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# Gravitational microlensing as a test of stellar model atmospheres

## 1 Introduction

Recently gravitational microlensing has been shown to be an effective tool for stellar astrophysics, primarily through high time resolution observations of extended source events – i.e. where the lensed star cannot reasonably be approximated as a point source.

The microlensing signatures of extended sources were initially discussed in Bontz (1979), Gould (1994), Witt & Mao (1994) and Nemiroff & Wickramasinghe (1994) for the case of a star of uniform surface brightness, where the finite size of the star produces a significant deviation from the point source light curve. The primary motivation for the authors in the 1990’s was to use extended source effects to better constrain the properties of the lens – thus distinguishing between e.g. LMC and galactic lenses.

The microlensing signatures of a non-uniform disc was first considered by Valls-Gabaud (1994), Bogdanov & Cherepashchuk (1995), Witt (1995) and Simmons, Willis and Newsam (1995), who showed that the lightcurves would display a chromatic signature as the lens effectively sees a star of different radius at different wavelengths. Valls-Gabaud (1994, 1998) modelled linear, quadratic and logarithmic limb darkening, with coefficients computed for the Johnson $`U`$ to $`K`$ wavebands using ATLAS LTE model atmospheres from Kurucz (1994), and also predicted a spectroscopic effect, where the line profiles would change during the microlensing event, providing another probe of atmospheric structure. This was confirmed by Heyrovský, Sasselov & Loeb (2000) for a particular red giant model atmosphere.

Gould (2001) reviews recent observational progress in detecting non-uniform surface brightness effects. The clearest evidence of limb darkening to date comes from analysis of event MACHO 97-BLG-28 (Albrow et al. 1999). This was an example of a binary lens event with a cusp crossing – arguably the most favourable type of event for stellar astrophysics studies. The photometry and sampling coverage for this event were of sufficient quality to fit a 2-parameter limb darkening law in $`V`$ and $`I`$.

Although observations already strongly favour limb darkened atmospheres over uniform brightness models, the use of microlensing as a discriminant between limb darkened models is a relatively new subject. Albrow et al. (2001) present a detailed analysis of event OGLE 99-BUL-23, comparing the $`V`$ and $`I`$ light curves with several different model atmospheres, including for the first time a treatment of the errors in the lens parameters and their correlation with the estimated limb darkening coefficients. Notwithstanding the rigorous statistical approach of that paper, which ‘raises the benchmark’ for future analyses, only linear limb darkening models were considered. The current ‘state of the art’ atmosphere models are the ‘Next Generation’ models of Hauschildt et al. (1999a, b), which include a much more detailed treatment of molecular absorption lines in the atmospheres of cool giants and consider spherically symmetric atmospheres, as opposed to plane parallel models used previously. The aim of this Letter is to compute the microlensing signatures of typical extended source events, lensed by point and fold caustics. This allows a comparison of the differing stellar atmosphere models to be made and so, stimulating interest in observations of extended source events as a test of model atmospheres.

## 2 PHOENIX Next Generation model atmospheres

Computations of stellar surface brightness profiles have been carried out for several decades but until very recently were based on approximate fits to the limb darkening, that is the dependence of the intensity, $`I(\mu )`$, as a function of (the cosine of) emergent angle, $`\mu `$. For instance a simple linear model, namely $`I(\mu )=I_0\left[1c_1(1\mu )\right]`$ was often sufficient, while the detailed study of eclipsing binaries sometimes required two parameter models, such as the “square root” $`I(\mu )=I_0\left[1c_2(1\mu )c_3(1\sqrt{\mu })\right]`$ or “logarithmic” model $`I(\mu )=I_0\left[1c_4(1\mu )c_5\mu \mathrm{ln}\mu \right]`$. Each coefficient $`c_i`$ depends on the temperature, gravity and chemical composition of the source, but the range of validity of these “laws” is often very limited (see Valls-Gabaud 1998 and references therein). For instance the square root formulation provides a good fit for hot stars, while a quadratic equation would be enough for cooler stars. A new non-linear formulation, using 4 parameters and valid across the entire range of effective temperatures and surface gravities has recently been suggested by Claret (2000). Claret (2000) also made non-linear fits to the ATLAS model atmospheres, improving upon the previous calculations made by Van Hamme (1993).

By contrast, the recent PHOENIX “Next Generation” stellar atmosphere models, computed by Hauschildt et al. (1999a,b), considerably improve upon these models in several important respects, and in particular by carrying out calculations assuming spherical geometry. Moreover, the intensity calculations are based on a huge library of atomic and molecular lines, with about $`2\times 10^8`$ molecular lines contributing to a typical giant atmosphere model at $`T_{\mathrm{eff}}=3000`$ K. Claret (2000) also fitted his new non-linear limb darkening equation to some PHOENIX models.

The dramatic difference in the dependence of limb darkening on emergent angle between the ATLAS models and PHOENIX models is illustrated in Figure 1, which shows the intensity profiles for a giant star of $`T_{\mathrm{eff}}=4250`$ K and $`\mathrm{log}g=0.5`$, in four Johnson bands: $`V`$, $`R`$, $`I`$ and $`K`$. The solid curve shows the PHOENIX profiles, while the dashed, dash-dotted and dotted curves denote the linear, logarithmic and square root models respectively. It is immediately clear that there is a dramatic decrease in the predicted intensity of the PHOENIX models as one approaches the limb of the star, i.e. at $`\mu 0.2`$. This feature does not appear in ATLAS models and arises from the effects of spherical symmetry, which includes finite optical depth for rays close to the limb – a treatment which is absent from ATLAS models which utilise plane parallel atmospheres in which the optical depth of *limb rays* is still finite and so provide significant intensity out to $`\mu =0`$. The question then arises: is microlensing sufficiently sensitive to detect this limb feature in the atmospheres of extended sources, and thus to test the NextGen models against real observations?

## 3 Computing microlensing lightcurves

For a point source the amplification due to a point mass lens is $`A=\left(u^2+2\right)/\left(u\sqrt{u^2+4}\right)`$, where $`u(t)`$ is the impact parameter, the projected angular separation between lens and source, measured in units of $`\theta _E`$, the angular Einstein radius of the lens, defined as

$$\theta _E=\sqrt{\frac{4GM}{c^2}\frac{(D_sD_l)}{D_sD_l}}$$
(1)
where $`D_l`$ and $`D_s`$ are the lens-observer and source-observer separations respectively and $`M`$ the mass of the lens. If the impact parameter is comparable to the angular radius of the source, the point source amplification function breaks down and it becomes necessary to calculate the amplification as an integral over the source star, given by

$$A_\nu (t)=\frac{I_\nu (r,\theta )A(r,\theta ,t)r𝑑r𝑑\theta }{I_\nu (r,\theta )r𝑑r𝑑\theta }$$
(2)
Thus, the microlensing lightcurve contains unique information on the source surface brightness profile, $`I_\nu (r,\theta )`$, which is a far more sensitive test of the model atmosphere than its integrated value, the emergent flux.

In the case of binary lenses, the amplification function takes a more complex form, although for an extended source it is again given by an integral over the source. In this Letter we are only concerned with so-called fold caustic crossings, and so we adopt the ‘square-root’ approximation for the amplification inside the caustic structure (Schneider, Ehlers and Falco, 1992) which is valid within a few angular source radii of the caustic and takes the form $`A(x)=A_0+1/\sqrt{x}`$. Here $`A_0`$ is the total amplification of other images outside the caustic, which we assume to be constant during the caustic crossing, $`x`$ is the perpendicular distance in units of the angular Einstein radius of the binary lens, from an element of the source to the caustic. Note that for elements of the source outside the caustic structure there are no additional images formed, so $`A(x)=A_0`$.

## 4 Results

Figure 2 shows a comparison between two sets of microlensing lightcurves for a point lens transit event: one set calculated using a linear limb darkening law and parameters from the ATLAS grid by Kurucz (1994) (see Valls-Gabaud, 1998); and the second set calculated using the PHOENIX Next Generation models as discussed in Section 2. In this example we compare the models for a source with of angular radius $`0.1\theta _E`$, $`\mathrm{log}g=0.5`$, $`T_{\mathrm{eff}}=4250`$ K and solar metallicity. The abscissa shows the time evolution of the event, in units of the Einstein crossing time, $`t_E`$, of the lens – i.e. the time taken for the lens to move 1 angular Einstein radius. $`t_0`$ denotes the time at which the impact parameter is a minimum, $`u_0`$; in this example we take $`u_0=0`$ – i.e. the lens transits through the centre of the source. The ordinate shows the magnitude difference between these models, defined as

$$\mathrm{mag}_{\mathrm{nextgen}}\mathrm{mag}_{\mathrm{linear}}=2.5\mathrm{log}\left(\frac{\mathrm{F}_{\mathrm{LL}}}{\mathrm{F}_{\mathrm{UL}}}\right)2.5\mathrm{log}\left(\frac{\mathrm{F}_{\mathrm{LN}}}{\mathrm{F}_{\mathrm{UN}}}\right)$$
(3)
where $`F_{\mathrm{LL}}`$, $`F_{\mathrm{UL}}`$, $`F_{\mathrm{LN}}`$ and $`F_{\mathrm{UN}}`$ are the lensed and unlensed linear limb darkened, and lensed and unlensed NextGen fluxes respectively. Four colour bands are used to illustrate the strong chromatic differences between the models: $`V`$, $`R`$, $`I`$ and $`K`$ bands, represented by straight, dashed, dash-dotted and dotted lines respectively.

Two main features are immediately apparent in Figure 2. Firstly, just before and after the lens transits the source there are positive “spikes”; these occur as the PHOENIX/NextGen model is considerably more limb darkened than the linear model close to the limb. However these spikes are very narrow. The second feature is the broad ‘brightening’ during the central phase of the transit; this also occurs as a consequence of the strong NextGen limb darkening, which makes the source appear smaller as the lens crosses its centre, causing a larger amplification. Thus, if a source with a NextGen type atmosphere is fitted by a linear limb darkening model, the source size would be systematically underestimated.

Figure 3 compares lightcurves for the same source as Figure 2 but with an impact parameter of $`0.09\theta _E`$, i.e. the lens ‘just’ transits the source. In this case the only features are the two upward spikes, due to the NextGen intensity being considerably smaller than the linear model intensity at the limb of the star. Again, however, these spikes are very narrow and around minimum impact parameter the difference between the models is much smaller, since the amplified flux is dominated by a region slightly closer to the centre of the source where there is less difference between the models (see Figure 1 at $`\mu =0.9`$). In particular, no brightening effect is seen since the lens does not cross the central region of the source. The amplitude of the effect is, however, similar: at least $`0.01`$ mag, which is easily detectable.

Figure 4 compares the NextGen and linear models during a fold caustic crossing event, shown from when the source is $`3`$ source radii outside to $`3`$ source radii inside the caustic structure. Here the source has $`T_{\mathrm{eff}}=4250`$ K, $`\mathrm{log}g=0.5`$ and solar metallicity, but now has an angular radius of $`0.01\theta _E`$ – a more realistic value for e.g. typical Bulge events, which results in larger amplification changes. The most striking feature on Figure 4 is the large spike as the source begins to enter the caustic; here the flux is dominated by the small region of photosphere very close to the limb and directly beneath the caustic – the surface brightness of which varies dramatically between the two models. As the event proceeds the magnitude difference becomes much smaller, particularly in mid-transit when the limb differences between the models are diluted by the larger intensity from the central part of the source. However, we again see a broad ‘brightening’ effect as in Figure 2, due to the extreme NextGen limb darkening producing an apparently smaller source. As the trailing limb crosses the caustic we see only a small peak since there is already considerable amplification from the rest of the photosphere. In practice, of course, we would expect to observe these events in reverse: it is easier to predict when a source will exit a caustic than when it will enter!

