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# A conditional-phase switch at the single-photon level

## Abstract

We present an experimental realization of a two-photon conditional-phase switch, related to the “$`c`$-$`\varphi `$” gate of quantum computation. This gate relies on quantum interference between photon pairs, generating entanglement between two optical modes through the process of spontaneous parametric down-conversion (SPDC). The interference effect serves to enhance the effective nonlinearity by many orders of magnitude, so it is significant at the quantum (single-photon) level. By adjusting the relative optical phase between the classical pump for SPDC and the pair of input modes, one can impress a large phase shift on one beam which depends on the presence or absence of a single photon in a control mode.

A great deal of effort has gone into the search for a practical architecture for quantum computation. As was recognized early on, single-photon optics provides a nearly ideal arena for many quantum-information applications photon1 ; unfortunately, the absence of significant nonlinear effects at the quantum level (photon-photon interactions) appeared to limit the usefulness of quantum optics to applications in communications as opposed to computation. (Nevertheless, two recent proposals linear ; linear2  have resurrected the possibility of quantum computation using purely linear optics.) Therefore, work has focused on NMR NMR1 , solid-state solid state , and atomic kimble ; QED1 ; ion trap1 ; atomic1  proposals for quantum logic gates, but so far none of these systems has demonstrated all of the desired features such as strong coherent interactions, low decoherence, and straightforward scalability. Typical optical nonlinearities are so small that the dimensionless efficiency of photon-photon interactions rarely exceeds the order of 10-10. We have recently been studying techniques which use quantum interference to enhance these nonlinearities by as much as ten orders of magnitude, leading to near-unit-efficiency sum-frequency generation of individual photon pairs us switch . In this paper, we demonstrate that a similar experimental geometry can be used to make a conditional-phase switch. Our switch is very similar to an enhanced Kerr or cross-phase-modulation effect, in which the presence or absence of a single photon in one mode may lead to a significant phase shift of the other mode. This is also similar to experiments performed in cavity QED kimble  (and to theoretical proposals for atomic vapours, in systems relying on atomic coherence effects atomic coherence  or photon-exchange interactions photon-exchange ), but occurs in a relatively simple and robust system relying only on beams interacting in a nonresonant nonlinear crystal.

The controlled-phase or $`c`$-$`\varphi `$ gate performs the mapping

$`|0_1|0_2`$ $``$ $`|0_1|0_2`$
$`|0_1|1_2`$ $``$ $`|0_1|1_2`$
$`|1_1|0_2`$ $``$ $`|1_1|0_2`$
$`|1_1|1_2`$ $``$ $`e^{i\varphi }|1_1|1_2,`$ (1)
where the subscripts “1” and “2” indicate the two qubits, stored in two distinct optical modes, and $`|0`$ and $`|1`$ represent zero- and one-photon states, respectively nielsenchuang . Although in quantum mechanics an overall phase factor is meaningless, this unitary transformation is non-trivial when we consider what happens to superpositions of photon number. The operation will induce a relative phase of $`\varphi `$ *between* the $`|0`$ and $`|1`$ states of qubit 2, if and only if qubit 1 is in state $`|1`$. (It is this *relative* phase which is referred to as the “optical phase” of mode 2 optphase1 .)

Since our experiment relies on interference, its operation is sensitive to the phase and amplitude of the initial state, and we must limit ourselves to a specific set of inputs. In particular, we illuminate our switch with two classical fields in weak coherent states,

$`|\mathrm{\Psi }`$ $`=`$ $`|\alpha |\beta `$ (2)
$``$ $`\left[|0_1+\alpha |1_1\right]\left[|0_2+\beta |1_2\right],`$ (3)
for $`\left|\alpha \right|`$, $`\left|\beta \right|1`$. This state includes contributions of all four two-qubit computational-basis states from Eq. 1. As we will show theoretically and experimentally, the lowest-order action of the gate is to shift the phase of only the $`|1_1|1_2`$ state, as desired for $`c`$-$`\varphi `$ operation. We discuss several different regimes of operation, where the value of $`\varphi `$ may be smaller or greater, accompanied by certain tradeoffs related to other characteristics of the gate.

This gate differs from the canonical $`c`$-$`\varphi `$ concept in several regards. Principally, the input cannot be in a pure Fock state (e.g., $`|1_1|1_2`$), or an arbitrary superposition of the computational-basis states, because the appropriate relative phase of $`|0_1|0_2`$ and $`|1_1|1_2`$ must be chosen at the outset. Nevertheless, the gate produces significant entanglement at the output, and may be useful in non-deterministic operation linear ; in other words, it may be possible to post-select the desired value of a given qubit rather than supplying it at the input. Alternatively, such a gate might be used in the polarization rather than the photon-number basis. The interaction can be controlled through phase-matching conditions such that the phase shift is only impressed if both photons have, for example, vertical polarization. Thus, two-photon entangled states as typically produced in down-conversion systems, which are more properly described as

$$|\mathrm{\Psi }=|0|0+\epsilon \left\{a|H|H+b|H|V+c|V|H+d|V|V\right\}$$
(4)
could store the amplitudes of the four computational-basis states in the amplitudes $`a`$, $`b`$, $`c`$, and $`d`$, with the (small) coefficient $`\epsilon `$ ensuring that $`\epsilon d`$ exhibits the appropriate phase relationship between the vacuum and the vertically-polarized photon pair. Although the vacuum term would dominate, as in most down-conversion experiments, the computation would have the desired effect contingent simply on the eventual detection of a photon pair. Remaining weaknesses of the scheme include contamination due to states outside the computational basis (e.g., states in which two photons are present in the same mode), but by operating in the low-photon-number regime, it is straightforward to reduce such effects to a negligible level. Finally, the question as to whether the entanglement produced by these interactions might be useful as a generalized quantum gate in some larger Hilbert space (including, in particular, these states of higher photon number) remains open.

Our experiment is easily understood as a modified Mach-Zehnder interferometer (MZI) (Fig. 1). The input beam is a weak laser pulse (containing much less than one photon per pulse on average) which enters the interferometer and is split into the signal (mode 1) and phase reference (mode 3). Modes 1 and 3 are recombined at a beamsplitter after mode 1 passes through a $`\chi ^{(2)}`$ nonlinear crystal which is simultaneously illuminated by a pump beam at frequency 2$`\omega `$. The output fringes from the MZI serve to measure the relative phase introduced between the two arms by the action of the crystal. Our control beam (mode 2) is another very weak coherent state that crosses mode 1 inside the nonlinear crystal. Modes 1, 2, and 3 all have the same frequency $`\omega `$. Modes 1 and 2 are chosen such that the classical pump laser will produce degenerate down-converted photon pairs into them upon interaction with the nonlinear crystal. Photon-counting detectors monitor one output of the interferometer and mode 2. In order to demonstrate the conditional-phase operation of the device, we measure the phase of the fringes at det. 1 and compare the cases in which the control detector (det. 2) does or does not fire. This ‘conditional homodyne’ measurement conditional coherence  is similar to recent studies of ‘wave-particle correlations’ in cavity QED orozco .

A more detailed schematic of the experiment is shown in Fig. 2. The beam from a Ti:Sapph oscillator (centre wavelength 810nm, rep rate 80MHz, and pulse duration 50fs) is used to create the four beams used in the experiment. The phase reference, signal, and control beams are created by separating a small amount of the fundamental beam with beamsplitters (BS) 3 and 1 – all beamsplitters are 90/10 (T/R). The signal and control beams are made by rotating the polarization after BS1 and treating the horizontal and vertical components independently. All three of these beams are subsequently attenuated using ND filters. The majority of the pump undergoes second-harmonic generation (SHG) in a type-I $`\beta `$-barium borate (BBO) crystal. With the fundamental removed, this 405-nm pulse serves as the bright (classical) pump laser for parametric down-conversion. The signal and control beams are recombined with the pump laser at BS 4 and all three beams are focused onto a second 0.5-mm BBO crystal phase-matched for type-II down-conversion and, therefore, type-II SHG. The spot created on the down-conversion crystal is imaged through a spatial filter to select a single spatial mode and improve the spatial overlap between down-converted and laser beams us switch . The output from the spatial filter is separated by a polarizing beam splitter (PBS) such that the vertically-polarized photons (the control beam) are sent to detector 2 for direct photodetection, while the horizontally-polarized signal beam interferes with the phase reference (whose polarization is rotated to horizontal) at BS 2. Detector 1 measures the output from one port of BS 2. Both detectors are silicon avalanche photo-diodes operating in the Geiger mode (Perkin-Elmer SPCM-AQR-13). Interference filters, with centre wavelengths of 810nm and bandwidths of 10nm, are placed in front of each detector to ensure good spectral overlap between the down-converted and laser beams.

