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# Fractal dimension and self-similarity in Asparagus plumosus

## 1 Introduction

Nowadays it is frequent to use computational algorithms in order to produce images of plants and trees that resemble their natural counterparts. These visualizations, which present several symmetric bifurcations , encouraged us to analyze the Asparagus plumosus . This plant is a native of Africa, but often cultivated in the rest of the world as an ornament. The plant can be easily identified: it is semi-climbing, has a typical height of 2 m, its main branches measure from 25 to 50 cm, and all branches have philiform divisions; its flowers are white and have six petals each, their fruits are purple spheres, 7 mm in diameter. Observed in some detail (Figs. 1-3), the ‘leaves’ of this plant, consist of repeated bifurcations from the main stem, showing a high degree of both, symmetry and scaling; these branching can also be observed even at the smallest scale. Two other peculiar characteristics of the ‘leaves’ of this plant are their flatness and their uniform green color. Although the branches may be dramatically different in shape (actually, Fig. 2 shows an atypical branch), we will show that their fractal dimension is the same.

## 2 Method

The method of box counting is widely known . Briefly, the box counting technique consists of counting the number of boxes in a grid that intersect any part of an image that has been placed over it. In order to calculate the fractal dimension of the image, denoted by $`D`$, using a square grid of side size given by $`\epsilon `$, one needs to analyze the changes in the number of boxes required to cover the image, $`N`$, as the size of the grid is reduced, i. e.,

$$D=\underset{\epsilon 0}{lim}\frac{\mathrm{log}N(\epsilon )}{\mathrm{log}1/\epsilon }.$$
(1)
We have applied this method to the three branches shown in Figs. 1-3 at three different levels: the three different scales at which symmetry is observed. In Figs. 3-4, we visually exemplify the application of the box counting method. The ‘leaves’ we have designated as medium-size branches correspond to the ramifications at the lower right corner of the branches in Figs. 1-3, and those called small-size branches were selected from the medium-size ones following the same criteria; Fig. 4 exemplifies the selection for the main branch in Fig. 3. All the images were obtained by positioning the corresponding branch directly on a scanner ($`640`$ x $`460`$ resolution, bit map images), and since the leaves are objects immersed in a two dimensional space, it was not necessary to use any kind of projection. The digital scanning was made in black & white, and in real scale. The side size of the square grid was varied from $`1`$ to $`200`$ pixels, by steps of 1 pixel. The original size of the main branch in Fig. 3 is $`428.8`$ x $`492.0`$ mm, $`127.5`$ x $`220.6`$ mm for the medium-size branch and $`23.0`$ x $`66.9`$ mm for the small one. Since our images all have well defined borders, there is no need to analyze the contour threshold .

## 3 Results

The values of $`N`$, obtained varying the grid size from $`1`$ to $`200`$ pixels, are shown in Figs. 5-7. This pixel range allows for a direct comparison in real scale of the results for the three levels at which similarity is observable. A bigger side-size box is not used because the width of the smallest branches (at the base) is 200 pixels, and therefore, a bigger side-size box would mean that a single box would almost cover the whole branch. Since the relations are linear over a wide range of $`\epsilon `$ values, the fractal dimension $`D`$ is then given by the slope of the corresponding line, see Figs. 5-7. Finally, the values obtained for the fractal dimension of the three branches and at the three different scales, are shown in the Table together with the uncertainty in the slope ($`\mathrm{\Delta }D`$) and the correlation of the linear regression ($`R`$).

## 4 Conclusion

From the previous analysis, where we have shown that the fractal dimension of the three branches is practically the same, we can conclude that the shape of a branch of Asparagus plumosus is independent for the determination of its fractal dimension. The very small uncertainties in these values ($`\mathrm{\Delta }D/D<3`$ x $`10^3`$) can be easily interpreted in terms of the high linear correlations shown in the Table. Accordingly, we can confirm the fractal dimension in this species, a new type of natural fractal being added to the extensive already well know gallery (for a recent, man-made example, see ). Additionally, since the value of the fractal dimension obtained from the analysis of the two bigger scales is indeed very similar, we can conclude that there is the same level of complexity at these two scales: the plant is self-similar. Unfortunately, we do not seem to find the same self-similarity at the smallest scale.

