where $`\sigma `$ is the mass per unite area of the wall and the $`z`$ axis is perpendicular to the wall. In suitable coordinates, the metric takes the form

$$ds^2=e^{k|z|}[dt^2+dz^2+e^{kt}(dx^2+dy^2)].$$
(2)
The geometry of hypersurfaces $`z=`$const, is that of (2+1)-dimensional de Sitter space. The ($`t,z`$) part of metric describes a (1+1)-dimensional Rindler space.
Now, just for the sake of simplicity, we consider two dimensions in which

$$ds^2=dt^2+e^{kt}dx^2,$$
(3)
where we define the above domain wall- type metric on the space-time $`R\times S^1`$, and $`0xl`$, where a dimensional constant $`l`$ is the standard space size and $`e^{\frac{kt}{2}}`$ is the scale factor. We can rewrite the metric into the conformal flat form by general coordinate transformation

$$ds^2=dt^2+e^{kt}dx^2=c(\eta )(d\eta ^2dx^2),$$
(4)
where we have introduced a new coordinate $`\eta `$ such that

$$d\eta =e^{\frac{kt}{2}}dt,c(\eta )=e^{kt}.$$
(5)
From now on, our main goal is to determine a general form of conserved energy-momentum tensor, regarding trace anomaly for the metric Eq.(3). Once we consider a massless scalar filed in the space $`S^1`$, the scalar filed is required to satisfy the periodic boundary condition. When we quantize the scalar filed, the conformal anomaly appears in general. The quantum effects leads to the motion of scale factor , in another word the motion of the scale factor is the back reaction of the Casimir effects.
For the non -zero Christoffel symbols of the metric Eq.$`(4)`$we have ;

$$\mathrm{\Gamma }_{xx}^\eta =\mathrm{\Gamma }_{x\eta }^x=\mathrm{\Gamma }_{\eta \eta }^x=\mathrm{\Gamma }_{\eta \eta }^\eta =\frac{\dot{c}}{2c}$$
(6)
Then the conservation equation takes the following form

$$_\eta T_x^\eta +\mathrm{\Gamma }_{x\eta }^xT_x^\eta \mathrm{\Gamma }_{xx}^\eta T_\eta ^x=0$$
(7)
$$_\eta T_\eta ^\eta +\mathrm{\Gamma }_{x\eta }^xT_\eta ^\eta \mathrm{\Gamma }_{x\eta }^xT_x^x=0$$
(8)
in which,

$$T_\eta ^x=T_x^\eta T_x^x=T_\beta ^\beta T_\eta ^\eta $$
(9)
and $`T_\beta ^\beta `$ is anomalous trace in two dimension.Using the Eqs. $`(68)`$ it could be shown that

$$\frac{d(T_x^\eta c(\eta ))}{d\eta }=0$$
(10)
and

$$\frac{d(T_\eta ^\eta c(\eta ))}{d\eta }=\frac{\dot{c}(\eta )}{2}T_\beta ^\beta .$$
(11)
Then Eq.(10) leads to:

$$T_x^\eta =\alpha ^{}c^1(\eta ),$$
(12)
where $`\alpha ^{}`$ is the constant of integration.The solution of Eq.(11) might be written in the following form

$$T_\eta ^\eta (\eta )=(H(\eta )+\zeta )c^1(\eta )$$
(13)
where

$$H(\eta )=1/2_{\eta _0}^\eta T_\beta ^\beta \dot{c}(\eta ^{})𝑑\eta ^{}$$
(14)
and anomalous trace is given by

$$T_\beta ^\beta =\frac{R}{24\pi }=\frac{k^2}{48\pi }.$$
(15)
When we chose $`\eta _0=0`$, the function $`H(\eta )`$ is given by

$$H(\eta )=\frac{k^2}{96\pi }(c(\eta )1).$$
(16)
Using the Eqs. $`(9),(12)`$and $`(13)`$ it can be shown that energy momentum tensor takes the following form in $`(\eta ,x)`$coordinates. So we have most general form of stress tensor field in our interesting background.