In previous work us switch , we demonstrated that quantum interference leads to a phase-sensitive photon-pair production rate in a similar geometry. The interference can be understood as follows. Initially, modes 1 and 2 contain weak coherent states and mode p contains an intense (classical) pump laser. The initial state of modes 1 and 2 can be described as shown in Eq. 3. Under the interaction Hamiltonian, $`_{int}=ga_1^{}a_2^{}a_p+g^{}a_1a_2a_p^{}`$, the lowest order action of the pump laser is simply to add an amplitude for a photon pair through parametric down-conversion. The state from Eq.3 then evolves to

$$|\mathrm{\Psi }=|00+\alpha |10+\beta |01+\left(\alpha \beta +A_{DC}\right)|11,$$
(5)
where $`A_{DC}`$ is the amplitude for down-conversion. This amplitude is proportional to both the pump laser amplitude, $`\gamma `$, and the coupling constant, $`g`$. In the previous experiment, we observed the modulation in the photon pair production rate by performing direct photon coincidence counting on modes 1 and 2. We changed the phase of the amplitude $`A_{DC}`$ by changing the delay of the pump laser and, in so doing, changed the value of $`\left|\alpha \beta +A_{DC}\right|^2`$ – the probability of producing a photon pair. However, this process also affects the *phase* of that amplitude, i.e. $`\mathrm{arg}\left(\alpha \beta +A_{DC}\right).`$ This is the ‘cross-phase modulation’ we study; in particular, for $`\left|A_{DC}\right|\left|\alpha \beta \right|,`$ its principal effect is to shift the phase of the $`|11`$ term, as desired for a c-$`\varphi .`$ Of course, the absolute phase of a state is never experimentally observable; we therefore study the relative phase between $`|11`$ and $`|01,`$ contrasting it with the case of no control photon: $`|10`$ vs. $`|00.`$ This relative phase is precisely the optical phase measured by our Mach-Zehnder interferometer. We rewrite the state in Eq. 5 in terms of modes 1 and 2 as follows:

$$|\mathrm{\Psi }=\left(|0_1+\alpha |1_1\right)|0_2+\beta \left[|0_1+\left(\alpha +\frac{A_{DC}}{\beta }\right)|1_1\right]|1_2.$$
(6)
In this form, it is evident that entanglement is generated between the photon number in mode 2 and the optical phase in mode 1; the conditions that $`\left|\alpha \right|,`$ $`\left|\beta \right|1`$ limit the state to one of nonmaximal entanglement. However, this device can be used to manipulate the photon pair amplitudes in the general down-conversion state (Eq. 4) to generate maximal entanglement (i.e. a Bell state) in the coincidence subspace bellstateus . The relative magnitudes of the different amplitudes for a photon pair determine different regimes of operation. In the regime where $`\left|A_{DC}\right|\left|\alpha \beta \right|,`$ (i.e. the probability of a down-conversion event is much less than the “accidental” coincidence rate from the signal and control beams) there is a small phase shift but, to first order, no change in rate. In the opposite limit where $`\left|A_{DC}\right|>\left|\alpha \beta \right|,`$ the maximum phase-shift is $`180^{}`$ and it occurs at the point of maximum destructive interference.

To explore the small phase-shift regime, we adjusted our signal and control beam intensities to obtain, in the absence of interference, a coincidence rate of $`\left(256\pm 3\right)`$ s-1 between Det. 1 and Det. 2. Our coincidence rate from down-conversion alone was $`\left(4.7\pm 0.2\right)`$ s-1. The singles rates at Det. 1 (again in the absence of interference) were 88$`\times 10^3`$ s-1 from the signal beam alone and 79$`\times 10^3`$ s-1 from the phase reference; Det. 2 received a singles rate of 282$`\times 10^3`$ s-1 from the control beam. This corresponds to several photons per thousand laser pulses. The singles rates due to down-conversion were 400 s-1 at Det. 1 and 300 s-1 at Det. 2. To perform the experiment, the phase reference was blocked and pump delay moved in sub-wavelength steps to observe fringes in the photon pair production rate (described in us switch ). The delay was stopped at a maximum in that rate, providing the definition of zero delay. With the pump delay fixed, we scanned over a few Mach-Zehnder interference fringes by stepping the reference delay in 0.04-$`\mu `$m steps, and recorded the singles rates at the two detectors and their coincidence rate. Due to the low probability of having a photon in any given control pulse, the interference fringes in Det. 1’s singles rate are dominated by the case where zero photons are present in the control mode; the coincidence rate shows the phase-shifted fringes when a control photon is detected.

A sample data set is shown in Fig. 3 for a pump delay of $`1.6`$ fs (about 455). For clarity, the fringes shown are taken in the large phase-shift regime, with $`\left|A_{DC}\right|>\left|\alpha \beta \right|`$. To achieve this regime, we reduced our coincidence rate from the signal and control beams to $`\left(1.1\pm 0.1\right)`$ s-1 in the absence of interference; our down-conversion coincidence rate was $`\left(5.2\pm 0.2\right)`$ s-1. Det. 1 received about 700 s-1 singles rate from the signal and 8600 s-1 from the phase reference; Det. 2 had a singles rate of 129$`\times 10^3`$ s-1 from the control beam. The coincidence counts have been averaged over 40-second intervals due to the considerable shot noise. The fringes were fit to cosine curves where the period of the coincidence fringes were constrained to equal that of the singles fringes. The phase difference was then extracted modulo 360.

Relative phases were measured in this way for many different pump phase delays; those values are summarized in Fig. 4. The phase-shifts measured for the low phase-shift regime are the open circles (right-hand scale). The dashed line is the theoretical prediction based on the experimentally observed ratio of coincidence rates, with no adjustable parameters. In this regime, the phase shift is limited to approximately $`\left|A_{DC}\right|/\left|\alpha \beta \right|`$ – about 8 for the experimental ratio of coincidence rates. The phase shift is approximately sinusoidal in the pump phase for this ratio. The shifts in the large phase-shift regime are shown in Fig. 4 as solid circles (left-hand scale). Theory is shown as a solid line and, again, involves no free parameters. It is clear that in this regime we are able to access any phase shift (modulo 360). In this regime, the phase shift does not follow a sinusoidal modulation but rather increases monotonically with the pump phase, modulo 360. In the extreme limit, where $`\left|A_{DC}\right|\left|\alpha \beta \right|`$, the phase shift is equal to the pump phase delay. There is strong agreement between theory and experiment, with slightly reduced phase shifts in the low phase-shift regime possibly attributable to background.

We have demonstrated the correlation between the photon number in one mode and the optical phase in another in a coherent conditional-phase switch. Our theoretical description of the device shows that entanglement between the two modes is generated, but explicit demonstration requires additional measurements. This is a new type of asymmetric entanglement conditional coherence , of the sort required for the quantum $`c`$-$`\varphi `$ gate. However our switch differs from the $`c`$-$`\varphi `$, since the switch’s reliance on quantum interference makes it intrinsically dependent on the optical phase of the input beams. While this phase-dependence will not allow the gate to operate on Fock states, the gate does act exactly as a $`c`$-$`\varphi `$ in the coincidence basis in some interesting situations; these situations will be the subject of future work. Methods like the one described in this paper of creating and controlling entanglement at the single-photon level are very exciting for the field of quantum optics and are promising steps towards all-optical quantum computing.

