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# 20+ years of Inflation

## 1 INTRODUCTION

Until recently, inflation  was considered a wild idea, seen with skepticism by many high energy physicists and most astrophysicists. Thanks to the recent observations of the cosmic microwave background (CMB) anisotropies and large scale structure (LSS) galaxy surveys, it has become widely accepted by the community and is now the subject of texbooks  and graduate courses. Furthermore, a month ago, the proponents of the idea were awarded the prestigious Dirac Medal for it .

In this short review I will outline the reasons why the inflationary paradigm has become the backbone of the present Standard Cosmological Model. It gives a framework in which to pose all the basic cosmological questions: what is the shape and size of the universe, what is the matter and energy content of the universe, where did all this matter come from, what is the fate of the universe, etc. I will describe the basic predictions that inflation makes, most of which have been confirmed only recently, while some are imminent, and then explore the recent theoretical developments on the theory of reheating after inflation and cosmological particle production, which might allow us to answer some of the above questions in the future.

Although the simplest slow-roll inflation model is consistent with the host of high precision cosmological observations of the last few years, we still do not know what the true nature of the inflaton is: although there are many possible realizations, there is no unique particle physics model of inflation. Furthermore, we even ignore the energy scale at which this extraordinary phenomenon occurred in the early universe; it could be associated with a GUT theory or even with the EW theory, at much lower energies.

In the last section, I will describe a recent avenue of proposals for the origin of inflation based on string theory and, in particular, on extended multidimensional objects called D-branes. Whether these ideas will be the seed for the final theory of inflation nobody knows, but it opens up many new possibilities, and even a new language for the early universe, that makes them certainly worthwhile exploring.

## 2 BASIC PREDICTIONS OF INFLATION

Inflation is an extremely simple idea based on the early universe dominance of a vacuum energy density associated with a hypothetical scalar field called the inflaton. Its nature is not known: whether it is a fundamental scalar field or a composite one, or something else altogether. However, one can always use an effective description in terms of a scalar field with an effective potential driving the quasi-exponential expansion of the universe. This basic scenario gives several detailed fundamental predictions: a flat universe with nearly scale-invariant adiabatic density perturbations with Gaussian initial conditions.

### 2.1 A flat and homogeneous background

Inflation explains why our local patch of the universe is spatially flat, i.e. Euclidean. Such a (geometrical) property is unstable under the evolution equations of the Big Bang theory in the presence of ordinary matter and radiation , making it very unlikely today, unless some new mechanism in the early universe, prior to the radiation era (at least as far back as primordial nucleosynthesis) prepared the universe with such a peculiar initial condition. That is precisely what inflation does, and very efficiently in fact, by providing an approximately constant energy density that induces a tremendous expansion of the universe. Thus, an initially curved three-space will quickly become locally indistinguishable from a “flat” hypersurface.111Note the abuse of language here. The universe is obviously not two-dimensionally ’flat’ but 3D Euclidean. Moreover, this same mechanism explains why we see no ripples, i.e. no large inhomogeneities, in the space-time fabric, e.g. as large anisotropies in the temperature field of the cosmic microwave background when we look in different directions. The expansion during inflation erases any prior inhomogeneities.

These two are very robust predictions of inflation, and constitute the 0-th order, i.e. the space-time background, in a linear expansion in perturbation theory. They have been confirmed to high precision by the detailed observations of the CMB, first by COBE (1992)  for the large scale homogeneity, to one part in $`10^5`$, and recently by BOOMERanG  and MAXIMA , for the spatial flatness, to better than 10%.

### 2.2 Cosmological perturbations

Inflation also predicts that on top of this homogeneous and flat space-time background, there should be a whole spectrum of cosmological perturbations, both scalar (density perturbations) and tensor (gravitational waves). These arise as quantum fluctuations of the metric and the scalar field during inflation, and are responsible for a scale invariant spectrum of temperature and polarization fluctuations in the CMB, as well as for a stochastic background of gravitational waves. The temperature fluctuations were first discovered by COBE and later confirmed by a host of ground and balloon-borne experiments, while the polarization anisotropies have only recently been discovered by the CMB experiment DASI . Both observations seem to agree with a nearly scale invariant spectrum of perturbations. It is expected that the stochastic background of gravitational waves produced during inflation could be detected with the next generation of gravitational waves interferometers (e.g. LISA), or indirectly by measuring the power spectra of polarization anisotropies in the CMB by the future Planck satellite .

Inflation makes very specific predictions as to the nature of the scalar perturbations. In the case of a single field evolving during inflation, the perturbations are predicted to be adiabatic, i.e. all components of the matter and radiation fluid should have equal density contrasts, due to their common origin. As the plasma (mainly baryons) falls in the potential wells of the metric fluctuations, it starts a series of acoustic compressions and rarefactions due to the opposing forces of gravitational collapse and radiation pressure. Adiabatic fluctuations give a very concrete prediction for the position and height of the acoustic peaks induced in the angular power spectrum of temperature and polarization anisotropies. This has been confirmed to better than 1% by the recent observations, and constitutes one of the most important signatures in favor of inflation, ruling out a hypothetically large contribution from active perturbations like those produced by cosmic strings or other topological defects.

Furthermore, the quantum origin of metric fluctuations generated during inflation allows one to make a strong prediction on the statistics of those perturbations: inflation stretches the vacuum state fluctuations to cosmological scales, and gives rise to a Gaussian random field, and thus metric fluctuations are in principle characterized solely by their two-point correlation function. Deviations from Gaussianty would indicate a different origin of fluctuations, e.g. from cosmic defects. Recent observations by BOOMERanG in the CMB and by gravitational lensing of LSS indicate that the non-Gaussian component of the temperature fluctuations and the matter distribution on large scales is strongly constrained, and consistent with foregrounds (in the case of CMB) and with non-linear gravitational collapse (in the case of LSS).

Of course, in order to really confirm the idea of inflation one needs to find cosmological observables that will allow us to correlate the scalar and the tensor metric fluctuations with one another, since they both arise from the same inflaton field fluctuations. This is a daunting task, given that we ignore the absolute scale of inflation, and thus the amplitude of tensor fluctuations (only sensitive to the total energy density). The smoking gun could be the observation of a stochastic background of gravitational waves by the future gravitational wave interferometers and the subsequent confirmation by detection of the curl component of the polarization anisotropies of the CMB. Although the gradient component has recently been detected by DASI, we may have to wait for Planck for the detection of the curl component.

## 3 RECENT COSMOLOGICAL OBSERVATIONS

Cosmology has become in the last few years a phenomenological science, where the basic theory (based on the hot Big Bang model after inflation) is being confronted with a host of cosmological observations, from the microwave background to the large scale distribution of matter, from the determination of light element abundances to the detection of distant supernovae that reflect the acceleration of the universe, etc. I will briefly review here the recent observations that have been used to define a consistent cosmological standard model.

### 3.1 Cosmic Microwave Background

The most important cosmological phenomenon from which one can extract essentially all cosmological parameters is the microwave background and, in particular, the last scattering surface temperature and polarization anisotropies, see Fig. 1. Since they were discovered by COBE in 1992, the temperature anisotropies have lived to their promise. They allow us to determine a whole set of both background (0-th order) and perturbation (1st-order) parameters – the geometry, topology and evolution of space-time, its matter and energy content, as well as the amplitude and tilt of the scalar and tensor fluctuation power spectra – in some cases to better than 10% accuracy.

At present, the forerunners of CMB experiments are two balloons – BOOMERanG  and MAXIMA  – and three ground based interferometers – DASI , VSA  and CBI . Together they have allowed cosmologists to determine the angular power spectrum of temperature fluctuations down to multipoles 1000 and 3000, respectively, and therefore provided a measurement of the positions and heigths of at least 3 to 7 acoustic peaks, see Fig. 2. A combined analysis of the different CMB experiments yields convincing evidence that the universe is flat, with $`|\mathrm{\Omega }_K|=|1\mathrm{\Omega }_{\mathrm{tot}}|<0.05`$ at 95% c.l.; full of dark energy, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.66\pm 0.06`$, and dark matter, $`\mathrm{\Omega }_m=0.33\pm 0.07`$, with about 5% of baryons, $`\mathrm{\Omega }_b=0.05\pm 0.01`$; and expanding at a rate $`H_0=68\pm 7`$ km/s/Mpc, all values given with $`1\sigma `$ errors, see Table 1. The spectrum of primordial perturbations that gave rise to the observed CMB anisotropies is nearly scale-invariant, $`n_s=1.02\pm 0.06`$, adiabatic and Gaussian distributed. This set of parameters already constitutes the basis for a truly Standard Model of Cosmology, based on the Big Bang theory and the inflationary paradigm. Note that both the baryon content and the rate of expansion determinations with CMB data alone are in excellent agreement with direct determinations from BBN light element abundances  and HST Cepheids , respectively.

In the near future, a new satellite experiment, the Microwave Anisotropy Probe (MAP) , will provide a full-sky map of temperature (and possibly also polarization) anisotropies and determine the first 2000 multipoles with unprecedented accuracy. When combined with LSS and SN measurements, it promises to allow the determination of most cosmological parameters with errors down to the few% level.

Moreover, with the recent detection of microwave background polarization anisotropies by DASI , confirming the basic paradigm behind the Cosmological Standard Model, a new window opens which will allow yet a better determination of cosmological parameters, thanks to the very sensitive (0.1$`\mu `$K) and high resolution (4 arcmin) future satellite experiment Planck . In principle, Planck should be able to detect not only the gradient component of the CMB polarization, but also the curl component, if the scale of inflation is high enough. In that case, there might be a chance to really test inflation through cross-checks between the scalar and tensor spectra of fluctuations, which are predicted to arise from the same inflaton potential.