## 5 Conclusions

Figures 2 – 4 clearly suggest that it is within the capabilities of current intensive microlensing monitoring programs to discriminate between the chosen atmosphere models from a well parameterised lightcurve. For the case of a point caustic event, with e.g. timescale $`t_E15`$ days, the transits shown in Figure 2 and 3 would last for about 3 days, with the sharp features at each limb crossing a few hours in duration. The sampling rates regularly achieved by e.g. the PLANET collaboration during recent events would easily suffice to resolve these limb crossing features with a reasonable number of data points. It must be noted, of course, that since Figures 2 and 3 are for point lens transits, the probability of such an event – and indeed of its immediate detection – is small. *Given* that the event is alerted during the rise phase as a potential extended source, however, the detection of the limb crossing spikes would be highly likely.

The situation for the fold caustic event is more encouraging. Again, the timescale for the caustic crossing is of the order of several hours, which is typical of “lensing anomaly” events already regularly monitored. Moreover, as pointed out previously, the chief advantage of fold caustic crossing events is the predictability of the source exiting the caustic structure, thus allowing intensive monitoring to be scheduled in advance. As the trailing limb of the star leaves the interior of the caustic one will see a dramatic difference between NextGen and the other models since it is effectively *only* the (strongly darkened) limb of the star which is being amplified. The signature of this limb crossing is seen in Figure 4 to be of order 0.2 mag. in Johnson $`B`$, $`V`$, $`R`$ and $`I`$ – which would render it very easily detectable with existing photometric precision.

To compare any stellar atmosphere models using real data would involve simultaneously determining best-fit lens parameters for the event under study. As remarked previously, Albrow et al (2001) have included the effects of lens parameter errors in estimating limb darkening coefficients. We will carry out a similar numerical study, using realistic simulated observations, in future work and at a more advanced stage one must also consider the possibility of spots further effecting the lightcurve (see Hendry et al. 2002). It seems clear, however, that the magnitude of the difference between NextGen and ATLAS models is eminently detectable – even allowing for uncertainties in the fitted lens parameters. This is an essential step in the determination of fundamental stellar parameters. For instance, high accuracy measures of stellar radii via eclipsing binary light curves rely critically on these model atmospheres (e.g. Orosz and Hauschildt 2000) as do interferometric measures (e.g. Davis et al. 2000, Wittkowski et al. 2001). Thanks to microlensing we have now almost direct access to the distribution of intensity across a source, and hence we can probe stellar photospheres with unprecedented detail.


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# Asymmetric emission of high energy electrons in the two-dimensional hydrodynamic expansion of large xenon clusters irradiated by intense laser fields

## I Introduction

Ready availability of intense, ultrashort laser sources has driven widespread interest in the response of various forms of matter to intense light. The focus of the bulk of contemporary research has been either on dynamics involving low-density matter, in the form of isolated atoms or molecules, or on interactions that involve high-density matter in the form of solids. Investigations have lead to the discovery of several fundamental phenomena in both types of matter, and many avenues for technological applications have opened up. Gas-phase clusters are uniquely placed between the two density regimes. The large local density in a cluster gives rise to solid-like behavior but, at the same time, sizes of clusters are small enough to ensure that atomic and molecular effects do not lose their relevance. This co-mingling of two separate aspects of laser-matter interaction is one of the main reasons for growing interest in the fundamental aspects of the physics of cluster dynamics in intense laser fields. Another, very important facet of laser-cluster interactions that has fueled research in the field is the discovery of the extraordinarily high efficiency with which large rare-gas clusters absorb laser energy  and subsequently redistribute it into high energy ions , electrons , and photons . The efficient conversion of laser energy into high energy particles and radiation has many important implications from the viewpoint of applications. The more notable among these are coherent radiation in the x-ray regime through high-harmonic generation , intense incoherent x-rays emitted by hot plasmas , high-energy electrons by laser wakefield acceleration , and, recently, generation of ultrashort pulses of monoenergetic neutrons from nuclear fusion in cluster plasmas . Moreover, there are a plethora of other potential applications in extreme ultraviolet (EUV) lithography, time-resolved neutron diffraction, and table-top accelerators that await exploitation. However, despite the fundamental importance of laser-cluster interactions, and many tantalizing applications, proper insight into the dynamics of energy absorption and redistribution remains elusive. The complexity of the interaction necessitates the use of various approximations in modeling observations. Experimental and theoretical investigations continue to remain necessary in order to verify the validity of different schemes.

There exist two major theoretical models that seek to explain the evolution of the cluster under intense field irradiation. Neither of them, the hydrodynamic expansion model or the ionization ignition - Coulomb explosion model, can adequately explain the experimentally observed features that presently drive research in this area. In both models, atoms in a cluster are tunnel ionized at the leading edge of the incident laser pulse. As the ionized electrons are removed from the cluster, what gets left behind is a positively charged core that gives rise to an increasing potential barrier to further removal of electrons. The question of whether the barrier is sufficient to retain a large fraction of electrons or not is the bone of contention between the two models. In the hydrodynamic expansion model, it is assumed that retention of most of the electrons by the cluster results in a spherically symmetric plasma. The retained electrons absorb energy from the laser by collisional inverse bremsstrahlung. The hot electron plasma expands due to hydrodynamic pressure, and transfers energy to the ions. The expansion velocity of the plasma is determined by the plasma sound speed, and since the ion and electron charge clouds expand at the same speed, the ions are expected to be significantly hotter than the electrons. On the other hand, the Coulomb explosion-ionization ignition model of the dynamics avers that electrons leave the cluster rapidly after tunnel ionization. As a result, there is a build-up of charge on the cluster that gives rise to a radial field that can be large enough to drive further ionization at the surface of the sphere. The removal of these electrons increases the radial field further and “ignites” ionization. The cluster then explodes due to the Coulombic repulsion between the positively charged ions. At the most basic level, prevailing wisdom indicates that the hydrodynamic expansion model is expected to hold for clusters that are large enough in size to retain a substantial fraction of the electrons, while the ionization ignition-Coulomb explosion model requires the prompt removal of most of the electrons, which would be the case for small clusters. In this paper we focus attention on the hydrodynamic expansion interpretation of cluster laser dynamics as our experiments are concerned with large clusters of xenon, $`Xe_n`$ ($`n`$150000).

Although the hydrodynamic expansion model  remains the most successful effort at quantitative description of the interaction of large clusters with intense laser fields, it is, nevertheless, recognized that the model has shortcomings; some attempts have recently been made to improve upon it . Due to the complexity of the problem, the original model, as well as various modifications, have hitherto assumed that the plasma evolution occurs in spherically symmetry fashion. However, spherical symmetry has raised problems when the model has been sought to be used in order to provide adequate quantitative descriptions of the dynamics that give rise to the pronounced asymmetry that is experimentally observed in the energy spectra of emitted ions following cluster disassembly . Results of these experiments have shown that asymmetric emission of the fastest (most energetic) ions is closely linked to the efficiency of energy absorption in the cluster, and that a resonance in the latter leads to enhancement of the former. By measuring ion energies both along and perpendicular to the laser polarization vector as a function of pulse duration, it has been shown that ion energies show a resonance at a particular value of laser pulse duration cluster and, somewhat unexpectedly, that the disassembly of the $`Xe_{150000}`$ cluster is most asymmetric when the mean ion energy is maximum. In order to account for this unexpected result, an extension has been proposed of the hydrodynamic model  that takes cognizance of the force that the light field exerts on the induced polarization charge on the surface of the cluster. It has been shown that the magnitude of this force can be comparable to the Coulombic and hydrodynamic forces, and that it also shows resonance-like behavior. It can, thus, cause an asymmetry in the ion emission with the observed characteristics.

The polarization force that has been proposed to rationalize the asymmetry of the high energy ions should also influence the energy spectrum, and the angular distribution, of the electrons that are ejected from the cluster upon its disassembly. We present in the following experimental data to show that this is, indeed, the case. There has been only one previously reported study of electron emission from large clusters that explode in the hydrodynamic expansion regime  that, in discussing low-and high-energy components in the electron energy distribution, have a direct bearing on the questions of resonance and asymmetry that we address in this paper. Surprisingly, contrary to what might be expected on the basis of this earlier measurement of the electron energy spectrum , we find that low-energy electrons are connected to the resonance in the energy absorption. The high-energy electrons seem to be produced by a mechanism that is not influenced by the resonance. In the course of this work, another report has appeared  in which results are presented that indicate that the high energy component might extend to values as high as 500 keV when argon and xenon clusters are irradiated by laser intensities that are in the 1017 W cm-2 range. We discuss our explanation of the electron data in the context of recently developed understanding of the role of resonance in determining electron and ion energy distributions. Both the experimental data and the proposed extension of the hydrodynamic model emphasize the need for a two-dimensional description of the dynamics of cluster-laser interaction that treats the charge and the field distributions in self-consistent fashion.

## II Experimental method

Our experimental setup is similar to the one described recently , with some modifications. It is shown schematically in Fig. 1. $`Xe_{150000}`$ clusters were produced using a solenoid-driven pulsed nozzle with a 500 $`\mu `$m throat diameter, and the centerline beam was transfered to a high vacuum chamber via a $`55^{}`$ nickel skimmer with a 250 $`\mu `$m diameter aperture. Xenon cluster sizes were estimated using Hagena’s scaling law . A dual microchannel plate (MCP) assembly was used at the end of a 19 cm time-of-flight (TOF) spectrometer to detect the ions and the electrons. Ion energies were determined by converting the field-free ion time-of-flight to energy. Electron energies were measured by scanning the voltage on a retarding potential analyzer from zero to -5 kV, integrating the signal near $`t=0`$ over time, and then differentiating the yield thus obtained with respect to the voltage. The MCP signal was recorded using a 500 MHz, 1 GS s-1 digital oscilloscope.

The Ti:sapphire laser used can generate 55 mJ per pulse, with 100 fs pulsewidth, but only upto 12 mJ was used for this series of experiments. With 100 fs pulses, typical intensities that were accessed in this series of experiments covered the range 1014 \- 1016 W cm-2. The pulse duration of the laser was varied by changing the grating separation in the compressor. The actual pulse duration was measured using an second-harmonic generation autocorrelator located just outside the vacuum chamber. At the intensities used here, we did not find appreciable effects of chirp on the results that are presented below. The laser pulse energy was kept constant for these measurements; hence, the intensity falls linearly as the pulse duration is increased. While this procedure does imply that two variables - the pulse duration and the laser intensity - are simultaneously changed, it is known that the dependence of energy absorption on intensity is not very strong . Moreover, earlier experimental work  has shown that the existence of a maximum in the ion energy as the laser intensity is reduced. This strengthens the case for the importance of the pulse duration, and, by implication, of the resonance that has been observed in ion energy spectra.

## III Role of resonance in the hydrodynamic model

Before we present the results of our experiments on electron emission upon disassembly of large xenon clusters, it is pertinent to briefly review the role of resonance in attempts that seek to rationalize the observed asymmetries in ion emission in the case of $`Xe_{150000}`$ clusters at laser intensities in the 1016 W cm-2 range . Our electron data can then be properly placed in the context of the most recent developments of the hydrodynamic expansion model.