111Martin Nezadal and Oldrich Zmeskal (Institute of Physical and Applied Chemistry at Brno, Czech Republic) are greatefully aknowledged for their HarFA program. This work has been partially supported by DGAPA-UNAM (IN101100), and UC-MEXUS.
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# 1 INTRODUCTION

## 1 INTRODUCTION

Antonio Coniglio’s contribution to the undertstanding of rupture phenomena in disordered systems is twofold. On one hand he has contributed indirectly to the field, by furnishing fundamental knowledge indispensable for dealing with dilute networks, like e.g. the exponent for the scaling of the density of cutting bonds in a percolating lattice. On the other hand he has also pointed out important properties of the response of these systems, such as the multifractality of currents in diluted and two component resistor networks. These studies have continued in the observation, investigation and explanation of a large quantity of scaling properties in breaking lattices, and the great amount of work done in this field has shown that scale invariance is a fundamental property of rupture and breakdown phenomena of disordered systems. Indeed, disorder plays a fundamental role in generating this kind of behaviour.

Scale invariance has been found to be also a more general characteristic of the dynamical response of these systems to the variation of some external parameter, and also a characteristic of the fluctuations of their response. For this reason, the adjective “critical” is often used, in analogy with the fluctuations of thermal systems at the critical point. In the following we shall mainly focus on this aspect of the breakdown phenomena and will consider in particular those situations in which an external perturbation (driving) is applied slowly with respect to the characteristic relaxation times of the system. After briefly reviewing some experimental results (Sec 2.), we shall describe how some of the observed features are reproduced by lattice models (Sec 3.), and some current points of view on the subject are (Sec 4.).

## 2 SOME EXPERIMENTAL FACTS

Initial discoveries about the critical response of a fracturing medium are probably due to Mogi. With the aim of verifying the validity of the Gutenberg Richter law also at scales much smaller than those involved in an earthquake, he designed and performed some original experiments where a controlled pressure was applied to disks made of a mixture of resin and hard grains. He observed that, by increasing the pressure, elastic waves were released from some localised region within the sample. By recording the maximum wave amplitude of each series Mogi was able to show that the relation between the observed amplitudes and their frequency of occurrence was of the algebraic type, the one known as the Ishimoto and Iida’s law in the seismological field. These findings, besides to show in a quantitative way that earthquakes and fractures have common features, demonstrated the intrinsic critical nature and the importance of disorder in the response of a medium to the external perturbations.

Laboratory experiments can well reproduce not only the critical features observed in distribustion of the energy released by earthquakes, but also those observed in the distribution of times. In 1968 Scholz succeeded in reproducing Omori’s power law describing the number of aftershocks observed in a time $`t`$ after a main event. By analysing the acoustic emission from a fracturing basalt rock he also coonfirmed the validity of the Gutenberg-Richter law. In subsequent investigations Hirata showed that Omori’s law holds also for generic microfracturing processes, at least for times large enough after the main event.

Thanks to the advances in technology and informatics, experiments in this fields continue to bring new results. By collecting and analyzing acoustic emission signals from concrete-like samples, we have shown that power laws not only describes the frequency distribution of maximum amplitudes in the aftershock series, but also the amplitude distibution of the entire time series, as well as the time lags distribution between consecutive meaningful events of acoustic emission. We have found in particular that the energy (proportional to the squared amplitude) is distributed according to $`N(E)E^\delta `$ with $`\delta `$ around $`1.3`$, while for time lags one has $`P(t)t^\zeta `$ with $`\zeta `$ approx $`1.6`$ . In addition, lacking of characteristic scales in the fluctuations of response has been brought into evidence by measuring the power spectrum and the autocorrelation of the time series. The power spectrum has been found of the $`1/f^\gamma `$ form, with $`\gamma 0.6`$.