The observed positions of the acoustic peaks of the CMB anisotropies strongly favor purely adiabatic density perturbations, as arise in the simplest single-scalar-field models of inflation. These models also predict a nearly Gaussian spectrum of primordial perturbations. A small degree of non-gaussianity may arise from self-coupling of the inflaton field (although it is expected to be very tiny, given the observed small amplitude of fluctuations), or from two-field models of inflation. Since the CMB temperature fluctuations probe directly primordial density perturbations, non-gaussianity in the density field should lead to a corresponding non-gaussianity in the temperature maps. However, recent searches for non-Gaussian signatures in the CMB have only given stringent upper limits, see Ref. .

One of the most interesting aspects of the present progress in cosmological observations is that they are beginning to probe the same parameters or the same features at different time scales in the evolution of the universe. We have already mentioned the determination of the baryon content, from BBN (light element abundances) and from the CMB (acoustic peaks), corresponding to totally different physics and yet giving essentially the same value within errors. Another example is the high resolution images of the CMB anisotropies by CBI , which constitute the first direct detection of the seeds of clusters of galaxies, the largest gravitationally bound systems in our present universe. In the near future we will be able to identify and put into one-to-one correspondence tiny lumps in the CMB with actual clusters today.

### 3.2 Large Scale Structure

The last decade has seen a tremendous progress in the determination of the distribution of matter up to very large scales. The present forerunners are the 2dF Galaxy Redshift Survey  and the Sloan Digital Sky Survey (SDSS) . These deep surveys aim at $`10^6`$ galaxies and reach redshifts of order 1 for galaxies and order 5 for quasars. They cover a wide fraction of the sky and therefore can be used as excellent statistical probes of large scale structure , see Fig. 3.

The main output of these galaxy surveys is the two-point (and higher) spatial correlation functions of the matter distribution or, equivalently, the power spectrum in momentum space. Given a concrete type of matter, e.g. adiabatic vs. isocurvature, cold vs. hot, etc., the theory of linear (and non-linear) gravitational collapse gives a very definite prediction for the measured power spectrum, which can then be compared with observations. This quantity is very sensitive to various cosmological parameters, mainly the dark matter content and the baryonic ratio to dark matter, as well as the universal rate of expansion; on the other hand, it is mostly insensitive to the cosmological constant since the latter has only recently (after redshift $`z1`$) started to become important for the evolution of the universe, while galaxies and clusters had already formed by then.

In Fig. 4 we have plotted the measured matter power spectrum with LSS data from the 2dFGRS, plus CMB, weak gravitational lensing and Lyman-$`\alpha `$ forest data. Together they allow us to determine the power spectrum with better than 10% accuracy for $`k>0.02h`$ Mpc-1, which is well fitted by a flat CDM model with $`\mathrm{\Omega }_mh=0.20\pm 0.03`$, and a baryon fraction of $`\mathrm{\Omega }_b/\mathrm{\Omega }_m=0.15\pm 0.06`$, which together with the HST results give values of the parameters that are compatible with those obtained with the CMB.

However, the greatest power is attained when combining CMB with LSS, as can be seen in Table 1 and Fig. 5. It is very reassuring to note that present parameter determination is robust as we progress from weak priors to the full cosmological information available, a situation very different from just a decade ago, where the errors were mostly systematic and parameters could only be determined with an order-of-magnitude error. In the very near future such errors will drop again to the 1% level, making Cosmology a mature science, with many independent observations confirming and further constraining previous measurements of the basic parameters.

An example of such progress appears in the analysis of non-Gaussian signatures in the primordial spectrum of density perturbations. The tremendous increase in data due to 2dFGRS and SDSS has allowed cosmologists to probe the statistics of the matter distribution on very large scales and infer from it that of the primordial spectrum. Recently, both groups have reported non-Gaussian signatures (in particular the first two higher moments, skewness and kurtosis), that are consistent with gravitational collapse of structure that was originally Gaussianly distributed .

Moreover, weak gravitational lensing also allows an independent determination of the three-point shear correlation function, and there has recently been a claim of detection of non-Gaussian signatures in the VIRMOS-DESCART lensing survey , which is also consistent with theoretical expectations of gravitational collapse of Gaussianly distributed initial perturbations.

The recent precise catalogs of the large scale distribution of matter allows us to determine not only the (collapsing) cold dark matter content, but also put constraints on the (diffusing) hot dark matter, since it would erase all structure below a scale that depends on the free streaming length of the hot dark matter particle. In the case of relic neutrinos we have extra information because we know precisely their present energy density, given that neutrinos decoupled when the universe had a temperature around 0.8 MeV and cooled down ever since. Their number density today is around 100 neutrinos/cm3. If neutrinos have a significant mass (above $`10^3`$ eV, as observations of neutrino oscillations by SuperKamiokande  and Sudbury Neutrino Observatory  seem to indicate), then the relic background of neutrinos is non-relativistic today and could contribute a large fraction of the critical density, $`\mathrm{\Omega }_\nu =m_\nu /92h^2\mathrm{eV}0.001`$, see Ref. . Using observations of the Lyman-$`\alpha `$ forest in absorption spectra of quasars, due to a distribution of intervening clouds, a limit on the absolute mass of all species of neutrinos can be obtained . Recently, the 2dFGRS team  have derived a bound on the allowed amount of hot dark matter, $`\mathrm{\Omega }_\nu <0.13\mathrm{\Omega }_m<0.05`$ (95% c.l.), which translates into an upper limit on the total neutrino mass, $`m_{\nu ,tot}<1.8`$ eV, for values of $`\mathrm{\Omega }_m`$ and the Hubble constant in agreement with CMB and SN observations. This bound improves several orders of magnitude on the direct experimental limit on the muon and tau neutrino masses, and is comparable to present experimental bounds on the electron neutrino mass .

### 3.3 Cosmological constant and rate of expansion

Observations of high redshift supernovae by two independent groups, the Supernova Cosmology Project , and the High Redshift Supernova Team , give strong evidence that the universe is accelerating, instead of decelerating, today. Although a cosmological constant is the natural suspect for such a “crime”, its tiny non-zero value makes theoretical physicists uneasy .

A compromise could be found – although to my taste it is rather ugly – by setting the fundamental cosmological constant to zero, by some yet unknown principle possibly related with quantum gravity, and allow a super-weakly-coupled homogeneous scalar field to evolve down an almost flat potential. Such a field would induce an effective cosmological constant that could in principle account for the present observations. The way to distinguish it from a true cosmological constant would be through its equation of state, since such a type of smooth background is a perfect fluid but does not satisfy $`p=\rho `$ exactly, and thus $`w=p/\rho `$ also changes with time. There is a proposal for a satellite called the Supernova / Acceleration Probe (SNAP)  that will be able to measure the light curves of type Ia supernovae up to redshift $`z2`$, thus determining both $`\mathrm{\Omega }_X`$ and $`w_X`$ with reasonable accuracy, where $`X`$ stands for this hypothetical scalar field. For the moment there are only upper bounds, $`w_X<0.6`$ (95% c.l.) , consistent with a true cosmological constant, but the SNAP project claims it could determine $`\mathrm{\Omega }_X`$ and $`w_X`$ with 5% precision.

Fortunately, the SN measurements of the acceleration of the universe give a linear combination of cosmological parameters that is almost orthogonal, in the plane ($`\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda }`$), to that of the curvature of the universe ($`1\mathrm{\Omega }_K=\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }`$) by CMB measurements and the matter content by LSS data. Therefore, by combining the information from SNe with that of the CMB and LSS, one can significantly reduce the errors in both $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, see Table 1. It also allows an independent determination of the rate of expansion of the universe that is perfectly compatible with the HST data . This is reflected on the fact that adding the latter as prior does not affect significantly the mean value of most cosmological parameters, only the error bars, and can be taken as an indication that we are indeed on the right track: the Standard Cosmological Model is essentially correct, we just have to improve the measurements and reduce the error bars.

## 4 OTHER PREDICTIONS OF INFLATION

Inflation not only predicts the large scale flatness and homogeneity of the universe and a scale invariant spectrum of metric perturbations. It also implies that all the matter and energy we see in the universe today came from the approximately constant energy density during inflation. The process that converts this energy density into thermal radiation is called reheating of the universe and occurs as the inflaton decay produces particles that rescatter and finally thermalise. In the last decade there has been a tremendous theoretical outburst of activity in this field, thanks to the seminal paper of Kofman, Linde and Starobinsky , proposing that reheating could have been preceded by a (short) period of explosive particle production that is extremely non linear, non perturbative and very far from equilibrium. It is this so-called preheating process which is probably responsible for the huge comoving entropy present in our universe. This period is so violent that it may have produced a large stochastic background of gravitational waves , which may be detected by future gravitational wave observatories. Such a signature would open up a new window into the very early universe, independently of the late CMB and LSS observations.

### 4.1 Preheating after inflation

Preheating occurs due to the coherent oscillations of the inflaton at the end of inflation, which induces, through parametric resonance, a short burst of particle production. It is a non-perturbative process very similar to the Schwinger pair production mechanism in quantum electrodynamics. The process of preheating through parametric resonance has been studied in essentially all models of inflation , including hybrid inflation , and seen to be very generic . Rescattering occurs soon after preheating and thermalization eventually involves all species which are coupled to one another, even if they are not coupled to the inflaton . Nowadays, the full study of this non-perturbative process can only be done with real time numerical lattice simulations , performed with a C++ program called LATTICEEASY .

Recently, the process of reheating has been studied in the context of theories with spontaneous symmetry breaking , and seen to involve strong particle production from the tachyonic growth of the symmetry breaking (Higgs) field , and not from the coherent oscillations of the inflaton field. This new process has been denominated as tachyonic preheating , and shown to be very efficient in the production of other particles like bosons or fermions that coupled to the Higgs field .

### 4.2 Baryo- and lepto-genesis

This non-perturbative and strongly out of equilibrium stage of the universe could be responsible for one of the remaining mysteries of the universe: the origin of the observed matter-antimatter asymmetry , characterised by the conserved ratio of 1 baryon for every $`10^9`$ photons. For the baryon asymmetry of the universe to occur it is necessary (but not sufficient) that the three Sakharov conditions be satisfied: B-violation, C- and CP-violation, and out of equilibrium evolution.