Laser energy is deposited into the cluster through inverse bremsstrahlung. The hydrodynamic model assumes that the cluster can be described as a uniform and isotropic plasma with a single electron temperature. If we take the plasma to be a dielectric sphere that is placed in a uniform, external electric field, it is known that the application of the field polarizes the medium, and alters the field in and around the sphere (see Fig. 2). Under the assumption of spherical symmetry, together with the Drude approximation for the dielectric constant of the plasma, the electric field distribution inside and outside the sphere can be found using the Laplace equation with appropriate boundary conditions. Furthermore, if we assume that the plasma dimensions are much smaller than the wavelength of the laser light (780 nm, in our case, compared to Xe-cluster sizes that are on the order of 10 nm), the electric field can be taken to be uniform over the entire cluster and the problem can be analytically solved. The solution is available in several textbooks on electromagnetic theory . For an applied electric field, $`E_oe^{i\omega t}`$, and a dielectric constant, $`ϵ`$, the electric field within the dielectric sphere, $`E_{in}(r)`$, and outside it, $`E_{out}(r)`$, can be expressed, respectively, as

$$E_{in}(r)=\frac{3}{ϵ+2}E_oe^{i\omega t}cos(\theta ),$$
(1)
$$E_{out}(r)=\left(\frac{2a^3}{r^3}\frac{ϵ1}{ϵ+2}+1\right)E_oe^{i\omega t}cos(\theta ).$$
(2)
These fields are the sum of the applied field and the field due to an induced dipole on the dielectric sphere. It is known that for all homogeneous ellipsoids, the field inside is uniform, and this is reflected in the expression for $`E_{in}(r)`$. An induced surface polarization charge produces the dipole field; the corresponding charge density, $`\sigma _{pol}`$, is

$$\sigma _{pol}=\frac{3}{4\pi }\left(\frac{ϵ1}{ϵ+2}\right)E_oe^{i\omega t}cos(\theta ).$$
(3)
We note that $`ϵ`$ in these equation represents a complex quantity, and hence the fields and the surface charge density are not in phase with the applied laser field. The description of the cluster plasma in terms of these is valid only for a rigid dielectric sphere - the deformation of the sphere due to electrostrictive forces has been not been considered. The pressure on the surface can be estimated by calculating the force that is exerted on a surface element by multiplying the charge density by the electric field at that point. We took care to exclude the field due to the charge element itself by taking the average of the fields on the two sides of the surface element as the effective field. The charge on the surface element makes equal but opposite contributions to the fields on the two sides, and the averaging removes this contribution from the field. The cycle-averaged force calculated in this manner is

$$P_{pol}=\frac{1}{2}Re(\stackrel{}{\sigma }_{pol}\stackrel{}{E}_{ave}^{})=\frac{9}{16\pi ^2}\frac{|ϵ|^21}{|ϵ+2|^2}E_o^2cos^2\theta .$$
(4)
Using the expression for the electric field within the cluster, that the rate of energy deposition by an applied field is expressed as

$$\frac{\delta U}{\delta t}=\frac{9\omega }{8\pi }\frac{Im(ϵ)}{|ϵ+2|^2}|E_o|^2.$$
(5)
The absorption of laser energy by the cluster goes through a resonance at Re$`(ϵ)`$ = -2, where the field inside the cluster reaches a maximum value (see Fig. 3). The figure also shows that the polarization-dependent pressure also exhibits similar, resonance-like behavior, although at a slightly shifted value of $`ϵ`$. Large negative values of Re$`(ϵ)`$ correspond to large electron densities, which are present in the early part of the laser pulse. As time evolves and the cluster expands, the electron density falls and the real part of the dielectric constant, which initially has large negative values (Fig. 3), approaches -2 where both the electric field within the sphere and the rate of energy absorption, are resonantly enhanced. The functional dependences shown in Fig. 3 are for a laser intensity of 1$`\times `$1015 W cm-2; the imaginary part of $`ϵ`$ was chosen such that the electric field was enhanced 5-fold at resonance.

It is of interest to compare the magnitude of the electrostrictive pressure due to the applied laser field with typical Coulombic and hydrodynamic pressures. In order to extract some quantitative insight, we used the same plasma parameters as were earlier considered by Ditmire et al. : the electron density was taken to be 5.4 $`\times `$ 1021 cm3 (which is three times the critical density for 800 nm light), the temperature was assumed to be 1 keV, the radius of the cluster plasma was 100 Å, and the total charge on the cluster was 105. Under these conditions, both the Coulombic pressure and the hydrodynamic pressure have a magnitude of $``$3$`\times `$1011 N m-2. It is therefore clear that the polarization pressure that we discuss above, values of which are on the same order of magnitude (see Fig. 3), does, indeed, contribute to the expansion dynamics of the cluster plasma. As such, the contribution of the polarization pressure must be included in any realistic modeling of the evolution of the system. Consideration of this pressure has been shown to qualitative explain the asymmetric ion emission that occurs upon disassembly of $`Xe_{150000}`$ clusters upon irradiation by laser light of intensity 1016 W cm-2 .

We note that the polarization pressure survives cycle averaging, and is directed outwards from the sphere (the pressure is positive) over a large range of values for the real part of $`ϵ`$. As shown in Fig. 3, even in the region where this pressure does become negative, its magnitude remains small in comparison with the positive pressure near the resonance. The pressure also acts on the entire cluster plasma, causing both the ionic and the electronic components to expand asymmetrically. This actually follows from a built-in assumption in the model: the ions and the electrons are uniformly distributed and occupy the same volume at all points of time. The only exception is that the electrons are allowed to free-stream out of the cluster if they have sufficient energy. But once free, these electrons are no longer part of the dielectric plasma described by the equations that we have considered so far.

## IV Results and discussion

Figure 4 shows a typical, raw MCP signal corresponding to the electrons emitted by the cluster in our experiments. The waveform was recorded using a 500 MHz, 1 GS s-1 digital storage oscilloscope. The front end of the MCP was kept at 500 V for this measurement. The zero on the time scale was determined by measuring the arrival time of the laser pulse with a fast photodiode. Three distinct features, marked A, B and C, are clearly seen in the signal. The dip in the MCP output that is marked A is the fastest signal that can readily be distinguished from noise. It occurs within a couple of nanoseconds after the arrival of the laser pulse. This signal could be either due to very fast electrons, possessing energies in excess of 10 keV, or to photons that are either emitted or scattered by the clusters. As discussed in the following, it was not possible for us to distinguish between these two possibilities in totally unambiguous fashion in the present experimental setup. Feature B, on the other hand, is known to be the signal from electrons that possess energies up to 5 keV. We shall refer to this as the peak that is due to “warm electrons”. All measurements of electron yield and asymmetry that are reported in the following pertain to the integrated signal of peaks A and B. Feature C in Fig. 4 is due to imperfect impedance matching between the detector and the oscilloscope that gives rise to “ringing” in the electron signal.

Electrons with a few keV kinetic energy are too fast for time-of-flight measurement. Here we make use of the retarding potential energy analyzer (RPA) that is placed before the detector at the end of our time-of-flight spectrometer in order to obtain electron energy spectra. As the (negative) voltage on the RPA is increased, the integrated electron signal is measured at each voltage. Since the RPA rejects all electrons with energy less the applied voltage, $`V_{RP}`$, the measured signal is given by

$$S_{MCP}(V_{RP})=_{V_{RP}}^{\mathrm{}}f(V)𝑑V.$$
(6)
The actual distribution of electron energies $`f(V)`$ can then be obtained by simply differentiating the integrated electron signal with respect to V. Figure 5 shows an electron energy spectrum obtained by this method for $`Xe_{25000}`$ clusters irradiated by laser light of intensity 8$`\times `$1015 W cm-2. The polarization vector of the incident light was directed along the axis of our time-of-flight spectrometer. We note that a single temperature of 700 eV adequately describes the electron energy profile in this case. The fast peak designated A in Fig. 4 could not be resolved in these experiments with as much as -5 kV applied on the RPA. If the A-peak is to be attributed to the “hot electrons” peak that was detected in the spectrum reported by Shao al. , then data shown in Fig. 5 indicate that the electron energy would have to be much larger than the 2-3 keV that they claimed. This might be due to the fact that the experiments conducted by Shao et al. were on much smaller $`Xe_n`$ clusters, comprising $``$2000 atoms.

In the case of clusters of larger size, such as $`Xe_{150000}`$, the integrated electron yields that we measured as a function of RPA voltage are shown in Fig. 6 for two, mutually orthogonal, laser polarization directions. The actual spectrum can be obtained by differentiating such a data set, but the procedure is prone to amplifying noise, and hence raw, undifferentiated data is shown. Unlike in Fig. 5, in Fig. 6 it is possible to discern the distribution of electrons between the “hot” and the “warm” peaks. For instance, the integrated yield of electrons above 5 keV energy (with some fraction of this contribution coming from photons) is given by the data point at the far right of the diagram, which is approximately 3 units on the arbitrary scale. The integrated yield above 500 eV is represented by the data point on the far left of the diagram, and this is about 14 units. Thus the “hot” electrons constitute 20%, or less, of the total electron emission from the cluster along the laser polarization vector. By the same argument, the fraction for the perpendicular direction is about 50%. On rotating the light polarization vector by 90 in our experiments, we found that the fast peak remains unchanged, while the warm electrons are considerably reduced in intensity. This in line with expectations of the modified hydrodynamic model that we discussed above, and lends support to our attribution of the peak to “warm” electrons. We note the disagreement between our data and the only prior report on electron spectra  in which the warm electron yield seemed to go to zero when the laser polarization was in the perpendicular direction.

In order to probe the influence of the resonance and the electrostrictive force on the electron spectrum, we recorded the electron as the laser pulse duration was varied. We show in Fig. 7 typical MCP output pulses measured with different values of laser pulse duration that cover the range from 200 fs to 2.1 ps. We note that there is only marginal variation in the amplitude of peak A. On the other hand, the amplitude of peak B shows very substantial variations as the laser pulse duration is altered. This facet of our results is shown more clearly in the dependence we measure of the integrated electron yields on laser pulse duration, as shown in Fig. 8 for two, mutually orthogonal, laser polarization directions. A distinct resonance is observed when the laser pulse duration is $``$1.2 ps in the case when the laser polarization is parallel to the spectrometer axis. We measure a six-fold increase in the electron yield at resonance. The dependence for perpendicular polarization is much weaker. The asymmetry in the electron emission, measured as the difference between the yields obtained with parallel and perpendicular polarizations, also shows a resonance in much the same fashion that the corresponding asymmetry in ion emission did .

As noted above, analysis of the MCP outputs (of the type shown in Fig. 7) at different values of pulse duration makes clear that the resonance in energy absorption is connected to the warm electrons, and not to the hot ones. In fact the hot electron yield seems to be relatively weakly dependent on the pulse duration. While this observation is in good agreement with the expectations from the electrostrictive force discussed above, it is in strong disagreement with the explanation offered by Shao et al.  for their electron data. They postulate that it is the extensive collisional heating of the plasma that produces the hot electrons during resonance, and that this heating process makes the angular distribution isotropic. On the other hand, the warm electrons are postulated to undergo a limited number of collisions. Hence, they retain the signature of above-threshold ionization (ATI) in their angular distribution which is known to produce a narrow distribution of electrons peaked along the laser polarization vector. Clearly, our experimental data rule out such an interpretation. With the inclusion of the electrostrictive force, the observed variation with pulsewidth of the warm electrons is no longer unexpected. The resonance not only heats up the electrons, it also provides an additional, asymmetric lowering of the barrier that holds the electrons to the cluster. If the electron energy distribution is independent of position in the cluster, it is much more likely that a polar electron will free-stream out of the cluster rather than an equatorial one. Hence the asymmetry in the warm electron distribution is not a remnant of ATI, but a result of the asymmetry in the barrier that the electrons must overcome in order to leave the cluster!

The interpretation of the “warm” electron component that we offer on the basis of our data, and of the modified hydrodynamic expansion model that we have discussed, leaves unanswered the question of the “hot” electrons. Since “hot” electron production is no longer strongly associated with the resonance, new mechanisms must be found to explain both the energy and the angular distribution of these electrons. While the observed symmetry is probably due to the fact that these electrons have enough energy to free-stream directly from the interior of the cluster without requiring the binding potential to be lowered by the electrostrictive force, the source of these high-energy electrons remains to be discovered. We note here that it is somewhat surprising that a large fraction of electrons should remain unaffected by a large change in the pulse duration since the evolution of the cluster seems to be influenced very strongly by the position of the resonance. In particular, the “fast” peak seems to remain unaltered as the pulse duration is increased well beyond the optimum value of 1.2 ps (in the case of $`Xe_{150000}`$), where not only is the peak intensity lower but the cluster has also expanded into a low density plasma before the peak light intensity is reached. This leads us to the very real possibility that the fast peak in our measurements of MCP signals consists of a not-insubstantial fraction of photons, which would automatically be isotropic.