In more recent experiments Ciliberto and coworkers found $`\delta 1.25`$ for the energy scaling and conjectured its universality, whereas $`\zeta `$ was found to depend on the applied external stress. Acoustic emission recorded during pressurization of spherical tanks yielded still more evidences of the critical nature of breakdown phenomena and revealed the presence of logarithmic oscillations in the power laws. Finally, Maes and coworkers observed scale invariance in acoustic emission amplitudes, time lags, and spatial distance between consecutive events also in a cellular glass, where they found $`\zeta =1.3`$, but $`\delta =2`$.

Another important evidence of the critical response of disordered media concerns the roughness of the fracture surfaces. After Mandelbrot and coworkers measured self-affinity properties in the fracture surface of some steels, similarity in the exponents ($`0.8`$) characterizing many different materials has been pointed out. Further experiments have shown later that also $`0.5`$ is observed. According to some evidences lower values seem to characterize slow producing cracks and roughness at small scales, whereas higher values are related to large scales and should be associated with fast cracks.

## 3 LATTICE MODELS

Existence of critical fluctuations in the response of model systems was firstly observed   in the fibre bundle model , where an external applied stress is evenly shared by a stretched bundle of fibers. The elastic modulus is the same for all the fibers, but each one can stand a different, finite, amount of stress. The system is initially unloaded, then stress is applied in order to break the weaker fiber of the bundle. The excess stress is shared by the other fibres, that therefore become more prone to break; whenver some fibre exceeds its own failure threshold it also breaks and stress is redistributed again. When no more fibres break stress is increased again, up to break the weakest of the survived fibers, and so on until all the fibres of the bundle are broken. Each breaking process is carried on at constant stress. By exact calculation Hansen and Hammer were able to show that as the applied stress is increased from zero to the global failure value, there is a probability $`P(s)s^\alpha `$ that $`s`$ fibers break in correspondance of the same value of applied stress. The exponent was found to be $`\alpha =5/2`$ and largely independent of the statistical distribution of fiber strenghts. Hansen and Hammer also observed power law distributions for “avalanches’ of broken fuses in the numerical simulation of a square resistor network where, in analogy with he fiber bundle model, each fuse posseses the same conductance, but can stand different maximum current. When a fuse finds itself above its own threshold of rupture, it breaks and the excess current is shared by the other fuses. It may happen therefore that some other fuse burn in turn, and so on. They found numerically $`\alpha =2.7`$ for this system, very close to $`5/2`$.

Presence of similar behaviour was later observed in system with vector elasticity by numerical simulations of the Born model on a triangular lattice. In this model sites interact via the potential

$$V_{ij}=(\alpha \beta )\left[\left(\stackrel{}{u}_i\stackrel{}{u}_j\right)\stackrel{}{r}_{ij}\right]^2+\beta \left[\stackrel{}{u}_i\stackrel{}{u}_j\right]^2,$$
(1)
where $`\stackrel{}{u}_i`$ is the displacement vector of site $`i`$ from equilibrium, $`\stackrel{}{r}_{ij}`$ is the unit vector between the initial equilibrium position of sites $`i`$ and $`j`$, and $`\alpha `$ and $`\beta `$ are force constants. In the case of Ref.  avalanches were also triggered by a corrosion mechanisms, according to which the bonds neighbouring a broken bond are weakened. Such a mechanism enhances the critical properties of the system, and the related exponent was found to be $`\alpha =2.0`$, the same found in the experiments on the cellular glass.

