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# Modern Stellar Evolution Models for Low Mass Stars

## 1. Introduction

When I was invited to give a talk about ”Modern Stellar Evolution Models” I began wondering about the meaning of the word ”modern”. Obviously, with such a word the promoters of the meeting intended refer to an increased reliability reached by recent stellar evolutionary models: thus ”modern” would mean ”what we are able to do at the present time”. However, stellar models appearing in the current literature not necessarily and not always represent the best ones can we now do, i.e., not necessarily ”recent” means ”modern”. Bearing in mind such a warning, in this talk I will discuss the ”status of the art” of stellar evolutionary theories, highlighting which -at least in my opinion - should be the more suitable ground for modern stellar models.

In order to approach this issue, one has to remind that stellar evolution theories were born to account for the evolutionary evidences as given by the CM diagram of stellar clusters. In particular, evolutionary theories for low mass stars find their experimental (observational) counterpart in the CM diagrams of Galactic Globular Clusters (GGC). It may be interesting, especially for the younger people in this audience, to recall how tremendous was the increase of observational evidences concerning GGCs along the past century. Before the II World War only Red Giant Branches (RGB) and Horizontal Branches (HB) were barely known, whereas the first evidence for the bright end of the cluster Main Sequence was only attained during the 50’s (Arp, Baum & Sandage 1953).

Since that time, and for several decades, a huge amount of investigations dealt with such a ”canonical portion” of the cluster CM diagram, lacking any observational evidence for the fainter stars we knew should populate the cluster. Only in rather recent time the improved capability of both ground and space based observations allowed us to gain evidence on the large majority of cluster stars, adding information on the ”newcomers” as represented by the Very Low Mass (VLM) MS stars, as well as reaching the bright end of the cooling White Dwarf sequence, fainter WDs waiting for deeper observations.

In the same century, following the pioneering work of the ”Fathers of Evolution” (Hayashi, Schwarzschild, followed by Kippenhan, Iben, Demarque ….) stellar models were continuously improved in order to follow the evolution of low mass stars all along their nuclear burning phases and down to their final cooling as WD. As a result, about twenty years ago stellar models were already able to ”reasonably” account for the main CM diagram features, where ”reasonably” means within observational uncertainties concerning not only the photometry but also the cluster reddening and distance modulus. In this way, the main goal of evolutionary theories was achieved, i.e., to account for the observed CM diagram morphologies.

## 2. Stellar models and theoretical uncertainties

In normal life, theories are expected to fit experimental data. However, the quoted agreement between evolutionary theories and observations has early prompted several people to use theoretical results in a rather unconventional way, attempting a theoretical calibration of observational data. As an example, by comparing the observed with the predicted luminosity of the HB in a given globular, one could derive the distance modulus of the cluster and \- coming back to theory - its age. Similar procedures have however raised several debates for the very simple reason that at that time different authors gave (not surprisingly, as we will see) different predictions for the HB luminosity as well as for other relevant observational parameters.

To have light on such an occurrence, one has to make clear a relevant point, not generally acknowledged by people not concerned with stellar models. ”Model” is indeed an ambiguous word, suggesting perhaps some degree of freedom. On the contrary, a stellar model is a strong and solid computational architecture, without any degree of freedom, and a stellar model is as good as the input physics used to feed the model. Different models with the same input physics must give, as they give, the same results. If not, it is matter of (rare) computational mistakes.

What I am saying is that different results were, and are, the expected consequence of different input physics. The amount of physics required by a model is indeed tremendous, with difficult quantitative evaluations of the behavior of stellar plasma, which normally requires some sort of approximation and that along the time has been subject to continuous improvements. To avoid an unnecessary and damaging confusion, people computing stellar models should update their code to the most trustworthy and documented physical evaluations, submitting the result to all possible observational tests. This, in my feeling, appears the only reasonable route to modern stellar models. At the same time, when fitting observations, models should be chosen on the basis of a proved adequacy of the adopted physics, and not according to criteria of convenience, institution, friendship .. if not nationality.

## 3. The Solar Connection

To test the solidity of the various alternative model results, and of the related physical assumptions, one needs more stringent observational constraints than given by globular cluster stars. A first opportunity is offered by the SUN, since helioseismology already provided relevant constraints on its internal structure. The Sun is indeed a low mass stars, which - like GGC stars - will undergo electron degeneracy during the H shell burning evolution, evolving as a RG till attaining its central He burning, HB phase. Thus, the Sun represents a reasonable test for low mass, central H burning structures, even if with a different metallicity.

Constraints from the solar structure have already required several improvements in the previous input physics as given, e.g., by the OPAL results concerning the Equation of State (EOS) for stellar matter and the evaluation of radiative opacities, bringing also the additional evidence for the efficiency of element diffusion in the external solar layers. Adopting such a modern evolutionary scenario, one eventually attains quite a good agreement of theoretical Solar Standard Models (SSM) with solar constraints, as shown in fig. 1, where theoretical predictions on the behavior of the ratio between pressure and density along the solar structure are compared with helioseismic constraints.

As a relevant points, one finds that the input physics passing the solar test provides stellar models which appear also in agreement, even in varying the star metallicity, with the absolute CM diagram of stars in nearby open clusters with distance moduli from the Hipparcos parallaxes (Castellani et al 2001). Waiting for further observational constraints, as expected from the next generation of astrometric satellites, in my opinion one should regard as MODERN stellar models only those models passing both the solar and the Hipparcos tests.

However, these tests are largely neglected, making difficult an a priori choice among different results. Bearing this in mind, in the following we will discuss the ”status of the art” from the recent literature, to make clear the existence of additional uncertainties and to help people in properly handling theoretical data.

## 4. Stellar Models for Low Mass Stars: the canonical portion

The best way to make clear the need for an observational calibration of theoretical results is given in fig. 2, which discloses recent theoretical predictions for the MS location of low mass stars with solar metallicity. It appears that for a given effective temperature the predicted luminosity can vary over a range of about $`\mathrm{\Delta }`$logL$``$0.12. This means an intrinsic uncertainty of 0.3 mag, if no additional errors in transferring luminosity to magnitude are made.

However, even when dealing with models calibrated on the Sun, there are additional uncertainties. Models in a rather large portion of the MS are indeed sensitive to the assumptions to be made about the mixing length parameter which governs the efficiency of superadiabatic convection in the external stellar layers (see, e.g., fig.2 in Castellani, Degl’Innocenti & Prada Moroni 2001). In principle, the MS location should also depend on the efficiency of element diffusion: fortunately Salaris, Groenewegen & Weiss (2000) have already found that such a dependence is largely negligible.

As for the mixing length, one can adopt the value calibrated on SSM, but there is no reason for the mixing length remaining constant in varying the star mass, evolutionary phase and chemical composition! Moreover, the often used calibration of the mixing length on solar models without element diffusion is not completely meaningful, since one is using a ”wrong Sun” to find out a mixing length value which pastes the efficiency of convection (actually larger in SSM) with the effect of sedimentation. Thus at the present time, this uncertainty cannot be fully removed.

As for the TO luminosity and its dependence on the cluster age, this is little affected by the mixing length, but the main problem is wether or not in Pop.II stars element diffusion is at work. It has indeed already proved that a solar-like diffusion sensitively affects the predicted evolutionary track of low mass stars. The lack of evidence for depletion of Fe or Li in the atmosphere of globular cluster subgiants (Gratton et al 2001, Bonifacio et al 2002) led some people to suspect that, for unknown reasons, Pop.II star are not affected by this mechanism. Without entering in such a discussion, one can only notice that we have no observational evidence concerning the diffusion of He, which - in turn - has the major influence on the off-MS evolution (Castellani et al 1997).

Passing to the Red Giant phase, one has to notice that these structures are now sensitive to the efficiency of additional physical mechanisms, like electron conduction or neutrino production(for a recent discussion see Salaris, Cassisi & Weiss 2002) . Whereas color predictions are again depending on the assumption on the mixing length, the luminosity distribution appears as a rather firm theoretical result, which has been already proved in beautiful agreement with observational constraints. Till recent time, the main uncertainty was related to electron conduction, whose efficiency governs the mass of the He core at the flash and, in turn, the predicted luminosity of the following Horizontal Branch phase.

Old evaluations of electron conduction as given by Hubbard & Lampe (1969) have been largely used in stellar models. However Itoh and coworkers (Itoh et al 1983, 1993, Mitake et al 1984) presented new and more accurate evaluations but within a range of validity not properly adequate for RG structures. Owing to this situation, the choice between the two alternatives has been largely a matter of opinion of the various authors. Note that authors adopting Hubbard & Lampe derives smaller cores and, thus, lower HB luminosities. More recently, according to updated evaluations covering the RG internal structures (Pothekin 1999, Pothekin et al 1999)) one finds that Itoh’s choice should have been preferred, as shown in Table 1 where the He core mass and the star luminosity at the He flash are reported under the various labelled assumptions about electron conduction (Piersanti, Prada Moroni & Straniero 2002). A detailed discussion on the influence of other physical ingredients on the HB luminosity can be found in Cassisi et al (1998), Castellani (1999).