In the context of the two-dimensional hydrodynamic expansion, we note that one important difference between the forces acting upon the electrons and the ions in the cluster disassembly process lies in the directional properties of the different forces. While all the forces (Coulombic, hydrodynamic and electrostrictive) act outwards for positively-charged ions, the Coulomb force is directed inwards for the electrons. Consequently, in the case of electrons, the Coulombic force tends to counterbalance the effect of the other two forces. Due to the partial cancelation of the symmetric forces for the electrons, the influence of the asymmetric electrostrictive force should be seen more strongly in the electron than in the ion spectrum. This certainly seems to be borne out in the results of our experiments. For the same reason, the electron free-streaming rate should also be strongly modulated in favor of emission along the laser polarization vector.

## V Summary and conclusions

We have studied the dynamics of $`Xe_{150000}`$ disassembly following irradiation by intense laser pulses whose duration is varied over the range from 200 fs to 2200 fs, with intensities in the range of 1015 \- 1016 W cm-2. The clusters are large enough for the explosion dynamics to occur in the hydrodynamic regime. Earlier work  had established that the emission of high energy ions from such clusters is distinctly asymmetric. In order to account for this unexpected result, an extension of the hydrodynamic model was suggested that included the force that the light field exerts on the polarization charge that is induced on the surface of the cluster. It was shown that the magnitude of this force can be comparable to Coulombic and the hydrodynamic forces, and that the force also exhibits resonance-like behaviour. It can, thus, cause an asymmetry in the ion emission with the observed characteristics. Such a polarization force would also be expected to influence the energy spectrum and the angular distribution of the electrons ejected from the cluster, and we have presented experimental data here to show that this is, indeed, the case.

In addition to providing data that adds veracity to the extension of the hydrodynamic model that has been proposed, our data also has some surprising facets. Contrary to earlier understanding of the electron energy spectrum, albeit established on the basis of one reported experiment , we find that low-energy electrons are connected to the resonance in the energy absorption. The high-energy electrons seem to be produced by a mechanism that is not as strongly influenced by the resonance. We have placed our electron data in the context of recently proposed understanding of the role of resonance in determining electron and ion energy distributions. Both the experimental data and the proposed extension of the hydrodynamic model emphasize the need for a two-dimensional description of the dynamics of cluster-laser interaction that treats the charge and the field distributions self-consistently.

The results presented here underscore the need for more sophisticated treatments that do not rely on spherical symmetry and uniform density of the plasma. Both these assumptions have been used frequently, largely because of the difficulty involved in doing away with them. Not only does our data directly question the appropriateness of the first assumption, the mechanism we have proposed here to explain our data is believed to be a first step towards a treatment that can deal with non-uniform charge distribution. A two-dimensional treatment, with self-consistent field and charge distribution, seems to be necessary for a satisfactory description of the dynamics. Milchberg et al., who propose a self-consistent one-dimensional radial hydrodynamic model have made an attempt in this direction .

The possibility of simultaneous maximization of ion and electron energies, and asymmetry in the emission, may have profound implications. For instance, if the emission of deuterium ions can be made significantly anisotropic, the yield of fusion neutrons should become significantly higher due to a larger probability of energetic collisions . The directionality would also be useful in schemes for using cluster plasmas as sources of energetic highly charged ions. Even in applications where the primary interest is in the photons, for instance in EUV lithography, the ability to direct electrons and ions away from critical components should allow a reduction in damage due to energetic particle impact.


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# Hadronic Spectral Function and Charm Meson Production

## 1 Introduction

Charmonium states, in particular the J/$`\psi `$ meson, play a key role in the experimental search for the quark-gluon plasma (QGP) in ultrarelativistic heavy-ion collisions. The anomalous suppression of J/$`\psi `$ production found in 158 AGeV Pb-Pb collisions at the CERN SPS by the NA50 collaboration  seems to be the signal of QGP formation, as originally suggested by Matsui and Satz . Since the first observation of J/$`\psi `$ suppression in nucleus-nucleus collisions by the NA38 collaboration  a debate has been started whether this observation proves QGP formation or whether it can be understood in terms of more conventional hadronic absorption mechanisms on projectile/ target nucleons  and comoving hadrons formed in the collision . So, there is a need for a refinement and extension of the experimental information as well as for a unifying theoretical approach which can consistently account for the complexity of the processes in high-energy hadronic collisions in a description based on quark and gluon substructure, including aspects of the QGP phase transition.

In the present contribution we will consider the characteristic energy dependence of the J/$`\psi `$ dissociation cross section in collision with light hadrons in the constituent quark model, as well as considering their dissociation into $`q\overline{q}`$ resonances at the chiral/deconfinement phase transition (Mott effect).

## 2 Quark substructure effects in meson-meson scattering

In Fig. 1 we illustrate diagrammatically the relation between (a) the quark interchange model (QIM) and (d) the chiral Lagrangian model (CLM) of meson-meson scattering. Both approaches can be considered as limiting cases of a more general chiral quark model (CQM) approach (c). After the first calculation of J/$`\psi `$ dissociation due to pion and rho-meson impact within the CLM , several improvements have been suggested, in particular the use of a global form factor in order to account for the finite size of the interaction vertex . From the point of view of the unifying CQM , however, the contact terms and the meson exchange terms of the CLM should not have identical form factors since they are composed of a different number of corresponding meson-quark-antiquark vertices so that the relative importance of these subprocesses will depend on the actual parametrization . It is unsatisfactory that these approaches depend strongly on the rather arbitrary definition of the form factor, see Fig. 2 for a comparison. The correspondence of CLM and QIM  results for the J/$`\psi `$ dissociation cross section, Fig. 3 and Refs. , which can be considered as a heuristic constraint on the choice of the form factors, is yet accidental. Although the dependence of $`\sigma (s;M_{D_1},M_{D_2})`$ on the $`D`$-meson masses in both approaches is qualitatively similar and will be important for our definition of the in-medium dissociation cross section, the dependence on the size parameters $`\mathrm{\Lambda }_h^1\sqrt{r^2_h}`$ of the mesons predicted by the two approaches differ. Whereas the QIM cross section approximately reproduces  the phenomenological Povh-Hüfner law  $`\sigma r^2_{h_1}r^2_{h_2}`$ for the processes considered here, the CLM cross section does not. This discrepancy may indicate the necessity of including hadronic form factors in the CLM; this possibility is currently under investigation .

## 3 Spectral properties of mesonic states at finite T

Mesons are not elementary objects. In some models light mesons such as the $`\rho `$ and the light “$`\sigma `$-meson” effect can be viewed either as quark-antiquark bound states or as resonances of the $`\pi \pi `$ interaction in the corresponding channel. The total spectral width $`\mathrm{\Gamma }_\sigma (T)`$ of the $`\sigma `$-meson, e.g., shows a minimum correlated with the chiral restoration phase transition in the phase diagram of strongly interacting matter  since the hadronic decay width $`\mathrm{\Gamma }_{\sigma 2\pi }`$ is already negligible but the decay width $`\mathrm{\Gamma }_{\sigma q\overline{q}}`$ is still small. The transition from a bound state with vanishing decay width (infinite lifetime) to a resonance in the continuum of unbound states is called the Mott transition  and can be described by the behaviour of the spectral function

$$A_h(s;T)=\frac{1}{N}\frac{\mathrm{\Gamma }_h(T)M_h(T)}{[sM_h^2(T)]^2+\mathrm{\Gamma }_h^2(T)M_h^2(T)},$$
(1)
where $`\mathrm{\Gamma }_h(T)`$ and $`M_h(T)`$ are the temperature dependent width and mass parameter of the hadron $`h`$. An introduction into critical phenomena related to the Mott transition for mesons at the chiral/ deconfinement transition within the NJL model for quark matter can be found in . It has been found within this model that the Mott transition temperature for $`D`$ mesons almost coincides with that for $`\pi `$ and $`K`$ mesons . In order to obtain the parameters of the spectral function (1) for the light and charm mesons, we use a modified NJL model with infrared confinement (no unphysical quark production thresholds) , see Fig. 4, and compare to a fit with linear $`T`$-dependence of mass and width  above the Mott temperature. In the following, we investigate the consequences of the meson Mott effect for charmonium production.

## 4 Reaction rates for charmonium dissociation

The inverse lifetime of a charmonium state due to collisions with light hadrons $`h=\pi ,\rho `$ is given by $`\tau ^1=\tau _\pi ^1+\tau _\rho ^1`$ with

$`\tau _h^1(T)`$ $`=`$ $`{\displaystyle \frac{d^3p}{(2\pi )^3}𝑑s^{}A_h(s^{};T)f_h(p,s^{};T)j_h(p,s^{})\sigma _h^{}(s;T)}`$ (2)
$`=`$ $`\sigma _h^{}vn_h(T),`$
where $`f_h(p,s^{};T)`$ is the Bose distribution function with the energy argument $`E(p,s^{})=\sqrt{p^2+s^{}}`$, $`j_h(p,s)`$ is the flux factor for $`(c\overline{c})`$-$`h`$ collisions, and $`\sigma _h^{}(s;T)`$ is the in-medium dissociation cross section

$$\sigma _h^{}(s;T)=𝑑s_1𝑑s_2A_{D_1}(s_1;T)A_{D_2}(s_2;T)\sigma _h(s;s_1,s_2),$$
(3)
which is displayed in Fig. 5 for the spectral function fit of Ref.  as well as modified NJL model result of Fig. 4 (for $`h=\pi `$ we omit the subscript). In both cases the Mott effect for the $`D`$-meson final states entails a lowering of the threshold for the dissociation process. In Fig. 6 we show that the $`D`$-meson Mott effect leads to a strong enhancement in the thermal averaged dissociation cross section, i.e. in the inverse lifetime of the J/$`\psi `$, which is quite sensitive to the details of the temperature dependence of the $`D`$-meson spectral function. This effect could be a key to understanding the physical mechanism of anomalous J/$`\psi `$ suppression  and fast chemical equilibration  in the CERN NA50 experiment. The role of the Mott effect in the $`D`$-$`\overline{D}`$ recombination rate ($`D`$-$`\overline{D}`$ fusion) merits further investigation.

## 5 Discussion of other processes

In the QGP (and in the mixed phase), due to the presence of quasifree quarks and gluons, new channels for charmonium formation and dissociation exist which could drive chemical equilibration during the existence of the fireball formed in the heavy-ion collision. This possibility has been considered within the statistical hadronization approach  and seems to give appreciable contributions to J/$`\psi `$ production even under SPS conditions . A satisfactory description of the $`\psi ^{}/\psi `$ ratio however requires an increase in the $`\psi ^{}`$ dissociation rate, perhaps due to medium modification of the $`D`$-meson threshold  as provided for example by the Mott-effect scenario in the present approach . The role of partonic in-medium effects in charmonium kinetics in a QGP, which has previously been discussed in the string-flip model of quark matter in the form of a modified mass action law  and dissociation rate , should be reconsidered. We anticipate that rate coefficients for the ionization and recombination of charm mesons could be described using an approach similar to methods used previously to study Coulomb plasmas .

## 6 Conclusions

A detailed description of quark substructure and $`q\overline{q}`$ wavefunctions is is essential for the understanding of the behaviour of meson-meson cross sections in the vacuum as well as modifications in dense matter. We have shown that due to the Mott effect for $`D`$-mesons at the QGP phase transition a reduction of the threshold for charmonium dissociation occurs, which leads to a strong enhancement in the dissociation rate and a drop in the J/$`\psi `$ lifetime. Important features of this approach are the off-mass-shell behaviour of the charmonium dissociation cross section and the hadronic spectral function, which we calculate using a modified NJL model. The approximate agreement in scale we find between the CLM and QIM dissociation cross sections must be considered something of an accident, since the QIM model cross section varies roughly according to the Povh-Hüfner law for these processes, whereas the CLM does not. A unifying microscopic approach at the quark-gluon level can hopefully be developed which will lead to additional insight into the use of charm (and bottom) production in heavy ion collisions as a diagnostic tool for hot and dense matter.