The authors thank Andrew White, Christina Pencarski, and Daniel Lidar for thought-provoking discussion. K.R. acknowledges financial support of the Walter C. Sumner Foundation. This work was funded by Photonics Research Ontario and NSERC.

Figure Captions

Fig. 1 – A cartoon of the experiment. The signal beam, a weak $`\left(\left|\alpha \right|1\right)`$ coherent state, is passed through a Mach-Zehnder interferometer in order to measure the phase shift. This shift is imprinted by a $`\chi ^{(2)}`$ crystal pumped with a strong classical pump (p), only when the control beam (also a weak coherent state with mean photon number $`\left|\beta \right|^21`$) contains a photon. This conditional-phase operation is verified by correlating the MZ output fringes at Det. 1 with detection of a control photon at Det. 2.

Fig. 2 – Schematic of the experiment. BS 1–4 are 90/10 (T/R) beam splitters; SHG consists of two lenses and a 0.1-mm BBO crystal for type-I second harmonic generation; $`\lambda /\mathrm{𝟐}`$ are half-wave plates; S.F. is a spatial filter; I.F. are interference filters centred at 810nm with a 10nm bandwidth; BG is a coloured glass filter; PBS is a polarizing beam splitter; Det. 1 and 2 are single-photon counting modules. The pump laser at 405nm is separated from the 810nm light by using a fused-silica prism before the S.F. – this is not shown for clarity.

Fig. 3 – Phase shifted fringes in the large phase-shift regime. The Det. 1 singles rate (open squares, dashed line) and coincidence rate between Det. 1 and Det. 2 (closed circles, solid line) are shown as a function of the reference delay. The coincidence fringes display the phase of the signal for cases in which a control photon was present; the singles are dominated by cases in which no photon was present. The coincidence counting rate *lags* the singles rate by $`\left(\mathrm{𝟔𝟓}\pm \mathrm{𝟖}\right)^{}`$. This data set was taken when the pump phase lagged the phase of the LOs.

Fig. 4 – Phase shift versus pump phase delay. The phase of the pump laser was changed via the pump delay and was estimated using the accompanying modulation in the mean coincidence rate us switch . The phase shift between the coincidence and singles fringes is plotted against the pump phase delay for both the large phase-shift regime (solid circles) and the small phase-shift regime (open circles). The solid and dashed lines show the theoretical predictions for these two cases respectively, based only on the measured ratio of the individual-path rates, and with no adjustable parameters.


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# The stellar population of NGC 5634. A globular cluster in the Sagittarius dSph stream? Based on observations made with the Italian Telescopio Nazionale Galileo (TNG) operated on the island of La Palma by the Centro Galileo Galilei of the CNAA (Consorzio Nazionale per l’Astronomia e l’Astrofisica) at the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias.

## 1 Introduction

NGC 5634 is a high-latitude globular cluster ($`l^{II}=342.21`$, $`b^{II}=+49.26`$) in the northern hemisphere. Its luminosity ($`M_V=7.66`$, according to Djorgovski, 1993, hereafter D93) and concentration ($`c=log(r_t/r_c)=1.60`$, where $`r_t`$ and $`r_c`$ are the tidal radius and the core radius, respectively; see D93 and references therein) are typical figures for a Galactic Globular Cluster (GGC).

Despite its brightness, the cluster was really poorly studied in the past, since no Color - Magnitude Diagram (CMD) has been published so far. A possible cause of this, could be the presence of a very bright foreground star located at only 1.7 arcmin to the East of the center of the cluster. This observational drawback may have turned the attention of observers toward less problematic alternative clusters.

In the Peterson (1986) compilation of GGC CMDs only three items are quoted for this cluster: (1) the search for variable stars by Baade (1945), in which seven RR Lyrae variable stars were identified; (2) the follow-up study by Liller & Sawyer Hogg (1976), who assessed the light curves and periods of six of the seven variables found by Baade; and (3) an unpublished CMD by Racine, quoted also by Liller & Sawyer Hogg (1976). All the above works were based on photographic plates.

The ADS database (as well as other databases) does not report any further study to date. NGC 5634 is included in the HST Snapshot Survey of globular clusters (GO-7470, see Zoccali et al., 1999, for details and references) collecting HST-WFPC2 shallow photometry for a large sample of Galactic globulars. However, up to now, only a few parameters (such as the HB level and the RGB-bump) have been derived from the HST data-set and published by this team (Zoccali et al., 1999; Bono et al, 2001); while, the CMD of the cluster and its overall characteristics have not been discussed in any paper, yet.

Globular clusters are crucial tracers of the early history of the Galaxy, in particular the rare Outer Halo clusters that are found at Galactocentric distances $`R_{GC}>10`$ kpc. Since NGC 5634 belongs to this latter group, it is certainly worth of studying.

In this paper we present the first CMD of NGC 5634. New estimates of reddening, metallicity and distance are obtained and the Horizontal Branch (HB) morphology is discussed. A differential age estimate is also obtained by comparison with well studied clusters of similar metal content. The possible connection with the huge stellar stream left by the disrupting Sagittarius dwarf spheroidal galaxy along its orbital path (Sgr Stream, see Newberg et al., 2002, and references therein) is also discussed.

The plan of the paper is as follows. We present the observations and the data analysis in Section 2, the overall properties of the main branches of the CMD (RGB, HB) are presented in Section 3. Section 4 is devoted to the determination of the distance and the age of the cluster. Finally Section 5 is dedicated to discuss the possible connection between NGC5634 and the Sgr galaxy.

## 2 Observations and Data Reduction

### 2.1 Observations

The data were obtained at the 3.52 $`m`$ Italian telescope Telescopio Nazionale Galileo (TNG, Roque de los Muchachos, La Palma, Canary Islands, Spain), using the LSR-Dolores Camera equipped with a $`2048\times 2048`$ pixels thinned and back-illuminated Loral CCD array (gain$`=0.97e^{}/ADU`$, read-out noise $`9.0`$ ADU rms). The pixel scale is $`0.275`$ arcsec/px, thus the total field of view of the camera is $`9.4\times 9.4arcmin^2`$. Two fields have been observed in the region of the cluster: (1) a field roughly centered on the cluster center (Central Field; hereafter CF) and (2) a second one centered at $`6`$ arcmin NE with respect to the cluster center (Field NE). The observations were carried out during one photometric night (March 19, 2001), under not excellent seeing conditions ($`FWHM1.21.4`$ arcsec) as a backup program while the main targets were not visible.

The data consists of two V and two I $`30s`$ exposures for the FC and only one long exposure ($`600s`$) in each band for the outer Field NE.

The observational strategy was similar to that described in Bellazzini et al. (2001): the short exposures in the central part samples the majority of the cluster Red Giants and HB stars, conversely, with the long exposures in the outer region the Main Sequence (MS) stars are observed in a field less plagued by the stellar crowding. The two fields (FC and Field NE) have an overlapping region $`3\times 3`$ arcmin wide, which is used (see Section 2.2) to derive robust coordinate and magnitude transformations between the two fields.

### 2.2 Data Analysis

The raw images were corrected for bias and flat field, and the overscan region was trimmed using standard IRAF111IRAF is distributed by the National Optical Astronomy Observatory, which is operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. procedures. Each couple of $`t_{exp}=30s`$ images, in each band, has been averaged, so that the final analysis was performed on each averaged V and I image.

The PSF-fitting procedure was performed independently on each V and I average images, using a version of DoPhot (Schechter, Mateo, & Saha, 1993) modified at the Bologna Observatory (by P. Montegriffo) to read images in double precision format. A final catalogue listing the instrumental V,I magnitudes for all the stars in each field has been obtained by cross-correlating the V and I catalogues. Only the sources classified as stars by the code have been retained. The spurious sources erroneously fitted by DoPhot (as cosmic rays, bright background galaxies etc.) have been removed by hand from the catalogues. In order to obtain a CMD as clean as possible, all the sources with photometric errors (in V or in I) larger than two times the mean error at their magnitude were removed from the catalogue, as well as all the sources with photometric error larger than 0.2 mag in at least one passband.