A possible scenario is that of the GUT baryogenesis occurring at the end of inflation through the far from equilibrium stage associated with preheating , or even from couplings of the inflaton to R-handed fermions that decay into SM Higgs and leptons, giving rise to a lepton asymmetry , which later gets converted into a baryon asymmetry through sphaleron transitions at the electroweak scale, a process known as leptogenesis. Another possibility is that the process of leptogenesis occurs at the end of a hybrid model of inflation, where the couplings of the GUT Higgs field induces strong R-handed fermion production again giving rise to a lepton asymmetry .

Moreover, preheating at the electroweak (EW) scale could be sufficiently strongly out of equilibrium to render viable the process of electroweak baryogenesis , as long as a new source of CP-violation is assumed at the TeV; see also Ref. . The only assumption needed for preheating to occur at the EW scale is that a short secondary stage of inflation occurs at low energies, as in thermal inflation , or through some finetuning of parameters . The CMB anisotropies need not arise from the same stage.

## 5 MODEL BUILDING

Given the tremendous success that inflationary cosmology is having in explaining the present CMB and LSS observations, it would be desirable that a concrete particle physics model were directly responsible for it. In that case, one could ask many more questions about the model, like couplings to other fields and the decay rate of the inflaton, which would be directly related to the final reheating temperature and the process of preheating. For the moment the CMB observations do not give us much clues, although in the near future, with the MAP satellite, and certainly with Planck, knowledge of the spectral index of density perturbations, and a possible presence of a tensor (gravitational wave) component in the polarization anisotropies, will constraint tremendously the different models already proposed. It is therefore the challenge of theoretical cosmologists to come up now with new proposals for models of inflation that can withstand the expected level of accuracy from future observations.

### 5.1 hybrid inflation

Perhaps the best motivated model of inflation, from the point of view of particle physics, is hybrid inflation . It is the simplest posible extension of a symmetry breaking (Higgs) field coupled to a singlet scalar that evolves along its slow-roll potential driving inflation with the false vacuum energy of the Higgs field. Inflation ends as the inflaton slow-rolls below a critical value that produces a change of sign of the Higgs’ effective mass squared, from positive to negative, triggering spontaneous symmetry breaking through spinodal instability . In most models the end of inflation occurs in less than one e-fold, and the false vacuum energy decays into radiation through tachyonic preheating . In others there are still a few e-folds after the bifurcation point, and a large peak appears in the power spectrum of density fluctuations , which could be responsible for primordial black hole formation . Preheating in hybrid inflation was first studied in Ref. , where both types of models were considered and shown to be very different in the process of reheating the universe. This may help distinguish them in the future.

Hybrid inflation has a natural realization in the context of supersymmetric theories, both in D-term and F-term type models . It has the advantage that the values of the fields during inflation are well below the Planck scale, so that supergravity corrections can be safely ignored . Moreover, in susy hybrid inflation it is possible to compute the radiative corrections and show that inflation occurs along the 1-loop Coleman-Weinberg effective potential . Preheating in a concrete susy hybrid inflation model was studied in Ref. .

### 5.2 String theory and D-branes

String theory as a theory of everything and, in particular, as a theory of quantum gravity , is a natural framework in which to search for a fundamental theory of inflation. After many years such a search had not been very successful, because the low energy effective theory of strings does not contain any natural candidate for an inflaton field with a sufficiently flat potential to ensure agreement with CMB observations. Only recently, with the advent of D-branes as non-perturbative extended objects in string theory, has there been some progress towards a theory of inflation based on string theory . The most striking characteristic of brane inflation is the geometrical interpretation of the inflaton: it is not a field in the spectrum of strings but the coordinate distance between two D-branes or two orientifold planes in the internal (compactified) space. The scalar potential driving inflation is exactly computable from the 1-loop exchange of open string modes or, equivalently, from the tree level exchange of closed string modes like the graviton, dilaton, etc. In the limit of large distances between the branes (in units of the string length) the potential reduces to the “Newtonian” potential of a supergravity theory due to the exchange of the massless modes of the theory in the compact dimensions,

$$V(y)=V_0\beta /y^{d_{}2}$$
(1)
where $`V_0`$ is the tree level exchange, the false vacuum energy driving inflation, $`y`$ is the distance between branes/orientifolds, which plays the role of the inflaton, $`d_{}`$ is the number of transverse dimensions to the brane in the compactified space, and $`\beta `$ is a constant that depends on the string coupling, the number of massless fields exchanged and the orientation of the branes. In early models of brane inflation it was necessary to finetune the coupling $`\beta `$ in order to have enough e-folds of inflation . Last year we proposed a solution  by tilting slightly the relative orientation of the branes through a small angle $`\theta `$ related to supersymmetry breaking in the bulk. In that case, the coupling $`\beta `$ is naturally small and a successful inflation is ensured. The potential is attractive and the two branes approach eachother. When the branes are close enough, compared with the string scale, there appears a tachyon in the spectrum of the strings, whose effective potential develops a minimum and a true vacuum. Inflation ends when the inflaton changes the sign of the tachyon mass squared and triggers symmetry breaking.

From the point of view of model building this model is very similar to hybrid inflation; in fact, it is probably the first concrete realization of hybrid inflation in the context of string theory . The main difference is that we do not have here a complicated field theory with an a priori undetermined scalar potential; on the contrary, the field content and the string dynamics is automatically determined by the brane configuration in the compactified space. This model predicts that the inflaton is massless while its potential is given by an inverse power law. The usual slow-roll parameters have here very clear geometrical interpretations as the relative velocity and acceleration of the branes, and the number of e-folds is determined by the integrated distance between the branes: the further apart the branes are initially, the bigger the number of e-folds of inflation. See Table 2 for the general dictionary between the usual inflationary parameters and the brane inflation ones. In a sense, the model  is very robust with respect to initial conditions and it is not necessary to finetune these in order to have inflation, see Ref. .

The geometrical correspondence goes one step further when studying quantum fluctuations and the origin of density perturbations. In ordinary inflation, it is the fluctuations of the inflaton field that determine the metric fluctuations through the Einstein equations. In these brane models, inflation ends when the two branes approach eachother and collide, and the spatial fluctuations of the brane itself (a sheet in some extra dimensional space) implies that inflation ends at different times in different points of the (3+1)-brane, directly giving rise to metric fluctuations.

The amplitude and tilt of CMB anisotropies in brane inflation models determines both the string scale and the compactification scale to be of order $`10^{13}`$ GeV, slightly lower than usual GUT theories, although the whole idea of GUT unification has to be revised in the context of these brane models. Therefore, the model typically predicts a negligible amplitude for the tensor component in the polarization power spectra that may escape detection even by Planck. On the other hand, the scalar tilt is predicted to be $`n=12(d_{}1)/(d_{}N)=0.974`$, with $`d_{}=4`$ and $`N=60`$ as in Ref. . This is so precise that the next generation of CMB experiments will very easily rule out this model in case observations do not agree with this value.

## 6 CONCLUSIONS

After 20+ years, inflation is a robust paradigm with a host of cosmological observations confirming many of its basic predictions: large scale spatial flatness and homogeneity, as well as an approximately scale-invariant Gaussian spectrum of adiabatic density perturbations.

It is possible that in the near future the next generation of CMB satellites (MAP and Planck) may detect the tensor or gravitational wave component of the polarization power spectrum, raising the possibility of really testing inflation through the comparison of the scalar and tensor components, as well as determining the energy scale of inflation.

The stage of reheating, and more specifically preheating, after inflation is today one of the most active areas of research in theoretical cosmology, with the expectation that it may contain clues to the actual origin of the matter-antimatter asymmetry and be responsible for signatures, like a stochastic background of gravitational waves, that may open a new window to the early universe beyond that of Big Bang Nucleosynthesis.

Although inflation is a very beautiful and elegant paradigm, there is still no compelling particle physics model for it, while the scale of inflation is still uncertain. Hybrid inflation is a particularly nice realization that comes almost for free with any particle physics model of spontaneous symmetry breaking, be it GUT, intermediate of EW scale, by assuming a light singlet (the inflaton) coupled to the symmetry breaking field.

String theory has recently provided for a concrete realization of inflation in the context of D-brane interactions mediated by open or closed strings. It is in fact an interesting hybrid inflation model, where the string tachyon plays the role of the symmetry breaking field that triggers the end of inflation. This model is robust and gives specific predictions for the amplitude and tilt of the spectrum of metric fluctuations, which will soon be tested against precise observations of the microwave background anisotropies.

## Acknowledgements

It is a pleasure to thank the organisers of the XXX Internacional Meeting on Fundamental Physics, IMFP2002, for their generosity and enthusiasm in organising a very relaxed and enjoyable meeting. I would also like to thank David Valls-Gabaud for valuable help with references on non-Gaussian signatures in the CMB.


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# REVTeX 4 Connection between the elastic 𝐺_{𝐸𝑝}/𝐺_{𝑀𝑝} and P→Δ form factors.

(October 11, 2002)

## Abstract

It is suggested that the falloff in $`Q^2`$ of the $`\mathrm{P}\mathrm{\Delta }`$ magnetic form factor $`G_M^{}`$ is related to the recently observed falloff of the elastic electric form factor $`G_{Ep}/G_{Mp}`$. Calculation is carried out in the framework of a GPD model whose parameters are determined by fitting the elastic form factors $`F_{1p}`$ and $`F_{2p}`$ and isospin invariance. When applied to the $`P\mathrm{\Delta }`$ transition with no additional parameters, the shape of $`G_M^{}`$ is found to exhibit the requisite falloff with $`Q^2`$.

The $`P\mathrm{\Delta }(1232)`$ form factor $`G_M^{}`$ exhibits a more rapid decrease with respect to $`Q^2`$ than is typically observed in other baryons stoler  frolov , such as $`G_{Mp}`$ in elastic scattering from a proton, or $`A_{1/2}`$ in the transition $`PS_{11}(1535)`$. A recent Jefferson Lab (JLab) measurement perdrisat  finds that the ratio $`G_{Ep}/G_{Mp}`$ for elastic scattering falls with $`Q^2`$ more rapidly than previously expected. This has given rise to much theoretical activity miller  ralston  to attempt to understand the underlying physics. In this note it is suggested that this behavior in $`G_{Ep}/G_{Mp}`$ is related to that of $`G_M^{}`$.