The power law distributions mentioned above are computed by considering all the avalanches occurring during the life of the system. One can also consider what happens for a given value of the external solicitation (stress, strain, current) $`\sigma `$ when averaging over many realizations. For the fibre bundle it has been shown that the following scaling form holds:

$$P(s,\sigma )=f(\frac{s}{s_0})s^\tau $$
(2)
where

$$s_0(\sigma _c\sigma )^\kappa ,$$
(3)
and $`\tau =1.5`$ and $`\kappa =1`$; $`\sigma _c`$ represents the critical value of stress at which the network definitively tears. Thus, if one cumulates all the avalanches from the beginning, $`\sigma =0`$, to the end of the system life, $`\sigma =\sigma _c`$, one observes

$$P(s)=s^\alpha $$
(4)
with $`\alpha =\tau +1/\kappa =2.5`$. Zapperi at al. succeeded to show that within the effective medium approximation the fuse network obeys the same scaling of the fibre bundle model, and that the ensemble averaged burst size $`s`$ diverges at criticality as

$$s(\sigma _c\sigma )^\gamma $$
(5)
with $`\gamma =1/2`$. These results have been confirmed numerically both on square fuse networks and on elastic networks with central and bond bending potentials .

A way for quantifying the vicinity of a system to some critical point is to define a branching ratio $`\rho `$ for the process as the probability for the breaking of a bond to give rise to the breaking of another bond. In analogy with other processes  at the critical point $`\rho =1`$. We have evaluated $`\rho `$ for the Born potential on a triangular lattice  by averaging over many realizations the number of broken bonds at fixed values of the external driving (stress or strain) $`s`$. This quantity is related to $`\rho `$ by:

$$\rho =\frac{s1}{s},$$
(6)
and therefore

$$\rho 1(\sigma _c\sigma )^\gamma .$$
(7)
Numerical simulations show that different types of driving produce different behaviours, as expected both from experiments and models. By computing $`\rho `$ for the Born model we have shown in particular that breaking the bonds by driving with strain makes the system less critical than breaking them by driving with stress, and that the presence of corrosion mechanisms leads closer to criticality.

It must be stressed that the scale invariance for the breaking of bonds in model systems cannot be directly assimilated to that of acoustic emission. In fact, the latter carries an energy content that is not included in the broken bonds counting. Self-similarity of the energy bursts in lattice models only holds at comparable values of the external driving applied, or when special conditions are imposed to the system.

Self affine properties of the fracture surface are rather well reproduced by model simulations. In particular, numerical results suggest that small self-affinity exponents (around $`0.5`$) are related to slowly moving cracks, whilst exponents close to $`0.8`$ are associated with fast cracks . Some different exponents, like $`0.42`$ have been also found for slowly developping cracks in two dimensions , but also if simulations well reproduce generally the experimental observations, there is no a comprehensive theory for all these behaviours (for a recent review on dynamic fractures see Ref..

## 4 POINTS OF VIEW

A coherent description of breakdown phenomena and of their critical properties is lacking. One possibility is to relate them to the Self Organized Criticality (SOC). In this picture the SOC state corresponds to the final breakdown. Another tempting possibility is that of exploiting the analogies with critical phenomena for setting up a thermodynamic-like description of the fracturing process. Within this framework Zapperi et al. suggested to choose the elastic moduli (or the conductance for the fuse network) as the order parameter, and drawed an analogy with first order transitions, since the order parameter suffers a jump at the final breakdown. Criticality, absent in usual first order transitions, would originate in this case from the presence of long range interactions; In different situations these have been shown to give rise to fractal fluctuations in the nucleation process. The mean field picture, from which this interpretation is derived, does not describe all the features of the breaking process in euclidean lattices: pheraps the most relevant shortcoming is that the theory does not predict the scaling of the breaking stress distribution with the system size. Moreover, Sornette  and da Silveira  have found that the choice of different disorder distributions can select between continuous and discontinuous transition, with a tricritical point separating the two behaviours in the phase diagram of the system. Finally, continuous breakdown transition can also be observed when constant strain instead of constant stress driving is applied to the lattice.

In conclusion we may say that in spite of the observation of critical fluctuations in many breakdown phenomena, the physical mechanisms at their origin are still far from clear and that it seems necessary to take into account both irreversibility and non self-averaging in order to come to a satisfactory explanation of these complicated non-equilibrium processes.