The two catalogs were then matched together: stars in the overlapping area were used to transform the magnitudes and coordinates of each field to a common system. In particular both the V and I instrumental magnitudes and coordinates for stars in the NE Field catalog were reported to the FC system. In the homogeneous coordinate system the cluster center is at $`(X_{px},Y_{px})(860,920)`$.

Finally, to minimize the effects of crowding on the definition of the main branches of the CMD we include in the final catalogue: (a) all the stars from the FC catalogue with $`V<19.5`$ and, (b) all the stars from the Field NE catalogue more distant than 280 px ($`r>1^{}.28`$) from the cluster center.

The absolute calibration has been obtained from repeated observations of Landolt (1992) standard fields, including all the stars listed in the extended catalogue of calibrators provided by Stetson (2000). The details of the process as well as the (successful) tests on the accuracy of the calibration will be described in a forthcoming paper devoted to describe the results of the main observational program whose the observing nights were assigned (Bellazzini et al., 2002b). The derived color equations:

$$V=v0.097(vi)+26.196$$

$$I=i+0.048(vi)+25.849$$

(where V,I are calibrated magnitudes and v,i are instrumental magnitudes reported to 1 s of exposure time and to infinite aperture) provides a zero-point accuracy of $`\pm 0.02`$ mag and no detectable residual color effect.

The final calibrated catalogue is presented in Table 1 where, for each star, the following information is listed: the identification number (column 1), the V magnitude and error (columns 2 and 3), the I magnitude and error (columns 4 and 5), and the X and Y coordinates in pixels (columns 6 and 7). Column 8 reports a flag indicating the RR Lyrae variables identified in the catalogue of Baade (1945), according to his nomenclature. The stars with identification number $`ID<10,000`$ are from the FC sample, those with $`ID10,000`$ are from the Field NE catalog.

## 3 The properties of NGC 5634

### 3.1 The overall CMD morphology

The final $`(V,VI)`$ CMD of NGC 5634 is presented in Fig. 1. Stars with $`V<19.5`$ (lying above the dotted line in Fig. 1) are from the FC catalogue, while those with $`V>19.5`$ are from the Field NE catalogue. The main characteristics of the CMD are the following:

(1) The RGB is well defined also in the upper part and it is quite steep suggesting a low metal content for the cluster stars. The brightest star in the region of the giant tip is at $`V14.5`$ and $`(VI)1.6`$), which is about 3.4 mag. above the Zero Age Horizontal Branch (ZAHB) level (see §3.2). A few Asymptotic Giant Branch (AGB) stars are also visible on the blue side of the RGB, from $`V16.0`$ to $`V17.0`$.

(2) The HB is populated essentially on the blue side of the instability strip, at $`(VI)0.3`$. However the cluster is known to contain also a few RR Lyrae variables (Baade, 1945).

(3) Despite the not excellent quality of the photometry for $`V>20.5`$ the Sub Giant Branch (SGB) and the Turn Off (TO) region are sufficiently defined and the TO point can be reliably located at $`V_{TO}21.2`$.

(4) The (modest) effects of foreground contamination by field stars are mostly evident around $`VI0.4`$, for $`V>19.5`$, and for $`VI1.2`$ at faint magnitudes.

We have identified and included in the final catalog four of the seven RR Lyrae stars discovered by Baade (1945), i.e. variable n. 1, 2, 4 and 6 (hereafter V1, V2, etc.), that are marked in Fig. 1 with large empty circles. The identification of V1, V4 and V6 is safe, while some uncertainty remains for the cross-identification of variable V2. V3 was identified but it has been excluded from our catalogue because of very uncertain photometry due to blending with other sources. Variable V7 is blended in a group of stars that was too crowded to be resolved in our images; V5 was probably observed at a phase near the minimum, since it appears to be very faint in our 30 s exposures with respect to the other RR Lyrae, and was not included in the final catalogue because it did not pass the severe selection criteria adopted. It may be interesting to recall that V1 and V2 are classified as ab type and V4 and V6 as c type RR Lyrae, according to Liller & Sawyer Hogg (1976). According to their results Liller & Sawyer Hogg (1976) classified the cluster as Oosterhoff II type, typical of very metal deficient globular cluster.

The mean ridge lines of the main branches in the CMD for NGC5634 have been obtained by dividing each sequence in appropriate magnitude (for the MS and the RGB) or color (for the HB) bins and applying a $`2\sigma `$ clipping algorithm to each bin, accordingly to the procedure adopted in Bellazzini et al. (2001). The adopted ridge lines are listed in Table 2 and plotted (as a heavy solid line) in Fig. 1.

### 3.2 HB level

The determination of the HB level in clusters that have a blue HB morphology is a difficult task. Moreover, as emphasized in (Ferraro et al., 1999, hereafter F99), some confusion in the definition of the HB level does exist in the literature since some papers refer to mean level of the HB or the mean magnitude of the RR Lyrae ($`<V_{RR}>`$), other to the ZAHB level ($`V_{ZAHB}`$). We recall that the $`V_{ZAHB}`$ is the only value which can be directly compared with the theoretical predictions.

In the following we apply two procedures in order to independently determine the $`<V_{RR}>`$ and the $`V_{ZAHB}`$ for NGC5634.

#### 3.2.1 The $`<V_{RR}>`$ level

We adopt here the same procedure followed by Montegriffo et al. (1998, hereafter Mo98) for Ter 8, another cluster with a similar blue HB (see, also the case of NGC 288 in Bellazzini et al., 2001, and discussion therein). Following this approach, the $`<V_{RR}>`$ level in a cluster with a blue HB morphology is obtained by the comparison with the HB of a cluster with a well studied population of RR Lyrae variables, used as a template. As in the case of Ter 8 we choose M68 (Walker, 1994) as the reference cluster. In panel (a) of Fig. 2 the HB stars of M 68 (open dots) are shifted ($`\mathrm{\Delta }V=+2.04\pm 0.06`$ and $`\mathrm{\Delta }VI=+0.04`$) to match the HB stars of NGC 5634 (full dots). The thick dashed line marks the mean level of the RR Lyrae variables in M 68 ($`V_{RR}=15.64\pm 0.01`$ Walker, 1994) once shifted by the same amount, thus giving $`V_{RR}^{NGC5634}=17.68\pm 0.06`$. This value is used in Section 3.3 to determine a set of RGB parameters which depend on the metal content and the reddening of the cluster.

In panel (b) of Fig. 2, the result of a further consistency check is shown: the HB of Ter 8 (open squares) has been shifted (by $`\mathrm{\Delta }V=0.28\pm 0.08`$ and $`\mathrm{\Delta }VI=0.06`$) to match the HB of NGC5634 (full dots). As can be seen, the match is very good: by appling the shift in magnitude obtained above ($`\mathrm{\Delta }V=0.28`$) to the mean RR Lyrae level of NGC5634 ($`V_{RR}^{NGC5634}=17.68\pm 0.06`$) we obtain, for Ter 8, $`V_{RR}^{Ter8}=17.96\pm 0.06`$, a figure which is fully consistent with the value found by Mo98 ($`V_{RR}^{Ter8}=17.95\pm 0.05`$). This test demonstrates the good degree of repeatability of the whole “HB matching” technique adopted here.

#### 3.2.2 The $`<V_{ZAHB}>`$ level

We also determine the level of the Zero Age Horizontal Branch (ZAHB) at $`LogT_e=3.85`$, following the the semi-empirical approach adopted by F99. The method is based on the comparison of synthetic and observed HB. The observed HB morphology is reproduced by means of synthetic HB diagrams (see F99 for more details). Once the observed HB distribution is properly reproduced, the synthetic HB is shifted in order to match the observed one and the ZAHB level at $`LogT_e=3.85`$ is read from the shifted sythethic HB. The procedure applied to NGC 5634 yelds $`V_{ZAHB}=17.90\pm 0.10`$.

As above, an additional consistence check can be done with the cluster Ter8. In fact, by coupling the value of the ZAHB obtained above for NGC5634 and the value listed in Table 2 by F99 for Ter8 ($`V_{ZAHB}^{Ter8}=18.15\pm 0.10`$) we obtain $`\mathrm{\Delta }V_{ZAHB}(NGC5634Ter8)=0.25\pm 0.10`$, in excellent agreement with the difference in $`<V_{RR}>`$ found above.

