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# A Large Brightness Enhancement of the QSO 0957+561 A Component

## 1 Introduction

The first gravitational lens system discovered, Q0957+561 (Walsh, Carswell, & Weymann, 1979), has become the most observed gravitational mirage. This system has been the target of continuous monitoring in optical and radio wavelenghts. The early works by Florentin-Nielsen (1984); Schild & Cholfin (1986); Lehár, Hewitt, & Roberts (1989); Vanderriest et al. (1989); Schild (1990); and Roberts et al. (1991), were followed by other recent monitoring, as those by Beskin & Oknyanskij (1992); Kundic et al. (1995); Oscoz et al. (1996); Kundic et al. (1997); Oscoz et al. (1997); Haarsma et al. (1999); and Serra-Ricart et al. (1999).

Three outstanding events can be noticed during these twenty years of monitoring. Firstly, the existence of a large timescale microlensing (of several years). The analysis made by Pelt et al. (1998) with data corresponding to the period 1979–1996 clearly shows its presence. Next, a strong 0.13–mag intrinsic brightening of Q0957+561 in two months was detected by Kundic et al. (1995). And finally, Schild (1996) noticed a possible microlensing event with maximum amplitude of 0.05 mag and a timescale of 90 days. The sharp drop detected by Kundic et al. allowed to solve the long-standing problem concerning the “short” ($`410`$ days) and “long” ($`530`$ days) time delays between the A and B components of the system. The observations confirmed that the short value was the correct one (Oscoz et al., 1996; Kundic et al., 1997), constraining the time delay between 410 and 440 days. Moreover, this feature allowed to obtain a first accurate value for the delay (417$`\pm `$3 days, Kundic et al. 1997; 424$`\pm `$3 days, Oscoz et al. 1997). This robust estimate lead to search for the existence of possible microlensing events (Gil-Merino et al., 1998; Goicoechea et al., 1998), but no other event of the type reported by Schild (1996) has been detected (see Gil–Merino et al. 2001).

The Instituto de Astrofísica de Canarias gravitational lensing group started a long-term monitoring program on this system in 1996, with the 0.82-m IAC80 telescope at the Observatorio del Teide in Tenerife, Spain. Our set of almost 500 individual observations in $`R`$ band, together with several hundreds of points in $`V`$ band, constitutes one of the largest photometric database of a gravitational lens system. The application of a new data reduction method (to improve the original aperture photometry), and the development of a new procedure to estimate the time delay, gave a value of $`\mathrm{\Delta }t_{Q0957}=(425\pm 4)`$ days (Serra-Ricart et al., 1999). The accuracy in the time delay was improved furthermore by including data from other groups in the period 1984–1999 and by using several statistical methods for the calculations. A new value of $`422.6\pm 0.6`$ days was derived (Oscoz et al., 2001).

## 2 The 2000 and 2001 monitoring campaigns

To date, we have only published the data corresponding to the campaigns from 1996 to 1999 (Oscoz et al. 2001). A summary of the last two observing campaigns (10/1999 – 06/2000 and 09/2000 – 06/2001) are shown in Table 1. (full data corresponding to all the observing campaigns –dates, brightness and errors of the individual data– can be found at http://www.iac.es/project/quasar/mserra/meth.html). Each data point is the result of averaging several individual measurements. The reduction procedure was done by means of the pho2com IRAF111IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. task (for a complete description of pho2com, see Serra-Ricart et al. 1999). Once the final light curves were obtained, the data were checked to eliminate inconsistent measurements: some points are affected by systematic effects, and show strong and simultaneous (non time-shifted) variations in both components. These points are the result of bad weather conditions or problems with the CCD and/or the telescope. The number of discarded data points was always small (18 out of 401).

The final light curves of our monitoring campaign ranging from 25.02.1996 to 06.06.2001 in the $`R`$ and $`V`$ bands are presented in Figure 1. The apparent magnitudes of the A and B components were derived by comparing the instrumental fluxes with those of two reference stars (D and H, see Serra-Ricart et al. 1999). From the scatter in the comparison star differential light curve we estimate that the photometry is accurate to 2–3 per cent. In Figure 1 a delay of 422.6 days has been applied to the B component, but no magnitude correction has been applied to the data set, both the A and B magnitude are the real ones. It is obvious that the behavior of the light curves shows epochs in which both components fade, followed by epochs in which they brighten, in a quasi-periodic way. This is the general trend observed during the 2000 campaign. However, a conspicuous behavior can be seen in the 2001 campaign, where a brightening of more than 0.2 mag in component A can be observed between day $``$ JD2451500 and day $``$ JD2452065. This behavior is evident when only the points corresponding to the 2001 campaign are represented. This is shown in the upper panel of Figure 2, where the B component is not delayed, and the data have been averaged into 10-day bins to reduce the noise and to clearly show the trend of both components.

## 3 Discussion

Every year, when the observing season for Q0957+561 is finished, the obtained data are reduced by the IAC group together with the data from previous campaigns. A possible explanation of the trend appearing in the A component during the 2001 campaign is that the data have been badly obtained and/or reduced, leading to a wrong magnitude estimate. However, a mistake in the reduction procedure would lead to changes in the whole data, not only in the points corresponding to the latest year. Moreover, only the A component points show this variation, while the B data remain almost constant (see the upper panel of Fig. 2). These facts demonstrate that a wrong reduction process or a failure in data acquisition can not be the explanation for this trend in the image A light curve.

Differential photometry between both comparison stars (see Section 2) has been performed in order to check for their stability. No significant variability in the differential light curve is observed, as can be seen in the lower panel of Figure 2. So, the brightening of the A component is certainly not due to any change of the reference stars.

Two different explanations for the monotonous increase in the brightness of the A component of Q0957+561 are proposed: (i) it is intrinsic variability of the source; (ii) it is due to a microlensing event, either a short-time one (months to a few years) or the cessation of the historical microlensing (about twenty years, see Pelt et al. 1998).

### 3.1 Intrinsic variability of the source

Figure 1 shows that there have been several epochs of remarkable intrinsic variability in the last 5 years. However, these changes are always less than 0.15 mag; for example $`0.14`$ mag between JD 2450300 and JD 2450500 or $`0.12`$ mag between JD 2451100 and JD 2451300. Note that the sharp drop detected by Kundic et al. (1995) had an amplitude of 0.13 mag. So, if the trend found in the 2001 observing campaign is the consequence of intrinsic variability of the source, it would be the largest intrinsic variation ever found, with an optical flux increase of at least 0.2 mag. The large brightening now detected would make it relatively easy to obtain a final confirmation of the time delay between both components of Q0957+561. In addition, and perhaps even more important, it would allow to obtain this delay independently of the method selected, finally solving the controversy of the last few years. Thus, a monitoring of Q0957+561 until 2004 would be crucial to improve our knowledge of both the time delay and the robustness of several statistical methods.

### 3.2 Microlensing

As stated before, a microlensing event of more than ten years is being produced in Q0957+561. Pelt et al. (1998) made a statistical analysis of the Q0957+561 light curves from the first 17 years (1979–1996) with data from Schild et al. (http://cfa-www.harvard.edu/$``$rschild), Princeton University (Kundic et al. 1997) and the IAC group first observing campaign (Oscoz et al. 1996). These observational data led them to obtain a time delay of 416.3$`\pm `$1.7 days, and then to calculate the differential light curve between both components of Q0957+561 (taking into account this value for the time delay). Pelt et al. (1998) finally concluded the existence of a first variation of 0.25 mag in about 6 years, followed by a quiet phase of about 8 years without variability over 0.05 mag. The historical differential light curve is presented in Figure 3, where only data from Schild et al. and the first four campaigns of the IAC group campaigns have been used. A time delay of 422.6 days has been applied to B component data, and only the annual averages are presented. The analysis made by Pelt et al. (1998) shows that objects with mass of $`<10^5M_{}`$ can explain the 0.25–mag event. They also stated that the existence of objects with a mass as high as $`1M_{}`$ was possible, although they are quite unlikely. A remarkable fact since the beginning of this event is that component B remains brighter than component A. However, the differential light curve does not clearly lead to the interpretation of long term microlensing. The shape of this curve does not match the one expected for a microlensing event, and it is difficult to explain the dip between day 5000 and day 6000. A point favouring the historical microlensing interpretation is that component A is brighter than B in the line emission (Angonin-Willaime & Vanderriest 1995), which is supposed to be not affected by microlensing.

In any case, a point against the explanation of the observed variability in the 2001 campaign as the end of the historical microlensing is the fact that this large timescale microlensing took six years ($``$ 1983-1988) to vary 0.25 mag, while about the same variation has been measured now in only a year.

Another interesting explanation to this large change in brightness is that it can be produced by a short timescale (from several months to a few years) microlensing event. Until now, no short timescale microlensing event has been completely confirmed in Q0957+561, although some observing campaigns with several participating observatories have been carried out (Colley et al., 2002). Even the possible microlensing event reported by Schild (1996) is not entirely convincing. This author, with his own data and a time delay of 404 days, found amplitude peaks of 0.05 mag and 90 days long in the microlensing curves. This phenomenon was interpreted as short timescale microlensing due to objects with 10$`{}_{}{}^{5}M_{}^{}`$ mass.