## 5 REFERENCES


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# Transverse NMR Relaxation as a Probe of Mesoscopic Structure

(December 20, 2002)

## Abstract

Transverse NMR relaxation in a macroscopic sample is shown to be extremely sensitive to the structure of mesoscopic magnetic susceptibility variations. Such a sensitivity is proposed as a novel kind of contrast in the NMR measurements. For suspensions of arbitrary shaped paramagnetic objects, the transverse relaxation is found in the case of a small dephasing effect of an individual object. Strong relaxation rate dependence on the objects’ shape agrees with experiments on whole blood. Demonstrated structure sensitivity is a generic effect that arises in NMR relaxation in porous media, biological systems, as well as in kinetics of diffusion limited reactions.

NMR as a structure probe is utilized in the fields as diverse as chemistry, materials science, geology and biomedicine. Pristine specimen found in nature, such as rocks or biological tissues, possess complex structure at a mesocopic scale. This structure is of primary interest in numerous applications. For example, rock porosity in geology is important to assess the oil basin quality. In biological tissues the mesoscopic scale is set by the size of cells and blood vessels whose properties carry significant diagnostic and physiological information.

It is the NMR monitored diffusion that is commonly accepted as a probe of mesoscopic structure in both inorganic Mitra92  and living Yablonskiy02 ; LeBihanbook  specimen. In the present Letter we propose a magnetic susceptibility contrast as a structure probe. Susceptibility inhomogeneities are often connected to the geometric structure, such as pore walls in porous media. In biological tissues they are brought by paramagnetic cells, such as deoxygenated red blood cells (RBCs) and iron-enriched cells in the brain gray matter. In some cases the susceptibility contrast can be artificially manipulated.

Below we consider NMR signal from a suspension of arbitrarily shaped weakly paramagnetic objects. We demonstrate a significant individual object shape dependence of the transverse relaxation rate. We discuss this result in the biomedical context. Applications of the biomedical NMR imaging (MRI) are limited by a spatial resolution $``$ 1 mm, which is larger than the cell size by 2-3 orders of magnitude. Direct resolution enhancement is unfeasible since today MRI hardware hits physiological limits. Our results suggest that further progress can be made by a deeper analysis of the NMR signal since it contains significant information about the paramagnetic tissue structure at the scale of several $`\mu `$m.

We compare our results with experiments on whole blood Brooks95 ; Spees01 ; Gomori87 , with the objects being paramagnetic RBCs. Previous theoretical efforts in this context were focused on the effect of paramagnetic inclusions of specific geometries (spheres Yablonskiy94 ; JensenChandra  or cylinders simulating blood vessels Yablonskiy94 ; Kiselev98 ; Bauer99 ). The effect of object shape was not studied theoretically although experiments YeAllen ; Gillis95  and the Monte Carlo simulation Gillis95  indicate a strong shape dependence of the transverse relaxation.

We model the medium by a suspension of $`N1`$ identical mesoscopic paramagnetic objects which are randomly placed and oriented. The NMR signal is acquired from nuclear spins that freely diffuse in the solvent and in the objects. A macroscopic volume $`V`$ of the suspension is characterized by the volume fraction $`\zeta =Nv_0/V`$ of objects ($`v_0=`$ single object’s volume). The case of different object species is easily accounted for when $`\zeta 1`$, since they contribute additively to the relaxation rate Yablonskiy94 ; Kiselev98 .

Transverse relaxation occurs due to two different mechanisms: (i) microscopic spin-spin interactions at the molecular level, (ii) diffusion of spins in the magnetic field induced by mesoscopic objects. Fast processes (i) average out to produce a monoexponential relaxation. Processes (ii) are described in terms of the transverse magnetization density $`\psi (𝐫)`$, which evolves due to molecular diffusion and spin precession with the local Larmor frequency varying in space. It obeys the Bloch-Torrey equation Torrey