Let me finally quote the still large uncertainties in the HB lifetimes, often used to calibrate the number ratio NHB/ NRG in terms of the original He content of cluster stars. To follow the time evolution of the central convective cores, one has to make a choice between classical semiconvection or core overshooting. In the former case, semiconvection, the uncertainty on the $`{}_{}{}^{12}C(\alpha ,\gamma )^{16}O`$ reaction produces an uncertainty of about 10% in the lifetime of central He burning structures, which increases when the reaction cross section increases (Cassisi et al 1998, Zoccali et al 2000). HB models with overshooting taken from the literature can have lifetime even larger by about 40%.

## 5. Theoretical RR Lyrae

When dealing with the canonical portion of the CM diagram, let me spend only few words also on theoretical models for pulsating RR Lyrae stars, which appears to me a branch of the evolutionary tree laden with fruit. As well known, evolutionary models give for these stars a prediction about the mass M and the luminosity L, fully constraining the curve of light (period, amplitude.. shape) predicted by the pulsational theory for each given value of effective temperature Te. Thus, the coupling of evolutionary with pulsational theory is a quite efficient device to submit theoretical predictions to stringent observational tests.

In this context, it has been already shown that pulsational constraints can play a relevant role in our knowledge of globular clusters. As an example, let me only quote some recent results: i) the periods of RR Lyrae stars at the Blue Edge for instability can gives reliable GC distances (Caputo et al. 2000); ii) the period-K magnitudes relation can be used to give the parallax of RR Lyr itself better than HST astrometric measurements (Bono et al. 2002); iii) the shape of the light curve can constrain the absolute magnitude of the pulsators (Bono et al 2000). Here one can add that pulsational constraints for RR Lyrae stars in M3 provide pulsator masses in beautiful agreement with evolutionary predictions (Di Crescenzio, Marconi & Caputo 2002).

Finally, let me close this brief section with a warning: the mean V magnitude of a RR Lyrae is not necessarily the magnitude of the static structure, since it can be fainter up to 0.12 mag for the fundamental pulsators with large amplitudes (Bono, Caputo % Stellingwerf 1995, Di Crescenzio, Marconi & Caputo 2002). As a corollarium, it follows that the mean magnitude of a sample of RR Lyrae stars IS NOT the mean magnitude of the HB.

## 6. The Newcomers

The evidence brought to the light by HST has recently stimulated a large amount of theoretical investigations on VLM MS stars. The theoretical approach to these cool and dense structures has required a remarkable amount of work to produce adequate evaluations of both the EOS and the radiative opacity, as well as new and adequate model atmospheres. As expected, stellar models from different authors but with the same (updated) input physics give same results, being in beautiful agreement with observation for the lower metallicity (Cassisi et al 2000 and references therein). However, for unknown reasons this agreement decreases increasing the metallicity, becoming worse at solar metallicity (possibly for problems with the bolometric correction BC ?).

As a warning, it has been recently found that models at the faint end of the sequence dramatically depends on the treatment of EOS. Available EOS tables give the various physical quantities for selected values of the plasma temperature (T) and pressure (P), with steps $`\mathrm{\Delta }`$logT=0.08, $`\mathrm{\Delta }`$logP=0.2. However, decreasing the step (Cassisi, private communication) the models undergo relevant variations.

Finally, as for WD, evaluation of the cooling history obviously requires a lot of physics, including a detailed treatment of liquefaction and crystallization (see, e.g., Prada Moroni & Straniero 2002). Looking at the relevant differences among recent models, one concludes that before using WD as a clock a decision has to be taken concerning the better physics.

## 7. Conclusion

As a first conclusion, it appears to me that differences among the recent models of low mass stars are sometime much larger than the unavoidable uncertainties still connected with the input physics. A co-operative effort among evolutionary people could greatly improve this situation, offering to the ”common users” of theoretical predictions a clearer insight on the theoretical scenarios. In this context, I very much appreciated the collaboration with the Padua group (L.Girardi) giving light on the different results concerning the luminosity of He burning giants.

In my feeling, users of stellar models should not take theoretical results without seeing it first. In the same time, theoretical people should realize a ”code of conduct”, including - e.g.- the prescriptions for observational tests not only with the sun but also with stellar clusters relevant for the computations. A procedure often but not always adopted. In this context, stellar models should be regarded as a bottle of wine: without a label exhaustively reporting the kind of wine, the vintage an so on, no one is tempted to taste the contents.

## 8. The open question of Tilted HB

Before closing, I have however to quote a still open question concerning the basic goal of stellar evolution, as represented by the lack of explanation for the ”tilted” red HB in metal rich GCs. A possible connection with the dynamic of stars in that dense clusters has been often suspected, but no clear answer has been till now reached.

On the contrary, the occurrence of an extended HB in these as in other GCs is not, strictly speaking, an evolutionary problem, as it can be easily understood in terms of a sample of RG loosing a substantial fraction of their mass.

If this is the result of close encounters during the core collapse, as I suspect, this would imply that post core collapse clusters develop an EHB lasting 1 - 2 108 years before coming back to a normal cluster with a normal HB. However, for the moment this is only matter of speculation

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# 1 Introduction

## 1 Introduction

As summarized elsewhere in these proceedings our recent work has demonstrated that at the low accretion rates appropriate for dwarf novae (DN), the core temperature, $`T_c`$, of the WD is *set* by the long-time average accretion rate, $`\dot{M}`$, of the binary . With $`T_c`$ set, we determine the WD luminosity, which depends on $`\dot{M}`$, $`M_{\mathrm{WD}}`$, and the mass of the freshly accreted layer. This luminosity is directly observable for DN when the disk is in quiescence and the surface of the WD has cooled after outburst.

## 2 Results

In the quiescent state, the broadband colors are just that of a hot WD plus a low mass main sequence star or brown dwarf companion. Figure 1 shows the color and magnitude we predict for quiescent CV binaries using standard CV evolution to relate the companion mass to $`\dot{M}`$ . The data shown for comparison are members of the globular cluster M4 as determined by proper motion studies with *HST* . The $`0.6M_{}`$ WD primary spends approximately 1 Gyr in the ZZ Ceti instability strip.

This work was supported by the NSF under Grants PHY99-07949, AST01-96422, and AST02-05956, and by NASA through grant AR-09517.01-A from STScI, which is operated by AURA, Inc., under NASA contract NAS5-26555. L. B. is a Cottrell Scholar of the Research Corporation and D. T. is an NSF Graduate Fellow.


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# A Disk–Jet interaction model for the X–Ray Variability in Microquasars

## 1 Introduction

Microquasars are a subset of the broader class of X–ray novae in which the flaring radio counterpart is resolved into relativistic jets. It is universally acknowledged that they are binary galactic systems formed by a black hole (BH) accreting mass at the expense of a donor-star. Remarkable examples of these systems are given by GRS 1915+105 (Greiner et al., 1996; Morgan et al., 1997; Chen et al., 1997; Muno et al., 1999; Belloni et al., 2000) and XTE J1550-564 (Wijnands et al., 1999; Sobczak et al., 2000). Their distinctive features are the extremely wide range of variability modes and the presence of alternating phases of dramatic variability and of remarkably regular behavior. Quasi Periodic Oscillations (QPOs) have been observed in an incredibly large interval of frequencies. In the case of GRS1915+105, radio observations show superluminal expansion (Mirabel and Rodrìguez, 1994), usually interpreted in terms of emission from gas expanding at relativistic bulk speed (Fender, 1999). The more recent mass estimate of the BH gives $`M14M_{}`$ (Greiner et al., 2001).

The X–ray flux consists of a sum of a soft thermal component from the accreting disk (THC), peaking at a temperature $`1`$ keV, and a high energy component (HEC) extending up to $`100`$ keV. This last part of the spectrum has often, but not always, the form of a power–law tail. The relative amplitude of these two components is strongly variable and this can be explained in terms of a sudden destruction and subsequent slow replenishment of the inner part of the accreting disk (Belloni et al., 1997). This event marks the transition from a state which is characterized in large part by a multi–temperature black body emission from a standard disk, to a state in which the emission is due to a semi-evacuated disk lacking of its most luminous inner region.

While it is generally accepted that the THC is associated to the disk, the origin of the hard tail is presently less certain. In fact, although the upscattering of photons by a hot corona can account for many of the observed properties, there is still an open debate about the possible relevance of the Comptonization by bulk motion. (Zdziarski et al., 2001; Titarchuk & Shrader, 2002; Reig et al., 2001), or of repeated Compton scattering of seed photons from the disc off electrons with a hybrid, thermal/non-thermal distribution (Gierlinski et al., 1999; Zdziarski et al., 2001). Both processes, in fact, produce similar effects, and any attempt to fit observational data with theoretical results rarely gives unambiguous answers. Moreover, all current models suffer from a number of drastic approximations and contain so many geometrical and physical parameters (mass of the BH, accretion rate, size of the disk, location, density and temperature of the corona, etc.) to make extremely difficult any accurate quantitative comparison.