Refsdal et al. (2000) employed the microlensing light curve by Pelt et al. (1998) to restrict the microlens mass. These authors concluded that the lens mass could be restricted to values in the interval 10$`{}_{}{}^{6}M_{}^{}`$-5$`M_{}`$. Another analysis was performed by Schmidt & Wambsganss (1998) with data in the $`g`$ band by Kundic et al. (1997, two observing campaigns: 1994, December to 1995, May and 1995, November to 1996, July) and a time delay of 417 days. No variation larger than 0.05 mag was found in the differential light curve. Two conclusions were derived: (i) MACHOs with masses in the interval 10$`{}_{}{}^{5}M_{}^{}`$-10$`{}_{}{}^{3}M_{}^{}`$ can be excluded for a quasar with a radius less than 10$`{}_{}{}^{4}h_{60}^{1/2}`$ pc; and (ii) there were no evidence of short timescale events. Lately, Wambsganss et al. (2000) added to the previous light curves the data obtained until 1998 in the same band and with the same telescope, detecting again no microlensing with amplitude larger than 0.05 mag. They could extend the previous limits, excluding an halo only made by MACHOS with masses between 10$`{}_{}{}^{6}M_{}^{}`$ and 10$`{}_{}{}^{2}M_{}^{}`$ for a quasar with radius less than 10$`{}_{}{}^{4}h_{60}^{1/2}`$ pc.

Finally, Gil-Merino et al. (2001) performed an exhaustive analysis of the microlensing signal obtained with the IAC 1996, 1997, and 1998 observing campaigns in the $`R`$ band. They selected a delay of $`\mathrm{\Delta }t_{Q0957}=425\pm 4`$ days (Serra-Ricart et al. 1999). Gil-Merino et al. concluded that: (i) no 3 months duration and 0.05 mag amplitude events are found in the microlensing light curves, so these events do not occur in a continuous way; (ii) from a conservative point of view, the amplitude of any microlensing signal must be in the interval \[-0.05 mag, +0.05 mag\] (the same limit found by Pelt et al. 1998 and Wambsganss et al. 2000); and (iii) the small variability observed in the differential light curves could be originated, in a natural way, by observational noise mechanisms.

## 4 Final remarks

We present in this letter a large, $`|\mathrm{\Delta }m|0.2`$-mag, brightening of component A of the gravitational lens system Q0957+561. The event occurs between day $``$ JD2451500 and day $``$ JD2452065, our last observing date, so its amplitude could be even larger. Two different alternatives are offered to explain this variation: intrinsic variability or microlensing.

The historical light curve of Q0957+561 presents several large variations in amplitude. Some of them are fast, as the 0.13–mag sharp drop detected by Kundic et al. (1995), whereas others, larger in magnitude (but always below 0.15 mag), are relatively slow (see Figure 1). However, the detected 2001 variability in component A, if intrinsic, would be the largest one ever reported in this quasar, allowing so to obtain a confirmation of the time delay independently of the method employed.

Alternatively, the observed brightening could be due to a microlensing event. As a possible explanation, it could correspond to short timescale microlensing (months to years). Microlensing events of this type have been detected in several gravitational lenses, specially in Q2237+0305, where they are almost routinely detected (a noticeable 0.15–mag microlensing in component A of Q2237+0305 has been recently reported; Wozniak et al. 2000; Alcalde et al. 2002). On the contrary, in Q0957+561 it would be the first secure event of this type detected (see Schild 1996; Gil–Merino et al. 2001). Another possibility is that it could indicate the end of the historical microlensing which started in 1983 (Pelt et al. 1996). However, the variation seems too fast to correspond to the cessation of such a microlensing event.

In any case, the definitive answer will only come after the observation of component B during 2002. So, an exhaustive monitoring of Q0957+561 from several observing groups is necessary from now until summer 2002 to study the behavior of component B (if the variability is intrinsic, the same behavior will appear in B component since $``$ JD2452000, April 2001, until $``$ JD2452600, August 2002), and at least during 2003 to cover all the event.


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# The physical Meaning of Replica Symmetry Breaking

## 1 Introduction

In this talk I will underline the physical meaning of replica symmetry breaking . I will stress the physical concepts and I will skip most of the technical details. It is an hard job because the field has grown in a significant way in the last twenty years and many results are available.

I will try to make a selection of the most significant results, which is however partly arbitrary and incomplete. The main points I would like to discuss are:

* Complex Systems: the coexistence of many phases.
* The definition of the overlap and its probabilities distributions.
* Experimental evidence of replica symmetry breaking.
* High level statistical mechanics.
* Stochastic stability.
* Overlap equivalence and ultrametricity.
* The algebraic replica approach.
* Off-equilibrium dynamics.

As you can see from the previous list, in this talk I will try to connect rather different topics which can be studied using an unified approach in the replica framework.

## 2 Complex Systems: the coexistence of many phases

Boltzmann statistical mechanics can be considered an example of a successful redutionistic program in the sense that it gives an microscopic derivation of the presence of emergent (collective) behaviour of a system which has many variables. This phenomenon is known as phase transition.

If the different phases are separated by a first order transition, just at the phase transition point a very interesting phenomenon is present: phase coexistence. This usually happens if we tune one parameter: the gas liquid coexistence is present on a line in the pressure-volume plane, while the liquid-gas-solid triple point is just a point in this plane. This behaviour is summarized by the Gibbs rule which states that, in absence of symmetries, we have to tune $`n`$ parameters in order to have the coexistence of $`n+1`$ phases.

The Gibbs rule is appropriate for many systems, however in the case of complex systems we have that the opposite situation is valid: the number of phases is very large (infinite) for a generic choice of parameters. This last property may be taken as a definition of a complex system. It is usual to assume that all these states are globally very similar: translational invariant quantities (e.g. energy) have the same value in all the phases (apart from corrections proportional to $`N^{1/2}`$), this last properties being called phase democracy. These states cannot be separated by external parameters coupled to translational invariant quantities, but only by comparing one state with an other.

An example of this phenomenon would be a very long heteropolymer, e.g. a protein or RNA, which may folds in many different structures. However quite different foldings may have a very similar density. Of course you will discover that two proteins have folded in two different structures if we compare them.

In order to be precise we should consider a large but (finite) system. We want to decompose the phase state in valleys (phases, states) separated by barriers 111For a discussion of the meaning of finite volume states, which are different from infinite volume states , see .. If the free energy as function of the configuration space has many minima (a corrugated free energy landscape, as shown in fig. (1)) the number of states will be very large. An analytic and quantitative study of the properties of the free energy landscape in a particular model can be found in .

Let us consider for definitiveness a spin system with $`N`$ points (spins are labeled by $`i`$, which in some cases will be a lattice point).

States (labeled by $`\alpha `$) are characterized by different local magnetizations:

$$m_\alpha (i)=\sigma (i)_\alpha ,$$
(1)
where $`_\alpha `$ is the expectation value in the valley labeled by $`\alpha `$. The average done with the Boltzmann distribution is denoted as $``$ and it can be written as linear combinations of the averages inside the valleys. We have the relation:

$$\underset{\alpha }{}w_\alpha _\alpha .$$
(2)
We can write that the relation

$$w_\alpha \mathrm{exp}(\beta F_\alpha ),$$
(3)
where by definition $`F_\alpha `$ is the free energy of the valley labeled by $`\alpha `$.

In the rest of this talk we will call $`J`$ the control parameters of the systems. The average over $`J`$ will be denoted by a bar (e.g. $`\overline{F}`$). In the cases I will consider here a quenched disorder is present: the variables $`J`$ parametrize the quenched disorder.

The general problem we face is to find those quantities which do not depend on $`J`$ and to find the probability distribution of those quantities which do depend on $`J`$.

## 3 The overlap and its probabilities

As we have already remarked in the case of heteropolymers folding, states may be separated making a comparison among them. At this end it is convenient to consider their mutual overlap. Given two configurations ($`\sigma `$ and $`\tau `$), we define their overlap:

$$q[\sigma ,\tau ]=\frac{1}{N}\underset{i=1,N}{}\sigma (i)\tau (i).$$
(4)
The overlap among the states is defined as

$$q(\alpha ,\gamma )=\frac{1}{N}\underset{i=1,N}{}m_\alpha (i)m_\gamma (i)q[\sigma ,\tau ],$$
(5)
where $`\sigma `$ and $`\tau `$ are two generic configurations that belong to the states $`\alpha `$ and $`\gamma `$ respectively.

We define $`P_J(q)`$ as probability distribution of the overlap $`q`$ at given $`J`$, i.e. the histogram of $`q[\sigma ,\tau ]`$ where $`\sigma `$ and $`\tau `$ are two equilibrium configurations. Using eq. (2), one finds that

$$P_J(q)=\underset{\alpha ,\gamma }{}w_\alpha w_\gamma \delta (qq_{\alpha ,\gamma }),$$
(6)
where in a finite volume system the delta functions are smoothed. If there is more than one state, $`P_J(q)`$ is not a single delta function

$$P_J(q)\delta (qq_{EA}).$$
(7)
If this happens we say that the replica symmetry is broken: two identical replicas of the same system may stay in a quite different state.

There are many models where the function $`P_J(q)`$ is non-trivial: a well known example is given by Ising spin glasses . In this case the Hamiltonian is given by

$$H=\underset{i,k}{}J_{i,k}\sigma _i\sigma _k\underset{i}{}h_i\sigma _i,$$
(8)
where $`\sigma =\pm 1`$ are the spins. The variables $`J`$ are random couplings (e.g. Gaussian or $`\pm 1`$) and the variables $`h_i`$ are the magnetic fields, which may be point dependent.