## Acknowledgements

We are grateful to many colleagues for their discussions, in particular to P.-B. Gossiaux, J. Hüfner, C.-M. Ko, S.H. Lee, Y. Oh, P. Petreczky, A. Polleri, R. Rapp and C.Y. Wong. The work of Yu.K. and G.B has been supported by DFG; D.B. and G.B. acknowledge support by DAAD for their visits at Oak Ridge National Laboratory and at the University of Tennessee at Knoxville. T.B. and E.S.S. have been supported in part by NSF grant No. INT-0004089, and acknowledge the kind hospitality of the University of Rostock. D.B. thanks the organizers of the Workshop for creating this wonderful meeting.


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# Vortex dynamics on a cylinder

## 1. Introduction

Spatially periodic rows of point vortices in a 2-dimensional ideal fluid have long attracted the attention of fluid dynamicists, one of the earliest and the most popular instances being Kármán’s vortex street , \[15, photos 94–98\]. The general problem is as follows: analyse the motion of an infinite configuration consisting of vortices $`z_1,\mathrm{},z_N`$ with vorticities $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N`$ together with their translates $`\{z_k+2\pi rm|k=1,\mathrm{},N,m\}`$, where $`2\pi r>0`$ is the spatial period of translation. Traditionally the problem is analysed on the plane $``$, but in this paper we place the vortices on a cylinder $`/2\pi r`$ (fig. 1).

Though the two pictures—periodic planar and cylindrical—are for most purposes equivalent, as we shall see there are advantages, both conceptual and computational, to working on a cylinder rather than on the plane. The proviso ‘for most purposes’ is necessary because the cylindrical picture posits that everything in the dynamics be $`2\pi r`$-periodic, whereas in the planar picture one could allow, for example, non-periodic perturbations to the periodic row. Physically, however, perturbations are usually due to some small change in the mechanism generating the vortex row, and such a change generates spatially periodic perturbations. Therefore it is natural to look at the cylindrical picture first.

We shall be interested in how vortices move relative to one another, more precisely in their dynamics modulo the translational action of the symmetry group $`/2\pi `$. The basic objects of interest are relative equilibria and relative periodic orbits. A relative equilibrium is a motion of vortices that lies entirely in a group orbit (i.e. it looks stationary up to translation), and a relative periodic orbit is a motion that revisits the same group orbit after some time (i.e. it looks periodic in time up to translation). Equilibria and periodic orbits in the ordinary sense are special examples of relative equilibria and relative periodic orbits. When we wish to exclude ordinary equilibria or periodic orbits, we speak of relative equilibria or relative periodic orbits with nonzero drift.

As on the plane, dynamics of point vortices on a cylinder lends itself to a Hamiltonian formalism. The model presented here is then a finite-dimensional Hamiltonian approximation to the vortex dynamics of the Euler equation. This approximation is mathematically very rich and in the context of the plane can claim a pedigreed history \[7, chap. VII\], , . Conversely, the motion of point vortices is amenable to desingularization to a solution of the Euler equation.

For vortices on the plane or on a sphere, an extensive theory of relative equilibria is available (especially when the vorticities are identical) , . In contrast, apart from a study on 3 vortices , no literature seems to exist on relative equilibria and relative periodic orbits of $`N`$ vortices on a cylinder. In this paper we develop the Hamiltonian formalism for vortex dynamics on a cylinder (section 2), prove that if the vorticities do not sum to zero a cylinder supports no relative equilibrium with nonzero drift (section 3), classify equilibria when all vorticities have the same sign (section 3), show that 3 vortices form a relative periodic orbit for ‘small’ initial conditions or for vorticities dependent over $``$ with zero sum, and establish several results on a class of relative periodic orbits called leapfrogging \[15, photo 79\] (section 4), which may be regarded as splitting of Kármán’s vortex street.

If the vorticities have nonzero sum, the action of the symmetry group $`/2\pi `$ does not have 2 globally defined first integrals (conserved quantities) associated to it: the subgroup of horizontal translations $`/2\pi `$ has a first integral, but not the subgroup of vertical translations $`i`$. One of the novelties of the present work is to exploit local first integrals (Theorems 2, 3, 4).

Many of the results have analogues in the theory of vortices on a torus, i.e. for spatially biperiodic arrays of vortices.

## 2. Hamiltonian formalism of vortices on a cylinder

Throughout the paper cylinder means the surface $`/2\pi r(/2\pi r)\times `$, where $`r>0`$ is some fixed constant, the radius of the cylinder. The coordinate $`z=x+iy`$ on $`/2\pi r`$ is to be read modulo $`2\pi r`$, i.e. $`xx+2\pi rn`$ for all $`n`$ ; the $`x`$-axis (which is a circle) is horizontal, the $`y`$-axis vertical. The phase space for the motion of vortices $`z_1,\mathrm{},z_N`$ with vorticities $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N`$ is the product of $`N`$ copies of the cylinder with diagonals removed (to exclude collisions). The Hamiltonian is a weighted combination $`H(z_1,\mathrm{},z_N)=_{k<l}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\psi (z_k,z_l)`$ of Green’s function $`\psi `$ for the Laplacian on the cylinder: $`^2\psi (z,z_0)=\delta _{z_0}(z)`$ (see e.g. \[14, section 2\]). Hamilton’s equations are

$$\frac{dz_k}{dt}=\frac{2}{i}\frac{H}{(\mathrm{\Gamma }_k\overline{z}_k)},(k=1,\mathrm{},N).$$

The quickest way to derive the Hamiltonian on a cylinder is to periodize Green’s function on the plane $`\psi (z_k,z_l)=\frac{1}{2\pi }\mathrm{log}|z_kz_l|`$ by taking into account contributions from $`2\pi `$-translates. Formally the periodized Hamiltonian becomes

$$\frac{1}{2\pi }\underset{n}{}\underset{k<l}{}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\mathrm{log}|z_kz_l2\pi rn|,$$

which, as it stands, diverges. But since additive constants in $`H`$ do not affect the dynamics, we can subtract off a constant divergent series to force the remaining functional part to converge. Jettisoning $`\frac{1}{2\pi }_n_{k<l}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\mathrm{log}|2\pi rn|`$ and pairing terms in $`n`$ and $`n`$,

(2.1)
$$H=\frac{1}{2\pi }\underset{k<l}{}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\mathrm{log}\left|(z_kz_l)\underset{n1}{}\left(1\left(\frac{z_kz_l}{2\pi rn}\right)^2\right)\right|=\frac{1}{2\pi }\underset{k<l}{}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\mathrm{log}\left|\mathrm{sin}\frac{z_kz_l}{2r}\right|.$$

The equations of motion on a cylinder are therefore

(2.2)
$$\frac{dz_k}{dt}=\frac{i}{4\pi r}\underset{l,lk}{}\mathrm{\Gamma }_l\mathrm{cotan}\frac{\overline{z_k}\overline{z_l}}{2r},(k=1,\mathrm{},N).$$

For reference, we list expressions in real coordinates:

(2.3)
$$H=\frac{1}{4\pi }\underset{k<l}{}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\mathrm{log}\left\{\mathrm{sin}^2\left(\frac{x_kx_l}{2r}\right)+\mathrm{sinh}^2\left(\frac{y_ky_l}{2r}\right)\right\},$$

(2.4)
$$\{\begin{array}{cc}\frac{dx_k}{dt}=\hfill & \frac{1}{8\pi r}\underset{l,lk}{}\mathrm{\Gamma }_l\frac{\mathrm{sinh}{\displaystyle \frac{y_ky_l}{r}}}{\mathrm{sin}^2\left({\displaystyle \frac{x_kx_l}{2r}}\right)+\mathrm{sinh}^2\left({\displaystyle \frac{y_ky_l}{2r}}\right)}\hfill \\ \frac{dy_k}{dt}=\hfill & \frac{1}{8\pi r}\underset{l,lk}{}\mathrm{\Gamma }_l\frac{\mathrm{sin}{\displaystyle \frac{x_kx_l}{r}}}{\mathrm{sin}^2\left({\displaystyle \frac{x_kx_l}{2r}}\right)+\mathrm{sinh}^2\left({\displaystyle \frac{y_ky_l}{2r}}\right)}\hfill \end{array},(k=1,\mathrm{},N).$$

One noteworthy feature of (2.4) is that as $`y_ky_l\mathrm{}`$ (infinite vertical separation), the velocity induced by $`z_l`$ on the vortex $`z_k`$ does not decay to $`0`$, but tends to $`\mathrm{\Gamma }_l/4\pi r`$, as is obvious upon calculating in the planar theory the circulation around a tall window of width $`2\pi r`$ enclosing $`z_l`$. Another way to interpret the feature is to note that in the planar theory, up to rescaling, stretching vertical separation amounts to narrowing the spatial period $`2\pi r0`$ ; the latter limit produces a vortex sheet (or more aptly vortex line in this 2-dimensional theory), which induces a velocity field constant above (and the opposite constant below) the sheet independently of the distance to the sheet. This is exactly as in 2-dimensional electromagnetism or gravity where the force induced by a homogeneous charge or mass distribution along an infinite line is independent of the distance to the line.

Physically, periodizing the plane with period $`2\pi r`$ and considering $`N`$ vortices on the resulting cylinder is the same as periodizing with period $`2\pi rn`$ and considering $`nN`$ vortices on the resulting wider cylinder. The equivalence between these periodizations is trivial yet sometimes useful:

###### Proposition.

Let $`z_1,\mathrm{},z_N`$ be vortices with vorticities $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N`$ on a cylinder of radius $`r`$. Next let $`z_1,\mathrm{},z_N,z_1+2\pi r,\mathrm{},z_N+2\pi r,\mathrm{},z_1+2\pi rn,\mathrm{},z_N+2\pi rn`$ be their ‘$`n`$-fold copies’ with corresponding vorticities on a cylinder of radius $`rn`$, where $`n`$ is any strictly positive integer. Then the dynamics on the cylinder of radius $`rn`$ covers the dynamics on the cylinder of radius $`r`$.

In particular, given a relative equilibrium or a relative periodic orbit, we can reel off infinite families of relative equilibria or relative periodic orbits at no extra cost by replicating the configuration sideways on a wider cylinder.

###### Remark 1.

A torus has the form $`/(\pi +\tau \pi )`$, where the parameter $`\tau `$, $`\mathrm{Im}\tau >0`$ controls the conformal class. The Hamiltonian is

$$H=\frac{1}{2\pi }\underset{k<l}{}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\left\{\mathrm{log}\right|\vartheta _1(z_kz_l|\tau )|\frac{(\mathrm{Im}(z_kz_l))^2}{\pi \mathrm{Im}\tau }\},$$

where $`\vartheta _1`$ is the 1st Jacobian theta function , , .

A cylinder has a translational symmetry of $`/2\pi r`$ acting on itself, hence acting diagonally on the phase space. The plane has a supplementary rotational symmetry $`ze^{i\theta }z,\theta `$ ; this is lost on the cylinder. Via Noether’s theorem the translational symmetry of $`/2\pi r`$ should give rise to a first integral, a momentum map $`(z_1,\mathrm{},z_N)_k\mathrm{\Gamma }_kz_k`$, but there is a rub: because $`z`$’s are defined only modulo $`2\pi r`$ this ‘momentum map’ is not well-defined as a map to the dual of the Lie algebra of the symmetry group $`/2\pi `$. Nor is it advisable to treat this ‘momentum map’ as a multi-valued function, for generically $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N`$ are independent over $``$ and so the ambiguity $`\{2\pi r_k\mathrm{\Gamma }_kn_k|n_1,\mathrm{},n_N\}`$ in the value of the ‘map’ is dense in $``$. Nevertheless, the momentum map is locally (i.e. on each chart) well-defined. From now on, whenever we write $`_k\mathrm{\Gamma }_kz_k`$, some suitable ad hoc chart will be understood.