The difference between $`V_{ZAHB}`$ and $`<V_{RR}>`$ levels for NGC5634 is $`\delta V(ZAHBRR)0.22`$ mag, confirming that a significant difference between the two levels does indeed exist in blue-HB morphology clusters (see F99). Note also that $`\delta V(ZAHBRR)`$ is larger that what is expected by using relation (2) in F99. This evidence confirms once more that such relations should be used to have only a first-guess estimate, since the actual difference between the two levels strictly depends on the HB morphology, and it is particularly large for clusters with essentially blue HB morphology.

The derived $`V_{ZAHB}`$ also suggests that the reddest part ($`VI>0.3`$) of the BHB, and possibly the bluest part of the instability strip, may be populated by evolved stars significantly brighter than the ZAHB, similar to the case of NGC 288 (see Catelan et al., 2001; VandenBerg, 2000; Grundahl, 1999, for discussion and references).

### 3.3 Metallicity and reddening

From integrated colors (in particular from the reddening-free parameter Q39) Zinn (1980) derived a reddening $`E(BV)=0.04\pm 0.03`$ while Reed, Hesser & Shawl (1988) report $`E(BV)=0.06\pm 0.03`$. With the same parameter Zinn & West (1984) estimated $`[Fe/H]_{Q39}=1.87`$, while a slightly higher value is reported from $`\mathrm{\Delta }S`$ measures by Smith & Perkins (1982), (see also Pilachowski, 1984). The final average value reported by Zinn & West (1984) is $`[Fe/H]=1.82\pm 0.13`$, which takes also into account the fact that the scale adopted by Smith & Perkins (1982) gives metallicity values sistematically higher by $`0.2`$ dex with respect to those by Zinn & West (1984). The original $`[Fe/H]_{Q39}=1.87`$ is probably the most consistent figure to compare with.

We use the photometry presented here in order to derive an independent photometric estimate of the cluster metallicity from the position and the morphology of the giant branch. In the following we adopt E(V-I)=1.34E(B-V), according to Dean, Warren & Cousins (1978).

Sarajedini (1994) introduced a method (SMR method) to derive simultaneously the metallicity and reddening of a globular cluster by using a set of relations tieing $`[Fe/H]`$ with two observables: the color \[$`(VI)_{0,g}`$\] and the slope \[$`\mathrm{\Delta }V_{1.2}`$\] of the RGB. Since $`(VI)_{0,g}`$ depends on reddening while $`\mathrm{\Delta }V_{1.2}`$ does not, the procedure provides also the value of the reddening for which the consistency between the two independent relations is reached. The SMR method has also been recently calibrated in the (Carretta & Gratton, 1997, hereafter CG97) metallicity scale by Carretta & Bragaglia (1998).

A clear and robust solution is found here for both the calibrations, giving $`[Fe/H]_{ZW84}=1.98\pm 0.10`$ , and $`E(BV)=0.060\pm 0.010`$ for the Sarajedini (1994) calibration, and $`[Fe/H]_{CG97}=1.94\pm 0.10`$ , and $`E(BV)=0.063\pm 0.010`$ for the Carretta & Bragaglia (1998) one. The reddening estimate is in good agreement with the values reported in the literature as well as with the estimate obtained from the IRAS-COBE maps (Schlegel, Finkbeiner & Davis, 1998, $`E(BV)=0.056\pm 0.005`$). In the following we adopt $`E(BV)=0.06\pm 0.01`$. The derived metallicity in the ZW84 scale is slightly lower than what reported by ZW84, but still compatible within the errors.

In order to be fully consistent with the assumptions and scales adopted in F99, we also determine the global metallicity (\[M/H\]) (as defined by eq 1 in F99). By assuming $`[Fe/H]=[Fe/H]_{CG97}=1.94`$, the global metallicity turns out to be $`[M/H]=1.74`$.

### 3.4 The RGB bump

The RGB-Bump is an evolutionary feature occurring along the RGB which flags the point where the H-burning shell crosses the chemical discontinuity left by the maximum penetration of the convective envelope. From the observational point of view it was only recently identified in a significant number of clusters (Fusi Pecci et al., 1990; Zoccali et al., 1999, F99).

The change in the slope of the cumulative luminosity function (LF) and the excess of star counts in the differential LF of the RGB are the main tools to identify the RGB-Bump. In particular Fusi Pecci et al. (1990) suggest that the change in the slope of the cumulative LF is the safest indicator of the RGB-Bump.

In Fig. 3 the RGB LF for NGC5634 in the bump region is shown. The change in the slope of the cumulative LF is shown in panel (b). As can be seen it corresponds to the obvious peak in the differential LF shown in panel (a). Thus, the RGB-Bump is clearly identified at $`V_{RGB}^{bump}=17.38\pm 0.05`$. A clear clump of RGB stars at that magnitude is clearly visible also in the CMD shown in Fig. 1.

Our determination of the RGB-Bump magnitude is significantly different from the value listed by Zoccali et al. (1999), who presented the RGB-Bump magnitudes for 28 GGCs, from the HST snapshot survey. For NGC5634 they listed $`V_{RGB}^{bump}=17.77\pm 0.03`$. The large discrepancy ($`\mathrm{\Delta }V0.4`$ mag) suggests a serious problem in the zero-point in one of the two photometries. However, since our calibration was carefully checked against other well-calibrated fields observed during the same night (see §2.3), we regard our measure as the most reliable one. Moreover a new re-calibration of the HST data-set seems to suggest a RGB-Bump magnitude for NGC 5634 significantly brighter than that published in Zoccali et al. (1999) (Piotto 2002 - private communication).

The magnitude of the RGB-bump with respect to the HB level ($`\mathrm{\Delta }V_{HB}^{bump}`$) has been used by Fusi Pecci et al. (1990) (and later by F99 and Zoccali et al. (1999)) to compare the observations with the theoretical predictions. The $`\mathrm{\Delta }V_{HB}^{bump}`$ parameter is mainly a function of the metallicity and it has only a mild dependence on age (see Fusi Pecci et al., 1990, F99). Adopting the ZAHB level obtained in Section 3.2, $`V_{ZAHB}=17.90\pm 0.10`$ we obtain for NGC 5634 $`\mathrm{\Delta }V_{HB}^{bump}=0.52\pm 0.08`$. Fig. 4 shows the comparison of the value obtained for NGC 5634 with 47 GGCs from the data-base by F99, in the $`[Fe/H]`$ vs. $`\mathrm{\Delta }V_{HB}^{bump}`$ plane. The position of NGC 5634 in this plot is in excellent agreement with the mean locus defined by the other Galactic globulars, independently of the assumed metallicity scale (see panels a and b of Fig. 4).

## 4 Distance and age

In deriving the distance to NGC 5634 we use (following F99) the ZAHB level as primary standard candle: by using the F99 calibrating relation (their Eq. 5, $`M_V^{ZAHB}=0.23[M/H]+0.94`$) and the global metallicity obtained in §3.3 we derive $`M_V^{ZAHB}=0.54`$. Coupling this value with the observed ZAHB level ($`V_{ZAHB}=17.90\pm 0.1`$, see §3.2) and the reddening ($`E(BV)=0.06\pm 0.01`$, see §3.3), we obtain for NGC 5634 a true distance modulus $`(mM)_0=17.17\pm 0.12`$.

We can check this result using the RGB bump as a standard candle, with the empirically-calibrated relations between $`M_V^{bump}`$ and metallicity presented by F99 (their Eq. 6.7 and 6.8). In both cases we obtain $`(mM)_0=17.22\pm 0.34`$, in excellent agreement with the above estimate.

Finally, we determined the distance modulus differentially with respect to M 68. By adopting the shift found in §3.1, the distance modulus and reddening of M 68 given by F99, we obtain $`(mM)_0=17.09\pm 0.12`$, also in agreement (within the uncertainties) with our final estimate.