As a basis it is assumed that the form factor is dominated by soft mechanisms, and a GPD-handbag approach ji  rad\_gpd  collins  is utilized. Form factors are the zero’th moments of the GPDs with skewedness $`\xi `$ = 0. For elastic scattering, the Dirac and Pauli form factors are given by

$$F_1(t)=_1^1\underset{q}{}H^q(x,\xi ,t)dx$$
(1)
$$F_2(t)=_1^1\underset{q}{}E^q(x,\xi ,t)dx$$
(2)
where $`q`$ signifies flavors. In the following, with $`\xi `$=0, for brevity the GPD’s are denoted $`H^q(x,t)H^q(x,0,t)`$, and $`E^q(x,t)E^q(x,0,t)`$.

Resonance transition form factors access components of the GPDs which are not accessed in elastic scattering. The $`N\mathrm{\Delta }`$ form factors are related to isovector components of the GPDs frankfurt  goeke ;

$`2G_M^{}`$ $`=`$ $`{\displaystyle _1^1}{\displaystyle \underset{q}{}}H_M^q(x,t)dx`$ (3)
$`2G_E^{}`$ $`=`$ $`{\displaystyle _1^1}{\displaystyle \underset{q}{}}H_E^q(x,t)dx`$ (4)
$`2G_C^{}`$ $`=`$ $`{\displaystyle _1^1}{\displaystyle \underset{q}{}}H_C^q(x,t)dx`$ (5)
where $`G_M^{}`$, $`G_E^{}`$ and $`G_C^{}`$ are magnetic, electric and Coulomb transition form factors jones , and $`H_M^q`$, $`H_E^q`$, and $`H_C^q`$ are isovector GPDs, which can be related to elastic GPDs in the large $`N_C`$ chiral limit through isospin rotations. Analogous relationships can be obtained for the $`NS_{11}`$ and other transitions. Here, the connection between GPDs involved in the elastic and $`N\mathrm{\Delta }`$ form factors is explored to obtain the connection between the $`Q^2`$ dependence of the $`G_{Ep}`$ and $`G_M^{}`$.

In refs. frankfurt  goeke  it is noted that, in the large $`N_c`$ limit, assuming chiral and isospin symmetry the GPDs for the $`P\mathrm{\Delta }(1232)`$ transition are expected to be isovector components of the elastic GPDs, given by

$$H_M^{(IV)}=\frac{2}{\sqrt{3}}E_M^{(IV)}=\frac{2}{\sqrt{3}}\left(E_p^uE_p^d\right).$$
(6)
$`E_p^u`$ and $`E_p^d`$ are the GPD’s for the $`u`$ and $`d`$ quarks respectively. Thus the $`P\mathrm{\Delta }`$ form factor should be obtainable by analysis of the Pauli form factor $`F_{2p}`$ (eq. 2). The Dirac and Pauli form factors, $`F_{1p}`$ and $`F_{2p}`$, are related to the measured Sachs form factors $`G_{Mp}`$ and $`G_{Ep}`$ by

$`F_{1P}(Q^2)={\displaystyle \frac{1}{\tau +1}}(\tau G_{Mp}(Q^2)+G_{Ep}(Q^2))`$ (7)
$`F_{2P}(Q^2)={\displaystyle \frac{1}{\kappa (\tau +1)}}(G_{Mp}(Q^2)G_{Ep}(Q^2))`$ (8)
(9)
with $`\tau =Q^2/4M_p`$. To obtain $`E_p^u`$ and $`E_p^d`$, needed for eq. 6, the available data for $`G_{Mp}`$ and the recent JLab data perdrisat  on $`G_{Ep}/G_{Mp}`$ were fit, as reported in ref. stoler\_gpd , using a parameterization of the GPDs such as in rad\_wacs  kroll  afanasev  burkardt .

The specific functional form for $`H_P(x,t)`$ and $`E_P(x,t)`$ is a Gaussian plus small power law shape in $`t(Q^2)`$ to account for the high the measured form factors at very high $`Q^2`$.

$`H_P(x,t)=f(x)exp(\overline{x}t/4x\lambda _H^2)+\mathrm{}`$ (10)
$`E_P(x,t)=k(x)exp(\overline{x}t/4x\lambda _E^2)+\mathrm{},`$ (11)
in which $`\overline{x}1x`$, and $`\mathrm{}`$ indicates the addition of small power components added in ref. stoler\_gpd  to account for higher $`Q^2`$ contributions to the form factors. The conditions at $`Q^2`$=0 are $`H(x,0)=e_uf_u(x)+e_df_d(x)`$ and $`E(x,0)=k_u(x)+k_d(x)`$. Here, $`f_u(x)`$ and $`f_d(x)`$ are the $`u`$ and $`d`$ valence quark distribution functions measured in DIS. The functions $`k_u(x)`$ and $`k_d(x)`$ are not obtainable from DIS. Following ref. afanasev  the form used was $`k^q(x)\sqrt{1x}f^q(x)`$, with normalizatons obtained employing isospin symmetry, and by requiring the proton and neutron form factors to have their known values near $`Q^2`$=0, that is $`F_{1p}(0)=1`$, $`F_{2p}(0)=1.79`$, $`F_{1n}(0)=0`$, $`F_{2n}(0)=1.91`$. This gives

$`F_{2u}(0)\kappa _u={\displaystyle k_u(x)𝑑x}=1.67`$ (12)
$`F_{2d}(0)\kappa _d={\displaystyle k_d(x)𝑑x}=2.03`$ (13)
and

$`F_{1u}(0)={\displaystyle e_uf_u(x)𝑑x}=2/3`$ (14)
$`F_{1d}(0)={\displaystyle e_df_d(x)𝑑x}=1/3`$ (15)
Adequate fits to $`G_{Mp}`$ and $`G_{Ep}/G_{Mp}`$, or equivalently $`F_{1p}`$ and $`F_{2p}/F_{1p}`$, were otained with $`\lambda _H=0.76`$ GeV/c and $`\lambda _E=0.67`$ GeV/c. The results are shown in figs. 1 and 2.

The resulting $`E_p^u`$ and $`E_p^d`$ were inserted into eq. 6 to obtain an estimate for $`G_M^{}`$. At $`Q^2`$=0 one gets $`G_M^{}(0)=2.14`$, which is somewhat lower than the experimental value of $`G_M^{}(0)3`$. Such a disagreement is not surprising frankfurt  goeke  given the very approximate nature of eq. 6. The obtained $`G_M^{}`$ was overall renormalized to take this ratio into account, and the result is shown in fig. 3.

The similar shapes of the curves in figs. 2 and 3 can be ascribed to their connection via eq. 6. This can be understood by the observation that $`F_2`$ is nearly all isovector spin-flip, as is the $`G_M^{}`$. However, the difference in the mass of the $`\mathrm{\Delta }(1232)`$ and the nucleon, which is a measure of the SU3 symmetry breaking, and the fact that $`F_1`$ also has an isovector component would make the observed non-negligible differences in the normalization not surprising.

Although this note suggests a common physical origin in the the $`Q^2`$ behavior of $`G_{Ep}/G_{Mp}`$ and $`G_M^{}`$, a complete understanding will require theoretical treatments based on rigorous and consistent relativistic treatment which are beyond the scope of this communication.

Acknowlegments: The author thanks G.A. Miller, A.V. Radyushkin and M. Vanderhaeghen for helpful discussions. The work was partially supported by the National Science Foundation.


text:
# More statistical properties of order books and price impact

## 1 Results on Nasdaq stocks

We denote by $`b(t)\mathrm{\Delta }`$ the price of a new buy limit order, and $`a(t)+\mathrm{\Delta }`$ the price of a new sell limit order. A first interesting question concerns the distribution density of $`\mathrm{\Delta }`$, i.e. the distance between the current price and the incoming limit order. We found that $`P(\mathrm{\Delta })`$ for French stocks was identical for buy and sell orders (up to statistical fluctuations); and very well fitted by a single power-law:

$$P(\mathrm{\Delta })\frac{\mathrm{\Delta }_0^\mu }{(1+\mathrm{\Delta })^{1+\mu }},$$
(1)
with an exponent $`\mu 0.6`$. This power-law was confirmed in  for British stocks, albeit with a different exponent $`\mu 1.5`$. Note however that all the volume is electronic in Paris, which is not the case in London.

When repeating this analysis for some of the Nasdaq stocks, we found results that significantly depend on the studied asset (see Fig. 1), but that all reveal the very slowly decaying tail discovered in the case of French stocks. As emphasized in , this tail suggests that market participants believe that large jumps in the price of stocks are always possible, and place orders very far from the current price in order to take advantage of these large potential fluctuations.

More precisely, we have studied QQQ and SPY, which are exchange traded funds that track, respectively, the Nasdaq and the S&P500, and MSFT (Microsoft). The data corresponds to the period June 1st to July 15th, 2002. At variance with the Paris Bourse, where all the volume is traded on a centralized electronic market, the Nasdaq is in fact a myriad of electronic platforms. Island is one of them, which only gathers a fraction of the total volume (roughly 40 % for QQQ and 20 % for SPY and MSFT). Therefore, unfortunately, the statistics that we report here only contains a partial information on the order flow and on the order book. This is why this data is less representative than that on French stocks. In the case of QQQ however, the Island ECN is considered to be the ‘dominant’ market, which drives all other platforms; the data reported below is therefore probably significative in this case. Fig. 1 shows that for all three assets, the tail index $`\mu `$ of $`P(\mathrm{\Delta })`$ is in the same ballpark as the values found for the French and British stocks. One can notice that the value of $`\mu `$ for MSFT is smaller than that for QQQ, itself smaller than gor SPY. This is expected, since large jumps are more probable for individual stocks than it is for the Nasdaq index, itself more volatile than the S&P500.