Let is consider two different models for spin glasses:

* The Sherrington Kirkpatrick model (infinite range): all $`N`$ points are connected: $`J_{i,k}=O(N^{1/2})`$. Eventually $`N`$ goes to infinity.
* Short range models: $`i`$ belongs to a $`L^D`$ lattice. The interaction is nearest neighbour (the variables $`J`$ are or zero or of order 1) and eventually $`L`$ goes to infinity at fixed $`D`$ (e.g. $`D=3`$).

Analytic studies have been done in the case of the SK model, where one can prove rigorously that the function $`P_J(q)`$ is non-trivial. In the finite dimensional case no theorem has been proved and in order to answer to the question if the function $`P_J(q)`$ is trivial we must resort to numerical simulations  or to experiments.

In fig. (2) we show the numerical simulations for 4 different systems (i.e. different choices of the $`J`$ extracted with the same probability) of size $`16^3`$ . The slightly asymmetry of the functions is an effect of the finite simulation time. It is evident that the function $`P_J(q)`$ is non-trivial and it looks like a sum a smoothed delta functions. It is also evident that the function $`P_J(q)`$ changes dramatically from system to systems.

It is interesting to see what happens if we average over the samples. We can this define

$$P(q)=\overline{P_J(q)}.$$
(9)
Of course, if $`P_J(q)`$ depends on $`J`$, we have that

$$\overline{P_J(q_1)P_J(q_2)}P(q_1,q_2)P(q_1)P(q_2).$$
(10)
In fig. (3) we show the average over many samples of $`P_J(q)`$ in the $`D=4`$ case (a similar picture holds in $`D=3`$). In this way we obtain a smooth function, with two picks which are slightly shifted and becomes sharper and sharper when the size of the system becomes larger. It seems quite reasonable that when the system becomes infinite this peak evolves toward a delta function which corresponds to the contribution coming from two configurations $`\sigma `$ and $`\tau `$ which belongs to the same state.

## 4 Experimental evidence of replica symmetry breaking

Replica symmetry breaking affects the equilibrium properties of the system and in particular the magnetic susceptibility. For example let us consider a system in presence of an external constant magnetic field, with Hamiltonian given by:

$$H[\sigma ]=H_0[\sigma ]+\underset{i}{}h\sigma _i.$$
(11)
As soon as replica symmetry is broken we can define two magnetic susceptibilities which are different:

* The magnetic susceptibility that we obtain when the system is constrained to remain in a valley. In the limit of zero magnetic field this susceptibility is given by $`\chi _{LR}=\beta (1q_{EA})`$.
* The total susceptibility magnetic susceptibility (the system is allowed to change state as an effect of the magnetic field). In the limit of zero magnetic field this susceptibility is given by $`\chi _{eq}=\beta 𝑑qP(q)(1q)\beta (1q_{EA})`$ .

Both susceptibilities are experimentally observable.

* The first susceptibly is the susceptibly that you measure if you add an very small magnetic field at low temperature. The field should be small enough in order to neglect non-linear effects. In this situation, when we change the magnetic field, the system remains inside a given state and it is not forced to jump from a state to an other state and we measure the ZFC (zero field cooled) susceptibility, that corresponds to $`\chi _{LR}`$.
* The second susceptibility can be approximately measured doing a cooling in presence of a small field: in this case the system has the ability to chose the state which is most appropriate in presence of the applied field. This susceptibility, the so called FC (field cooled) susceptibility is nearly independent from the temperature and corresponds to $`\chi _{eq}`$.

Therefore one can identify $`\chi _{LR}`$ and $`\chi _{eq}`$ with the ZFC susceptibility and with the FC susceptibility respectively. The experimental plot of the two susceptibilities is shown in fig. (4). They are clearly equal in the high temperature phase while they differ in the low temperature phase.

The difference among the two susceptibilities is a crucial signature of replica symmetry breaking and, as far as I known, can explained only in this framework. This phenomenon is due to the fact that a small change in the magnetic field pushes the system in a slightly metastable state, which may decay only with a very long time scale. This may happens only if there are many states which differs one from the other by a very small amount in free energy.

## 5 The theoretical framework

The general theoretical problem we face is to find out which is the probability distribution of the set of all $`q_{\alpha ,\gamma }`$ and $`F_\alpha `$ (or equivalently $`w_\alpha `$). More precisely for each given $`N`$ and $`J`$ we call $`𝐏`$ the set of all $`q_{\alpha ,\gamma }`$ and $`F_\alpha `$: as we have seen this quantity has strong variations when we change the system. We now face the problem of compute the probability distribution of $`𝐏`$, that we call $`𝒫(𝐏)`$. Moreover it should be clear that also when $`𝒫(𝐏)`$ is known the computation of the average of some quantities over this distribution is non-trivial because for large systems $`𝐏`$ contains an unbounded number of variables. The task of doing these kind of averages we can regarded as a sort of high level (macroscopic) statistical mechanics , where the basic entities are the phases of the system, while the usual statistical mechanics can be thought as low level (microscopic) statistical mechanics 222The words “low level” and “high level” are used in the same spirit as “low level language” and “high level language” in computer science..

The number of possible form of the probability distribution $`𝒫(𝐏)`$ is very high ($`𝐏`$ is an infinite dimensional vector). In order to reduce the number of possible distributions one usually uses some general guiding principles. The simplest theory is based on two principles:

* Stochastic stability .
* Overlap equivalence .

Stochastic stability is nearly automatically implemented in the algebraic replica approach that will be described in the next section and it seems to be a rather compulsory property in equilibrium statistical mechanics. Overlap equivalence is usually implemented in the algebraic replica approach, but is certainly less compulsory than stochastic stability.

### 5.1 Stochastic stability

In the nutshell stochastic stability states that the system we are considering behaves like a generic random system. Technically speaking in order to formulate stochastic stability we have to consider the statistical properties of the system with Hamiltonian given by the original Hamiltonian ($`H`$) plus a random perturbation ($`H_R`$):

$$H(ϵ)=H+ϵH_R.$$
(12)
Stochastic stability states that all the properties of the system are smooth functions of $`ϵ`$ around $`ϵ=0`$, after doing the appropriate averages over the original Hamiltonian and the random Hamiltonian.

Typical examples of random perturbations perturbations (we can chose the value of $`r`$ in an arbitrary way):

$$H_R^{(r)}=N^{(r1)/2}\underset{i_1\mathrm{}i_r}{}R(i_1\mathrm{}i_r)\sigma (i_1)\mathrm{}\sigma (i_r),$$
(13)
where for simplicity we can restrict ourselves to the case where the variables $`R`$ are random uncorrelated Gaussian variables. For $`r=1`$ this perturbation corresponds to adding a random magnetic field:

$$H_R^{(1)}=\underset{i_1}{}R(i_1)\sigma (i_1).$$
(14)
Stochastic stability is non-trivial statement: when we add a perturbation the weight of the states changes of an amount that diverges when $`N`$ goes to infinity at fixed $`ϵ`$. Indeed the variation in the individual free energies is given by $`\delta F_\alpha =O(ϵN^{1/2}).`$

It useful to remark that if a symmetry is present, a system cannot be stochastically stable. Indeed spin glasses may be stochastically stable only in the presence of a finite, non-zero magnetic field which breaks the $`\sigma \sigma `$ symmetry. If a symmetry is present, stochastic stability may be valid only for those quantities which are invariant under the action of the symmetry group. It is also remarkable that the union of two non-trivial uncoupled stochastically stable systems is not stochastically stable. Therefore a non-trivial stochastically stable system cannot be decomposed as the union of two or more parts whose interaction can be neglected.

We will now give an example of the predictive power of stochastic stability .

There are systems in which the replica symmetry is broken at one-step. In other words in thus kind of systems the overlap may take only two values:

$$q_{\alpha ,\alpha }=q_1=q_{EA},q_{\alpha ,\gamma }=q_0\text{for}\alpha \gamma .$$
(15)
This is the simplest situation: all pairs of different states have the same (i.e. $`q_0`$) mutual overlap, which for simplicity we will take equal to zero. The only quantity we have to determine is the probability of the free energies. The free energies are assumed to be random uncorrelated variables and the the probability of having a state with total free energy in the interval $`[F,F+dF]`$ is

$$\rho (F)dF.$$
(16)
Stochastic stability implies that in the region which is dominant for the thermodynamic quantities, i.e. for the states having not too high free energy:

$$\rho (F)\mathrm{exp}(\beta m(FF_0)),$$
(17)
where $`F_0`$ a system dependent reference free energy, proportional to $`N`$. As a byproduct the function $`P(q)`$ can be magnetisations computed and is given by

$$P(q)=m\delta (q)+(1m)\delta (qq_{EA}).$$
(18)
The proof of the previous statement is rather simple . Stochastic stability imposes that the form of the function $`\rho (F)`$ remains unchanged (apart from a possible shift in $`F_0`$) when one adds a small random perturbation. Let us consider the effect of a perturbation of strength $`ϵ`$ on the free energy of a state, say $`\alpha `$. The unperturbed value of the free energy is denoted by $`F_\alpha `$. The new value of the free energy $`G_\alpha `$ is given by

$$G_\alpha =F_\alpha +ϵr_\alpha ,$$
(19)
where $`r_\alpha `$ are identically distributed uncorrelated random numbers. Stochastic stability implies that the distribution $`\rho (G)`$ is the same as $`\rho (F)`$. Expanding to second order in $`ϵ`$ we get:

$$\frac{d\rho }{dF}\frac{d^2\rho }{dF^2}.$$
(20)
Therefore $`\rho (F)\mathrm{exp}(\beta m(FF_0))`$.