A possible solution of this distressing situation can be found by considering second order effects, and among these we count time lag measurements. In fact, an astonishing feature of the proto-typical microquasar GRS 1915+105 is the tight correlation between the 0.5–8 Hz QPO and its spectral properties and variability(Reig et al., 2000). Even more impressive is the gradual decrease of time lag between hard (5-13 keV) and soft (2-5 keV) photons from initially positive values (hard photons arrive later than soft photons) to negative values (soft photons are delayed). It is well known that thermal Comptonization by a uniform hot corona cannot account for negative lags as well as for the observed decrease in the hard color as the disk inner radius $`r_{in}`$ moves inwards. To circumvent this problem Nobili et al. (2000) proposed that the evaporation of the inner portion of the accreting disk leads to the formation of an approximatively spherical, non-uniform cloud filling the central region. During the replenishment of the semi–evacuated part of the disk the cloud, assumed not uniform in temperature and density, becomes more and more compact, following the inward motion of the disk edge. Initially the cloud is large and marginally thick to electron-scattering. Photons generated by the disk are upscattered in the inner and hotter regions, emerging with a positive time lag. In later stages, the cloud is much more dense, with the consequence that in its central regions photons reach a Bose-Einstein equilibrium, and are then downscattered when they propagate through the outer and cooler shells. In this latter configuration lags turn out to be negative. Their calculations succeeded to reproduce some of the features of GRS 1915+105, but cannot explain, e.g., the apparent alternating negative and positive phase lags between the harmonics of the QPOs observed in some microquasars (Wijnands et al., 1999).

In this paper we propose a simple alternative model, showing that also dynamical Comptonization by the jet on the radiation emitted by an accretion disk can account for some of the observed properties of the source. The model is alternative also to other interpretations of the timing properties of microquasars based on dynamical Comptonization effects in converging flows (Laurent and Titarchuk, 2001). The geometrical setting of our model is discussed in the next section, while in section 3 we present a numerical simulation based on a Monte Carlo technique.

## 2 The Model

One of the defining characteristics of microquasars is the fact that they exhibit relativistic ejection of matter. From the observations of superluminal expansion in GRS 1915+105, Fender (1999) inferred a bulk ejecta velocity $`\beta =v/c0.95`$ and a mass outflow rate $`\dot{m}10^{18}\mathrm{g}\mathrm{s}^1\dot{M}_{Edd}`$. The question of what the accelerating mechanism really is, is still unanswered. The most probable hypothesis is that the plasma ejection is driven and collimated by magnetic fields anchored to the disk (see, e.g., Heinz and Begelman (2000)). This implies that the accelerating engine should be effective near the central black hole, thus making reasonable the assumption that the plasmoids do attain their maximum velocity already at a few gravitational radii. A rough calculation shows that the inner portion of a jet with an opening angle $`\mathrm{\Theta }_J0.2`$ radians becomes optically thick to electron scattering for $`\dot{m}0.1\dot{M}_{Edd}`$, we then argue that during the active state a small but non-negligible fraction of the photons emitted by the disk is scattered by the electrons on the jet. It should be noted that, whether a photon acquires or loses energy depends on the angles of scattering and ultimately, on the position of the source, the height where scattering occurs and the inclination with respect to the observer. As an example, let us consider a monochromatic source of photons lying on the equatorial plane at a radial distance $`r`$. For reasons of simplicity, let us assume that photons directed toward the axis undergo a single scattering at some height $`z`$ before leaving the region, as illustrated schematically in Figure 1. If $`\epsilon =h\nu `$ and $`\epsilon _1=h\nu _1`$ are the initial and final photon energy respectively, and $`\xi =z/r`$, we have

$$\epsilon _1=\frac{1\beta \mathrm{cos}\theta }{1\beta \mathrm{cos}\theta _1}\epsilon =\frac{\epsilon }{1\beta \mathrm{cos}\theta _1}\left(1\frac{\beta \xi }{\sqrt{1+\xi ^2}}\right)$$
(1)
where $`\theta `$ is the angle between the axis and the photon direction before the scattering, and $`\theta _1`$ is the fixed angle of observation. From equation (1) we see that the ratio $`\epsilon _1/\epsilon `$ may be either larger or smaller than unity, depending on the value of $`\xi `$. Then photons may gain or lose energy depending on the height at which they are scattered. Of course, in a less schematic view, we need to consider the emission from the whole disk. Moreover scattering does involve an extended portion of the jet and obeys to a probabilistic law that depends on the gas density. As it will be shown in Section 3, adopting a more realistic configuration and assuming a cold relativistic jet (i.e. the electron thermal velocity much lower than the bulk velocity) Comptonization by bulk motion leads to the formation of a diluted black–body energy distribution. This distribution is roughly similar to the familiar multicolor spectrum of the unperturbed disk, but differs from it because its maximum is shifted to higher frequencies and it has a more extended hard tail. One cannot exclude, however, the possibility that the inner portion of the jet is heated by, e.g, turbulence, radiative friction or magnetic dissipation. If these mechanisms are capable of maintaining electrons in nearly virial equilibrium with the bulk motion, the combination of thermal and dynamical Comptonization leads to the formation of a power–law tail that is practically indistinguishable from that produced by a hot corona.

This model has also implications on the timing properties of the observed radiation. In fact, photons scattered at different $`z`$-coordinates describe different path lengths, arriving at infinity with different energies and delays. A straightforward calculation yields the following functional relation between the phase delay (in radians) and the geometrical parameters (we ignore an inessential constant related to the travel time of the radiation from the source to the Earth):

$$2\pi \nu _k(t_{obs}t)=\frac{1}{\sqrt{r}}\left[\sqrt{1+\xi ^2}\xi \mathrm{cos}\theta _1+\mathrm{sin}\theta _1\mathrm{sin}\varphi \right]$$
(2)
where $`\varphi `$ is the angular coordinate of the point source, $`t`$ and $`t_{obs}`$ the time of emission and observation, respectively. In equation ( 2), $`m=M/M_{}`$ and $`r`$ is in units of $`r_g=GM/c^2`$ (here and in the following all distances will be expressed in gravitational units).

Let us consider now an orbiting source of radiation localized on the disk, such as a hot spot, a spiral shock, or any other steady perturbation, lasting with an approximate constant flux for a time much longer than the orbital period $`\nu _k^1`$, with $`\nu _k=3.22\times 10^4m^1r^{3/2}`$ Hz. The formation of this kind of instabilities, where a substantial fraction of the accretion energy is dissipated, is discussed e.g. by Tagger and Pellat (1999). They are associated with the development of powerful standing waves in moderately magnetized disks and are similar, in some aspects, to the Great Red Spot in Jupiter. Because the differential (Thomson) cross section is proportional to $`1+\mathrm{cos}^2\mathrm{\Theta }^{}`$, with

$$\mathrm{cos}\mathrm{\Theta }^{}(t)=\mathrm{cos}\theta ^{}\mathrm{cos}\theta _1^{}\mathrm{sin}\theta ^{}\mathrm{sin}\theta _1^{}\mathrm{sin}(2\pi \nu _kt),$$
(3)
the total flux measured by distant observer consists of the superposition of a nearly constant background plus a modulated component due to the reprocessed radiation. In equation ( 3) primed angles are measured in the electron local rest frame, and are related to the corresponding unprimed quantities via the standard Lorentz transformations. For the sake of simplicity, and because we are mainly interested in the non linear effects in the harmonic functions, we will not consider here the possibly weak variation of luminosity associated with the orbital revolution of the source and caused, for instance, by the kinematic Doppler shift. We point out that, in addition to the quadratic dependence given by equation ( 3), there is a further element of non linearity in the signal. This effect is caused by the dependence of the arrival time of the signal on the angular coordinate $`\varphi `$ of the source. At any given instant $`t_{obs}`$, the scattered component of the observed flux varies as $`\mathrm{\hspace{0.17em}1}+\mathrm{cos}^2\mathrm{\Theta }^{}(t(t_{obs}))`$, where $`t(t_{obs})`$ is a non linear function of the time of observation, obtained by inverting equation ( 2) with $`\varphi =2\pi \nu _kt`$. As shown in Figures 2 and 3, this double non linear variation generates a number of harmonics with different signs for the lags. The curves were obtained simply applying a standard PDS technique to the function $`\mathrm{cos}^2\mathrm{\Theta }^{}(t_{obs})`$. These figures are only representative, because the strength and the relative sign for the lags of the fundamental and sub-harmonics turn out to depend sensibly on the model parameters, i.e. the outflow velocity $`\beta `$, the place of emission $`r`$, the range in $`z`$ where scattering occurs and, finally, the direction $`\theta _1`$ between the mean electron bulk velocity and the line of sight. Although the first and second harmonics seem to exhibit preferentially lags of the same sense, we cannot exclude that a different parametrization could produce lags with opposite sign.