$$T_\nu ^\mu (\eta )=\left(\begin{array}{cc}H(\eta )c^1(\eta )& 0\\ 0& T_\beta ^\beta c^1(\eta )H(\eta )\end{array}\right)+c^1\left(\begin{array}{cc}\zeta & \alpha ^{}\\ \alpha ^{}& \zeta \end{array}\right)$$
(17)
Now we are going to obtain two constants $`\alpha ^{^{}}`$ and $`\zeta `$ by imposing the second axiom of renormalization scheme. So when we put $`k=0`$, we reach the special case of flat space-time. The type of boundary condition which we choose is periodic boundary condition $`\varphi (x,t)=\varphi (x+2n\pi ,t)`$. This is easiest generalization of Minkowski space quantum field theory to non-trivial topological structures in a locally flat space-time. This space-time is $`R^1\times S^1`$, which has two-dimensional Minkowski space line element, but the spatial point $`x`$ and $`x+2\pi a`$ are identified, where $`a`$ is the radius of circle $`S^1`$. The cartesian components of the vacuum expectation values of the stress-tensor are as following

$$\rho =<0|T_{\eta \eta }|0>=\frac{1}{24\pi a^2},$$
(18)
$$<0|T_{\eta x}|0>=0,$$
(19)
$$P=<0|T_{xx}|0>=\frac{1}{24\pi a^2}.$$
(20)
Comparing Eqs.(18-20) with Eq. (17) we obtain

$$\zeta =\frac{1}{24\pi a^2},\alpha ^{}=0.$$
(21)
Thus we have obtained the energy momentum tensor as direct sum of two terms; first term which present the vacuum polarization in gravitational background in the absence of boundaries, and second term which come from periodic boundary condition or in another word due to the nontrivial topology of space-time. (See the Ref. for similar calculation in another $`(1+1)`$ dimensional gravitational background).

$$<T_\nu ^\mu >=<T_\nu ^{(g)\mu }>+<T_\nu ^{(t)\mu }>$$
(22)
where $`<T_\nu ^{(g)\mu }>`$ and $`<T_\nu ^{(t)\mu }>`$ stand for gravitational and topological parts respectively. It should be noted that the trace anomaly has a contribution just in the first term $`<T_\nu ^{(g)\mu }>`$, which comes from the background effect not the topological one. However, it has a contribution in the total Casimir energy-momentum tensor.
The gravitational part pressure are given by

$$P^{(g)}=<T_1^{(g)1}>=\frac{k^2}{96\pi }(1+e^{kt}),$$
(23)
as is clear this pressure come from trace anomaly, represent the back-reactional force of the dynamical Casimir effect. The vacuum topological part pressure are as following

$$P^{(t)}=<T_1^{(t)1}>=\frac{1}{24\pi a^2}e^{kt}.$$
(24)
Therefore the total pressure naturally contains both the ordinary Casimir energy term and the back-reaction term of the dynamical Casimir effect.

## 4 Conclusion

We have found the renormalized energy-momentum tensor for massless scalar field on background of 1+1 dimensional domain wall with periodic conditions, by making use of general properties of stress tensor only. An essential point of our approach is replacing the mirror separation into the size of space $`S^1`$ in the adiabatic approximation. The motion of the cavity size is described by varying the radius of $`S^1`$ in time. That is, the mirror separation is described by the scale factor of Robertson-Walker type metric. The time evolution of the scale factor can be regarded as the space-time $`R\times S^1`$ with gravity.
The trace anomaly is especially important in the special case that the background space-time is conformally flat. If the quantum field is also conformally invariant, then we have a conformally trivial situation. In this case, it turns that anomalous trace determines the entire stress-tensor once out the quantum state has been specified . We propose that if we know the stress tensor for a given boundary in Minkowski space-time, the Casimir effect in gravitational background can be calculated. We have found direct relation between trace anomaly and total Casimir energy. The conformal anomaly term represent the back reaction of the dynamical Casimir effect. From the resultant energy-momentum tensor, we have obtained the dynamical vacuum pressure. The pressure (dynamical Casimir force) includes the back-reactional force of the dynamical Casimir effect. The dynamical Casimir force was confirmed to be attractive and always stronger than the topological Casimir force.