$$\frac{\psi }{t}=\left(D^2\frac{1}{T_2}i\omega _Li\omega (𝐫)\right)\psi ,$$
(1)
where $`D`$ is the diffusion coefficient of the molecules that carry spins, and $`T_2`$ is the relaxation time due to the microscopic interactions. The relaxation rate $`1/T_2`$ is insensitive to magnetic field inhomogeneities at the mesoscopic scale. Rather, it characterizes local chemical composition. We assume that $`D`$ and $`T_2`$ are the same inside the objects and in the solvent. The constant term $`\omega _L`$ provides the Larmor precession in the homogeneous main field, and $`\omega (𝐫)=_{n=1}^N\omega _0(𝐫𝐫_n)`$ is the deviation from $`\omega _L`$ due to the local magnetic fields induced by randomly located paramagnetic objects (as described later).

The signal $`S(t)`$ from a macroscopic sample is the sum of all spin magnetic moments regardless of their initial positions and their Brownian trajectories after the excitation Kiselev98 . In terms of the Green’s function $`\psi (𝐫,𝐫_0,t)`$ of (1), defined by the initial condition $`\psi (𝐫_0,𝐫,t=0)=\delta (𝐫𝐫_0)`$,

$$S(t)=\frac{1}{V}d^3𝐫d^3𝐫_0\psi (𝐫,𝐫_0,t)e^{i\omega _Ltt/T_2}s(t).$$
(2)
Microscopic processes decouple due to Eq. (1): $`\psi =e^{i\omega _Ltt/T_2}\varphi `$, with $`\varphi (𝐫,𝐫_0,t)`$ accumulating mesoscopic effects. The corresponding signal attenuation factor

$$s(t)=\frac{1}{V}d^3𝐫d^3𝐫_0\varphi (𝐫,𝐫_0,t),s(0)=1,$$
(3)
describing these effects is the main object of our focus.

Consider the mesoscopic part $`M(𝐫_0,t)=d^3𝐫\varphi (𝐫_0,𝐫,t)`$ of the spin packet magnetization. The $`d^3𝐫_0`$ integration in (3) effectively averages $`M(𝐫_0,t)`$ over randomly positioned objects. For $`\zeta 1`$, $`M`$ is a product of factors contributed by individual objects Kiselev98 . In this case $`s(t)`$ is expressible in terms of a single object dephasing effect $`f(t)`$ Yablonskiy94 ; Kiselev98 :

$$s=e^{\zeta f},f(t)=\frac{d^3𝐫_0}{v_0}\left(1d^3𝐫\eta (𝐫_0,𝐫,t)\right)_o.$$
(4)
Here $`\eta `$ is the mesoscopic part of the spin packet magnetization density in the presence of a single object,

$$\frac{\eta }{t}=\left(D^2i\omega _0(𝐫)\right)\eta ,\eta (𝐫_0,𝐫,t=0)=\delta (𝐫𝐫_0),$$
(5)
and average $`_o`$ in (4) is taken over the object’s orientations.

In the main field $`B_0\widehat{𝐳}`$ each paramagnetic object induces a local Larmor frequency shift $`\omega _0(𝐫)`$ that is determined by the object’s susceptibility profile $`\chi (𝐫)`$. Below we use uniformly magnetized objects to compare with experiments: $`\chi (𝐫)=\chi v(𝐫)`$, $`\chi 1`$, where $`v(𝐫)`$ is a shape function: $`v=1`$ inside and $`v=0`$ outside the object. A convolution in $`𝐫`$$`\omega _0`$ in the Fourier space is

$$\omega _0(𝐤)=\delta \omega Y(\widehat{𝐤})\stackrel{~}{v}(𝐤),\delta \omega =4\pi \chi \omega _L,$$
(6)
where $`Y(\widehat{𝐤})=1/3k_z^2/k^2`$ is the longitudinal projection of an elementary magnetic dipole field, and the object’s form factor $`\stackrel{~}{v}(𝐤)`$ is the Fourier transform of $`v(𝐫)`$.