Unfortunately the sensitivity of the results to so many parameters is rather troublesome and represent a severe obstacle for a reliable test of the model. Yet, we cannot exclude that precisely these intricate relationships cause the complex evolutionary behavior of microquasars.

## 3 A Monte Carlo simulation

The results obtained in the previous section can qualitatively explain some spectral and temporal properties of microquasars. In particular, Figure 3 seems to suggest the existence of a time correlation between different harmonics, but no definite conclusion can be drawn, for example, about the absolute value of the delays. In fact, a number of geometrical and physical effects have been neglected in the previous analysis and need to be included in a more quantitative study. Among others, we mention: 1) a non monochromatic spectrum from the point source; 2) a thermal component of the electron velocity in addition to the bulk velocity; 3) an extended portion of the jet where radiation is effectively scattered; 4) the dependence of the (multi) scattering processes on the optical depth, $`\tau _{\mathrm{}}`$, evaluated along the effective optical path. Moreover, it is likely that the formation of a hot corona above the disk modifies the spectral distribution of photons causing, at the same time, an additional (positive) time delay. Non uniform electron velocity, density and temperature distributions along the jet are additional causes of uncertainty.

To carry out a more quantitative, though preliminary test, we used a Monte Carlo code to study the radiation emitted by a Shakura-Sunayev disk (Shakura and Sunyaev, 1973), without any color correction, plus a conical jet expanding with a constant bulk velocity $`\beta =v/c=0.95`$ for $`z>z_{min}=15`$. The exact value of $`z_{min}`$ turns out not to be critical unless the inner edge of the disk is near the BH horizon. The disk was truncated at $`r_{in}6`$. The code is fully general-relativistic, i.e. photon trajectories are evaluated following the effective null geodesics in a Schwarzschild metric, with a mass of the central BH $`M=14M_{}`$. Compton scattering is calculated using the Klein-Nishina cross section and taking into account for both thermal and electron bulk motion. For $`z>z_{min}`$ the gas density is assumed to vary with the polar coordinate $`\theta _p`$ as $`\rho \rho _0\mathrm{cos}^n\theta _p/z^2`$, with $`n=10`$. This strong angular dependence was introduced for computational reasons and for ensuring an appropriate narrow configuration of the outflow. As expected, the results of our computations depend sensibly on the optical thickness $`\tau _{\mathrm{}}\rho _0`$ (or the mass loss rate $`\dot{m}`$), but are only weakly dependent on $`n`$.

In this preliminary investigation our main goal is to evaluate the apparent time lag of the signal between soft and hard bands and the radiation spectrum generated by the whole configuration (i.e. disk plus jet). The best results were obtained considering the outflow to be hot and adiabatically expanding. In particular, we have adopted a temperature at the base of the jet $`T_030`$ keV, decreasing outwards as $`r^{4/3}`$. This implies that far from the central black–hole only Comptonization by bulk motion is effective. Higher values of the temperature or higher Lorentz factor are clearly admissible and would cause the formation of a harder or even inverted tail in the spectrum. However, because an accurate comparison of our results with observations is out of the scope of the present investigation, we have not varied this parameter.

To compute the timing properties and the emitted spectrum respectively two separate approaches have been adopted. In a first series of computations we considered a thermal point source at $`T_{em}=10`$ keV, orbiting on the equatorial plane at $`r_{em}`$. In this case only the scattered radiation was considered, because it constitutes the variable component of the observed flux. The arrival time of each photon was calculated evaluating the total path length from the point of emission to the fiducial infinity. In a second series of runs we computed the total spectrum storing all photons emitted by the adjacent elementary rings of the truncated disk. Most of these photons arrive directly to infinity and form a multicolor black body spectrum, corrected for the Doppler and gravitational effects. Only a small, but significative fraction of the radiation emitted by the disk is scattered by the jet. As illustrated in the top panels of Figures 4, in presence of an efficient Comptonization by bulk motion the resulting spectrum is sensibly modified with respect to the unperturbed multicolor distribution. In fact, despite the fact that scattered photons are a minority of all emitted photons, they dominate the high energy part of the spectrum. This effect is more evident when the source is far out ($`r_{in}6`$) and the angle of observation is large, because it is a direct consequence of the special geometry of the configuration and of the radial decrement of the gas density in the jet. In fact, a straightforward calculation shows that, under these conditions, photons emitted by the disk at $`r`$ are mostly scattered between $`z_1r/2`$ and $`z_24r`$, while, at the same time, photons gain or loose energy if $`\theta _{obs}`$ is larger or smaller than $`\mathrm{arctan}(r/z)`$ \[see eq. (1)\].

It should be noted that, as with thermal Comptonization, the resulting shift of the spectrum towards higher energy might cause an underestimation of the color radius of the disk resulting from observations. Whether the color radius should or should not be a good estimate the actual inner edge of the disk still remains an open question. Indeed, several observations and theoretical investigations seem to play in favor of larger values of the inner edge of the disk (Vernière et al., 2002; Merloni et al., 2000). On the other hand, it is known that the energy spectra of microquasars in their high-state may be fitted with an optically thick accretion disk with a disk color temperature that is significantly higher then other non-jet black hole candidates, such as Cyg X–1 and LMC X–3 (Ebisawa et al., 2001).

Finally, bottom Panels of Figure 4 show the effect of the scattering on the time delay between hard ($`10<h\nu <60`$ keV) and soft ($`1<h\nu <10`$ keV) photons. As expected, the delay turns out to be positive when the source is located far from the axis, while it is negative for small enough values of $`r_{em}`$. The amplitude of the delay is consistent with observations.

To conclude this section, we wish to emphasize that the mechanism at the basis of our model requires the presence of collimated outflows. While radio observations of microquasars seem to suggest a strong link between low/hard states and jets, the situation is still uncertain concerning the high/soft case. Nevertheless, this may not be unreasonable considering that sporadic plasma emission could occur also during high states without forming visible radio jets, unless some conditions on density, magnetic field, time-scales of electron acceleration, etc, are satisfied.

Clearly, in absence of powerful ejections of matter the observed spectrum has the form of a multitemperature black body (we do not consider here the possible presence of a hot corona above the disk). As discussed above, Comptonization by bulk motion of the radiation emitted by the disk causes an increase of the disk color temperature. The effectiveness of this process depends largely on the bulk Lorentz factor. However the spectral form is partly affected also by the mass loss rate $`\dot{m}`$, mainly because an increase/decrease of $`\dot{m}`$ increases/decreases the extension of the optically thick portion of the jet. Therefore, in our interpretation we expect that what we are observing is the result either of the particular state of the accretion disk or of the physical conditions of plasma ejections.

It is interesting to note that GRS 1915+105 is observed in three basic states A, B and C (Belloni et al., 2000). State A is characterized by a lower disk temperature. State B (the very high state) corresponds to an accretion disk like the high/soft state A, but with a higher temperature and a steep power-law component. State C (the low/hard state) corresponds to the instability period. Are these three classes associated with configurations formed by a disk extending down the most stable orbit without any appreciable mass ejections (state A), a full disk like state A but with a moderate collimated outflow (state B) and, finally, a configuration formed by a disk missing of its innermost part plus a compact and extended plasma jet (state C)? Answering this crucial question is premature at this stage because it requires a more accurate modeling of both the disk and the jet structures, as well as a detailed multiwavelength analysis of the evolutionary sequence of X–ray binaries. We expect to do this in the future.

We further note that inverse Comptonizing processes accompanying discrete ejection events might produce strong oscillations of the hard part of the spectrum on very short timescales, leaving practically unchanged the disk soft component. This effect might be able to account for the observed fast A-B/B-A transitions in GRS 1915+105 (Belloni et al., 2000).

## 4 Discussion and conclusions

The high mass loss rates currently inferred from observations of microquasars imply that the inner region of the relativistic outflow is optically thick to electron scattering. If this is the case, under some conditions Comptonization of the radiation emitted by an accreting disk produces, by bulk motion of a relativistic jet, observable effects that might account for a number of peculiar properties of microquasars. If confirmed, the model proposed here might shed light on the surprising link between the QPO phenomenon and the overall emission properties of these sources. It is remarkable that the different signs for the lags of different harmonics find here a natural explanation, at variance with thermal Comptonization models which produce lags with the same sign for all the harmonics. Moreover, from the idealized model described in Section 2, we can expect a dependence of the of the intensity of the processed signal on the energy, since both the energy of the scattered photons and the (geometrical) cross section of the jet varies with the height. However, to check if this is able to reproduce the tight power/energy correlation for the high-frequency QPO’s, with the correct sense, requires a more accurate and extensive Monte Carlo analysis. This is matter of a future work.