In the general case stochastic stability implies that

$$P(q_1,q_2)\overline{P_J(q_1)P_J(q_2)}=\frac{2}{3}P(q_1)P(q_2)+\frac{1}{3}P(q_1)\delta (q_1q_2).$$
(21)
A particular case of the previous relation is the following one

$$\overline{q^2^2}=\frac{1}{3}\overline{q^4}+\frac{2}{3}\overline{q^2}^2.$$
(22)
We have tested the previous relations in three dimensions as function of the temperature at different values of $`L`$ . In fig. (5) we plot the quantity $`\overline{q^2^2}(\frac{1}{3}\overline{q^4}+\frac{2}{3}\overline{q^2}^2)`$, which should be equal to zero. Indeed it is very small and its values decreases with $`L`$. In order to give a more precise idea of the accuracy of stochastic stability in fig. (6) we plot separately the quantities $`\overline{q^2^2}`$ and $`\frac{1}{3}\overline{q^4}+\frac{2}{3}\overline{q^2}^2`$. The two quantities cannot be distinguished on this scale and in the low temperature region each of them is a factor of $`10^3`$ bigger of their difference. I believe that there should be few doubts on the fact that stochastic stability is satisfied for three dimensional spin glasses  .

### 5.2 Overlap equivalence and ultrametricity

In the case in which the overlap may take three or more values, stochastic stability apparently does not fix the probability distribution. A further general principle may be useful in order to get new constraints. This principle is overlap equivalence.

In order to formulate the principle of overlap equivalence it is convenient to introduce a generalized overlap. Let $`A(i)`$ be a local quantity. We define:

$$q_{\alpha ,\gamma }^A=N^1\underset{i}{}A(i)_\alpha A(i)_\gamma .$$
(23)
Let us consider two possibilities:

* For $`A(i)=\sigma (i)`$ we get the usual overlap: $`q^A=q`$.
* For $`A(i)=H(i)`$ we get the usual energy overlap: $`q^A=q^E`$.

If we consider also the generalized overlaps we have that the description of a system is much more involved: we have to specify the $`w_\alpha `$ and the $`q_{\alpha ,\gamma }^A`$ for all possible choices of $`A`$. In the general case an infinite number of quantities (i.e. $`q_{\alpha ,\gamma }^A`$, for all choices of $`A`$) characterizes the mutual relations among the state $`\alpha `$ and the state $`\gamma `$ .

Overlap equivalence states that this infinite number of different overlaps is reduced to one (the usual overlap) . There is only one significant overlap and all overlaps (depending on the operator $`A`$) are given functions of the spin overlap. For any choices of $`A`$ there is a corresponding function $`f^A(q)`$ such that $`q_{\alpha ,\gamma }^A=f^A(q_{\alpha ,\gamma })`$.

Overlap equivalence may be also formulated if we define the $`q`$-restricted ensemble:

$$f(\sigma ,\tau )_q\underset{\sigma .\tau }{}f(\sigma ,\tau )\delta (Nqq[\sigma ,\tau ]).$$
(24)
Overlap equivalence implies the validity of cluster decomposition in the $`q`$-restricted ensembles.

Overlap equivalence (plus stochastic stability) seems  to imply the ultrametricity condition

$$q_{\alpha ,\gamma }\mathrm{min}(q_{\alpha ,\beta },q_{\beta ,\gamma })\beta .$$
(25)
If ultrametricity is valid, one finds that

$$P^{12,23,31}(q_{12},q_{23},q_{31})=0,$$
(26)
as soon as one of the three ultrametricity relations,

$$q_{12}\mathrm{min}(q_{23},q_{31}),q_{23}\mathrm{min}(q_{31},q_{12}),q_{31}\mathrm{min}(q_{12},q_{23}),$$
(27)
is not satisfied.

It is remarkable that, given the function $`P(q)`$, the ultrametricity condition completely determines the probability $`P^{12,23,31}`$, if we assume stochastic stability. Overlap equivalence may be less compulsory of stochastic stability. There are some indications  for its validity in the finite dimensional case (i.e. beyond mean field theory), but they are no so strong as for stochastic stability.

## 6 The algebraic replica approach

The algebraic replica approach is a compact way to code all the previous information into a matrix and also to compute the free energy .

A crucial role is played by a matrix $`Q_{a,b}`$ which is said to be a $`0\times 0`$ matrix. The direct definition of a $`0\times 0`$ matrix may be not too easy. Instead we can consider a family $`Q_{a,b}^{(n)}`$ of $`n\times n`$ matrices which depend analytically on $`n`$: they are defined for $`n`$ multiple than $`M`$ in such a way that the analytic continuation of some scalar functions of these matrices at $`n=0`$ is well defined.

In this formulation the probability (after average over the permutation of lines and columns of the matrix) that an element of the matrix $`Q_{a,b}`$ with $`ab`$ is equal to $`q`$, coincides with the function $`P(q)\overline{P_J(q)}`$:

$$P(q)=\overline{\underset{\alpha ,\gamma }{}w_\alpha w_\gamma \delta (qq_{\alpha ,\gamma })}=\underset{n0}{lim}\frac{\underset{a,b}{}\delta (Q_{a,b}q)}{n(n1)}.$$
(28)
In the same way the probability that an element of the matrix ($`Q_{a,b}`$) is equal to $`q_1`$ and an other element of the matrix ($`Q_{c,d}`$) is equal to $`q_2`$ (with $`a`$, $`b`$, $`c`$ and $`d`$ different) give us $`P(q_1,q_2)\overline{P_J(q_1)P_J(q_2)}`$:

$$P(q_1,q_2)=\overline{\underset{\alpha ,\beta ,\gamma ,ϵ}{}w_\alpha w_\beta w_\gamma w_ϵ\delta (q_1q_{\alpha ,\beta })\delta (q_2q_{\gamma ,ϵ})}=\underset{n0}{lim}\frac{\underset{a,b,c,d}{}\delta (Q_{a,b}q_1)\delta (Q_{c,d}q_2)}{n(n1)(n2)(n3)}.$$
(29)
In this approach probability statements become algebraic statements.

* Stochastic stability becomes the statement that one line of the matrix is a permutation of an other line of the matrix.
* Overlap equivalence is a equivalent to more complex statement: if there are four indices ($`a`$. $`b`$, $`c`$ and $`d`$) such that $`Q_{a,b}=Q_{c,d}`$, there is a permutation $`\pi `$ that leaves the matrix unchanged ($`Q_{a,b}=Q_{\pi (a),\pi (b)}`$) and brings $`a`$ in $`c`$ and $`b`$ in $`d`$ (i.e. $`\pi (a)=c`$ and $`\pi (b)=d`$).

As you see in the algebraic approach one uses a quite different (and more abstract) language from the probabilistic approach. Using this language computations are often more simple and compact.

## 7 Off-equilibrium dynamics

The general problem that we face is to find what happens if the system is carried in a slightly off equilibrium situation. The are are two ways in which this can be done.

* We rapidly cool the system starting from a random (high temperature) configuration at time zero and we wait a time much larger than the microscopical one. The system orders at distances smaller that a coherence distance $`\xi (t)`$ (which eventually diverges when $`t`$ goes to infinity) but remains always disordered at distances larger than $`\xi (t)`$.
* A second possibility consists in forcing the system in on off-equilibrium state by gently shaking it. This can be done for example by adding a small time dependent magnetic field, which should however strong enough to force a large scale rearrangement of the system .

In the first case we have the phenomenon of ageing. This effects may be evidenziated if we define a two time correlation function and two time relaxation functions (we cool the system at time 0) . The correlation function is defined to be

$$C(t,t_w)\frac{1}{N}\underset{i=1}{\overset{N}{}}\sigma _i(t_w)\sigma _i(t_w+t),$$
(30)
which is equal to the overlap $`q(t_w,t_w+t)`$ among a configuration at time $`t_w`$ and one at time $`t_w+t`$. The relaxation function $`S(t,t_w)`$ is a just given by

$$\beta ^1\underset{\delta h0}{lim}\frac{\delta m(t+t_w)}{\delta h},$$
(31)
where $`\delta m`$ is the variation of the magnetization when we add a magnetic field $`\delta h`$ starting from time $`t_w`$. More generally we can introduce the time dependent Hamiltonian:

$$H=H_0+\theta (tt_w)\underset{i}{}h_i\sigma _i.$$
(32)
The relaxation function is thus defined as:

$$\beta S(t,t_w)\frac{1}{N}\underset{i=1}{\overset{N}{}}\frac{\sigma _i(t_w+t)}{h_i}.$$
(33)
We can distinguish two situations

* For $`t<<t_w`$ we stay in the quasi-equilibrium” regime , $`C(t,t_w)C_{\mathrm{eq}}(t)`$ , where $`C_{\mathrm{eq}}(t)`$ is the equilibrium correlation function; in this case $`q_{EA}lim_t\mathrm{}lim_{t_w\mathrm{}}C(t,t_w)`$.
* For $`t=O(t_w)`$ or larger we stay in the aging regime. In the case where simple aging holds, $`C(t,t_w)𝒞(t/t_w)`$. A plot of the correlation function for spin glasses at different $`t_w`$ is shown in fig. (7).

In the equilibrium regime, if we plot parametrically the relaxation function as function of the correlation, we find that

$$\frac{dS}{dC}=1,$$
(34)
which is a compact way of writing the fluctuation-dissipation theorem.