Transverse relaxation is qualitatively different in the limits of strong and weak dephasing. Introduce effective object radius $`\rho `$ as that of a sphere of a volume $`v_0`$. Water molecules pass by the object during the diffusion time

$$t_D=\frac{\rho ^2}{D},\mathrm{where}\frac{4}{3}\pi \rho ^3v_0=d^3𝐫v(𝐫).$$
(7)
Typical phase acquired by the spins is $`\delta \omega t_D`$. In the present work we focus on a weak dephasing case $`\delta \omega t_D1`$ (diffusion narrowing regime). This regime covers a variety of experiments, in particular spin dephasing in diamagnetic and paramagnetic samples in the field $`B_01`$T.

We find the Green’s function $`\eta `$ of Eq. (5) perturbatively in the small parameter $`\delta \omega t_D`$, and use Eq. (4) to obtain $`f(t)`$. This approach is analogous to the Born series for the quantum mechanical scattering amplitude.

The zeroth order in $`\delta \omega t_D`$ describes free diffusion. In this case the total magnetization of each spin packet is conserved, $`d^3𝐫\eta (𝐫_0,𝐫;t)=1`$ in (4), and $`s(t)=1`$. The first order correction to $`f`$ vanishes since it is proportional to the angular average of the dipole field. The expression for $`f`$ is dominated by the second order in $`\delta \omega t_D`$ (Fig. 1):

$`f(\tau )={\displaystyle \frac{2\pi \alpha ^2}{15}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dq}{q^2}}g(q^2\tau ){\displaystyle \frac{d\widehat{𝐪}}{4\pi }\left|\frac{\stackrel{~}{v}(𝐪)}{\stackrel{~}{v}(\mathrm{𝟎})}\right|^2},`$ (8)
$`\alpha \frac{2}{3\pi }\delta \omega t_D.`$ (9)
Here $`\tau `$ is the dimensionless time $`\tau =t/t_D`$. The inner integral in Eq. (8), which is taken over the directions of $`𝐪=𝐤\rho `$, depends exclusively on the object shape. The object size enters Eq. (8) only through the diffusion time $`t_D`$, Eq. (7). The function $`g`$ depends on the particular sequence of the radiofrequency (rf) pulses applied to manipulate the spins and is discussed later.

As a conservative estimate, the formal series for $`f(t)`$ converges when $`\alpha <1`$. Indeed, each successive term in the perturbative expansion of $`f(t)`$ is multiplied by the dimensionless factor $`i\alpha =i\mathrm{\hspace{0.17em}4}\pi /(2\pi )^3(\delta \omega t_D)(v_0/\rho ^3)`$. Angular integrations of the products $`Y(\widehat{𝐤}_1)Y(\widehat{𝐤}_2)\mathrm{}`$ improve convergence by bringing additional factors $`<1`$ that are object shape specific and hard to account for in general.

Odd orders of the expansion in $`\alpha `$ are imaginary. They renormalize the homogeneous component of the suspension’s magnetic susceptibility. Since the first order vanishes the correction to $`\omega _L`$ is proportional to $`\alpha ^3`$. The signal attenuation is determined by the even orders in $`\alpha `$. The correction to (8) is of the order of $`\alpha ^4`$ and is negative.

Consider the free induction decay (FID), an evolution after a single rf $`\pi /2`$ pulse which creates the maximal transverse spin magnetization. The function $`g`$ in (8), denoted as $`g_{\mathrm{FID}}`$, is proportional to a time convolution of the three free diffusion propagators $`\eta ^{(0)}(𝐪,\tau )=\theta (\tau )e^{q^2\tau }`$, $`\theta (\tau )`$ being a unit step function (Fig. 1, left):

$$g_{\mathrm{FID}}(q^2\tau )=q^2\tau 1+e^{q^2\tau }.$$
(10)
To reduce sensitivity to large scale field inhomogeneities, samples are often irradiated by a number of refocusing rf $`\pi `$ pulses. Each such pulse quickly rotates the spins by $`\pi `$ around an axis which is transverse to $`\widehat{𝐳}`$. This is equivalent to a complex conjugation of $`\eta `$ developed up until this time moment. The resulting distribution $`\eta ^{}`$ is the initial condition for the further evolution.