We now turn to the shape of the order book. The order flow is maximum around the current price, but an order very near to the current price has a larger probability to be executed or cancelled (see below) and disappear from the book. It is thus not a priori clear what will be the shape of the average order book. We find that in the case of QQQ the (time-averaged) size of the queue in order book is symmetrical, and has a maximum away from the current bid (ask), as was found for French stocks: see Fig. 2. For SPY (and for MSFT, not shown), on the other hand, the size of the queue is maximum at the bid (or ask). The difference might be due to the fact that, as explained above, the Island ECN is not the dominant player for SPY or MSFT, and often behaves as a ‘mirror’ of other platforms.

In our previous paper , we have analysed a simple model that explains the humped shape of the book of the type observed on QQQ. The basic ingredients of this model is (a) the non uniform, power-law like, flow of incoming orders (b) the diffusive like dynamics of the price that eats up the nearby limit orders and (c) the finite life-time of the limit orders. For simplicity, this life-time was assumed in  to be constant, independent of the distance form the best price $`\mathrm{\Delta }`$. We have investigated empirically this question using the Nasdaq data (the French data unfortunately does not provide the time at which a limit order is cancelled). As a proxy for the cancel rate, we have computed the number of shares cancelled per unit time as a function of $`\mathrm{\Delta }`$, and divided the result by the average number of shares in the order book at distance $`\mathrm{\Delta }`$. The results for QQQ and MSFT are shown in Fig. 3. One sees that the life-time of a given order increases as one moves away from the bid-ask. This is, again, expected from the arguments given in : far away orders are typically put in the market by patient investors that want to take profit of important swings in the medium term. Orders at and around the bid and ask prices, on the other hand, correspond to very active market participants that observe the market price all the time and readjust their orders at a very high frequency. Our results suggest that any quantitative theory of the order book should include this non uniform cancel rate.

## 2 The price impact function

Recently, several studies have tried to determine quantitatively how a market order of a given volume affects the price. This information is extremely important for many purposes. First, for model building: many agent based models of markets use as a starting point a phenomenological relation between price changes and order imbalance . Second, as far as trading is concerned, the control of market impact is crucial whan one wants to manage large volumes.

The most naive idea, inspired from physical systems, is that of linear response: prices should move proportionally to volumes. However, some recent work  show that the average price change $`\mathrm{\Delta }p`$ is a sublinear function of the volume imbalance $`\mathrm{\Delta }V`$. A square-root dependence $`\mathrm{\Delta }p\mathrm{\Delta }V^\alpha `$ with $`\alpha =1/2`$ was advocated on theoretical grounds . An exhaustive study of all US stocks  however suggests a smaller exponent $`\alpha `$ but a log-log plot of $`\mathrm{\Delta }p`$ vs. $`\mathrm{\Delta }V`$ reveals a systematic downward bend, which indicates that a power-law might not be appropriate. Here, we want to argue that this relation might in fact be logarithmic.

More precisely, let us define the time dependent response function $`R(V,\tau )`$ as the average mid-point variation between times $`t`$ and $`t+\tau `$, conditioned to a transaction of volume $`V`$ taking place at time $`t`$ at the ask (buyer initiated trade, $`\epsilon (t)=+1`$) or at the bid (seller initiated trade, $`\epsilon (t)=1`$). The response function is given by:

$$R(V,\tau )=\epsilon (t)\left[m(t+\tau )m(t)\right]|V.$$
(2)
\[We have actually studied the full distribution of $`\epsilon (t)\left[m(t+\tau )m(t)\right]`$ and checked that the above average is not dominated by a few market ‘jumps’.\] The results we find (see Fig. 4) can be expressed as:

$$R(V,\tau )(\tau )\mathrm{ln}V,$$
(3)
where, surprisingly, $`(\tau )`$ is only weakly dependent on $`\tau `$: $`(\tau )`$ first increases from $`\tau =10`$ seconds to a few hundred seconds, and then appears to decrease back to a finite value, with a total amplitude of variation of at most $`50\%`$. This means that (i) as found in previous investigations, the impact of small trades on the price is, in relative terms, much larger (statistically) than that of large trades, (ii) that the impact of trading on the price is quasi-permanent, and (iii) the (weak) temporal structure of $`(\tau )`$ is compatible with the observed price dynamics, which is found to be (weakly) super-diffusive at very short times and (weakly) sub-diffusive on intermediate time scales.

Point (i) is perhaps not as surprising as it first seems: as emphasized above, the average queue in the order book is an increasing function of $`\mathrm{\Delta }`$. This means that price changes experience a stronger resistance from the book for large volumes than for small volumes. In other words, since the most probable volume at the bid (or at the ask) is one share, a small transaction is capable of changing the mid-price by eating up the bid (or ask). The next tick (bid minus one or ask plus one) has typically a larger volume waiting, and offers therefore more resistance to further price changes. The humped shape of the order book in itself is, as recently emphasized in , enough to give a downward bend to $`R(V,\tau )`$ vs. $`V`$. However, this effect is not sufficient to account for the very slow $`\mathrm{ln}V`$ behaviour reported above. The interpretation is that, most probably, market orders of large volumes are only submitted when the order book on the opposite side of the trade is capable of absorbing this incoming volume. We have indeed found some positive correlation between the volume at bid/ask before the trade and the volume of the following trade.

Point (ii) is in fact quite intriguing, in particular in the context of the efficient market hypothesis. One might have expected that, in the absence of any new information, there should be a restoring force driving back the new mid-point towards a local ‘equilibrium’ price. The near-absence of temporal structure in $`(\tau )`$ suggests that each new trade is in fact interpreted by the market as new information, and the new mid-point is immediately adopted as the new reference price, around which the flow of incoming orders readapts. (This is actually the hypothesis made in the models investigated in ) This reverts the usual logic: most of the time, prices move not because of new information, but rather new information is generated by the mere changes of prices. Although there seems to be a small resilience on intermediate time scales, the prices are much more affected by trading itself than expected from the theory of efficient market. This observation might explain the tremendous ‘excess’ volatility of financial prices.

Acknowledgements: We thank Jean-Pierre Aguilar, Jelle Boersma, Damien Challet, J. Doyne Farmer, Xavier Gabaix, Andrew Matacz, Rosario Mantegna, Marc Mézard and Matthieu Wyart for stimulating and useful discussions.


text:
# Addendum: “Hubble Space Telescope Evidence for an Intermediate-Mass Black Hole in the Globular Cluster M15— II. Kinematical Analysis and Dynamical ModelingBased on observations made with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5-26555. These observations are associated with proposal #8262. ”

slugcomment: Astronomical Journal, in press (January 2003)

In our paper we reported the existence of a dark and compact mass component near the center of M15, based on an analysis of new data from the Hubble Space Telescope. Possible explanations for this mass component include: (1) a single intermediate-mass black hole (BH); or (2) a collection of dark remnants (e.g., neutron stars) that have sunk to the cluster center due to mass segregation. We assessed the plausibility of the latter possibility by comparing the kinematical data for M15 to the predictions of the most sophisticated and most recently published Fokker-Planck models for M15 (Dull et al. 1997, hereafter D97). We showed that the mass-to-light ratio ($`M/L`$) profile in Figure 12 of D97 implies too few dark remnants near the cluster center to explain the observed kinematics of M15. This supported the view that M15 harbors an intermediate-mass BH. We address here how this conclusion is affected by the recent discovery of an error in Figure 12 of D97. We show that the presence of an intermediate-mass BH continues to be a viable interpretation of the data, but that its presence ceases to be uniquely implied.

After the completion of our paper, the authors of the D97 paper discovered an unfortunate error in their Figures 9 and 12. The labeling along the abscissa of these figures is incorrect due to a coding error in SM plotting routines (H. Cohn and B. Murphy, private communication, 2002). The units along the top axis should have read ‘arcmin’ instead of ‘pc’, and the labeling in arcmin along the bottom axis is incorrect. The net result is that the radial scale of these figures in the D97 paper is too compressed by a factor $`2.82`$. The true total mass of the centrally concentrated population of dark remnants in the Fokker-Planck models is therefore considerably larger than what was implied by the $`M/L`$ profile shown in Figure 12 of the D97 paper.

Figure 1 shown here is similar to Figure 12 of our paper, but it now shows the data-model comparison with the corrected D97 $`M/L`$ profile. Models without a BH are now found to be statistically acceptable (within $`1\sigma `$), although inclusion of an intermediate-mass BH, with $`M_{\mathrm{BH}}=1.7_{1.7}^{+2.7}\times 10^3\mathrm{M}_{}`$, still provides a marginally better fit to the data (although not a statistically significant one). Hence, the Fokker-Planck models for M15 discussed by D97 do in fact have enough dark remnants near the cluster center to explain the observed kinematics. However, the D97 models still have a number of important shortcomings, as discussed in §5.4 of our paper. Most importantly, D97 assumed that all neutron stars that form in the cluster are retained. By contrast, the observed distribution of pulsar kick velocities indicates that the retention factor should only be a few percent; most authors agree that it should be no more than 10% (see references in §5.4 of our paper). In this sense, the D97 models provide an upper limit on the number and mass of dark remnants in M15. The same is true for $`N`$-body models constructed recently by Baumgardt et al. (2002), the results of which are qualitatively similar to those of D97. More realistic evolutionary models that include neutron star escape will require a more massive and more statistically significant BH to fit the data than that suggested by Figure 1. Alternatively, one can assume that there are more stars in the high-mass end of the initial mass function, or that the transition between stars that evolve to white dwarfs as compared to neutron stars occurs at a higher initial mass (H. Cohn and B. Murphy, private communication, 2002). Independent evidence does not exist to support these assumptions, although they cannot be ruled out.