Finally we may note that, if the speed of ejecta is large enough, the Comptonization of photons by bulk motion leads to the formation of a hard tail, without the high-energy cutoff which distinguishes the thermal models. This because there no selective effect due to the decreasing of the Klein-Nishina cross section with the electron velocity. It is also very interesting to note that the need of a large inclination angle of the jet is a discriminating aspect of our model. The discovery of systems with alternating phase lags but with no evidence of relativistic outflows, or with jets observed at small angles, would rule out the present model, playing in favor of a thermal interpretation.

It is a great pleasure to thank Luca Zampieri and Silvia Zane for many useful comments and discussions. Many thanks also to the anonymous referee for the careful reading of the manuscript and his wise comment.


text:
# FERMILAB-Conf-02/236-E First Observation of a Family of Double-Charm BaryonsTalk at the 31st International Conference on High Energy Physics (ICHEP 2002), Amsterdam, July 24 - 31, 2002. To be published in the proceeding.

## 1 Introduction

The existence of baryons with two and three charm quarks is expected from our present understanding of hadronic structure. In the double-charm system one expects a J=1/2 ground state iso-doublet, termed $`\mathrm{\Xi }_{cc}^{+,++}`$ in PDG notation . Most predictions for the masses of the J=1/2 states and the J=3/2 hyperfine excitations expect the ground state near 3.6 GeV/$`\mathrm{c}^2`$ and a hyperfine split of 60 MeV/$`\mathrm{c}^2`$ .

The production mechanism for double-charm states is not clear. Perturbative pictures treat production as successive c$`\overline{\mathrm{c}}`$ pair production with enough spatial overlap to form hadrons. Such cross sections are small compared to single-charm production.

## 2 Features of the Selex spectrometer

The SELEX experiment at Fermilab is a 3-stage magnetic spectrometer . The negative 600 GeV/c Fermilab Hyperon Beam had about equal fluxes of $`\pi ^{}`$ and $`\mathrm{\Sigma }^{}`$. The positive beam was 92% protons. For charm momenta in a range of 100-500 GeV/c mass resolution is constant and primary (secondary) vertex resolution is typically 270 (560) $`\mu `$m. A RICH detector labelled all particles above 25 GeV/c . Details of single-charm analyses involving $`\mathrm{\Lambda }_c^+pK^{}\pi ^+`$ reconstructions can be found in . The double-charm search discussed here began with the sample of 1630 $`\mathrm{\Lambda }_c^+`$ events used in the lifetime analysis .

## 3 Double-charm Analysis

This topological search for double-charm baryons asks for a decay vertex lying between the primary vertex and the observed $`\mathrm{\Lambda }_c^+`$ decay vertex. A Cabibbo-allowed $`\mathrm{\Xi }_{cc}^+`$ decay can give a final-state $`\mathrm{\Lambda }_c^+`$, a $`\mathrm{K}^{}`$, and a $`\pi ^+`$, shown schematically in Fig. 1.

We reconstruct total charge states Q=1 (neutral 2-prong vertex) and Q=2 (positive 3-prong vertex) in separate reconstructions. Few of the tracks from the intermediate vertex are RICH- identified. We call the negative track a kaon in the right-sign reconstruction. The same events have a wrong-sign reconstruction, calling the negative track a pion.

Event selection cuts used here were taken without change from previous single-charm studies. For short-lived states, $`\mathrm{L}_1/\sigma _11`$ and the $`\mathrm{\Lambda }_c^+`$ momentum vector must point back to the primary vertex within a $`\chi ^2`$ cut of 4. We have varied the cuts and observe that no signal significance depends critically on any cut value. The cuts were checked with simulation studies using several production models for double charm.

### 3.1 Q = 1 reconstruction

For single-charged baryons, the $`\mathrm{K}^{}\pi ^+\mathrm{\Lambda }_\mathrm{c}^+`$ mass distribution is shown in Fig. 2. Fig. 2(c) shows a $`\mathrm{\Xi }_{cc}^+`$ candidate at 3520 MeV/$`\mathrm{c}^2`$, consistent with most model calculations. The peak is narrow but consistent with simulation. The general agreement between right-sign (a,c) and wrong-sign (b) average levels and fluctuations in Fig. 2 confirms that most events are combinatoric background. The signal region in (c) contains 22 events with a background of 6.1 $`\pm `$ 0.51 events, for a single-bin significance of 6.3 $`\sigma `$. The probability of such an excess is less than $`10^6`$ for a single bin. We searched for a peak in the interval 3.2-4.3 GeV/$`\mathrm{c}^2`$, or 110 bins. The probability of such a fluctuation anywhere in the search interval is $`<1.1\times 10^4`$. SELEX has reported this as the first observation of a doubly-charmed baryon .

Using the reduced proper decay time $`t^{}=M(LL_{min})/pc`$ we find that the lifetime $`<`$ 33 fs at 90% confidence. Here $`\mathrm{L}_{\mathrm{min}}=\sigma _1`$ the error on the vertex separation $`\mathrm{L}_1`$. The SELEX proper time resolution is about 20 fs. With constructive interference between the two c-quark decay amplitudes along with the W-exchange amplitudes, this state could have a lifetime shorter than the $`\mathrm{\Xi }_c^0`$.

### 3.2 Q=2 Reconstruction

For double-charged baryons, we look for an isospin partner of the $`\mathrm{\Xi }_{cc}^+`$(3520). The $`\mathrm{K}^{}\pi ^+\pi ^+\mathrm{\Lambda }_\mathrm{c}^+`$ mass distribution in the vicinity of 3520 MeV/$`\mathrm{c}^2`$ is shown in Fig. 3, along with the wrong-sign background.

There is a $`\mathrm{\Xi }_{cc}^{++}`$ candidate at 3460 MeV/$`\mathrm{c}^2`$. The observed width (6 $`\pm `$ 1 MeV/$`\mathrm{c}^2`$) matches simulation. Events outside the signal region show a strong preference for the center-of-mass (CM) angle of the negative track to be near 180 degrees. Simulation indicates that a cut to remove such events should have very little effect on the signal region for a phase-space decay distribution. That is indeed the case in the data. With the selection shown, we find 9 events in the peak, compared to an expected background of 1 event. The Poisson probability that there is an excess of 8 events or more anywhere on the plot is $`10^5`$. There are too few events to attempt a lifetime analysis. The $`\mathrm{\Xi }_{cc}^{++}`$ candidates have a raw average proper time (uncorrected for acceptance) comparable to that for the $`\mathrm{\Xi }_{cc}^+`$ candidates, suggesting that $`\tau _{\mathrm{\Xi }_{cc}^{++}}\tau _{\mathrm{\Xi }_{cc}^+}`$.

### 3.3 Production

Both $`\mathrm{\Xi }_{cc}^+`$ and $`\mathrm{\Xi }_{cc}^{++}`$ states are produced only by baryon beams in SELEX data. There are no signal candidates from the pion beam. Simulation studies suggest that the double-charm states may account for as much as 40% of the $`\mathrm{\Lambda }_c^+`$ sample seen in this experiment, a surprisingly high fraction. This situation is reminiscent of the discovery of the $`\mathrm{\Xi }_c^+`$ baryon in the WA62 experiment at CERN, using a 135 GeV hyperon beam . The FOCUS photoproduction experiment at Fermilab has looked for these states using their $`\mathrm{\Lambda }_c^+`$ events and sees no signal peaks . If SELEX is correct, the hadroproduction mechanism is unusual.

## 4 Summary

SELEX has introduced two statistically-compelling new high-mass states that decay into a final state $`\mathrm{\Lambda }_c^+`$, $`\mathrm{K}^{}`$ and one or two $`\pi ^+`$, as expected for double-charm baryon decays. The 3520 MeV/$`\mathrm{c}^2`$ state satisifies all expectations for being a $`\mathrm{\Xi }_{cc}^+`$ state . Its lifetime is shorter than 30 fs at 90% confidence. The 3460 MeV/$`\mathrm{c}^2`$ state has the decay characteristics of a $`\mathrm{\Xi }_{cc}^{++}`$ state. It is difficult to understand the 60 MeV/$`\mathrm{c}^2`$ mass difference between the Q=1 and Q=2 states if they are members of the ground state isodoublet. However, any other interpretation is also problematic.


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# Log-periodic self-similarity: an emerging financial law?