Generally speaking the fluctuation-dissipation theorem is not valid in the off-equilibrium regime. In this case one can use stochastic stability to derive a relation a among statics properties and the form of the function $`S(C)`$ measured in off-equilibrium :

$$\frac{dS}{dC}=_0^C𝑑qP(q)X(C).$$
(35)
In fig. (8) we show three main different kinds of dynamical response $`S(C)`$, that correspond to different shapes of the static $`P(q)`$ (which in the case of spin glasses at zero magnetic field should be replaced by $`P(|q|)`$). Case $`A`$ correspond to systems where replica symmetry is not broken, case B to one step replica symmetry breaking, which should be present in structural glasses and case $`C`$ to continuous replica symmetry breaking, which is present in spin glasses.

The validity of these relation has been intensively checked in numerical experiments (see for example fig. (9)).

In spin glasses the relaxation function has been experimentally measured many times in the aging regime, while the correlation function has not yet been measured: it would be a much more difficult experiment in which one has to measure thermal fluctuations. Fortunately enough measurements of both quantities for spin glasses are in now progress. It would be extremely interesting to see if they agree with the theoretical predictions.

For reasons os time I shall not discuss the generalization of the previous arguments to the case of a spin glass in presence of a time dependent magnetic field. I only remark that in this case the correlation function is directly related to the Birkhausen noise, which as far a I know, has never been measured in spin glasses.

## 8 Conclusions

In this talk I have presented a review of the basic ideas in the mean field approach to spin glasses. There are many points which I have not covered and are very important. Let me just mention some of them;

* The analytic studies of the corrections to mean field theory.
* The purely dynamical approach which can be used without any reference to equilibrium.
* The extension of these ideas to other disorder systems, to neural network and in general to the problem of learning.
* The relevance of this approach for biological systems, both at the molecular level and at the systemic level.
* The extension of these ideas to systems in which quenched disorder is absent, e.g. structural glasses .

## Acknowledgments

I would like to especially thank those friend of mine with which I had a long standing collaboration though many years and among them to Silvio Franz, Enzo Marinari, Marc Mézard, Federico Ricci, Felix Ritort, Juan-Jesus Ruiz-Lorenzo, Nicolas Sourlas, Gerard Toulouse and Miguel Virasoro. I would also like to express my debt of gratitude with all the people with have worked with me in the study of these problems and also to all others with whom I have not collaborated directly, but have been working in the same directions and have done important and significative progresses that have been crucial for reaching the present level of understanding.


text:
# A simple model for magnetic reconnection heated corona

## 1 Introduction

There is a common belief that the hard X-ray radiation of GBHCs and active galactic nuclei (AGNs) arises from hot gas around black holes, either in forms of hot accretion flow or accretion-disk corona (e.g. Liang & Nolan 1984; Mushotzsky, Done, & Pounds 1993; Narayan, Mahadevan, & Quataert 1998). The structure of hot accretion flow has been extensively investigated recently based on the vertically one-zone approximation. Many calculations have so far been presented and various notions, such as ADAF, CDAF, and ADIOS, have been proposed (Ichimaru 1977; Blandford & Begelman 1999; Igumenshchev & Abramowicz 2000). Such studies can be directly compared with observations. The ADAF model, for example, can reasonably fit the observed spectra of low luminosity AGNs and X-ray novae in quiescence. Nevertheless, co-existing soft and hard X-ray components observed in ordinary AGNs and at least some GBHCs cannot be well described by simple one-zone hot flow models and require composite disk-corona structure. Yet, we do not have a standard way of modeling disk corona despite many attractive attempts (e.g. Haardt & Maraschi 1991; Meyer, Liu & Meyer-Hofmeister 2000; Różańska & Czerny 2000; Kawaguchi, Shimura, & Mineshige 2001). One of the reasons is that, in addition to complex radiation and energy interaction between the disk main body and corona, magnetic fields, which tend to produce time variations and spatial inhomogeneity (Kawaguchi et al. 2000), seem to play essential roles there and are thus difficult to model in a simple way.

There are good reasons to believe that accretion disk corona may share some common features with solar corona (e.g., Galeev, Rosner, & Vaiana 1979; Zhang et al. 2000). For example, violent fluctuations are observed in both coronae (Takahara 1979) and the fluctuation properties are remarkably similar in the power-spectral density plot (UeNo et al. 1997). Interesting theoretical investigations have also been presented in the frame of magnetized disk corona (e.g. Di Matteo 1998; Di Matteo, Celotti, & Fabian 1999; Miller & Stone 2000; Merloni & Fabian 2002). Then, to what extent the accretion disk corona is similar to the solar corona in terms of basic physical processes? What can we learn from the study of the solar corona for modeling the accretion disk corona?

There has been a long history of the solar corona research, and recently our knowledge on its structure and time variations has been enormously enriched thanks to the intensive X-ray observations from the space by the $`Yohkoh`$ satellite (Uchida, Kosugi, & Hudson 1996). To understand the observed emission measure and temperature relation (EM-$`T`$ relation), Shibata & Yokoyama (1999) propose a magnetic reconnection model for solar flares. They point out that only two equations suffice to explain the observed EM-$`T`$ relation, which are the energy balance between reconnection heating of magnetic field and conductive cooling, and the energy equi-partition between gas and magnetic fields. They find the theoretical EM-$`T`$ relation in good agreement with the observation of solar and stellar flares over more than 10 orders of magnitudes in EM (see also Yokoyama & Shibata 2001). Furthermore, the coronal density can be estimated from the balance between conductive heating and evaporation cooling of chromospheric plasma, which is also consistent with observations.

With this potentially powerful tool of describing the basic properties of the solar corona, we are tempted to understand the accretion disk corona along a similar line. This is the starting point of this $`Letter`$. Our aim is to propose a simple and self-consistent method, based on the interaction between the disk and corona, to describe the basic properties of the disk and corona for given black hole mass and accretion rate, with no free parameters constrained by observations. This is a big difference of our attempt from previous magnetized disk corona models.

## 2 Magnetic reconnection heated corona

First, we consider what relations determine the thermal structure of magnetic reconnection heated corona. From the X-ray observations of GBHCs and AGNs we know that the emitting temperature of hot plasma is $`10^9`$K, and the power-law spectrum requires a Compton $`y`$ parameter of $`y\frac{4kT}{m_ec^2}\tau 1`$, leading to the constraint on the density of hot plasma to be $`n5\times 10^9\mathrm{cm}^3`$ in a hot region of size $`\mathrm{}10R_\mathrm{S}`$ ($`R_\mathrm{S}`$ is Schwarzschild radius). A successful model should account for these observational data.

The energy balance in the magnetic flux tube holds between heating by magnetic reconnection and cooling by Compton scattering, thermal conduction, cycle-synchrotron radiation. For a typical AGN system with a black hole mass of $`10^8M_{}`$ and an accretion rate of $`0.1\dot{M}_{\mathrm{Edd}}`$ ($`\dot{M}_{\mathrm{Edd}}=10L_{\mathrm{Edd}}/c^2`$), the radiation energy density in disk is $`U_{\mathrm{rad}}10^5\mathrm{ergs}\mathrm{cm}^3`$. The magnetic filed is $`B10^3`$G under the assumption of energy equi-partition with gas in the disk. We find that the Compton scattering is the most efficient cooling mechanism in the range of above parameters (which is also true in GBHCs shown in Sect.4). We thus have

$$\frac{B^2}{4\pi }V_A\frac{4kT}{m_ec^2}n\sigma _TcU_{\mathrm{rad}}\mathrm{},$$
(1)
where $`V_A`$ is the Alfvén speed, $`U_{\mathrm{rad}}=U_{\mathrm{rad}}^{\mathrm{in}}+U_{\mathrm{rad}}^{\mathrm{re}}`$ the soft photon filed to be Compton scattered from both the intrinsic disk and reprocessed radiation, $`\mathrm{}`$ the length of magnetic loop, and other constants have their standard meanings. Therefore, the temperature in the magnetic flux tube is $`T=1.21\times 10^9n_9^{3/2}U_5^1B_3^3\mathrm{}_{14}^1`$K, which is around the observed value of $`10^9`$K for typical parameters of $`n_9`$, $`U_5`$, $`B_3`$, and $`\mathrm{}_{14}`$ in units of $`10^9\mathrm{cm}^3`$, $`10^5\mathrm{ergs}\mathrm{cm}^3`$, $`3\times 10^{14}\mathrm{cm}(=10R_\mathrm{S})`$, respectively.