When $`_k\mathrm{\Gamma }_k0`$, the center of vorticity $`_k\mathrm{\Gamma }_kz_k/_k\mathrm{\Gamma }_k`$ is a more intuitive first integral \[7, art. 154\]. The next result provides a substitute for center of vorticity when $`_k\mathrm{\Gamma }_k=0`$.

###### Theorem 1.

Let $`\{z\}`$ be vortices on the plane or on a cylinder whose vorticities sum to zero: $`\mathrm{\Gamma }=0`$. Suppose the vortices are partitioned into two groups $`\{z^{}\}`$, $`\{z^{\prime \prime }\}`$ and within each group $`\mathrm{\Gamma }^{}0`$, $`\mathrm{\Gamma }^{\prime \prime }0`$, so that the center of vorticity for each group is well-defined. Then the vector connecting the two centers of vorticity is a local first integral (fig. 2).

###### Proof.

Since $`\mathrm{\Gamma }^{}+\mathrm{\Gamma }^{\prime \prime }=0`$, the vector in question is

$$\frac{\mathrm{\Gamma }^{}z^{}}{\mathrm{\Gamma }^{}}\frac{\mathrm{\Gamma }^{\prime \prime }z^{\prime \prime }}{\mathrm{\Gamma }^{\prime \prime }}=\frac{\mathrm{\Gamma }^{}z^{}}{\mathrm{\Gamma }^{}}+\frac{\mathrm{\Gamma }^{\prime \prime }z^{\prime \prime }}{\mathrm{\Gamma }^{}}=\frac{\mathrm{\Gamma }z}{\mathrm{\Gamma }^{}},$$

and $`\mathrm{\Gamma }z`$ is a local first integral. ∎

Theorem 1 is serviceable in many problems. The simplest illustration is the motion of a vortex pair $`z_1,z_2`$ with vorticities $`\mathrm{\Gamma },\mathrm{\Gamma }`$ \[15, photos 77, 78\]. Treating $`z_1`$ as one group and $`z_2`$ as the other group, we check against Theorem 1 that $`z_2z_1`$ is constant during the motion. In fact, according to (2.4) the vortex pair on a cylinder forms a relative equilibrium moving with slope

$$\mathrm{sin}\frac{x_2x_1}{r}/\mathrm{sinh}\frac{y_2y_1}{r}.$$

When $`x_2x_1=0`$ or $`\pi r`$ the pair moves horizontally: the corresponding configurations on the plane are the unstaggered or fully staggered cases of Kármán’s vortex street. When $`z_1,z_2`$ are in general position, the corresponding vortex street on the plane translates at an angle to the horizontal, a case studied in . The ‘plane limit’ $`r\mathrm{}`$ yields the angle of progression of a vortex pair on the plane $`(x_2x_1)/(y_2y_1)`$. For a beautiful study of the stability of variants of vortex streets, see .

## 3. Relative equilibria

The first fact about relative equilibria of vortices on a cylinder is that there are not many of them.

###### Theorem 2.

Let $`z_1,\mathrm{},z_N`$ be vortices with vorticities $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N`$ on a cylinder $`/2\pi r`$. Suppose $`_k\mathrm{\Gamma }_k0`$. Then all relative equilibria are in fact equilibria. Moreover, if all $`\mathrm{\Gamma }`$’s have the same sign, then for each cyclic ordering there exists a unique (up to translation by $`/2\pi r`$) equilibrium, and all the vortices are aligned on a single horizontal circle.

###### Proof.

If $`z_1,\mathrm{},z_N`$ form a relative equilibrium, then all $`z`$’s move with some common drift velocity $`v`$. The local first integral should not vary:

$$0=\frac{d}{dt}\underset{k}{}\mathrm{\Gamma }_kz_k=v\underset{k}{}\mathrm{\Gamma }_k,$$

so $`_k\mathrm{\Gamma }_k=0`$ or else $`v=0`$.

If the vortices are not aligned on a single horizontal circle, pick a ‘top vortex’ (one with maximal $`y`$-coordinate) and a ‘bottom vortex’ (one with minimal $`y`$-coordinate). If all $`\mathrm{\Gamma }`$’s have the same sign, then by (2.4) the velocities of the top and bottom vortices must have $`x`$-components with opposite signs, so this position cannot constitute an equilibrium.

Now suppose all the vorticities are of the same sign. Fix a cyclic ordering of the vortices, and place the vortices in order on a single horizontal circle. The Hamiltonian is given by

$$H=\frac{1}{4\pi }\underset{k<l}{}\mathrm{\Gamma }_k\mathrm{\Gamma }_l\mathrm{log}\mathrm{sin}^2\left(\frac{x_kx_l}{2r}\right).$$

This is a convex function of $`x_1,\mathrm{},x_N`$ by the same argument as for \[8, Theorem 4.8\]: one first checks that the second derivatives satisfy $`^2H/x_kx_l<0`$ for $`kl`$ and $`^2H/x_k^2>0`$, $`_l^2H/x_kx_l=0`$ for each $`k`$ ; it then follows from a variant of Gershgorin’s theorem (Lemma 1 below) that 0 is a simple eigenvalue of the Hessian of $`H`$ and all other eigenvalues are strictly positive. Consequently on each connected component of the domain of definition there is a unique minimum and no other critical point, and different connected components correspond to different cyclic orderings. ∎

###### Lemma 1.

Let $`A=(a_{kl})`$ be a symmetric $`N\times N`$ matrix satisfying $`a_{kl}<0`$ for $`kl`$, and $`a_{kk}>0`$, $`_{l=1}^Na_{kl}=0`$ for each $`k`$. Then $`0`$ is a simple eigenvalue of $`A`$ and all other eigenvalues are strictly positive.

###### Proof.

Let $`u=(u_1,\mathrm{},u_n)^T`$ be an eigenvector of $`A`$ with eigenvalue $`\lambda `$, normalized so that there is an index $`k`$ for which $`u_k=1`$ and $`|u_l|1`$ for all $`l`$. The $`k`$th row of the equation $`Au=\lambda u`$ is $`a_{kk}+_{l,lk}a_{kl}u_l=\lambda `$, which in view of the hypotheses on $`a_{kl}`$ may be written $`_l|a_{kl}|(1u_l)=\lambda `$. But $`1u_l0`$ and $`|a_{kl}|>0`$ for each $`l`$; it follows that $`\lambda 0`$ and $`\lambda =0`$ if and only if all $`u_l=1`$. On the other hand, $`(1,\mathrm{},1)^T`$ is obviously an eigenvector with eigenvalue 0. ∎

If the vortices are placed on a single horizontal circle so that successive vorticities have alternating signs, then we also get the existence of an equilibrium, though the uniqueness problem is open as the function is no longer convex. In full generality, if the signs are neither the same nor alternating, the argument for existence fails as $`H+\mathrm{}`$ for some collisions and $`\mathrm{}`$ for others.

###### Remark 2.

For $`N=2`$, if $`\mathrm{\Gamma }_1+\mathrm{\Gamma }_20`$, we have generically a periodic orbit and exceptionally an equilibrium of antipodal vortices $`z,z+\pi r`$ or a separatrix connecting equilibria. For $`N>2`$, if $`_k\mathrm{\Gamma }_k0`$ but $`\mathrm{\Gamma }`$’s have mixed signs, equilibria are less severely constrained. For example, for $`N=3`$, let $`z_1,z_2`$ be vortices with vorticities $`\mathrm{\Gamma }_1,\mathrm{\Gamma }_2>0`$. To secure an equilibrium, the third vortex $`z_3`$ with vorticity $`\mathrm{\Gamma }_3<0`$ must be placed at one of the 2 stagnation points of the velocity field induced by $`z_1,z_2`$, given in view of (2.2) as roots of

$$\mathrm{\Gamma }_1\mathrm{cotan}\frac{zz_1}{2}+\mathrm{\Gamma }_2\mathrm{cotan}\frac{zz_2}{2}=0.$$

Having chosen $`z_3`$ as one of the roots and thereby immobilized $`z_3`$, adjust $`\mathrm{\Gamma }_3`$ so as to immobilize $`z_1`$ :

$$\mathrm{\Gamma }_2\mathrm{cotan}\frac{z_1z_2}{2}+\mathrm{\Gamma }_3\mathrm{cotan}\frac{z_1z_3}{2}=0.$$

Then $`z_2`$ too is automatically immobilized:

$$\mathrm{\Gamma }_3\mathrm{cotan}\frac{z_2z_3}{2}+\mathrm{\Gamma }_1\mathrm{cotan}\frac{z_2z_1}{2}=0.$$

The upshot is that given any $`z_1,z_2`$ with vorticities of the same sign, we have 2 positions to place $`z_3`$ with the right vorticity of the opposite sign to secure an equilibrium. For example, vortices $`z_1,z_2`$ both of vorticity $`\mathrm{\Gamma }`$ such that $`z_2z_1=2ib`$ are immobilized by the adjunction of a vortex $`(z_1+z_2)/2`$ of vorticity

$$\mathrm{\Gamma }\left(\frac{1}{2}\mathrm{sech}^2\frac{b}{2r}1\right).$$

This is always less than $`\mathrm{\Gamma }/2`$ and in the plane limit $`r\mathrm{}`$ tends to the corresponding value in the planar theory $`\mathrm{\Gamma }/2`$. On the other hand, in the ‘vortex sheet limit’ $`b\mathrm{}`$ this tends to $`\mathrm{\Gamma }`$, also as it should. Similarly, vortices $`z_1,z_2`$ of vorticity $`\mathrm{\Gamma }`$ such that $`z_2z_1=2a`$ are immobilized by the adjunction of a vortex $`(z_1+z_2)/2`$ of vorticity

$$\mathrm{\Gamma }\left(\frac{1}{2}\mathrm{sec}^2\frac{a}{2r}1\right).$$

In the planar limit this tends again to $`\mathrm{\Gamma }/2`$. On the other hand, it is $`0`$ when $`a=\pi r/2`$ : $`z_1,z_2`$ are antipodal on the cylinder and are stationary already by themselves. When $`a\pi r`$, $`z_1,z_2`$ nearly meet at the back and a stronger and stronger vortex is required at the front to prevent them from moving.

###### Remark 3.

Now suppose $`_k\mathrm{\Gamma }_k=0`$. It was pointed out at the end of section 2 that a vortex pair $`N=2`$ is always a relative equilibrium. For $`N=3`$, Aref and Stremler  made a detailed study of relative equilibria; the patterns of some trajectories are surprisingly complicated. For $`N>3`$ and $`N`$ even, we have for any $`a,b>0`$ a family of relative equilibria consisting of $`n=N/2`$ vortices with vorticity $`\mathrm{\Gamma }`$ at

(3.1)
$$ib,ib+\frac{2\pi r}{n},\mathrm{},ib+(n1)\frac{2\pi r}{n},$$

and $`n`$ vortices with vorticity $`\mathrm{\Gamma }`$ at

(3.2)
$$aib,aib+\frac{2\pi r}{n},\mathrm{},aib+(n1)\frac{2\pi r}{n}.$$

This is merely a crowded vortex street with spatial period $`2\pi r/n`$, or equivalently a single vortex pair on a thinner cylinder of radius $`r/n`$ (see stability calculations in ). No essentially different family of relative equilibria seems to be known for $`N>3`$.