### 4.1 The Relative Age of NGC 5634

A number of observational evidences (such as the low metal content, the blue HB morphology and the position of the RGB bump) suggest that NGC 5634 is an old cluster. However a quantitative estimate can be obtained only from the direct measure of the key age-diagnostic of stellar populations: the MS Turn Off (TO) point.

As is well known two main methods are currently used to determine relative ages for GGCs: the vertical method, based on the measure of the parameter $`\mathrm{\Delta }V_{TO}^{HB}`$ (Buonanno, Corsi & Fusi Pecci, 1989), which measure the luminosity of the TO point with respect to the HB level; and the horizontal method based on the difference in color between the TO and a point along the RGB 2.5 mag brigther than the TO point (Stetson, VandenBerg, & Bolte, 1996).

As has already been emphasized elsewhere, the horizontal method is particularly sensitive to color uncertanties: even small ($`0.02`$ mag) errors generate large ($`2`$ Gyr) differences in the derived relative ages. Since our photometry is not sufficiently accurate for $`V>20.5`$, to derive a precise measure of the TO color, in the following we rely only on the vertical method to estimate the relative age of NGC5634 and we will use the TO color only as a consistency check.

From the ridge line listed in Tab. 2 we obtain $`V_{TO}=21.22\pm 0.15`$ and $`(VI)_{TO}=0.647\pm 0.03`$. Adopting the value of the ZAHB level ($`V_{ZAHB}`$) derived above, we get ($`\mathrm{\Delta }V_{TO}^{HB}=3.32\pm 0.16`$). This value is in good agreement with the bulk of the other old and metal poor Galactic globulars, as homogeneously measured by Rosenberg et al. (1999) 222To preserve the homogeneity with the age scale of Rosenberg et al. (1999), the vertical parameter are computed with respect to the ZAHB level.. The horizontal age parameter turns out to be $`\delta (VI)_{\mathrm{@}2.5}=0.272\pm 0.04`$, a value which is also in agreement - within the errors - with other old and metal poor Galactic globulars.

Rosenberg et al. (1999), for example, report for M68 $`\mathrm{\Delta }V_{TO}^{HB}=3.30\pm 0.12`$ and $`\delta (VI)_{\mathrm{@}2.5}=0.306\pm 0.010`$. These values are also consistent with what found in Ter 8. In fact, using the results by Mo98 and F99, we obtain $`\mathrm{\Delta }V_{TO}^{HB}=3.40\pm 0.14`$ and $`\delta (VI)_{\mathrm{@}2.5}=0.301\pm 0.04`$ for Ter 8. These values are very similar to those derived for NGC 5634, suggesting that the cluster is as old as M 68 and Ter 8 (within the observational uncertainties of $`\pm 2Gyr`$).

## 5 NGC 5634: a cluster in the Sgr Stream

Since its discovery (Ibata et al., 1994) the Sgr dSph has been suspected to be the damaged relic of a fomerly larger stellar system that was harrassed by the tidal field of our Galaxy. This view has now received many observational confirmations (see, for example Newberg et al., 2002, and references therein). The stars lost by a disrupting satellite are expected to be distributed along its orbital path, in a sort of stellar stream more or less spread around the orbit depending on the degree of flattening of the Galactic dark halo and on the effect of the gravitational potential of the disc (see, for instance, Johnston, Hernquist & Bolte, 1996; Johnston et al., 1999; Ibata & Lewis, 1998). In the last few years, many different teams have found clumps and/or density structures in the Galactic halo that are probably associated with the stream of the Sgr galaxy (Vivas et al., 2001; Dohm-Palmer et al., 2001; Yanni et al., 2000; Ivezic et al., 2000; Ibata et al., 2001a, b; Majewski et al., 1999; Mateo et al., 1996; Alard, 1996) and in two cases a clear and direct association has been obtained (Martínez-Delgado et al., 2001; Newberg et al., 2002) by comparing the stellar population of the stream with that of the Sgr galaxy. From these studies it seems that the stars lost by the Sgr galaxy are distributed in a giant halo substructure, a low density band probably encircling the whole sky, approximately following the past orbital path of Sgr (Ibata et al., 2001b; Newberg et al., 2002).

Since the main body of the Sgr dSph still encloses four globular clusters (M 54, Ter 8, Arp 2, and Ter 7) that ultimately will be incorporated into the globular cluster system of the Milky Way, it may be presumed that also some previous Sgr globular may have been lost along the Sgr stream. A strong case for this occurrence has already been made for Pal 12 on the basis of its present position and three-dimensional velocity (Dinescu et al., 2000). Here we show that the galactocentric position and the radial velocity of NGC 5634 are compatible with the hypothesis that also this cluster is associated with the Sgr stream and it was a former member of the Sgr galaxy.

In Fig. 5 the Galactic globular clusters of the outer halo (i.e., those with $`R_{GC}10`$ kpc) are reported as open circles in the planes $`R_{GC}`$ vs. $`V_r`$ (panel a), X vs. Z, X vs. Y and Y vs. Z (panels b, c, and d, respectively), where $`V_r`$ is the radial velocity in km/s and X,Y,Z are galactocentric coordinates in kpc.

The filled circles are the Sgr globulars and the filled square is Pal 12. The large encircled dot is NGC 5634. In the same planes we have also reported the orbital path followed by the Sgr dSph in the last Gyr (from 1 Gyr ago to the present), according to the orbit computed by Ibata & Lewis (1998), based on the proper motion measured by Ibata et al. (1997, 2001a). The small arrow at one end of the orbital path marks the position (and velocity) of the Sgr galaxy 1 Gyr ago.

NGC 5634, as well as Pal 12, lie near the predicted orbit in all the planes displayed in Figure 5. This means that its position and radial velocity are fully compatible with the hypothesis that the cluster is following the same orbit of the Sgr dSph, i.e. it belongs to the Sgr Stream 333 We have found evidence that other clusters share these properties in the (X,Y,Z,$`V_r`$) space. The case is discussed in detail in a dedicated paper, (Bellazzini, Ferraro & Ibata, 2002a).. Note that in all the considered planes NGC 5634 and Pal 12 have a distance from the orbit that is lower than the spread of confirmed Sgr clusters around the orbit itself.

While an ultimate confirmation - at least for NGC 5634 - can be achieved only with accurate proper motion and a more secure assessment of the Sgr orbit444Another possible observational test would be the search for Sgr stream stars in a wide field around the cluster, lying at the same distance from us as the cluster itself (see, e.g. Martínez-Delgado et al., 2002)., the evidence is very suggestive and the idea deserves serious consideration. It would mean that NGC 5634 was a former member of the globular cluster system of the Sgr dSph and that it formed in that stellar system. In the following we will take this association as a working hypothesis and we will shortly discuss some interesting clues:

* We remark the already noted similarity of NGC 5634 with the Sgr globular Ter 8. Considering the stellar content, the two clusters appear as “identical twins”. They share the same metal content, the same HB morphology and the same age.
* The stellar population of NGC 5634 appears more similar to the population found in the Sgr Stream (Newberg et al., 2002) than that observed in main body of the Sgr galaxy. Newberg et al. (2002) found that the stars in the Sgr stream show a BHB population (similar to that of Ter 8 and NGC 5634) much more pronounced than what is found in the central regions of the galaxy.
* Bellazzini, Ferraro & Buonanno (1999a) found evidences of the presence of an old and very metal poor population (similar to that of Ter 8) in the Sgr dSph. The existence of this population has been confirmed by Cseresnjes (2001) and Cacciari, Bellazzini & Colucci (2001). Furthermore, many independent studies (Sarajedini & Layden, 1995; Bellazzini, Ferraro & Buonanno, 1999a, b; Layden & Sarajedini, 2000; Alard, 2001; Cacciari, Bellazzini & Colucci, 2001) have found evidence of a metallicity (and population) gradient in the Sgr dSph, with the most metal poor stars being more abundant in the outer regions of the galaxy.

All the above evidence is consistent with a scenario in which the more external stars of the Sgr dwarf are preferentially stripped from the galaxy and thus, the Sgr stream is populated by a stellar mix in which the metal poor stars are more abundant, because of the metallicity gradient. NGC 5634 should have the same origin as the metal poor population of the Sgr galaxy, so it is not surprizing that it shared the same “dynamical destiny” as most of the metal poor halo of the Sgr dSph, and it is now lost in the Sgr stream.