The evidence for a central BH in M15 is less convincing than it was on the basis of our earlier analyses. However, because of the somewhat unrealistic assumptions about neutron star retention in the models of D97 and Baumgardt et al. (2002), and because of the independent evidence for a BH in another cluster (G1; Gebhardt, Rich & Ho 2002), the presence of a BH in M15 continues to be a viable interpretation of the data. The best fit BH mass with the corrected D97 $`M/L`$ profile is $`M_{\mathrm{BH}}=1.7_{1.7}^{+2.7}\times 10^3\mathrm{M}_{}`$ (see Figure 1); with a constant $`M/L`$ it is $`M_{\mathrm{BH}}=3.2_{2.2}^{+2.2}\times 10^3\mathrm{M}_{}`$ (see §5.4 of our paper). A model that includes both neutron star escape and mass segregation would probably yield a value between these numbers. So if M15 has a BH, its mass is consistent with the correlation between velocity dispersion and BH mass that has been inferred for galaxies (see Figure 14 of our paper). This continues to suggest the possible existence of an important new link between the structure, evolution and formation of globular clusters, galaxies, and their central BHs (see §6 of our paper, and also Gebhardt et al. 2002). However, with the presently available models and data it is neither uniquely implied nor ruled out that M15 has an intermediate-mass BH.

We thank Haldan Cohn, Brian Murphy, Phyllis Lugger, Piet Hut and Steve McMillan for stimulating discussions.


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# How Should We Modify the High Energy Interaction Models ?

## 1 Introduction

One of the possible ways to assess the quality of the interaction models is to use them for the determination of the primary mass composition from the analysis of different cosmic ray components. The ideal case is to get a consistent mass composition using the same model and different components. As the variety and precision of experimental data and the quality of the theoretical interaction models are improved, more evidence appears that their quality is still not good enough. The mass composition derived with the use of electromagnetic and muon components is systematically lighter than when hadrons and muons are used. Mass composition in the knee derived using measurements of the depth of maximum is lighter than that from all ground-based measurements . All these facts indicate that the existing model needs further improvement.

## 2 The evidence from the ground-based measurements

The variety of observed EAS components and precise measurements of their characteristics by KASCADE experiment allowed this collaboration to derive the primary mass composition using the multivariate analysis of data. It was found that not only do different methods applied to the same set of observables give different results, but that there is a systematic difference between the results obtained using the same method, but different components. In Figure 1, taken from , the mean logarithmic mass $`lnA`$ derived from different sets of observables is shown vs. the so called truncated muon number $`N_\mu ^{tr}`$, which is an observable adopted as a measure of the primary energy, independent of the primary mass. The fundamentsl problem is that all the $`lnA`$ values should be the same at the same value of $`N_\mu ^{tr}`$, and they are not.

A number of features are of interest and, presumably, of some importance:
(i) the use of the electron size $`N_e`$ results in an average lighter composition ( Fig.1a ). On the other hand, omitting electrons and using just muons and hadrons results in a heavier composition ( Fig.1b );
(ii) considering the mean values from the two sets of data ( filled-in circles ), the ratio of $`lnA`$ for(b) to (a) increases smoothly with $`lgN_\mu ^{tr}`$, i.e. the discrepancy between (b) and (a) rises with increasing primary energy ( Fig.1c ).

This difference points to inadequacies in the models used for the analysis of the experimental data and provides an impetus to correct them. However the corrections should not be radical, because the difference between the $`lnA`$ is not large, typically $`\delta lnA`$ 0.2 - 0.4. The mentioned systematic difference can be an indication that the energy distribution between the different shower components is slightly different from that in the models: specifically, the actual mean number of electrons $`N_e`$ in EAS appears to be higher, that of muons $`N_\mu `$ slightly lower and that of hadrons $`N_h`$ lower still than in the models.

It is well known from the present models that for the same primary energy the number of muons in nuclei-induced showers is higher than in proton-induced ones. On the other hand the number of electrons and hadrons in nucleus-induced showers observed in the lower half of the atmosphere is lower than in proton ones. If one has an opportunity to measure the primary energy, by muons, Cherenkov light or another technique, and finds that the shower has a low $`N_\mu `$ or a high $`N_e`$ ( actually the ratio $`\frac{N_\mu }{N_e}`$ is important ) the conclusion will be that this shower is initiated by a proton or light nucleus. On the contrary, if one finds that the shower has a low $`N_h`$ the conclusion will be the opposite, i.e. that the shower is initiated by a heavy nucleus. This is exactly what is observed in the showers at sea level.

The same conclusion can be drawn from an analysis of KASCADE event rates . Both the muon and hadron trigger rates, observed by KASCADE, are lower than expected from the model calculations. This discrepancy indicates again that the actual numbers of muons and hadrons in EAS are lower than in the models, although the energy region responsible for the trigger rates is lower than that analysed for the mass composition around the knee. The analysis of this discrepancy indicates that the needed reduction of the number of muons in the model should be about 6%, for hadrons it is bigger - about 29%. Because muons and hadrons are the products of hadronic cascades, it is evident from the energy balance that to reduce the energy contained in the hadronic cascade one has to increase the energy transferred into the electromagnetic cascade.

## 3 Numerical estimates

### 3.1 Balance between the EAS components

To evaluate the effect of the proposed change of the balance between different cascade components we applied the semi-quantitative analytical approach, details of which can be found in . The results of the calculation for our basic set of parameters are shown in Figure 2a by a full line. According to our suggestion we increased the energy fraction transferred by nucleons into the electromagnetic component $`K_\gamma ^N`$ from 0.20 to 0.26. The result is shown in Figure 2a by the dashed line: the muon energy at sea level decreased by $``$ 6%, the hadron energy decreased by $``$ 23%, the energy transferred into the electromagnetic component increased by $``$ 2%.

### 3.2 The triangle diagrams

The balance of the energy contained in the major EAS components is convenient to analyse using the so-called ’triangle diagrams’ . If the height of an equilateral triangle is equal to 1, then for each point inside this triangle the sum of the distances to its sides is equal to 1. If we know the energy fractions carried by the electromagnetic ($`\delta _{e\gamma }`$), muon ($`\delta _\mu `$) and hadron ($`\delta _h`$) components at the observation level, so that $`\delta _{e\gamma }+\delta _\mu +\delta _h=1`$, then each shower can be presented by a single point inside the triangle. Our basic shower ( Fig.2, full line ) is shown in Fugure 3 by a full circle. The desired direction for the shift of the energy balance in the modified model is shown by the straight line arrow in Figure 3b.

However, despite the increase of the energy transferred into the electromagnetic component, the preserved electromagnetic energy and the electron size of the shower at sea level decreased by 14% due to its faster development and then faster attenuation of the cascade ( Figure 2b ). The point in the triangle diagram moved in the different direction ( open circle ). The similar result is obtained if we increase the total inelasticity $`K_{tot}^N`$ with $`K_\gamma ^N=\frac{1}{3}K_{tot}^N`$. Therefore the mere increase of the mean value of $`K_\gamma ^N`$ cannot give the required result.

We argue that another effect that should be present will bring about the desired effect: the slowing down of the development of the cascade in its initial stages. For illustration purposes we slow down the development of the hadronic and electromagnetic cascade by increasing the elongation rate ER from 65 gcm-2 to 71 gcm-2, preserving $`K_\gamma ^N`$ = 0.26. The result is shown in Figure 2 by dotted lines. The direction and the magnitude of the changes is now correct. Thus we conclude that the increase of the energy transferred into the electromagnetic component combined with the slowing down of the development of cascades in their initial stages is the most realistic way to improve the particle interaction model and to achieve a consistent estimate of the primary mass composition.

## 4 Theoretical arguments

Besides all these arguments, which are purely phenomenological, there are also theoretical arguments which lend support to the phenomenological consideration. Nearly all of them are related to processes which appear in nucleus-nucleus ( AA ) interactions. Their details are given in  and here we just enumerate them.

In AA collisions with a small impact parameters ( central collisions ) one has to expect the production of $`e^+e^{}`$-pairs including the multiple pair production. This process provides an additional energy transfer into the electromagnetic component and it was not taken into account in the present models. An additional energy transfer into the electromagnetic component can arise also from an excess of direct photons, which has been predicted theoretically as a signature of the quark-gluon plasma and is now observed in AA-collisions both at low and high transverse momentum.

In AA collisions with a large impact parameters ( peripheral collisions ) a projectile nucleus fragments into few pieces of different mass. Some of them are excited and after de-excitation give rise to MeV gamma-ray lines, observed from ’discrete’ sources and the interstellar medium. The lifetime of the excited fragments varies from a ’nuclear’ time $`10^{23}`$ sec to millions of years. For AA-interactions at PeV energies both the lifetime before the de-excitation and the energy of emitted gamma-quanta are extended by the factor of 105 \- 106 due to relativistic effects. As a consequence one can expect an additional sub-PeV electromagnetic cascade to be initiated a few hundred meters below the point of the first interaction. This effect will slow down the development of the electromagnetic cascade and shift its maximum.

## 5 Conclusions

The inconsistencies in the interpretation of the experimental data on the primary mass composition, obtained when different EAS components are used for the analysis, indicate the need for some improvement to the models which were used hitherto. We propose that the most promising way is to introduce an additional ( a few percent ) energy transfer into the EAS electromagnetic component combined with a slowing down of the cascade development in its initial stages, which is followed by a small ( 20-30 gcm-2 ) shift of the shower maximum into the deeper atmosphere. The most likely processes which can be responsible for such changes are those which occur in AA-collisions and they should indeed be present at some level. The importance of these processes is expected to grow with energy and offers the hope of resolving some controversies at very high energies.


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# Step Repulsion Mediates Wandering on a Si(001) Vicinal Face

## Abstract

With a Si(001) vicinal surface in mind, we study step wandering instability on a vicinal surface with an anisotropic surface diffusion whose orientation dependence alternates on each consecutive terrace. In a conserved system step wandering takes place with step-up adatom drift. Repulsive interaction between steps is found indispensable for the instability. Monte Carlo simulation with a strong repulsive step interaction confirms the result of linear stability analysis, and further shows that in-phase step wandering produces straight grooves. Grooves widen as their amplitudes increase in proportion to the square root of time.

preprint: Step Repulsion Mediates Wandering on Si(001) Vicinal Face

On a vicinal surface of a crystal, steps undergo two types of dynamical instabilities: wandering and bunching. Step wandering is the instability for step deformation along the step, and step bunching is the one for the inter-step distance rev1 . Both instabilities are caused by some asymmetry in the surface diffusion field. There are many effects which cause the asymmetry, and the drift flow of adsorbed atoms (adatoms) is one of them. On Si(111) and Si(001) vicinal faces, a direct electric current induces drift of adatoms and the instabilities have been observed under its application rev2 .