Incidentally, even the trivial equivalence between 1 vortex on a cylinder of radius $`r`$ and $`n`$ horizontally equidistributed vortices on a cylinder of radius $`nr`$ leads to amusing identities  : for example, equating the induced velocity fields and rescaling the variables in (2.2),

$$\frac{1}{n}\underset{l=1}{\overset{n}{}}\mathrm{cotan}\frac{z+\pi l}{n}=\mathrm{cotan}z,z.$$

###### Remark 4.

On the plane equilibria do not exist either when all $`\mathrm{\Gamma }`$’s are of the same sign (even the possibility of a horizontal circle is lost), and the non-existence of translational relative equilibria with nonzero drift when $`_k\mathrm{\Gamma }_k0`$ holds also on the plane and on a torus; the proof carries over verbatim from the cylindrical theorem. A torus, however, accommodates more varied families of equilibria: for example, $`n_1n_2`$ vortices with identical vorticity $`\mathrm{\Gamma }`$ placed on a sub-lattice $`(\pi /n_1)+(\tau \pi /n_2)`$ form an equilibrium . Many further patterns of equilibria may be designed on a torus with identical or alternating vortices.

## 4. Relative periodic orbits

Once a relative equilibrium of vortices is known, a frequently successful recipe for creating relative periodic orbits consists in splitting the vortices. Assume the vortices $`z_1,\mathrm{},z_N`$ with vorticities $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N`$ form a relative equilibrium. Let us split each $`z_k`$ into a cluster, near the original position of $`z_k`$, of $`n_k`$ vortices $`z_{k,1},\mathrm{},z_{k,n_k}`$ whose vorticities are of the same sign and sum to $`\mathrm{\Gamma }_k`$. We expect the child vortices $`z_{k,1},\mathrm{},z_{k,n_k}`$ to orbit around one another and remain a cluster, while seen from far away they still look like the original parent vortex $`z_k`$ with vorticity $`\mathrm{\Gamma }_k`$. It is reasonable to conjecture that for suitable intial configurations the child vortices form a relative periodic orbit, and for perhaps generic splittings they form a relative quasi-periodic orbit.

A vortex pair on a cylinder, which corresponds in the planar picture to Kármán’s vortex street, is a relative equilibrium. In this section we shall create various relative periodic orbits by splitting a vortex pair; as a special case we recover the phenomenon classically known in the planar picture as leapfrogging. In Theorem 3 we split one of the vortices, while in Theorem 4 we split both. The split is measured by a complex variable $`\zeta =\xi +i\eta `$ (or rather by $`2\zeta `$), and we are principally interested in small values of $`|\zeta |`$. In all the formulae the radius of the cylinder is normalized to $`r=1`$; denormalization is a matter of dimensional analysis. Later in the section additional classes of relative periodic orbits are described.

Take a vortex pair at $`c,c`$, where $`c=a+ib`$. We split it into 3 or 4 vortices as in fig. 3: the left diagram illustrates Theorem 3; the middle one Theorem 4, case $`b(1+\mathrm{\Gamma }/\mathrm{\Gamma }^{})/2<\eta <b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2`$ ; the right one case $`b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2<\eta `$. Theorem 4, case $`\eta <b(1+\mathrm{\Gamma }/\mathrm{\Gamma }^{})/2`$ is like the right diagram reflected laterally with $`\mathrm{\Gamma },\mathrm{\Gamma }^{}`$ interchanged.

###### Theorem 3.

Let $`c\mathrm{}\{0\}`$. On a cylinder, consider the configuration of $`3`$ vortices with vorticities $`\mathrm{\Gamma },\mathrm{\Gamma }^{},\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ ($`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$ being of the same sign) at

$$c+\frac{2\mathrm{\Gamma }^{}}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\zeta ,c\frac{2\mathrm{\Gamma }}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\zeta ,c.$$

There exists an open punctured neighborhood of $`\zeta =0`$ such that for every initial condition $`\zeta (0)0`$ in this neighborhood, these vortices form a relative periodic orbit. If $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}`$, then for a generic choice of $`\zeta (0)`$ (no restriction on its size) these vortices form a relative periodic orbit, and for isolated choices of $`\zeta (0)`$ they form a relative equilibrium or a separatrix connecting relative equilibria.

Combined with Proposition of section 2, Theorem 3 gives relative equilibria and relative periodic orbits of $`N=3n`$ vortices for all $`n1`$. The result for $`N=3`$ when $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}`$ is in , but we give a somewhat different proof. The relative periodicity for small $`\zeta (0)`$ is new.

The proof invokes the following elementary lemma.

###### Lemma 2.

Let $`H`$ be a function with only nondegenerate critical points on a compact surface with $`p`$ punctures such that $`|H|\mathrm{}`$ near each puncture. Then the generic level sets of $`H`$ are disjoint unions of loops. If $`p>2`$, then besides loops there exist isolated saddles and separatrices connecting the saddles.

The idea now is to use symmetries and Theorem 1 to rewrite the Hamiltonian as a function on a punctured 2-dimensional sphere, satisfying the condition of divergence near the punctures. Applying Lemma 2 and recalling that a phase point in a Hamiltonian system moves along a level set of the Hamiltonian, we shall be home.

###### Proof.

The center of vorticity of the group $`\mathrm{\Gamma },\mathrm{\Gamma }^{}`$ is at $`c`$, that of the singleton group $`\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ at $`c`$. By Theorem 1, the vector connecting these centers is a local first integral. Hence passing to the quotient by translations, these centers may be assumed immobile. Within the group $`\mathrm{\Gamma },\mathrm{\Gamma }^{}`$, the position of one vortex determines the position of the other (it is at a definite ratio of distances across their center). Hence the trajectory of the vortex with vorticity $`\mathrm{\Gamma }`$ determines the trajectories of all 3 vortices up to translation, and the hamiltonian $`H`$ may be regarded as a function of $`\zeta =\xi +i\eta `$ alone as long as the trajectory of $`\zeta `$ lies on a single chart . If the vortices $`\mathrm{\Gamma },\mathrm{\Gamma }^{}`$ are very close, they orbit like a binary star around their immobile center $`c`$ within the chart, so that sooner or later $`\mathrm{arg}\zeta `$ increases by $`2\pi `$. Since $`H(\zeta )+\mathrm{}`$ as $`\zeta 0`$, for large enough $`E`$ the connected component of $`\{\zeta \mathrm{}0|H(\zeta )|>E\}`$ surrounding the singularity $`\zeta =0`$ is topologically a punctured open disk, free of critical points of $`H`$. (The infimum of such $`E`$ is the largest of the saddle values of $`H`$.) The level sets of $`H`$ on this neighborhood are topologically circles, and so every $`\zeta `$ starting from $`\zeta (0)0`$ in this neighborhood returns to $`\zeta (0)`$, guaranteeing relative periodicity.

We must deal with the scenario where the trajectory of $`\zeta `$ does not lie on a single chart. Since $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}`$, the lowest common multiple $`L`$ of $`2,1+\mathrm{\Gamma }/\mathrm{\Gamma }^{},1+\mathrm{\Gamma }^{}/\mathrm{\Gamma }`$ makes sense. To define $`\zeta `$ on the whole cylinder, we must swell the cylinder to $`/L\pi `$. The swollen cylinder $`/L\pi `$ covers the original cylinder $`/2\pi `$ and $`H`$ as a function of $`\zeta `$ lifts to a function on $`/L\pi \mathrm{}\{\mathrm{singularities}\}`$. The singularities represent the collisions between

$$\mathrm{\Gamma }\mathrm{\Gamma }^{}(\mathrm{front}\mathrm{and}\mathrm{back}),\mathrm{\Gamma }\mathrm{\Gamma }\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}\mathrm{\Gamma }\mathrm{\Gamma }^{}$$

where $`|H|\mathrm{}`$ ; off the singularities, by (2.1),

(4.1)
$$e^{2\pi H/\mathrm{\Gamma }\mathrm{\Gamma }^{}}=\frac{\left|\mathrm{sin}\left(c+{\displaystyle \frac{\zeta }{1+\mathrm{\Gamma }/\mathrm{\Gamma }^{}}}\right)\right|^{1+\mathrm{\Gamma }/\mathrm{\Gamma }^{}}\left|\mathrm{sin}\left(c{\displaystyle \frac{\zeta }{1+\mathrm{\Gamma }^{}/\mathrm{\Gamma }}}\right)\right|^{1+\mathrm{\Gamma }^{}/\mathrm{\Gamma }}}{|\mathrm{sin}\zeta |}.$$

Toward the ‘ends’ $`\eta \pm \mathrm{}`$, $`|H|\mathrm{}`$ as well. Topologically $`/L\pi \mathrm{}\{\mathrm{singularities}\}`$ is a sphere with at least 4 punctures. (4.1) shows that $`H`$ is Morse and $`|H|\mathrm{}`$ near each puncture. By Lemma 2, the generic level sets of $`H`$ are loops, representing (putting horizontal translation back in) relative periodic orbits, and there exist values of $`\zeta `$ representing relative equilibria as well as separatrices (relative heteroclinic orbits) connecting relative equilibria. ∎

###### Remark 5.

In Theorem 3, relative periodicity when $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}`$ is spoilt only for $`\zeta (0)`$ too large. For such $`\zeta (0)`$, the orbit is relative quasi-periodic. Of course, even when $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}`$ there are questions that can be settled within a chart. Thus, for 3 vortices with arbitrary vorticities that sum to zero, topological reasons imply the existence of a configuration that forms a relative equilibrium.

###### Theorem 4.

Let $`b\mathrm{}\{0\}`$. On a cylinder, consider the configuration of $`4`$ vortices with vorticities $`\mathrm{\Gamma },\mathrm{\Gamma }^{},\mathrm{\Gamma }^{},\mathrm{\Gamma }`$ ($`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$ being of the same sign) at

$$ib+\frac{2\mathrm{\Gamma }^{}}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\zeta ,ib\frac{2\mathrm{\Gamma }}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\zeta ,ib\frac{2\mathrm{\Gamma }}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\overline{\zeta },ib+\frac{2\mathrm{\Gamma }^{}}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\overline{\zeta };$$

Let $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}1`$. Then for a generic choice of the initial condition $`\zeta (0)`$ these vortices form a relative periodic orbit, and for isolated choices of $`\zeta (0)`$ they form a relative equilibrium or a separatrix connecting relative equilibria. If $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}=1`$, the same conclusion holds for $`\zeta (0)`$ such that $`|\mathrm{Im}\zeta (0)|<b`$ or $`\pi H(\zeta (0))/\mathrm{\Gamma }^2<\mathrm{log}\mathrm{sinh}b`$.

Combined with Proposition of section 2, Theorem 4 gives relative equilibria and relative periodic orbits of $`N=4n`$ vortices for all $`n1`$.