## 1 Introduction

The suggestion that financial dynamics may be governed by phenomena analogous to criticality in the statistical physics sense and, especially, the related subtle concept of log-periodicity  proves exciting and at the same time somewhat controversial . In its conventional form criticality implies a scale invariance which, for a properly defined function $`F(x)`$ characterizing the system, means that

$$F(\lambda x)=\gamma F(x).$$
(1)
A positive constant $`\gamma `$ in this equation describes how the properties of the system change when it is rescaled by the factor $`\lambda `$. One obvious solution to this equation is:

$$F_0(x)=x^\alpha ,$$
(2)
where $`\alpha =\mathrm{ln}(\gamma )/\mathrm{ln}(\lambda )`$. It represents a standard power-law that is characteristic of continuous scale-invariance and $`\alpha `$ is the corresponding critical exponent.

The zig-zag character of financial dynamics attracts attention to the general solution  of Eq. (1):

$$F(x)=x^\alpha P(\mathrm{ln}(x)/\mathrm{ln}(\lambda )).$$
(3)
$`P`$ denotes a periodic function of period one. The dominating scaling (2) thus acquires a correction that is periodic in $`\mathrm{ln}(x)`$. This solution can be interpreted in terms of discrete scale-invariance  and a complex critical exponent . A functional form of $`P`$ is not determined at this level. It only demands that if

$$x=|TT_c|,$$
(4)
where T denotes the ordinary time labeling the original price time series, represents a distance to the critical point $`T_c`$, the resulting spacings between the corresponding consecutive repeatable structures at $`x_n`$ (i.e., minima or maxima) of the log-periodic oscillations seen in the linear scale follow a geometric contraction according to the relation

$$\frac{x_{n+1}x_n}{x_{n+2}x_{n+1}}=\lambda .$$
(5)
The critical points coincide with the accumulation of such oscillations and, in the context of the financial dynamics, it is this effect that potentially can be used for prediction provided $`\lambda `$ is really well defined and constant. Our previous contribution  provides two related elements that turn out to be essential for a proper interpretation and handling of the financial patterns. One is the suggestion that consistency of the theory requires that, if applicable, the log-periodic scenario is to manifest its action self-similarly through various time scales. Imprints of such effects have also been found  in the real stock markets and further confirmed in Ref. . Second is identification  that $`\lambda 2`$ is the most appropriate preferred scaling factor through various time scales, in amazing consistency with those found for a whole variety of other complex systems . Below we present an attempt to classify all the significant historical events on the world’s leading stock market, including the 2000–2002 declining and log-periodically decelerating phase, within such a scheme.

## 2 Log-periodic S$`\&`$P500 in 1970 - 2002

The above period includes essentially the whole spectrum of effects of interest from the present perspective. It seems that the best scalar representation of the world global economic development during this period is in terms of the Standard $`\&`$ Poor’s 500 index. Keeping in mind that there exists some freedom in choosing a specific form of the periodic function $`P`$ in Eq.(3), which imposes a serious restriction on the mathematical rigour of the corresponding methodology, we take the first term of its Fourier expansion,

$$P(\mathrm{ln}(x)/\mathrm{ln}(\lambda ))=A+B\mathrm{cos}(\frac{\omega }{2\pi }\mathrm{ln}(x)+\varphi ).$$
(6)
This of course implies that $`\omega =2\pi /\mathrm{ln}(\lambda )`$. A unit used to measure $`x`$ (equivalently $`T`$) can be absorbed into $`\varphi `$. With our $`\lambda =2`$ we then try to obtain the best representation of the oscillatory structure seem in the real market during this period. The other parameters of Eqs. (3) and (6) are not relevant for the present discussion and, since they are also nonuniversal , are not listed here. The result for the S$`\&`$P500 is shown in Fig. 1a and can be seen to remain systematically in phase with the corresponding market trends approximately pointing to September 1, 2000 as the date of the reversal of the almost 20 years global increasing trend. It is interesting to see that the famous Black Monday of October 19, 1987, fits perfectly and constitutes one of the prominent log-periodic precursors of a more serious global crash that started in September 2000. A closer inspection of the vicinity of this date, obtained by the magnification presented in Fig. 1b, shows two other relevant elements. It clearly indicates that the modulus of the $`cosine`$ in Eq. (6) provides a better representation for the log-periodic modulation. Secondly, it provides independent evidence that the real date $`T_c`$ marking reverse of the upward global trend is the begining of September 2000, as it is exactly at this time that the decelerating log-periodic oscillations accompanying the decline start. Such an impressive synchronization of the end of a log-periodically accelerating bubble phase with the begining of log-periodically decelerating “anti-bubble”  phase is spectacular, and can indeed be considered as an extra argument in favour of the consistency of the log-periodic scenario may offer. Furthermore, the same preferred scaling factor $`\lambda =2`$ has been used in the analytical representation for the decelerating phase shown in Fig. 1b, and it looks optimal.

## 3 Phenomenon of a “super-bubble”

The last few years of the stock market development during the period discussed above was driven by the high-technology sector, whose appropriate measure is provided by the Nasdaq. How its specific time-dependence relates to the S$`\&`$P500 of Fig. 1b, especially in the context of the log-periodic phase transition seen there, is thus a natural and intriguing question. Since the high technology sector has been the leader in dictating the global trend, one expects the same scenario to apply. While this is true during the decline starting in September 2000, as can be seen from Fig. 2a, the Nasdaq development does not, however, parallel exactly that of the S$`\&`$P500 during the bubble phase. The Nasdaq value in March 2000 is significantly higher than at $`T_c`$ of September 1. This may tempt one to view  late March 2000 as the time marking the end of the high-technology speculative bubble. This, to some extent, may be considered a matter of taste, although the Nasdaq clearly follows its long term trend precisely until September. Its oscillation patterns in time also coincide with accumulation of oscillations pointing to September, as prescribed by our postulated universal value of $`\lambda `$. Reconcilation within the spirit of the hierarchy of self-similar log-periodic patterns can be obtained by the following additional postulate, which allows one to better understand the subtleties of the underlying dynamics: The substructure in the period November 1999 - March 2000, as one of the consecutive increases in the sequence of long term log-periodic pattern, gets boosted into a local bubble on top of a long term bubble, and therefore we term it a “super-bubble”. This local “super-bubble” then crashes (as at the end of March 2000) and the system returns to a normal bubble state that eventually crashes at the time (here September 2000) determined by the long term patterns. In fact, a trace of the same frequency log-periodic oscillations can even be seen to accompany the dynamics of this “super-bubble”, as shown in Fig. 2b.

As far as such exotic effects are concerned, the Nasdaq is not an exception. In this regard even more spectacular, as illustrated in Fig. 3a and Fig. 3b, was the gold price development around 1980. Its extremely sharp log-periodic $`(\lambda =2)`$ bubble also boosts one of its upgoing substructures into a “super-bubble”, which itself develops its own log-periodic oscillations with the same scaling factor, and the global long term log-periodic bubble eventually starts decaying, also log-periodically with $`\lambda =2`$. Such a scenario also resolves the difficulty encountered in Ref.  of filling the gap between the gold price maximum and the onset of the decelerating log-periodic phase. Our general remark in this context is that overlooking such effects of the “super-bubbles” may lead to a whole spectrum of $`\lambda `$’s, which is both unaesthetic and misleading.

## 4 Looking into future

Having collected from several time scales quite interesting evidence of universality of the financial log-periodicity, it is now natural to look from this perspective at the most extended period of the recorded stock market activity as dated since 1800 . A nearly optimal corresponding log-periodic representation versus the S$`\&`$P500 data is shown in Fig. 4 using the usual $`\lambda =2`$. It well reproduces the two obvious dips of the 1930s and late 1970s, and even the broad one in the mid of the 19th century, and it also points to the one that started in September 2000, as discussed above, as another of the same order. The year 2002 made already clear that it can be considered as such. The significance of this last draw down indicates that it may not fully recover before 2004. A more detailed likely intermediate development can be estimated by extrapolating a decelerating structure of Fig. 1b, which allows some vital increase starting late in 2002, possibly accompanied by accelerating log-periodic sub-patterns on smaller time scales . It, however, also indicates that in the year 2010 the S$`\&`$P500 is very likely to assume values factor of a few larger than in 2002. Extrapolating this development even further ahead in time, one also sees that it tends around 2025 to a much larger decline than anything we have experienced so far. That such a scenario deserves to be seriously taken into account we also conclude from the fact that we had it provisionally already in 1999 at the time of extreme euphoria, and it was signaling a large dip exactly at the begining of 21st century, which indeed occurred.

## 5 Summary

The analysis presented above provides not only further arguments in favour of the existence of the log-periodic component in financial dynamics, self-similarly on various time scales, but also indicates that the corresponding central parameter - the preferred scaling factor - may very well be a constant close to 2. In this way it is possible to obtain a consistent relation between the patterns and it allows more reliable extrapolations into the future. It also allows the log-periodicity to pretend to the status of a law. Of course, on short time scales it is a fragile one, as the real financial market is exposed to many “external” factors, such as unexpected wars or other political events, which may distort its internal hierarchical structure on the organizational as well as on the dynamical level. In this connection it is worth remembering that the functional form of the log-periodic modulation so far is not supplied by theoretical arguments and this opens room for some mathematically unrigorous assignments of patterns, as is often needed in order to properly interpret them. Identifying a hierarchy of time scales and a universal preferred scaling ratio is crucial in this connection and very helpful for real predictions. Strict fitting of the lowest order term in the Fourier expansion of the periodic function in Eq. (3) is typically not an optimal procedure. Here it serves basically as a convenient representation to guide the eye.