If this interpretation of the heritage of NGC 5634 is correct, it has interesting consequences for our understanding of the Sgr stream. One important difference between NGC 5634, and the previously identified clusters (and former clusters) of the Sgr system, is that it lags the main body of the dwarf galaxy by an exceedingly large distance. Taking the IL98 orbit, we find that the lag along the orbital trajectory is $`151\mathrm{kpc}`$. To separate tidal debris from the main body of the dwarf galaxy by such a large distance requires a considerable time. The internal velocity dispersion within the bound core of the Sgr dwarf is $`11.4\pm 0.7\mathrm{km}\mathrm{s}^1`$ (Ibata et al., 1997), so if the material that becomes unbound acquires a similar velocity dispersion, it would take $`13\mathrm{Gyr}`$ to spread out over $`151\mathrm{kpc}`$. A better estimate of this separation time can be made from numerical experiments. In Figure 6 we show the end-point structure of the best-fit simulation in Ibata et al. (2001a), where we have plotted only those points which were bound $`4\mathrm{Gyr}`$ ago (right panel). The downstream tail nearly reaches the position of NGC 5634 (marked with an asterisk). Since particles that were bound to the dwarf galaxy model less than $`4\mathrm{Gyr}`$ ago are unable to disperse along the orbit to the position of the globular cluster, this simulation suggests that NGC 5634 became unbound more than $`4\mathrm{Gyr}`$ ago. (A significantly longer time, $`6\mathrm{Gyr}`$, is required for more than 10% of the stream to drift beyond the distance of the star cluster). This sets a useful limit on the disruption history of the dwarf galaxy. It would suggest that no significant deflection of the orbit of Sgr occurred during this time, contary to what is required by the scenario envisaged by Zhao (1998), who proposed that Sgr was shot into its present orbit, where it suffers vigorous disruption from the Galactic tides, following a close encounter with the LMC $`2`$$`3\mathrm{Gyr}`$ ago. It also places a strong constraint on the proposal by Cseresnjes (2001), that Sgr is a structure that was torn off from the LMC, since the time of that incident has to have happened before the time when NGC 5634 became unbound from the Sgr galaxy.

This research has been partially supported by the Agenzia Spaziale Italiana (ASI) and by the Ministero dell’Istruzione, dell’Università e della Ricerca Scientifica (MIUR) through the grant p. 2001028879, assigned to the project Origin and Evolution of Stellar Populations in the Galactic Spheroid. We are grateful to the staff of the Telescopio Nazionale Galileo (TNG) for the warm hospitality and the professional assistance. Part of the data analysis has been performed using software developed by P. Montegriffo at the Osservatorio Astronomico di Bologna. This research has made use of NASA’s Astrophysics Data System Abstract Service.


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# The complex scaling behavior of non–conserved self–organized critical systems

## Abstract

The Olami–Feder–Christensen earthquake model is often considered the prototype dissipative self–organized critical model. It is shown that the size distribution of events in this model results from a complex interplay of several different phenomena, including limited floating–point precision. Parallels beween the dynamics of synchronized regions and those of a system with periodic boundary conditions are pointed out, and the asymptotic avaanche size distribution is conjectured to be dominated by avalanches of size one, with the weight of larger avalanches converging towards zero as the system size increases.

Self–organized critical (SOC) systems Bak et al. (1987); Bak (1996) are extended systems that receive a slow energy input and have fast dissipation events (“avalanches” or “earthquakes”), the size distribution of which is a power law. Such a scale invariance can result quite naturally in systems that satisfy a local conservation law Hwa and Kardar (1989), however, the mechanisms leading to SOC in non–conserved systems are not yet well understood. The Olami–Feder–Christensen earthquake model Olami et al. (1992) is probably the most studied nonconservative SOC model. Nevertheless, the nature of its critical behavior is still not clear. Despite the simplicity of its dynamical rules, the model shows a variety of interesting features that are unknown in equilibrium physics and appear to be crucial for generating the critical behavior. Among these features are a marginal synchronization of neighboring sites driven by the open boundary conditions Middleton and Tang (1995), and the violation of finite–size scaling Grassberger (1994); Lise and Paczuski (2001a) together with a qualitative difference between system–wide earthquakes and smaller earthquakes Lise and Paczuski (2001b). Also, small changes in the model rules (like replacing open boundary conditions with periodic boundary conditions Pérez et al. (1996), or introducing frozen noise Mousseau (1996)), destroy the SOC behavior.

The model is a discretized and simplified version of the Burridge–Knopoff model of earthquakes Burridge and Knopoff (1967) and is defined by the following rules: At each site of a square lattice, a continuous variable $`z`$ is defined that represents a local force. The force at all sites increases uniformly at constant rate. When the force $`z(i,j)`$ at a site $`(i,j)`$ exceeds the threshold value $`z_c`$, which can be chosen to be $`z_c=1`$ without loss of generality, the force at this site is reset to zero, while all four nearest neighbors receive a force increment of $`\alpha z(i,j)`$. The parameter $`\alpha `$ is the only parameter of the model, and it has a value in the interval $`(0,0.25)`$. If a neighbor is lifted above the threshold, the force on its neighbors is increased according to the same rule, etc., until the “earthquake” is finished. The “size” of an earthquake, $`s`$, is defined to be the number of toppling events during this earthquake. Then, the force is again increased uniformly, until the next site reaches the threshold, triggering the next earthquake, and so on.

Similarly to real earthquakes, which follow the Gutenberg–Richter law, the size distribution of earthquakes (which we shall subsequently call “avalanches”) in this model is found in computer simulations to resemble a power law $`n(s)s^\tau `$. The exponent $`\tau `$ appears to depend on $`\alpha `$. However, recent evidence points to a universal exponent $`\tau 1.8`$ if only the system size is made large enough, at least for $`\alpha 0.17`$ Lise and Paczuski (2001a). Several authors argue that there is a critical value of $`\alpha `$, around 0.18, below which the dynamics change qualitatively and become dominated by small avalanches Grassberger (1994); Bottani and Delamotte (1997). There is possibly a small value of $`\alpha `$, around 0.05, below which the power law breaks down completely Olami et al. (1992) (however, this idea has few supporters now), and one recent publication even claims that the model is not critical at all for $`\alpha <0.25`$ de Carvalho and Prado (2000). This latter claim is based on the finding that the mean branching ratio of avalanches is smaller than one, and it would be correct if there was only one type of avalanches in the system.

It is the purpose of this paper to clarify some of these puzzles and to elucidate the mechanisms that generate the observed avalanche size distributions. We will focus on the cases $`\alpha =0.1`$ and $`\alpha =0.05`$ and show that the avalanche size distribution results from the complex interplay of several phenomena, including boundary driven synchronization and internal desynchronization, limited floating-point precision, the slow dynamics within the steady state, and the small size of synchronized regions. While part of these phenomena have been pointed out already in the earlier literature, their combined effect on the size distribution of earthquakes and their implications for the asymptotic scaling behavior have not been clarified so far. It is our prediction that the asymptotic avalanche size distribution (in the ideal situation of infinite floating-point precision) is dominated by avalanches of size 1, with the weight of larger avalanches decreasing to zero with increasing system size.