Si(001) surface is reconstructed and forms rows of dimerized atoms arranged in a $`2\times 1`$ unit cell (Figure 1). On the reconstructed surface, the adatom surface diffusion is anisotropic such that it takes place more easily in parallel to the dimer rows than in perpendicular. On a vicinal face terraces of different heights are bounded by steps. On consecutive terraces the dimer orientation alternates, and we call the $`1\times 2`$ terrace TA and the $`2\times 1`$ terrace TB.

Due to the alternation of the orientation of fast surface diffusion on different terraces, conditions of the step instabilities for a Si(001) vicinal face differ from those for a Si(111) vicinal face. Experimentally, bunching is observed on a (001) vicinal face with a finite current irrespective of its direction Kahara-y89jjap ; Litvin-kl91 ; Latyshev-la98ass , and the step wandering with the step-up current Nielsen-pp01ss . Since the drift is believed to be parallel to the current Metois-hp99ss , the drift direction to cause the step wandering is opposite to that on a Si(111) vicinal face.

Theoretically, step bunching on a Si(001) vicinal face is studied by a one-dimensional step flow model Stoyanov-90jjap ; Natori-fy92jjap ; Natori-ff92ass  and by Monte Carlo simulations Sato-us02jcg . When the alternation of anisotropic surface diffusion is taken into account, the step bunching instability is found irrespective of the drift direction, in agreement with the experiments Kahara-y89jjap ; Litvin-kl91 ; Latyshev-la98ass . On the contrary, there is no theoretical study on the step wandering on a Si(001) vicinal face so far, which we undertake in this paper.

Atoms detached from steps migrate on terraces and attach to some steps. For the wandering instability, the adatom drift is necessary as well as the diffusive motion. Evaporation and impingement are omitted. Steps are running parallel to the $`x`$-direction on average, and the positive $`y`$-direction is chosen in the step-down direction. The drift is assumed in the $`y`$-direction. With the anisotropy of the diffusion coefficient, the diffusion equation of adatom density $`c(x,y,t)`$ is expressed as

$$_tc=D_x_x^2c+D_y_y^2cfD_y_yc,$$
(1)
where $`_t`$, $`_x`$ and $`_y`$ represent the partial derivatives with respect to the subscripts, $`D_x`$ is the diffusion coefficient in the $`x`$-direction, $`D_y`$ in the $`y`$-direction, and $`f`$ ($`=F/k_\mathrm{B}T`$) the force to induce the drift devided by the temperature. The meaning of $`D_x`$ and $`D_y`$ depends on which terrace we are discussing, on TA or TB, and we come to this point later. For simplicity, we assume that the step kinetics is fast enough that the adatom density attains its local equilibrium value at each step: $`c|_\pm =c_{eq}^0[1+\mathrm{\Omega }(\stackrel{~}{\beta }\kappa +_y\zeta )/k_\mathrm{B}T]`$. Here $`+()`$ indicates the lower (upper) side of the step, $`c_{\mathrm{eq}}^0`$ is the equilibrium adatom density of a free straight step, $`\mathrm{\Omega }`$ is the atomic area, $`\stackrel{~}{\beta }`$ the step stiffness, $`\kappa `$ the curvature of the step, and $`\zeta `$ the step-step interaction potential. We assume that $`\zeta `$ is a function of the step distance $`l`$ in the $`y`$-direction as $`\zeta =A(l_+^2+l_{}^2)`$ with a positive constant $`A`$, corresponding to step repulsion. There is a more detailed model where $`\zeta `$ is expressed by an integration of the force dipole along the step Paulin-gpm01prl . But in the linear analysis the complication is shown to be incorporated into the renormalization of the stiffness. Therefore, we use the simple form for $`\zeta `$ here.

By solving eq. (1) with the boundary conditions in the quasi-static approximation ($`_tc=0`$), the adatom density $`c`$ and then the adatom current $`𝒋`$ are determined. The step velocity is given by $`V=\mathrm{\Omega }\widehat{𝒏}\left(𝒋|_{}𝒋|_+\right),`$ where $`\widehat{𝒏}`$ is the normal vector in the step-down direction.

Due to the different orientation of the dimer rows on TA and TB, a set of diffusion coefficients $`(D_x,D_y)`$ corresponds different combinations; $`(D_x,D_y)=(D_{},D_{})`$ on TA and $`(D_x,D_y)=(D_{},D_{})`$ on TB, and $`D_{}`$ is larger than $`D_{}`$. Since the step SB is rougher than SA on a Si(001) vicinal face, step parameters are different in general for the two types of steps, SA and SB, but for simplicity, we neglect these differences.

On a flat vicinal face where parallel steps are arranged equidistantly, the adatom concentration is homogeneous as $`c_{\mathrm{eq}}^0`$. The step velocities $`V_A`$ and $`V_B`$ of the steps SA and SB are calculated as $`V_A=V_B=\mathrm{\Omega }f(D_{}D_{})c_{\mathrm{eq}}^0.`$ Since the step velocities $`V_A`$ and $`V_B`$ are nonvanishing and opposite for a finite drift ($`F0`$), the flat vicinal face is unstable against step pairing. Without the repulsive step-step interaction, the adatom concentration is homogeneous as $`c_{\mathrm{eq}}^0`$ irrespective of the step distance. The steps move with the velocities $`V_A`$ and $`V_B`$ given above, and by coalescence the surface is covered by one type of terrace; for instance, TA for positive $`F`$ since $`D_{}>D_{}`$.

If the repulsive interaction is granted, the difference of terrace widths $`l_\mathrm{A}`$ and $`l_\mathrm{B}`$ of terraces TA and TB causes the difference of the equilibrium adatom densities $`c_\mathrm{A}`$ and $`c_\mathrm{B}`$ at steps SA and SB. Then the steady state with vanishing step velocities can be established even with the drift as

$$\frac{D_{}(c_\mathrm{A}\mathrm{e}^{fl_\mathrm{A}}c_\mathrm{B})}{\mathrm{e}^{fl_\mathrm{A}}1}=\frac{D_{}(c_\mathrm{B}\mathrm{e}^{fl_\mathrm{B}}c_\mathrm{A})}{\mathrm{e}^{fl_\mathrm{B}}1}.$$
(2)
Since the average terrace width of the vicinal face is fixed to $`l`$, wide and narrow terraces appear alternately as $`l_\mathrm{A}=l+\delta l/2`$ and $`l_\mathrm{B}=l\delta l/2`$, and the equilibrium densities also alternate as $`c_\mathrm{A}=c_{\mathrm{eq}}^0\mathrm{\Delta }c/2`$ and $`c_\mathrm{B}=c_{\mathrm{eq}}^0+\mathrm{\Delta }c/2`$, respectively. For a small drift $`fl`$ and the strong repulsive interaction, the density difference $`\mathrm{\Delta }c=c_Bc_A`$ is approximated by $`\mathrm{\Delta }c/c_{\mathrm{eq}}^0\sigma fl`$ with $`\sigma =(D_{}D_{})/(D_{}+D_{})`$, and the terrace width difference is $`\delta l/lk_BT\sigma fl^2/12\mathrm{\Omega }A`$. Without repulsive interaction $`A=0`$, the terrace width cannot remain finite. Also the above equation indicates that the deviation of the terrace width $`\delta l/l`$ is small under a very strong step repulsion.

We now study the stability of this steady state with alternating terrace widths under the adatom drift. When the step repulsion is strong enough, the perturbations to step positions $`\delta y_\mathrm{A}(x,t)`$ and $`\delta y_\mathrm{B}(x,t)`$ of a wavenumber $`q`$ can be shown to merge into the in-phase fluctuation of the same amplitude $`\delta y_\mathrm{A}(x,t)=\delta y_\mathrm{B}(x,t)=\delta y_q\mathrm{e}^{\omega _qt}\mathrm{e}^{iqx}`$. With this deformation the terrace widths in the $`y`$ direction remain $`l_\mathrm{A}`$ and $`l_\mathrm{B}`$ as before. For small $`q`$, the amplification rate is calculated to be

$$\omega _q=\alpha _2q^2\alpha _4q^4,$$
(3)
where $`\alpha _2=\mathrm{\Omega }(D_{}D_{})\mathrm{\Delta }c/2`$ and $`\alpha _4=\mathrm{\Omega }^2c_{eq}^0(D_{}l_\mathrm{A}+D_{}l_\mathrm{B})\stackrel{~}{\beta }/2k_\mathrm{B}T.`$ Here we have assumed that the terrace widths are small as $`ql_{\mathrm{A},\mathrm{B}}1`$.

When the drift is in the step-down direction($`F>0`$), $`l_\mathrm{A}`$ is larger than $`l_\mathrm{B}`$, and $`c_\mathrm{B}`$ is larger than $`c_\mathrm{A}`$. Then the quadratic term in $`q`$ is negative and the steady state is stable. When the drift is in the step-up direction($`F<0`$), $`c_\mathrm{A}`$ is larger than $`c_\mathrm{B}`$, and the quadratic term is positive. Then the steady state with straight steps is unstable and in-phase step wandering occurs. Thus the first term indicates an instability of the steady state by changing its sign with the drift direction. Note that the wandering is caused by the difference $`\mathrm{\Delta }c`$ of equilibrium concentrations at the steps originated from the step repulsion. Thus the step repulsion is indispensable for the establishment of wandering instability on a Si(001) vicinal. Also note that there is no critical value for the step-up drift. If the drift changes from step-down to step-up, steps immediately shows the wandering instability, because the Gibbs-Thomson effect gives only a quartic term, higher than the destabilizing quadratic term.