Then how to determine the density? At the bottom of the flux tube, structural calculations for both solar corona (Shmeleva & Syrovatskii 1973) and disk corona (Liu, Meyer, & Meyer-Hofmeister 1995; Meyer et al. 2000, Liu et al. 2002) show that there is a very thin transition layer between the corona and the chromosphere, where temperature changes very steeply within a depth $`h`$ ($`h\mathrm{}`$). The thermal conductive flux there is quite large. If the initial mass density is too low, the conduction rate can exceed the Compton cooling rate within this thin layer (i.e. conduction time scale is less than Compton timescale). This conduction flux then heats up some of the chromospheric plasma into the magnetic tube in a similar way to the solar corona (Yokoyama & Shibata 2001). This process is called chromospheric evaporation. The density of evaporated plasma is estimated from the energy balance at the interface, $`\frac{k_0T^{7/2}}{h}\frac{\gamma }{\gamma 1}n_{\mathrm{evap}}kT\left(\frac{kT}{m_H}\right)^{1/2}`$ (where the evaporating speed is around sound speed due to the large pressure gradient, $`k_010^6\mathrm{erg}\mathrm{cm}^1\mathrm{s}^1\mathrm{K}^{7/2}`$, $`\gamma =5/3`$). This plasma eventually diffuses to the whole loop, and the averaged density in the magnetic tube $`n`$ fulfills $`n_{\mathrm{evap}}h=n\mathrm{}`$. We thus get,

$$\frac{k_0T^{\frac{7}{2}}}{\mathrm{}}\frac{\gamma }{\gamma 1}nkT\left(\frac{kT}{m_H}\right)^{\frac{1}{2}}.$$
(2)
Once the density $`n`$ reaches a certain value, the Compton cooling sets in and finally overwhelms the evaporation cooling, an equilibrium is then established between the magnetic heating and Compton cooling through the whole loop, evaporation at the interface becomes quite slow or even stops. For a further check of the argument, we compare the enthalpy flux with conductive flux from numerical calculations on the vertical structure of the frictionally heated disk corona (Liu et al. 2002), finding that the approximation is correct in order of magnitudes. For $`T=1.21\times 10^9`$K, the density $`n`$ given by Eq.(2) is $`1.6\times 10^9\mathrm{cm}^3`$, which is just what is required. This implies that the evaporation can build up a corona with a density $`10^9\mathrm{cm}^3`$.

Therefore, we expect two phases caused by the magnetic reconnection heating: firstly, mass evaporation at the bottom of magnetic flux tube quickly builds the corona up to a certain density; then, Compton scattering in the tube steadily radiates away the magnetic heating. Combining Eq.(1) with Eq.(2), we derive $`T`$ and $`n`$ in the corona,

$$T=1.02\times 10^9U_5^{\frac{1}{4}}B_3^{\frac{3}{4}}\mathrm{}_{14}^{\frac{1}{8}}K,$$
(3)
$$n=1.12\times 10^9U_5^{\frac{1}{2}}B_3^{\frac{3}{2}}\mathrm{}_{14}^{\frac{3}{4}}\mathrm{cm}^3.$$
(4)
Eqs.(3) and (4) reproduce the typical temperature of $`10^9`$K and a density of $`10^9\mathrm{cm}^3`$ and establish the relations between the disk and the corona thorough disk radiation and magnetic field.

The magnetic energy is assumed to be equi-partitioned with gas energy of the disk, $`\beta n_{\mathrm{disk}}kT_{\mathrm{disk}}/\frac{B^2}{8\pi }=1`$. Other possible values of $`\beta `$ have been studied by Miller & Stone (2000). In our model, larger $`\beta `$ means less energy dissipated through the corona, and results in lower coronal $`T`$ and $`n`$ as shown in Eqs.(5)-(8). To calculate disk quantities the classical disk model (Shakura & Sunyaev 1973) is used, in which absorption is dominated by electron scattering and pressure by either gas pressure $`P_{\mathrm{disk}}^\mathrm{g}`$ or radiation pressure $`P_{\mathrm{disk}}^\mathrm{r}`$, depending on the accretion rate. For $`P_{\mathrm{disk}}=P_{\mathrm{disk}}^\mathrm{r}`$, we find that the soft photon field is dominated by the intrinsic disk radiation, and $`T`$ and $`n`$ in the corona are

$$T=1.36\times 10^9\alpha _{0.3}^{\frac{15}{32}}\beta _1^{\frac{3}{8}}m_8^{\frac{3}{32}}\dot{m}_{0.1}^1r_{10}^{\frac{75}{64}}\mathrm{}_{10}^{\frac{1}{8}}K$$
(5)
and

$$n=2.01\times 10^9\alpha _{0.3}^{\frac{15}{16}}\beta _1^{\frac{3}{4}}m_8^{\frac{19}{16}}\dot{m}_{0.1}^2r_{10}^{\frac{75}{32}}\mathrm{}_{10}^{\frac{3}{4}}\mathrm{cm}^3$$
(6)
with standard parameters, viscous coefficient $`\alpha _{0.3}`$, $`\beta _1,`$$`m_8`$, $`\dot{m}_{0.1}`$, $`r_{10}`$, $`\mathrm{}_{10}`$ in units of 0.3, 1, $`10^8M_{}`$, $`0.1\dot{M}_{\mathrm{Edd}}`$,$`10R_\mathrm{S}`$, $`10R_\mathrm{S}`$, respectively. For $`P_{\mathrm{disk}}=P_{\mathrm{disk}}^\mathrm{g}`$, the soft photon field is dominated by the reprocessed coronal radiations $`U_{\mathrm{rad}}0.4U_\mathrm{B}`$ ($`40\%`$ of the coronal radiation is reprocessed, see Haardt & Maraschi 1991) and we have

$$T=4.86\times 10^9\alpha _{0.3}^{\frac{9}{80}}\beta _1^{\frac{1}{8}}m_8^{\frac{1}{80}}\dot{m}_{0.1}^{\frac{1}{10}}r_{10}^{\frac{51}{160}}\mathrm{}_{10}^{\frac{1}{8}}K,$$
(7)
$$n=2.55\times 10^{10}\alpha _{0.3}^{\frac{9}{40}}\beta _1^{\frac{1}{4}}m_8^{\frac{39}{40}}\dot{m}_{0.1}^{\frac{1}{5}}r_{10}^{\frac{51}{80}}\mathrm{}_{10}^{\frac{3}{4}}\mathrm{cm}^3.$$
(8)
## 3 Fraction of accretion energy released through corona

So far, we have not considered a back reaction, that is, the energy transfered from the disk to the corona by magnetic reconnection essentially affects the disk structure. Defining $`f`$ as the fraction of accretion energy released in the reconnected magnetic corona,

$$f\frac{F_{\mathrm{cor}}}{F_{\mathrm{tot}}}=\left(\frac{B^2}{4\pi }V_A\right)\left(\frac{3GM\dot{M}}{8\pi R^3}\right)^1,$$
(9)
we find that, in the expression of disk quantities, such as pressure (and hence $`B`$) and $`U_{\mathrm{rad}}`$, $`\dot{m}_{0.1}`$ should be replaced by $`(1f)\dot{m}_{0.1}`$. Then the coronal temperature and density in Eqs.(5)-(8), should be modified appropriately, which, in turn, affects the amount of reprocessed radiation. Finally, we obtain an equation concerning $`f`$ from Eq.(9) for a radiation pressure-dominant disk

$$f=1.45(1f)^2\alpha _{0.3}^{\frac{45}{32}}\beta _1^{\frac{9}{8}}m_8^{\frac{9}{32}}\dot{m}_{0.1}^3r_{10}^{\frac{225}{64}}\mathrm{}_{10}^{\frac{3}{8}},$$
(10)
and for a gas pressure-dominant disk

$$f=4.70\times 10^4(1f)^{\frac{11}{10}}\alpha _{0.3}^{\frac{99}{80}}\beta _1^{\frac{11}{8}}m_8^{\frac{11}{80}}\dot{m}_{0.1}^{\frac{1}{10}}r_{10}^{\frac{81}{160}}\mathrm{}_{10}^{\frac{3}{8}}.$$
(11)
Therefore, the ratio $`f`$ is not a free parameter in our model and can be calculated out by solving Eq.(10) or Eq.(11) for given black hole mass and accretion rate.

With $`0<f<1`$, Eq.(10) has either double solutions or no solution. Only at small distances, $`R<R_{\mathrm{rad}}`$, there exist double solutions, where

$$R_{\mathrm{rad}}=8R_\mathrm{S}\alpha _{0.3}^{\frac{2}{5}}\beta _1^{\frac{8}{25}}m_8^{\frac{2}{25}}\dot{m}_{0.1}^{\frac{64}{75}}\mathrm{}_{10}^{\frac{8}{75}}.$$
(12)
This is to say, the radiation pressure-dominant disk exists only in the innermost region at relatively high $`\dot{m}`$. At low $`\dot{m}`$, the critical radius \[Eq.(12)\] becomes less than $`3R_\mathrm{S}`$, the radiation pressure-dominant region would no longer exist. In contrast, Eq.(11) always has unique solution, indicating that the gas pressure-dominant region can extend to very small radius even at high $`\dot{m}`$ as long as a large fraction of accretion energy dissipates in the corona ($`f1`$).

Fig.1 shows the radial distribution of variables $`T`$, $`n`$, $`B`$, $`V_\mathrm{A}`$, and $`\tau `$ for $`\dot{M}=0.1\dot{M}_{\mathrm{Edd}}`$ (left) and $`\dot{M}=0.5\dot{M}_{\mathrm{Edd}}`$ (right). At $`0.1\dot{M}_{\mathrm{Edd}}`$ there is no radiation pressure-dominant disk even close to the last stable orbit, and almost all the energy is transfered to the corona and radiated away by Compton scattering. The temperature in the corona is $`2\times 10^9`$K, the density $`3\times 10^9\mathrm{cm}^3`$, the magnetic field $`10^3`$G, optical depth $`0.8`$, and Alfvén speed $`0.2c`$. The magnetic pressure before reconnection is $`30`$ gas pressure of the reconnected corona, which indicates a $`30`$ times vertical decrease of gas pressure from the disk midplane to the corona under the equi-partition principle. With increase of $`\dot{M}`$, all these quantities increase slightly until the radiation pressure-dominant region appears in the innermost region. Temperature and other quantities in this state are lower than that at gas pressure-dominant state as shown in right panel of Fig.1.