Let us first discuss the case of periodic boundary conditions, which will be relevant also for the later discussion of the system with open boundary conditions. Starting with a random initial configuration (most authors choose the $`z`$ values randomly from the interval $`[0,1)`$), the dynamics settle on a periodic attractor, where the sites always topple in the same order Middleton and Tang (1995); Grassberger (1994); Socolar et al. (1993). Often the sites are found to topple one by one, without any avalanches of size 2 or larger. Periodic states with larger avalanches were found for values $`\alpha >0.18`$ Grassberger (1994), and they occur also for smaller $`\alpha `$ when the width of the initial distribution of $`z`$ values is made smaller. However, Middleton and Tang have shown analytically Middleton and Tang (1995) that a system consisting of two sites always settles in a periodic state where none of the two sites induces the toppling of the other, leading to the expectation that this should also hold for two sites that are part of a system with periodic boundary conditions in a periodic stationary state. In fact, a closer inspection of the periodic states with larger avalanches reveals that within an avalanche sites are always lifted exactly to the threshold value by the force increment they receive from the toppling neighbor. At this point, the process pointed out by Middleton and Tang comes to a halt due to the finite floating–point precision, because each site in the system receives during each period the same force increment of $`4\alpha `$ from its neighbors, allowing thus for a periodic state. If the precision was infinitely large, the periodic state could only be reached if no site induced the toppling of another site. I tested this conclusion by studying a system of linear size $`L=100`$ with $`\alpha =0.1`$ and with the initial values of $`z`$ randomly chosen from an interval of size $`2\alpha `$. The first avalanche covers the entire system, but subsequent avalanches become smaller, until a periodic state is reached. Figure 1 shows a snapshot of the periodic state, just before the first site topples.

The pattern visible in this snapshot was generated during the first, system-wide avalanche. The site that topples first during a cycle has the largest force. The bright (but not completely white) sites topple after one of their nearest neighbors has toppled. The light grey sites (the majority) topple after two of their neighbors have toppled, and the remaining ones topple only after three or four neighbors have toppled. The force difference between two neighbors has therefore peaks at multiples of $`\alpha `$, as already found by Grassberger for larger values of $`\alpha `$ Grassberger (1994). Figure 2 shows the avalanche size distribution in the periodic state, averaged over many different realisations of the disorder. $`n(s)`$ is the total number of avalanches of size $`s`$, divided by the number of sites and by the number of cycles. A cycle corresponds to increasing the force by $`14\alpha `$. In a periodic state each site returns to its original force value at the end of a cycle.

For larger precision (“double” instead of “float”), there are more smaller and less larger avalanches, supporting the claim that the floating–point precision limits the degree of desynchronization. Within an avalanche, all sites are lifted exactly to the threshold (within the given precision), justifying the prediction that for infinite precision all avalanches are of size 1.

Middleton and Tang have also shown that if one of two sites has a somewhat shorter period than the other one (for instance by having a lower threshold value or a smaller $`\alpha `$), then the two sites settle in a periodic state where the site with the longer period always induces toppling of the site with the shorter period. Similarly, systems with periodic boundary conditions and frozen disorder in the threshold values or in the values of $`\alpha `$ can have a synchronized state where all sites topple during the same avalanche, if the strength of the disorder is not too large. (This is shown in Mousseau (1996) for disorder in the $`\alpha `$ values. The strength of disorder in the threshold values in Jánosi and Kertész (1993) was too large to see the synchronization, but I have observed synchronization for weaker disorder.)

When the system has open boundary conditions, sites at the boundary receive less force from their neighbors, and can therefore be considered as having a smaller period, according to Middleton and Tang Middleton and Tang (1995). This explains the observed formation of synchronized regions, which starts from the boundary and proceeds inward with time, apparently according to a power-law Middleton and Tang (1995), which seems to be universal for $`\alpha 0.15`$ Lise (2002). After some time (which may be extremely long for large $`L`$ or small $`\alpha `$), the system reaches a stationary state with a “patchy” structure. We will call a patch a “synchronized region”. Within a synchronized region, the sites have similar $`z`$ values and topple within a short time of each other, usually through a sequence of small avalanches. Regions that are further away from the boundary are larger. The regions change their shape and size on a time scale that is much longer than the timescale of driving, due to large avalanches that are triggered close to the boundary. For smaller $`\alpha `$, there are more and smaller such regions, while for $`\alpha `$ larger than around 0.17, most of the system is dominated by one or a few large regions. This paper focusses on the case of smaller values of $`\alpha `$, where there are several regions of different sizes, and where the uncertainty about the model’s behavior is largest. The results reported in the following were obtained for $`\alpha =0.1`$ and $`\alpha =0.05`$. Snapshots of the stationary state for these two values of $`\alpha `$ are shown in Figure 3.

This figure reveals a striking similarity between synchronized regions and a system with periodic boundary conditions and a narrow initial distribution of $`z`$ values. Like the system with periodic boundary conditions, the synchronized regions have different types of sites that topple after 1, 2, 3 or 4 of their neighbors have toppled. The probability distribution of force differences between neighbors has peaks at multiples of $`\alpha `$ (figure not shown, but see for instance Grassberger (1994) for larger values of $`\alpha `$). Just as the pattern of these different types of sites is generated by the initial system-wide avalanche in the system with periodic boundary conditions, synchronized regions are generated by large avalanches, which proceed inward from the boundary. Sites that have participated in the same avalanche have $`z`$ values within a limited range, and appear therefore as a patch of a given grey shade in Fig. 3. They remain in a periodic state where the sites topple in the same order for a long time. This can best be visualized by viewing the system after each cycle, i.e., after a force increment of $`14\alpha `$. The inner part of the system remains unchanged for many cycles. The mean time for which a section of the system remains unchanged increases with increasing system size, with decreasing $`\alpha `$, and with increasing distance from the boundary. If a section remains unchanged after a cycle, each site has toppled once and has received a force increment of $`4\alpha `$ from its neighbors, just as in the system with periodic boundary conditions, and often sites are lifted exactly to the threshold. The periodic behavior of a synchronized region is terminated when an avalanche enters it from outside and reshapes the pattern of $`z`$ values.

These similarities between synchronized regions and systems with periodic boundary conditions (and narrow initial width of $`z`$ values) suggest that the size distribution of avalanches is sensitive to the floating-point precision. This is illustrated in Fig. 4.

In order to demonstrate the importance of the distance from the boundary, avalanches triggered within the inner part of the system and close to the boundary were monitored separately. In addition to using two different types of precision (“float” and “double”), a third simulation was performed, where the $`z`$ value of sites that were lifted exactly to the threshold by the force increment received from a neighbor was slightly decreased (by $`10^{15}`$) in order to prevent such sites from participating in the avalanche. While for the lower precision only 45 percent of all sites in the inner part of the system topple in avalanches of size 1, this percentage increases to more than 80 percent with “double” precision. In the outer region, there is no such sensitivity on the floating-point precision, due to the smaller size of the regions and their shorter lifetime.

With increasing systems size and decreasing $`\alpha `$, the sensitivity to the floating-point precision increases, as shown in Fig. 5.

With “float” precision, only 25 percent of the sites in the inner region topple in avalanches of size 1 for $`L=200`$ and $`\alpha =0.1`$, while this percentage is 75 for “double” precision and 94 when sites that are lifted exactly to the threshold do not participate in the avalanche. For even larger system size (and the same value $`\alpha =0.1`$), on can expect the latter percentage to approach 100, implying that virtually all topplings in the inner part of the system occur in avalanches of size 1. A similar trend is observed for decreasing $`\alpha `$. The curves in the right part of Fig. 5 are not smooth due to the extremely long time scales for rearrangement of the synchronized regions. Their cutoff occurs at smaller $`s`$ than for $`\alpha =0.1`$, probably due to the small size of synchronized regions.

Taking all these observations together, we can conclude that the observed avalanche size distributions result from the superposition of larger, synchronizing avalanches triggered near the boundaries and smaller avalanches that occur within the synchronized regions and that should turn into single-flip avalanches after a few cycles, if only the floating-point precision was infinite. With increasing system size and decreasing $`\alpha `$, most of the system stays for an increasingly long time in the periodic state with single-flip avalanches. The weight of larger avalanches would therefore decrease towards zero in the thermodynamic limit of infinite system size, if only the floating-point precision could be made infinite. The system is thus not critical in the conventional sense that it has a scale-invariant avalanche size distribution, with large and small avalanches being generated by the same mechanism. Instead, the complex interplay of synchronization, desynchronization, limited floating-point precision, and a nontrivial size distribution of synchronized regions generates a broad and power-law like avalanche size distribution for parameter values typically used in simulations. Similar effects might be at the bottom of many apparent power laws in nature.

###### Acknowledgements.

This work was supported by the Deutsche Forschungsgemeinschaft (DFG) under Contract No Dr300-2/1.