For a strong repulsive interaction, the difference of the step distance $`\delta l`$ is small and the wavelength of the most unstable mode is given by $`\lambda _{\mathrm{max}}=2\pi \sqrt{2\alpha _4/\alpha _2}=2\pi \sigma ^1\sqrt{2\mathrm{\Omega }\stackrel{~}{\beta }/|F|}.`$ The characteristic wavelength is inversely proportional to the square root of the external field $`E`$ which causes the drift: $`\lambda _{\mathrm{max}}1/\sqrt{E}`$.

After the instability sets in, the step deformation amplifies, and a nonlinear analysis is wanted. Assuming an in-phase motion of steps due to the strong step repulsion, a heuristic argument is possible on the nonlinear evolution of the step wandering $`\delta y(x,t)=\eta (x,t)`$. This simultaneously reveals the physical origin of the wandering. Since the number of atoms is conserved, the in-phase step motion is controlled by the adatom current in the $`x`$ direction. The drift current has only the $`y`$ component so that only the diffusion current determines the evolution of step fluctuation.

There are two contributions of diffusion current. One is the current across the terrace induced by the difference of the equilibrium densities at both ends of the terrace. When two bounding steps are tilted from the $`y`$ direction with an angle $`\theta =\mathrm{tan}^1(_x\eta )`$, the gradient of the adatom density in a terrace TA is $`\mathbf{}c_A=(\mathrm{\Delta }c/l_A\mathrm{cos}\theta )(\mathrm{sin}\theta ,\mathrm{cos}\theta )`$. The diffusion current is obtained as $`𝒋^A=(D_{}\mathrm{\Delta }c\mathrm{tan}\theta /l_A,D_{}\mathrm{\Delta }c/l_A)`$, and the $`x`$ component of the total flux on TA is $`J_x^A=j_x^Al_A=D_{}\mathrm{\Delta }c\mathrm{tan}\theta `$ (one obtains the same result by solving (1)). Similarly the $`x`$ component of the flux on TB is $`J_x^B=D_{}\mathrm{\Delta }c\mathrm{tan}\theta `$, and the average flux per step is $`J_x^{(1)}=(J_x^A+J_x^B)/2=(D_{}D_{})\mathrm{\Delta }c_x\eta /2`$. A steady state condition similar to eq. (2) with tilted steps gives the difference of the equilibrium adatom density as $`\mathrm{\Delta }c=\sigma flc_{\mathrm{eq}}^0\mathrm{cos}^2\theta `$, and the extra factor $`\mathrm{cos}^2\theta `$ appears. When $`\mathrm{\Delta }c<0`$ (i.e. $`F<0`$), the flux is an increasing function of the slope and an instability is expected.

The other is the diffusion current along the steps due to the chemical potential change with curvature. Considering that the normal distance between steps for a tilted part is $`l_{A,B}\mathrm{cos}\theta `$, the flux (per step) passing through the two terraces induced by the chemical potential gradient is $`J_x^{(2)}=(l_A\mathrm{cos}\theta D_{}+l_B\mathrm{cos}\theta D_{})c_{\mathrm{eq}}^0\mathrm{cos}\theta _x\mu /2k_\mathrm{B}T.`$ The chemical potential $`\mu `$ is determined solely by the Gibbs-Thomson effect $`\mathrm{\Omega }\stackrel{~}{\beta }\kappa `$ and independent of the step repulsion in the present choise of interaction $`\zeta `$, since the terrace width in the $`y`$ direction is constant for the in-phase modulation. More general expression given by Paulin and co-workers Paulin-gpm01prl  might modify the following result quantitatively but not qualitatively.

With two contributions together, mass conservation leads to the following nonlinear time evolution of the in-phase step deformation $`\eta (x,t)`$;

$`_t\eta `$ $`=`$ $`_x\left[g^1\left(\alpha _2_x\eta +\alpha _4_x\left(g^{3/2}_x^2\eta \right)\right)\right],`$ (4)
where and $`g=1+(_x\eta )^2=\mathrm{sec}^2\theta `$. $`\alpha _2`$ and $`\alpha _4`$ are those in eq. (3). With $`\eta =\delta y_qe^{iqx+\omega t}`$ the linear amplification rate $`\omega _q`$ is recovered from eq.(4). Interestingly eq.(4) is the same as the nonlinear equation obtained for other conserved systems Pierre-Louis-mskp98prl ; Gillet-pm00epjp ; Paulin-gpm01prl ; Sato-ush2002prb ; kato-ush  although the mechanism looks very different.

The above theoretical analysis is now compared with the results of Monte Carlo simulations. For the simulation algorithm, consult Refs.Sato-us02jcg, ; Sato-us2000prb, ; Saito-u94prb, . We study steps with an average distance $`l=8`$ on a square lattice system of size 256 $`\times `$256 or 512 $`\times `$ 128. Length hereafter is measured in the unit of lattice constant $`a`$, and time in the unit of $`a^2/D_{}`$. The parameters are so chosen as the equilibrium adatom density $`c_{\mathrm{eq}}^0=0.18`$, the step stiffness $`\stackrel{~}{\beta }/k_\mathrm{B}T=0.13`$, $`D_{}=0.5`$ and $`D_{}=1.0`$. There is no extra energy barrier for the over-step diffusion. Kinetic coefficient is large enough so that the local equilibrium condition is valid. The strength of repulsive potential $`A/k_\mathrm{B}T=46`$ is large enough to suppress step bunching in the following simulations.

In Figure 2 we show snapshots of the step wandering under various drift forces; $`f=0.1`$ for Fig. 2(a) and -0.1 for Fig. 2(b) and (c). Solid lines represent the step SA and dotted lines represent the step SB. We start the simulation with an equidistant train of straight steps. With step-down drift in Fig. 2(a) (upward drift in the figure), steps remain straight. With step-up drift in Fig. 2(b) and (c) step wandering occurs, in agreement with the linear stability analysis. Because the wandering is in phase, grooves appear parallel to the $`y`$-axis.

Since $`|fl|=0.8`$ is not very small, we have to use a general formula for the wavelength of the most unstable mode, and it is obtained as $`\lambda _{\mathrm{max}}77`$, in good agreement with the result $`\lambda 64`$ in Fig. 2 (b). There, the wandering amplitude (the average step fluctuation width) is $`w14.5`$. In a late stage shown in Figure 2(c) the amplitude increases up to $`w37.2`$ when the wavelength of the grooves is about $`85`$. Thus, the structure coarsens parallel as well as perpendicular to the steps.

Recently, Paulin and co-workers Paulin-gpm01prl  studied the step wandering induced by the Ehrlich-Schwoebel effect in a conserved system. They found perpetual enhancement of the wandering amplitude as $`wt^\beta `$ with $`\beta 1/2`$, irrespective of the step repulsion, but the coarsening of the wavelength of grooves took place only with a step repulsion. Although we take account of the long-ranged step repulsion only in the $`y`$-direction but not in the $`x`$-direction as Paulin et al. did, the entropic repulsion may have caused an effective repulsion in the $`x`$-direction and eventually the coarsening in our case, too.

In Figure 3 open circles represent the time evolution of the wandering amplitude $`w`$ for $`f=0.1`$. The result is obtained by averaging over 10 runs of the size $`512\times 128`$ with 16 steps. In an early stage ($`t2\times 10^5`$), the step width increases rapidly. Then, the width enhancement slows down to $`wt^{1/2}`$. The exponent is the same with the values obtained for the step wandering in other conserved systems Sato-ush2002prb ; Pierre-Louis-mskp98prl ; Gillet-pm00epjp ; Paulin-gpm01prl ; kato-ush . The slowing down of the fluctuation amplification is attributed to the suppression of the diffusion current due to the narrowing of the terrace width Paulin-gpm01prl . The groove wavelength $`\lambda `$ is obtained by counting the number of grooves for 10 samples, and is depicted by open squares in Fig. 3. The slow increase as $`\lambda t^\alpha `$ with $`\alpha =0.17\pm 0.04`$ is consistent with the one found with the use of a generalized version of eq.(4) Paulin-gpm01prl .

In this paper, we studied the drift-induced step wandering on a vicinal face with an anisotropic surface diffusion whose orientation dependence alternates on consecutive terraces. The step-step interaction is shown to play an essential role for the step wandering, since it not only prevents steps from coalescing but also creates the difference $`\mathrm{\Delta }c`$ of the equilibrium adatom density. The imbalance of the diffusion current between different steps induced by $`\mathrm{\Delta }c`$ causes the step wandering. Thus the step repulsion mediates steps to establish the asymmetry in the diffusion field. Due to this asymmetry, the step wandering occurs with step-up drift. The in-phase wandering leads to the formation of straight grooves on a vicinal face, in accordance with other conserved systems Pierre-Louis-mskp98prl ; Gillet-pm00epjp ; Paulin-gpm01prl ; Sato-ush2002prb ; kato-ush .

Recently, in an experiment by Nielsen and coworkers Nielsen-pp01ss  a dimpled specimen was used and the step wandering on Si(001) vicinal face was observed with the application of a direct electric current. Near the bottom of the dimple, where the inclination is very small, the step bunching occurs irrespective of the current direction note . Fluctuation of bunches with the step-up current is larger than that with the step-down current. On increasing the inclination, which means increasing the repulsive interaction, the in-phase step wandering occurs and straight grooves parallel to the current appear with the step-up current. The step wandering was observed in a range of inclination angle between $`0.08^{}`$ and $`0.5^{}`$. In Si(001) vicinal face, the direction of the drift of adatoms is believed to be the same as that of the electric current Metois-hp99ss , and our results of step wandering under a step-up drift qualitatively agree with the experiment Nielsen-pp01ss .

This work was supported by Grant-in-Aid for Scientific Reserch from Japan Society of the Promotion of Science. M.U. and Y.S. benefited from the inter-university cooperative research program of the Institute for Materials Research, Tohoku University.