###### Proof.

As in the proof of Theorem 3, the positions of all 4 vortices are determined by those of the ones with vorticities $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }`$. Thanks to a supplementary reflexive symmetry $`z\overline{z}`$, the position of $`\mathrm{\Gamma }`$ determines that of $`\mathrm{\Gamma }`$. This time, after passing to the quotient by translations, $`H`$ is a genuine function on the cylinder $`/\pi `$ of $`\zeta =\xi +i\eta `$, $`\pi /2<\xi \pi /2`$, with the singularities removed. Off the singularities, by (2.1),

(4.2)
$$e^{2\pi H/\mathrm{\Gamma }\mathrm{\Gamma }^{}}=\left|\frac{\mathrm{sin}\left(ib+{\displaystyle \frac{\mathrm{\Gamma }^{}\zeta +\mathrm{\Gamma }\overline{\zeta }}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}}\right)}{\mathrm{sin}\zeta }\right|^2\left|\mathrm{sin}\left(ib+\frac{\zeta \overline{\zeta }}{1+\mathrm{\Gamma }/\mathrm{\Gamma }^{}}\right)\right|^{\mathrm{\Gamma }/\mathrm{\Gamma }^{}}\left|\mathrm{sin}\left(ib\frac{\zeta \overline{\zeta }}{1+\mathrm{\Gamma }^{}/\mathrm{\Gamma }}\right)\right|^{\mathrm{\Gamma }^{}/\mathrm{\Gamma }}.$$

In particular, when $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}=1`$,

(4.3)
$$e^{2\pi H/\mathrm{\Gamma }^2}=\frac{\mathrm{sin}^2\xi +\mathrm{sinh}^2b}{\mathrm{sin}^2\xi +\mathrm{sinh}^2\eta }\left|\mathrm{sinh}(b+\eta )\mathrm{sinh}(b\eta )\right|.$$

The isolated singularities represent simultaneous collisions between

$$\mathrm{\Gamma }\mathrm{\Gamma }^{}\mathrm{and}\mathrm{\Gamma }^{}\mathrm{\Gamma }$$

where $`H+\mathrm{}`$, and, if $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}1`$, between

$$\mathrm{\Gamma }\mathrm{\Gamma }^{}\mathrm{and}\mathrm{\Gamma }^{}\mathrm{\Gamma }$$

where $`H\mathrm{}`$. Toward the ends, $`H+\mathrm{}`$. There are also circles of singularities $`\eta =b(1+\mathrm{\Gamma }/\mathrm{\Gamma }^{})/2`$, $`b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2`$ representing collisions between

$$\mathrm{\Gamma }\mathrm{\Gamma },\mathrm{\Gamma }^{}\mathrm{\Gamma }^{}$$

where $`H\mathrm{}`$. Let us saw the cylinder $`/\pi `$ of $`\zeta `$ into 3 trunks:

$$\begin{array}{cc}& C_+=\{\zeta |b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2<\eta \},\hfill \\ & C_0=\{\zeta |b(1+\mathrm{\Gamma }/\mathrm{\Gamma }^{})/2<\eta <b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2\},\hfill \\ & C_{}=\{\zeta |\eta <b(1+\mathrm{\Gamma }/\mathrm{\Gamma }^{})/2\}.\hfill \end{array}$$

Topologically $`C_+,C_0,C_{}`$ are spheres with punctures. $`C_0`$ contains $`\zeta =0`$, the simultaneous collisions between $`\mathrm{\Gamma }\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}\mathrm{\Gamma }`$, so $`C_0`$ has at least 3 punctures and $`|H|\mathrm{}`$ near each puncture. Lemma 2 applies to $`C_0`$ and implies the existence of relative periodic orbits and relative equilibria.

For the moment, suppose $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}1`$. $`\zeta `$ representing the simultaneous collisions between $`\mathrm{\Gamma }\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}\mathrm{\Gamma }`$ is in $`C_+`$ or $`C_{}`$ accordingly as $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}>1`$ or $`<1`$. If $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}>1`$, this puts on $`C_+`$ at least 3 punctures near each of which $`|H|\mathrm{}`$, so Lemma 2 applies and implies the existence of relative periodic orbits and relative equilibria; whereas $`C_{}`$ acquires only 2 punctures, so we can conclude the existence only of relative periodic orbits. If $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}<1`$, the rôles of $`C_+,C_{}`$ are reversed.

Note that as $`H`$ is symmetric under the lateral reflection along $`\xi =0`$ and along $`\xi =\pi /2`$, every point on either line where $`H/\eta `$ vanishes is critical. Let $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}>1`$ and work on $`C_+`$. The strip $`0<\xi <\pi /2`$ is free of critical points, for here by (4.3) $`H`$ is strictly monotone in $`\xi `$ along any line $`\eta =`$ constant. Along $`\xi =0`$, $`H\mathrm{}`$ as $`\eta b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2`$ or $`b(\mathrm{\Gamma }+\mathrm{\Gamma }^{})/(\mathrm{\Gamma }\mathrm{\Gamma }^{})`$, between which $`H/\eta `$ must vanish, signaling a saddle at say $`\zeta _1`$. Along $`\xi =\pi /2`$, $`H\mathrm{}`$ or $`+\mathrm{}`$ as $`\eta b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2`$ or $`+\mathrm{}`$. These bits of information, together with the fact that $`H`$ is Morse, imply that $`H/\eta `$ vanishes twice along $`\xi =\pi /2`$, signaling a maximum at say $`\zeta _2`$ and a saddle (which shall be left nameless). As a bonus we learn that 2 relative equilibria are represented in $`C_+`$, whereas a count of 3 singularities just predicts at least 1 relative equilibrium. The analysis works mutatis mutandis on $`C_{}`$ if $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}<1`$.

Finally, suppose $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}=1`$. Then the simultaneous collisions $`\mathrm{\Gamma }\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}\mathrm{\Gamma }`$ as well as $`\zeta _1,\zeta _2`$ escape to the ends $`\eta \pm \mathrm{}`$, and toward the ends $`2\pi H/\mathrm{\Gamma }^2`$ asymptotes to $`\mathrm{log}(\mathrm{sin}^2\xi +\mathrm{sinh}^2b)`$, which remains bounded. Hence all the critical points in $`C_+,C_{}`$ disappear. Relative periodic orbits are represented by compact level sets of $`H`$, i.e. those that fill the region $`e^{\pi H/\mathrm{\Gamma }^2}<\mathrm{sinh}b`$ of $`C_+,C_{}`$ ; there is no relative equilibrium on these trunks. ∎

The plots of fig. 4 depict the level sets of $`H`$ as a function of $`\zeta `$ for $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}<1`$, $`=1`$, $`>1`$ respectively; they were drawn at $`b=1`$. By (4.2), the levels for $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}<1`$ and $`>1`$ are mirror images of each other via $`\zeta \overline{\zeta }`$. The blank holes and bands indicate where $`H`$ diverges to $`\mathrm{}`$ too steeply, while the diamond in the middle of each plot surrounds a peak $`H+\mathrm{}`$.

Take the $`N=4`$ case as in Theorem 4 and initially align the 4 vortices vertically: $`\xi (0)=0`$. If $`\eta (0)`$ is sufficiently small, the vortices of the group $`\mathrm{\Gamma },\mathrm{\Gamma }^{}`$ orbit like a binary counter-clockwise, the vortices of the group $`\mathrm{\Gamma }^{},\mathrm{\Gamma }`$ orbit like a binary clockwise, while the 2 groups progress together like a vortex pair. The superposition produces leapfrogging, a relative periodic orbit whose plane limit $`r\mathrm{}`$ is observed as the motion of a cross-section of consecutive vortex rings as they overtake each other. By adjusting the parameters $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}`$, $`b`$, $`\zeta (0)`$, we can render leapfrogging on a cylinder not only relative periodic but periodic. Alternatively, if $`\eta (0)`$ is sufficiently close to $`b(1+\mathrm{\Gamma }^{}/\mathrm{\Gamma })/2`$ or to $`b(1+\mathrm{\Gamma }/\mathrm{\Gamma }^{})/2`$, the vortices $`\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}`$ or $`\mathrm{\Gamma },\mathrm{\Gamma }`$ form a pair and rush off without leapfrogging. In the planar theory, in the case $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}=1`$,  calculated the critical value of $`\eta (0)`$ that separates the leapfrogging and non-leapfrogging régimes. In our setup this value may be obtained at once as follows.

In the situation of Theorem 4, denote by $`\rho (b,\mathrm{\Gamma }/\mathrm{\Gamma }^{})`$ the distance from the origin $`\zeta =0`$ to the nearest separatrix. Then $`\eta (0)=\rho (b,\mathrm{\Gamma }/\mathrm{\Gamma })=\rho (b,1)`$. Denote by $`\zeta _{\mathrm{re}}=\xi _{\mathrm{re}}+i\eta _{\mathrm{re}}`$ a value of $`\zeta `$ at a saddle of $`H(\zeta )`$, representing a relative equilibrium. Inside the separatrices connecting the saddles we have leapfrogging; outside, not. $`\rho =\rho (b,1)`$ is the ordinate at which a separatrix cuts the $`\eta `$-axis. Since the value of $`H`$ is the same along the separatrices as on the saddles, $`H(0,\rho )=H(\xi _{\mathrm{re}},\eta _{\mathrm{re}})`$. It is clear that a relative equilibrium occurs when 2 vortex pairs are antipodal: $`\xi _{\mathrm{re}}=\pm \pi /2,\eta _{\mathrm{re}}=0`$. This fixes $`\rho `$ in the cylindrical theory: $`\sqrt{2}\mathrm{tanh}\rho =\mathrm{tanh}b`$. Restoring $`r`$ and taking the plane limit $`r\mathrm{}`$, we get in the planar theory $`\rho =b/\sqrt{2}`$, agreeing with \[9, section 3\], which arrived at $`(b+\rho )/(b\rho )=3+2\sqrt{2}`$.

When $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}1`$, $`\zeta _{\mathrm{re}}`$ and $`\rho (b,\mathrm{\Gamma }/\mathrm{\Gamma }^{})`$ are difficult to pin down in closed form. At any rate $`\xi _{\mathrm{re}}=\pm \pi /2`$ ; $`\eta _{\mathrm{re}}`$ is the unique root of

$`(\mathrm{\Gamma }+\mathrm{\Gamma }^{})\mathrm{tanh}\eta `$ $`+`$ $`(\mathrm{\Gamma }\mathrm{\Gamma }^{})\mathrm{tanh}\left(b{\displaystyle \frac{\mathrm{\Gamma }\mathrm{\Gamma }^{}}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}}\eta \right)`$
$``$ $`\mathrm{\Gamma }\mathrm{coth}\left(b+{\displaystyle \frac{2\eta }{1+\mathrm{\Gamma }/\mathrm{\Gamma }^{}}}\right)+\mathrm{\Gamma }^{}\mathrm{coth}\left(b{\displaystyle \frac{2\eta }{1+\mathrm{\Gamma }^{}/\mathrm{\Gamma }}}\right)=0`$
which in view of (2.4) is the condition that the vertically aligned pairs $`\mathrm{\Gamma },\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}`$, antipodal to each other, move with the same velocity. If $`\mathrm{\Gamma }/\mathrm{\Gamma }^{}=1+ϵ`$, then up to 2nd order in $`ϵ`$,

$$\eta _{\mathrm{re}}\mathrm{tanh}b\mathrm{sech}^2b\left(\frac{ϵ}{2}\left(1+\frac{\mathrm{sech}^4b}{2}\right)\frac{ϵ^2}{4}\right),\rho (b,1+ϵ)=\rho (b,1)\frac{\mathrm{tanh}b\mathrm{sech}^2b}{1+\mathrm{cosh}^2b}\frac{ϵ^2}{4\sqrt{2}}.$$

###### Remark 6.

By an argument parallel to that of Theorem 4 we see that $`4`$ vortices with vorticities $`\mathrm{\Gamma },\mathrm{\Gamma }^{},\mathrm{\Gamma }^{},\mathrm{\Gamma }`$ at

$$a+\frac{2\mathrm{\Gamma }^{}}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\zeta ,a\frac{2\mathrm{\Gamma }}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\zeta ,a+\frac{2\mathrm{\Gamma }}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\overline{\zeta },a\frac{2\mathrm{\Gamma }^{}}{\mathrm{\Gamma }+\mathrm{\Gamma }^{}}\overline{\zeta }$$

leapfrog as well (fig. 5, left diagram).

Unlike the $`N=4`$ case of Theorem 4, however, the configuration on the right does not leapfrog.

###### Remark 7.

Leapfrogging vortices and their generalizations analysed above owe their relative periodicity to the type of symmetry compatible with the local first integral of Theorem 1. Other types of symmetry permit other types of relative periodic orbits. Thus, $`2n`$ vortices with identical vorticity $`\mathrm{\Gamma }`$ at (3.1), (3.2) form a relative periodic orbit \[12, section 3.2\].

###### Remark 8.

Vortex streets and leapfrogging vortices can be adapted to a torus, where they form relative periodic orbits. A torus accommodates many further types of relative periodic orbits. For example on $`/(\pi +i\pi )`$, by splitting each point of a sub-lattice into a rectangular quadruplet of vortices with vorticities $`\mathrm{\Gamma },\mathrm{\Gamma },\mathrm{\Gamma },\mathrm{\Gamma }`$, we create a periodic orbit, the ‘dancing vortices’ of .

Acknowledgments. The work of JM was partially supported by the European Union through the Research Training Network MASIE. TT thanks Yiannis Petridis and Morikazu Toda for instructive conversations and David Acheson for his gift of a copy of the paper .