## 6 Acknowledgement

We thank J. Kwapień for very fruitful exchanges. S.D. acknowledges support from Deutsche Forschungsgemeinschaft under contract Bo 56/160-1.


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# Reconstructing the Equation of State of Tachyon

## Abstract

Abstract : Recent progress in theoretical physics suggests that the dark energy in the universe might be resulted from the rolling tachyon field of string theory. Measurements to SNe Ia can be helpful to reconstruct the equation of state of the rolling tachyon which is a possible candidate of dark energy. We present a numerical analysis for the evolution of the equation of state of the rolling tachyon and derive the reconstruction equations for the equation of state as well as the potential.

I. Introduction

In the evolution model of the universe, the underlying dynamics is mostly described as a single scalar field rolling in certain potential. This scenario is preferred because of its simplicity and catches the most attention since its proposition. Furthermore, many seemingly more complicated models can be rewritten in such a framework. An important feature of the spectra of density perturbation and gravitational perturbation, which has been widely studied in inflation theory, is that they can be linked by a consistency euqation. Given a particular set of observations of certain accuracy, one may attempt the bold task of reconstructing the potential of the scalar field from the observations. The study on the reconstruction equation was firstly introduced when investigating the inflation universeturner1 , in which it was usually referred to as ”perturbation reconstruction”. In this scheme, One has found the relationship between observations of microwave anisotropies and that of the large-scale structure, and tried to connecting them with the potential of the scalar field that drives the inflation. In this approach, the consistency equation and scalar potential are determined as an expansion about a given point( regarded either as a single scale in the spectra or as a single point on the potential), allowing the reconstruction of a region of the potential about the point. The second round of study on reconstruction equations appears in the investigation of quintessenceturner2 ; steinhardt , in which the connection between the red-shift of the supernovae and the potential of the quintessence is established.

In this paper, following the ingenuity of the above reconstruction, we consider the reconstruction of the equation of state as well as the potential of the rolling tachyon, which has been proposed recently to play the role of dilaton Sen ; Gibbons ; Fairbairn ; Feinstein ; Mukohyama ; Gerasimov ; Mazumdar ; Padmanabhan ; Frolov ; Minahan ; Kim ; Choudhury ; shiu ; Linde ; Maggiore ; Sugimoto ; Benaoum ; Sami ; Li1  or quintessenceLi . The potential of the rolling tachyon could be derived from string theory and its dynamics has been widely studied. On the other hand, one can also reconstruct the effective potential of the tachyon field by the observations. It should be noted that the CMB anistropic spectra mainly probe the universe at redshift $`z1000`$ when the ratio of dark energy to matter is less than $`10^6`$. While the Supernovae observations reflect that the universe at recent epoch when the dark energy is beginning to dominate the universe. Therefore, if we assume that the rolling tachyon is the candidate for dark energy, we’d better reconstruct the potential of the tachyon field by the red-shifts data of SNe Ia.

It is worth noting that the effective potential of the tachyon field should be derived from sting theory by considering the corresponding process. While it can also be reconstructed from the observations. It would be more appropriate to consider the reconstruction equation as a criteria with which one can judge whether the effective potential from string theory can fit the SNe Ia red-shift data. The outline of this paper is as follows: In section II, we exhibit the reconstruction of the potential of tachyon field. Section III contains a brief numerical analysis for the dynamical evolution of tachyon and the conclusions are discussed in section IV.

II. Reconstruct the Potential of Tachyon field

The effective Lagrangian density of tachyon of string theory in a flat Robertson-Walker background is as following:

$$L=V(T)\sqrt{1+g^{\mu \nu }_\mu T_\nu T}$$
(1)
where

$$ds^2=dt^2+a^2(t)(dx^2+dy^2+dz^2)$$
(2)
is the flat Robertson-Walker metric and $`V(T)`$ is the potential resulted from string theory. When we consider the existence of non-relativistic matter and the tachyon field $`T`$, the Einstein equations for the evolution of the background metric,$`G_{\mu \nu }=\kappa T_{\mu \nu }`$ can be written as:

$$H^2=(\frac{\dot{a}}{a})^2=\frac{\kappa }{3}(\rho _T+\rho _M)$$
(3)
and

$$\frac{\ddot{a}}{a}=\frac{\kappa }{3}(\frac{1}{2}\rho _T+\frac{3}{2}p_T+\frac{1}{2}\rho _M)$$
(4)
For a spatially homogenous tachyon field $`T`$, we have the equation of motion

$$\ddot{T}+3H\dot{T}(1\dot{T}^2)+\frac{V^{^{}}(T)}{V(T)}(1\dot{T}^2)=0$$
(5)
where the overdot represents the differentiation with respect to $`t`$ and the prime denotes the differentiation with respect to $`T`$. Eq.(5) is also equivalent to the entropy conservation equation. The constant $`\kappa =8\pi G`$ where $`G`$ is Newtonian gravitation constant. The density $`\rho _T`$ and the pressure $`p_T`$ are defined as following:

$$\rho _T=\frac{V(T)}{\sqrt{1\dot{T}^2}}$$
(6)
$$p_T=V(T)\sqrt{1\dot{T}^2}$$
(7)
the equation of state is

$$w_T=\frac{p_T}{\rho _T}=\dot{T}^21$$
(8)
It is clear that when tachyon field is dominant and if the tachyon field can accelerate the expansion of the universe, there must be $`\dot{T}^2<\frac{2}{3}`$ and $`1<w_T<\frac{1}{3}`$.

Now, we will correlate the potential with the observable red-shift of SNe Ia. To do so, following the earlier study in this fieldturner2 , we introduce the quantity

$$r(z)=_{t(z)}^{t_0}\frac{du}{a(u)}=_0^z\frac{dx}{H(x)}$$
(9)
which is the Robertson-Walker coordinate distance to an object at red-shift $`z`$. Also, we denote

$$\rho _M=\mathrm{\Omega }_M\rho _{crit}=\frac{3\mathrm{\Omega }_MH_0^2(1+z)^3}{\kappa }$$
(10)
where $`H_0`$ is the present Hubble constant, $`\mathrm{\Omega }_M`$ is the fraction of non-relativistic matter to the critical density and $`\rho _{crit}`$ is the critical energy density of the universe.

We then readily have

$$(\frac{\dot{a}}{a})^2=H(z)^2=\frac{1}{(dr/dz)^2}$$
(11)
$$\frac{\ddot{a}}{a}=\frac{1}{(dr/dz)^2}+(1+z)\frac{d^2r/dz^2}{(dr/dz)^3}$$
(12)
$$\frac{dz}{dt}=(1+z)H(z)=(1+z)\frac{dr}{dz}$$
(13)
Through Eq.(3) to Eq.(13), one can express the potential of the rolling tachyon in term of the red-shift $`z`$, $`dr/dz`$ and $`d^2r/dz^2`$ as:

$`V^2(T(z))=`$ $`[{\displaystyle \frac{3}{\kappa (dr/dz)^2}}\rho _M]`$
$`\times [{\displaystyle \frac{3}{\kappa (dr/dz)^2}}+{\displaystyle \frac{2(1+z)(d^2r/dz^2)}{(dr/dz)^3}}]`$
$`({\displaystyle \frac{dT}{dz}})^2={\displaystyle \frac{(dr/dz)^2}{(1+z)^2}}{\displaystyle \frac{\kappa ^2(dr/dz)^6V(T(z))^2}{(1+z)^2[3\kappa \rho _M(dr/dz)^2]^2}}`$ (15)
$$w_T=\frac{\kappa ^2(dr/dz)^4V(T(z))^2}{[3\kappa \rho _M(dr/dz)^2]^2}$$
(16)
It is clear that if we know the coordinate distance as a function of the red-shift $`z`$, which can be attained by fitting the observation data , we can reconstruct the quantities such as potential and the equation-of-state by the above reconstruction equations. Also, it must be pointed out that there are sign ambiguities in Eq.(Reconstructing the Equation of State of Tachyon) and Eq.(15), which suggests that the reconstruction equations can not completely determine the potential as well as the variation of the field. However, the equation of state $`w_T`$ can be determined uniquely by the reconstruction equation (16). Especially, from Eq.(16), one can find that $`w_T`$ is always negative no matter what is the form of the $`r(z)`$ and $`V(T(z))`$. This is compatible with the property of dark matter which possesses a negative pressure.