## 4 Compton $`y`$ parameter and observational implications

The shape of the Compton spectrum depends on the $`y`$ parameter. In an optically thin corona with thermal-distribution non-relativistic electrons, we have $`y=\frac{4kT}{m_ec^2}n\sigma _T\mathrm{}`$ and spectral index $`\alpha _{\mathrm{sp}}=\sqrt{\frac{9}{4}+\frac{4}{y}}\frac{3}{2}`$. Fig.1 shows that the Compton $`y`$ parameter slowly decreases outwards along distance. In order to compare the spectrum with observations we calculate the coronal flux weighted $`\overline{y}`$ parameter from $`3R_\mathrm{S}`$ to $`50R_\mathrm{S}`$ for a series of mass accretion rates. Mean fraction $`\overline{f}`$ (weighted by total accretion energy) of accretion energy radiating from the corona is also calculated so that we can know the relative strength of luminosity from disk and corona. Results plotted in Fig.2 show that $`\overline{y}`$0.7 at $`\dot{M}=0.1\dot{M}_{\mathrm{Edd}}`$, and that the accretion energy is overwhelmingly dissipated in the corona ($`\overline{f}1`$) with a coronal luminosity $`L_{\mathrm{cor}}4.3\times 10^{44}\mathrm{ergs}\mathrm{s}^1`$. At a rate of 0.5$`\dot{M}_{\mathrm{Edd}}`$, radiation pressure-dominant region appears in the innermost part, where $`\overline{f}0.23`$, $`\overline{y}0.41`$, and $`L_{\mathrm{cor}}5.1\times 10^{44}\mathrm{ergs}\mathrm{s}^1`$. At an even higher accretion rate, $`\dot{M}=\dot{M}_{\mathrm{Edd}}`$, the radiation pressure-dominant part expands and the emission of the system is dominated by the disk. We find $`\overline{f}0.03`$ and the coronal luminosity is mainly contributed from outer region ($`40R_\mathrm{S}`$ to $`50R_\mathrm{S}`$) , $`L_{\mathrm{cor}}1.5\times 10^{44}\mathrm{ergs}\mathrm{s}^1`$, which is smaller than that at $`\dot{M}=0.1\dot{M}_{\mathrm{Edd}}`$, and the corresponding $`\overline{y}`$($`0.23`$) is lower. The results imply that, for a high rate the emergent spectrum is soft: a large fraction of the accretion energy is dissipated in the disk, the system is bright in optical-UV and soft X-rays contributed by the strong disk, but is faint in hard X-rays contributed by the weak corona, and thus the spectrum is steep. While for a low mass accretion rate, the spectrum is hard: almost all the accretion energy is channeled to the magnetized corona and is radiated by Compton scattering, the $`\overline{y}`$ parameter is 0.7–1, indicating a hard X-ray tail. These features are summarized in Table 1.

We also show in Fig.2 that $`\overline{f}`$ and $`\overline{y}`$ of the stellar-mass black hole are the same as those of supermassive black hole at low accretion rates, though the radiation pressure-dominant part appears at a rate $`3`$ times larger than that of AGN.

As we pointed out in Sect.3, there always exists gas pressure-dominant solution with $`T_{\mathrm{disk}}10^4K`$ down to the last stable orbit regardless of accretion rates, as long as a very large fraction of energy is channeled to the corona (Similar result is obtained in other way by Nakamura & Osaki 1993 but for an assumed $`f`$ value), and radiation pressure-dominant solutions are found only at high accretion rate with a large fraction of accretion energy dissipated in the disk. Therefore, there are two solutions in the inner region if the mass accretion rate is high enough: large $`f`$ corresponds to the hard spectrum and small $`f`$ the soft spectrum. This might explain why some soft X-ray transients (SXTs), such as GS 2023+338, continuously stay in the hard state throughout the outburst, while in other SXTs the spectral transition occurs from soft to hard during the decay and/or from hard to soft during the rise of an outburst (Tanaka & Shibazaki 1996). Observations in AGNs also show weaker contributions to the hard X-rays for objects with higher accretion rate like narrow-line Seyfert 1 galaxies which are thought to have large $`\dot{M}/M`$ (Boller 2000 and references therein). We thus propose that the way of spectral state transition is not unique: a) at very high luminosity ($`LL_{\mathrm{Edd}}`$), both the corona and disk are strong, which might be time-dependent; b) at moderately high luminosity ($`L0.1L_{\mathrm{Edd}}`$), the system is usually dominated by disk, for which the spectrum is soft; but hard state is also possible, in which only a little accretion energy is left in the disk (this is different from the proposition by Narayan et al. (1998) who claim that only the soft state is realized); c)at low luminosity ($`L<0.1L_{\mathrm{Edd}}`$), most of the accretion energy is transfered to the corona and the power-law type hard X-ray spectrum is produced.

We thank Prof. R.Narayan for encouraging discussion. BFL would like to thank the Japan Society for the Promotion of Science for support. This work is partially supported by the Grants-in Aid of the Ministry of Education, Science, Sports, and Culture of Japan (P.01020, BFL; 13640238, SM).


text:
# Discovery of three nearby L dwarfs in the Southern Sky Based on observations collected with the ESO 3.6m/EFOSC2 and the NTT/SOFI at the European Southern Observatory, La Silla, Chile (ESO programme 68.C-0664).

## 1 Introduction

The first L dwarf, Kelu-1, was discovered in the solar neighbourhood in 1997 (Ruiz, Leggett & Allard ruiz97 (1997)). Up to now, more than 100 L dwarfs have been discovered mostly by DENIS, 2MASS, and SDSS all-sky surveys via optical spectroscopy based on their optical/infrared colours (Delfosse et al. delfosse97 (1997); Delfosse et al. delfosse99 (1999); Kirkpatrick et al. kirkpatrick99 (1999); Reid et al. reid00 (2000); Fan et al. fan00 (2000); Schneider et al. schneider02 (2002) and references therein). According to theoretical models (Burrows et al. burrows97 (1997), Baraffe et al. baraffe98 (1998)), most of them are expected to be brown dwarfs with effective temperature below 2000 K and ages of few Gyr. The substellar status of some late M and L dwarfs has been confirmed with subsequent lithium detections (Tinney, Delfosse, & Forveille tinney97 (1997); Delfosse et al. delfosse97 (1997); Tinney et al. tinney98 (1998); Delfosse et al. delfosse99 (1999); Martín et al. martin99 (1999); Fan et al. fan00 (2000)). All these objects are nearby, within 50 pc as shown by parallax measurements and, therefore, exhibit significant proper motions. Three years ago, Scholz et al. (scholz00 (2000)) started a new high proper motion survey in the Southern Sky using UK Schmidt plates spanning roughly 10–20 years. The APM (Automatic Plate Measuring) photographic colours ($`B_J`$ and $`R`$) have proven a useful discriminant of nearby low-mass objects straddling the stellar/substellar boundary (Kirkpatrick et al. kirkpatrick97 (1997)). Our selection criterion for very red and high proper motion objects provides a powerful tool for detecting low-luminosity objects, and, in this letter, we report the discovery of three early L dwarfs found via low-dispersion optical and near-infrared spectroscopy using ESO 3.6m/EFOSC2 and NTT/SOFI.

## 2 Sample selection

Brown dwarf candidates have been selected among extremely red objects discovered in different new high proper motion surveys in the southern sky. A detailed description of the different search methods and samples will be given in a forthcoming paper, but all are based on Schmidt plates scanned with various measuring machines. The three objects mentioned in this study were discovered from SuperCOSMOS Sky Surveys(SSS) data (Hambly et al. 2001a ; Hambly, Irwin & MacGillivray 2001b ; Hambly et al. 2001c ). $`B_J`$, $`R`$ and $`I`$ band measurements of UKST plates with additional $`R`$ band data from ESO Schmidt plates have been combined to search for proper motion objects.

The basic search strategy consisted of looking for objects on a given plate which were not matched with a corresponding object in a different passband to within a nominal search radius of 3 arcsec. This process was repeated for each available plate at a given location on the sky. These reduced catalogues of unmatched objects were then compared, looking for possible counterparts out to a search radius of 1 arcmin. Objects were identified as proper motion candidates if they were picked up at least three times along a straight line, to within errors on the implied proper motion of 30 mas/year. Later, further positional information from (e.g.,) the 2MASS survey was used to refine these detections. The epoch differences between the plates vary from field to field, with typically a maximum of 15–20 years between the UKST $`B_J`$ and $`R`$ plates. The search was therefore sensitive to proper motions larger than 0.15–0.20 arcsec/yr.

As all three objects were discovered in SSS data, they have correspondingly been named SSSPM J0219$``$1939, SSSPM J2310$``$1759, and SSSPM J0109$``$5101. The first two objects were also identified on the POSS-I plates also measured as part of the SSS (although not on the UKST $`B_J`$ plates), and in the 2MASS 2nd incremental release public data base. No 2MASS measurements are presently available for SSSPM J0109$``$5101, and thus its $`K_s`$ magnitude was derived from the SOFI acquisition image. Table 1 lists the data obtained from SSS and 2MASS. The proper motions of the first two objects given in Table 1 are based on the positions on two $`R`$ and one $`I`$ band plates, as well as on the additional SSS measurements of the POSS-I plates and on the 2MASS positions. The proper motion of SSSPM J0219$``$1939 was obtained from $`B_J`$, $`R`$, and $`I`$ band measurements of UKST plates. Positions are given at the latest available epoch.