3. Numerical Analysis for the Dynamical Evolution of Tachyon

The evolution of the tachyon is determined by its potential, which may depend on the underlying (bosonic or supersymmetric) string field theory. In this section, we analyze the evolution of the equation of state $`w_T`$ of the rolling tachyon in the potentialgerasimov ; kutasov

$$V(T)=V_0(1+\frac{T}{T_0})\mathrm{exp}(\frac{T}{T_0})$$
(17)
Here, we consider the case that tachyon field is dominant over the non-relativistic matter. In an earlier paper, we have shown, with the aid of phase-plane analysis, that there is no stable critical point in the evolution of the tachyon fieldLi . The critical point is a saddle point, which implies the evolution of the tachyon field is very sensitive to its initial condition. Rescale the tachyon field and the time variable by setting $`T=xT_0`$ and $`t=sT_0`$. Introducing a new dimensionless variable $`y=\frac{dT}{dt}`$, one can reduce the equation of motion of the tachyon field in the potential Eq.(17) to two first order differential equations as following:

$`{\displaystyle \frac{dx}{ds}}=`$ $`y`$ (18)
$`{\displaystyle \frac{dy}{ds}}=`$ $`{\displaystyle \frac{x(1y^2)}{1+x}}\beta y(1y^2)^{\frac{3}{4}}(1+x)^{\frac{1}{2}}\mathrm{exp}({\displaystyle \frac{x}{2}})`$ (19)
where $`\beta =\sqrt{3V_0\kappa }T_0`$ is a dimensionless parameter. Now, it is straightforward to carry out numerical analysis on the above equations and the following are the numerical results (we choose $`\beta `$ as 0.9,1.0 and 1.1 respectively) .

From Fig.1, one can find that the tachyon field increases steadily with respect to $`s`$. From Fig.2, one knows that the variation of the field will approach an asymptotic value. The Fig.3 shows that the equation of state $`w_T`$ is -1 at the beginning and then increases to 0 as time evolves. If one consider the tachyon as dark energy that accelerates the expansion of current universe, then this acceleration will eventually stop and then the universe will recover its decelerating expansion.

IV. Discussion and Conclusion

In this paper, we derive the relation between the equation of state of rolling tachyon of string theory and the observable coordinate distance in term of red-shift $`z`$ of SNe Ia. the prerequisite of such a relation is that we consider the tachyon as the dark energy that dominates the universe and accelerates its expansion at recent epoch. In some earlier worksturner2 , such a possibility has been pointed out and the theoretical predication and the reconstructed results have been compared with the simulated SNe Ia data, which is an important and interesting topic.

The importance of the reconstruction equations lies in that it may serve as the intersection between theory and observations. We analyzed numerically the dynamical evolution of the equation of state of tachyon in the potential derived from string theory, and found that it will increase steadily with time, which implies that the expansion of the universe will eventually slow down and become decelerating. This could be compared with the observed SNe Ia data through the reconstruction equation in the former part of this paper. It is worth noting that the evolution of the equation of state in this paper is under the initial condition that the tachyon is rolling down from the top of the potential with 0 initial speed. The initial condition could be choose otherwise so that the equation of state evolves toward -1, that is, the tachyon rolls up to the top of potential although this is not very natural. In some other effective potentials, one may find different evolution of the $`w_T`$, which can be compared with the reconstructed evolution of $`w_T`$.

On the other hand, the tachyon here we considered is resulted from string theory, while there are also other possibilities. For example, the tachyon inflation has also been considered for phenomenological potentials that are not derived from string theoryFeinstein . Such models are related to phenomenological ” k-inflation”picon . Clearly, this work can also be further generalized to these kinds of phenomenological theories.

ACKNOWLEDGMENTS

This work was partially supported by National Nature Science Foundation of China, National Doctor Foundation of China under Grant No. 1999025110, and Foundation of Shanghai Development for Science and Technology 01JC1435.


text:
# Is NGC6752 hiding a double black hole binary in its core ?

## 1. Binary black holes in globular clusters

It is known that a significant number of black holes (BHs) of stellar origin should form in the first million years in globular clusters (GCs), with masses $`>3M_{}`$. These BHs segregate toward the GC cores by dynamical friction where they form double binaries \[BH+BH\] and multiple systems. With time, BH$``$\[BH+BH\] exchange interactions become overwhelmingly important and most of the BHs are ejected by recoil (Sigurdsson & Hernquist 1993). The last \[BH+BH\] binary(ies) however will have no other BHs to eject and will remain in the cluster’s core (Portegies Zwart & McMillan 2000). In this cosmic dance some of the interacting BHs can grow in mass up to $`100M_{}`$ by cannibalizing other BHs (Miller & Hamilton 2002) and these will be preferentially retained in the GC due to their higher inertia (a high mass BH could also be primordial, born from the heaviest stars). Figure 1 shows, for a binary with masses \[$`m_{\mathrm{BH}}+M_{\mathrm{BH}}50M_{}`$\], the two lower bounds on the separation $`a`$, denoted with $`a_{\mathrm{rec}}`$ and $`a_{\mathrm{GW}}`$, as a function of $`m_{\mathrm{BH}},`$ below which recoil by an incoming BH of 10 $`M_{}`$ (or of $`m_{\mathrm{BH}}`$), and gravitational wave (GW) emission would eject the binary and cause coalescence, respectively. Can such a massive dark \[BH+BH\] binary in a GC be detected? GCs host a number of millisecond pulsars (MSPs) tracing the population of neutron stars (NSs) recycled to short periods in accretion events, after capturing the mass-losing star in dynamical encounters. We here show that PSR J1911-5958A, a canonical binary MSP, can probe the existence of a \[BH+BH\] binary in NGC6752.

## 2. A millisecond pulsar as tracer of a double black hole binary

PSR J1911-5958, recently discovered in NGC6752 (D’Amico et al., 2002), is a binary MSP found at more than 3.3 half-mass radii from the cluster core. Its companion is a dwarf star of mass $`m^{}0.2M_{}`$ moving along a circular orbit with period of 0.86 days. To reach it current position in the cluster halo, the pulsar should have been propelled out at a speed $`30`$ km s-1 close to escape, due to recoil in an exchange interaction \[star, star\]+NS $``$ \[star, NS\] + star. Using knowledge of the binary pulsar parameters and constraints imposed by the recycling scenario, it is found that momentum conservation during the exchange implies an initial orbital separation suspiciously close to the currently observed value, and, most notably, occurrence times for the exchange much longer than the lifetime of NGC6752 (see Colpi, Possenti, & Gualandris 2002, for details). Thus, only a massive binary can be powerful enough to propel PSR J1911-5958 out from the core by transferring a fraction of its binding energy to kinetic energy of the binary pulsar, in a pure scattering event (see Figure 1). Nearly $`3000`$ stars would interact with the \[BH+BH\] over a Hubble time: Scaling to the number of NSs and the relative fraction of active MSP, we infer an interaction rate for PSR J1911-5958 with \[BH+BH\] of $`0.51`$ Gyr-1 implying a detection probability of $`50\%`$ considering the typical lifetime of the pulsar.

## References

Colpi, M., Possenti, A., & Gualandris, A. 2002, ApJ, 570, L85

D’Amico, et al. 2002, ApJ, 570, L89

Miller, M.C., & Hamilton, D.P. 2002, MNRAS, 330, 232

Portegies Zwart, S.F., & McMillan, S.L.W. 2000, ApJ, 528, L17


text:
# Reply to Cen LiXiang, Li XinQi, and Yan YiJing On the nonadiabatic conditional geometrical phase with NMR

Much long before the appearing time of the Comment, the main issue addresed there had been resolved already. Our correction to Eq.(11) in the Letter first appeared in quant-ph/0101038(v4 and onwards), then appeared again in the extended version, quant-ph/0108111, and were finalized in ref(Erratum: PRL, 88, 179901(2002)). Surprisingly, in the Comment, Cen et al have neither mentioned the fact that actually they are not the first discoverer of the issue nor mentioned the fact that Eq.(11) in the Letter has been replced by a new one in the Erratum, though they had been surely aware of these facts long time ago. It’s W. A. Munro, T. P. Spiller, and A. Nazir who first spotted the issue more than one year ago. Munro et al are acknowledged in our Erratum.

Although we are not in a position to answer Cen, Li and Yan’s question to other persons’ work in their Comment, we believe that the dynamical phase in Zhu and Wang’s work can be removed either in a way similar to that in ref or in a different way. Taking this point into consideration, we believe the main idea in Zhu and Wang’s paper works.

In summary, as Cen, Li, and Yan had clearly known it long before, they are definitely not the first discoverer on the problem of Eq.(11) in our Letter. The problem of Eq(11) in our Letter had been pointed out and corrected already long before their re-discovery. The information offered by Cen, Li, and Yan in the Comment are selective and misleading.