## 3 Observations and data reduction

### 3.1 ESO3.6m/EFOSC2

Spectroscopy was first obtained in the optical for SSSPM J0219$``$1939 and SSSPM J2310$``$1759 with EFOSC2 mounted on the ESO 3.6m telescope at La Silla on 22 November 2001. The night was photometric and the seeing around 0.6–0.8 arcsec. The camera uses a 2048 $`\times `$ 2048 pixels Loral/Lesser CCD. The pixel size is 0.157 arcsec and the useful field of view is 5.2 $`\times `$ 5.2 arcmin. A 1 arcsec slit has been used for spectroscopy with Grism 12 covering 6000–10300 Å, yielding a resolution of $``$ 600. Three exposures of 1200 seconds each, shifted along the slit by 30 arcsec have been obtained for both candidates. The data reduction consisted in subtracting an averaged dark frame and dividing by an internal quartz flat field taken just after the first exposure of the target in order to remove efficiently fringing above 8000 Å. Wavelength calibration was made using He and Ar lines throughout the whole wavelength range. Flux calibration was achieved using an averaged sensitivity function determined with several exposures of the spectrophotometric standard stars EG21 and LTT1788 during the night. The co-added optical spectra of SSSPM J0219$``$1939 and SSSPM J2310$``$1759 are shown in Fig. 1. The TiO and VO absorption bands and ground-state transitions of the alkali elements including Na I and K I doublets, are labelled on each spectrum, along with the locations of the lithium and H$`\alpha `$ lines at 6708 Å and 6563 Å, respectively. Furthermore, a higher resolution spectrum of the lithium and H$`\alpha `$ region of SSSPM J0219$``$1939 has been obtained with the Grism 10 (6280–8200 Å) on ESO 3.6m/EFOSC2 in January 2002 yielding a dispersion of 1 Å. Data reduction was standard and similar to the one applied for Grism 12 described previously. A zoom of the lithium and H$`\alpha `$ region of SSSPM J0219$``$1939 is plotted in the left upper corner of Fig. 1.

### 3.2 NTT/SOFI

Initial assessment of our optical spectra immediately identified these two sources as early L dwarfs. SSSPM J0219$``$1939 and SSSPM J2310$``$1759 have been followed up at longer wavelengths (0.95–2.5 $`\mu `$m) with the near-infrared camera/spectrograph SOFI mounted on the New Technology Telescope at La Silla on 24 November 2001. SOFI is equipped with a 1024 $`\times `$ 1024 pixels HgCdTe (HAWAII) array (Moorwood & Spyromilio moorwood (1999)) with a pixel size of 0.294 arcsec for the Large Field Objective used for spectroscopy. The third object in our present sample, SSSPM J0109$``$5101, was selected on the basis of its $`RI`$ colour alone and observed on 25 November 2001 with the same instrument configuration. Both NTT nights were photometric and the seeing variable from 0.8–1.0 arcsec. A 1 arcsec slit was used yielding R $``$ 600 for both blue (0.95-1.64 $`\mu `$m) and red (1.53-2.52 $`\mu `$m) gratings. Featureless spectrophotometric standards (typically F5–F7) were measured within 1 degree on the sky to remove telluric absorption and flux calibrate. Three positions along the slit have been made with 250 seconds each for SSSPM J0219$``$1939 and SSSPM J2310$``$1759 and 60 seconds each for SSSPM J0109$``$5101 to subtract the sky. Each individual frame has been flat-fielded, sky-subtracted and a one-dimensional spectrum extracted. This spectrum has then been divided by the spectrophotometric standard and multiplied by a template smoothed to our resolution, whose spectral type is identical to the observed standard. Infrared spectra for the three L dwarfs are shown in Fig. 2, along with the locations of H2O and CO bands and atomic lines.

## 4 Results and discussion

### 4.1 Spectral type classification

The optical spectra of SSSPM J0219$``$1939 and SSSPM J2310$``$1759 reveal features typical of early L dwarfs. The TiO and VO absorption bands are weaker than those found in M dwarfs. K I and Na I doublets are also clearly seen although the latter is barely resolved at this low resolution. Hydride bands including CrH, FeH and CaH as well as other alkali elements including Cs I and Rb I clearly emerge from the optical spectra shown in Fig. 1. Furthermore, H$`\alpha `$ is weakly seen in both objects which probably means that our targets were observed in a quiet state since a H$`\alpha `$ flare has been recently reported in a L3 dwarf (Hall hall02 (2002)). Moreover, a higher resolution spectrum of SSSPM J0219$``$1939 has been obtained in January 2002 using the Grism 10 (6280–8200 Å) on ESO 3.6m/EFOSC2 to search for lithium at 6708 Å (see Fig. 1). However, no significant absorption line is detected at this location which set the lower mass limit of this object at 0.065 M. After the discovery of several objects cooler than M dwarfs, two spectral type schemes have been defined by Kirkpatrick et al. (kirkpatrick99 (1999)) and Martín et al. (martin99 (1999)) to classify late M and L dwarfs. On the one hand, Kirkpatrick et al. (kirkpatrick99 (1999)) considers the median spectral type value computed for several ratios of alkali elements and oxide absorption bands (see Table 2). On the other hand, the PC3 index is found to be the most reliable index among those defined by Martín et al. (martin99 (1999)) to classify M and L dwarfs. Computations of the different ratios mentioned above led to consistent results for SSSPM J0219$``$1939 and SSSPM J2310$``$1759 whose spectral types have been estimated to be L2 and L1, respectively.

Infrared spectra of the three objects quoted in this study denote strong H2O absorption bands, the CO break around 2.3$`\mu `$m, and strong atomic lines including K I, features characteristic of L dwarfs (see Fig. 2). Recently, several infrared indices have been defined mostly based on the strength of water absorption bands (Martín et al. martin99 (1999), Tokunaga & Kobayashi tokunaga99 (1999), Reid et al. reid01 (2001), Testi et al. testi01 (2001), Geballe et al. geballe02 (2002), Martín martin00 (2000)). The name of each index is given in Table 2 and the definition refers to the papers quoted above. Most of the spectral type computations are internally consistent yielding L1 except the one defined by Tokunaga & Kobayashi tokunaga99 (1999) and Reid et al. reid01 (2001) where discrepancies are noticed. As the optical classifications are, up to now, more accurate than the infrared schemes, spectral types of L1 and L2 are kept for SSSPM J2310$``$1759 and SSSPM J0219$``$1939, respectively. In the case of SSSPM J0109$``$5101, comparison of the infrared spectra plotted in Fig. 2 shows that this object is later than SSSPM J2310$``$1759 and similar to SSSPM J0219$``$1939. A spectral type of L2 is therefore adopted with an uncertainty of a subclass. Meanwhile, the analysis of the $`K`$ band spectra via two indices defined by Tokunaga & Kobayashi (tokunaga99 (1999)) provide a rough estimate of the effective temperature spanning 1800–2000 K for our objects. As the authors claim that brown dwarfs are likely to have K1 $``$ 0.250, the computed values for our objects are clearly below and therefore they are probably not brown dwarfs although SSSPM J0109$``$5101 has the highest probability to lie in the substellar regime. A high-resolution optical spectrum of this object is required to check this assessment.

### 4.2 Distance estimates

Assuming the spectral type determined above, distances can be computed using fiducial L dwarfs with known absolute magnitudes and trigonometric parallaxes (Kirkpatrick et al. kirkpatrick00 (2000)). Distances of 26.7 pc and 30.8 pc have been computed for SSSPM J2310$``$1759 and SSSPM J0219$``$1939, respectively. Photometry of SSSPM J0109$``$5101 from the acquisition images yields Ks=10.96, roughly one magnitude brighter than Kelu-1, provides a distance of 13 pc assuming a distance of 19.2 pc for Kelu-1 (Kirkpatrick et al. kirkpatrick00 (2000)). Then, the tangential velocities of these objects have been computed using classical formulae and velocities of 14.0 km/s-1, 32.6 km/s-1 and 40.3 km/s-1 derived for SSSPM J0109$``$5101, SSSPM J2310$``$1759, and SSSPM J0219$``$1939, respectively. These velocities are consistent with the kinematics of disk stars.

## 5 Conclusions

Three nearby L dwarfs have been discovered in a new high proper motion survey of the Southern Sky. These objects are members of a larger sample of red and nearby proper motion candidates which will be described in a forthcoming paper. Spectral types have been estimated to be L1, L2 and L2 for SSSPM J2310$``$1759, SSSPM J0219$``$1939, and SSSPM J0109$``$5101, respectively. Optical and infrared classification schemes led to consistent results within a subclass although some discrepancies are noticed depending on the index used. These three L dwarfs lie within 30 pc and have velocities consistent with disk components. Further observations are required, first, to improve distance estimates and, second, to assess their masses and thus potential brown dwarf status via high-resolution spectroscopy enabling lithium detection.

###### Acknowledgements.

The authors acknowledge enriching discussion with the support teams during the different runs. We also thank Martin Kürster, George Hau and Gaspare Lo-Curto for taking the higher resolution spectra of SSSPM J0219$``$1939. The discovery of the faint high proper motion objects is based on the SuperCOSMOS Sky Surveys, i.e. digitized data obtained from scans of UKST and ESO Schmidt plates. We would like to thank the SuperCOSMOS team for producing such excellent data. This research has also made use of data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center, funded by the National Aeronautics and Space Administration and the National Science Foundation. NL thanks the European Research Training Network on “The Formation and Evolution of Young Stellar Clusters” (HPRN-CT-2000-00155) for financial support.