In the spin echo (SE) technique SE-Hahn  a single $`\pi `$ pulse is applied at the time $`t_E/2`$ and the signal is measured at $`t=t_E`$. The corresponding $`g`$ function reads

$$g_{\mathrm{SE}}=q^2\tau _E3+4e^{q^2\tau _E/2}e^{q^2\tau _E},\tau _E=\frac{t_E}{t_D}.$$
(11)
In the CPMG (Carr-Purcell-Meiboom-Gill) protocol CPMG  refocusing $`\pi `$ pulses are generated in a long train and the steady state signal is studied as a function of the interpulse interval $`\mathrm{\Delta }t`$ (Fig. 1, right):

$$g_{\mathrm{CPMG}}=q^2\tau 2\mathrm{tanh}\frac{q^2\tau }{2},\tau =\frac{\mathrm{\Delta }t}{t_D}.$$
(12)
Equations (10)–(12) yield that at $`\tau 1`$, $`f\tau ^2`$ for the FID and $`f\tau ^3`$ for the SE and the CPMG sequences. Asymptotic expansion of (8) in $`\tau ^{1/2}`$ at $`\tau 1`$ gives

$$r_2\frac{f(\tau )}{\tau }\frac{2\pi \alpha ^2}{15}\left(_0^{\mathrm{}}𝑑q\frac{d\widehat{𝐪}}{4\pi }\left|\frac{\stackrel{~}{v}(𝐪)}{\stackrel{~}{v}(\mathrm{𝟎})}\right|^2\frac{A}{\sqrt{\tau }}\right),$$
(13)
with $`A_{\mathrm{FID}}=\sqrt{\pi }`$, $`A_{\mathrm{SE}}=(2\sqrt{2}1)\sqrt{\pi }`$, and $`A_{\mathrm{CPMG}}=(2\sqrt{2}1)\zeta (3/2)/\sqrt{\pi }2.695`$ for the considered pulse sequences. The dimensionless NMR relaxivity $`r_2`$ is shown in Fig. 2, left, for the case of the homogeneously magnetized spherical particles. Shape dependence is illustrated in Fig. 2, right, for the case of disk-shaped objects. The height-to-radius ratio $`c`$ defines the disk shape, with $`c=0.5`$ being close to the intact RBC.

Below we analyze our results, Eqs. (8) and (13).

(i) Relaxation (4) crucially depends on the shape of the object. It is the form factor $`\stackrel{~}{v}(𝐤)`$ that governs the convergence of the integral for large $`𝐪=𝐤\rho `$ in (8). The integral converges at $`k1/\rho `$, allowing one to probe the object’s structure. (A quantum mechanical analogy is scattering amplitude dependence on the form factor of the external potential.) A point-like magnetization $`v\delta (𝐫)`$ causes a divergence in Eqs. (8) and (13). In the present case this “nonrenormalizability” (non-universal cutoff dependence) effectively increases sensitivity in the NMR measurements.

(ii) Shape sensitivity is a consequence of a singular interaction $`Yr^\nu `$ between nuclear spins and objects. Consider the case when the singularity in $`Y`$ is cut off at a scale $`r<a`$. Then $`Y(𝐤)0`$ as $`ka>1`$. If $`a>\rho `$, the integral in Eq. (8) is insensitive to the form factor since it converges at $`k<1/a<1/\rho `$, destroying shape sensitivity. Physically, such a cutoff introduces a spherical “cloud” of a radius $`a`$ around each object. This cloud smears information about the object’s structure. The power necessary for shape dependence is $`\nu >2+(d2)/N`$ for the $`N`$-th order in $`d`$ dimensions. Thus both magnetic dipole ($`\nu =3`$) and contact interaction $`Y=\delta (𝐫)`$ in $`d=3`$ yield shape sensitivity already in the second order, as shown above.

(iii) Shape sensitivity is present for any field $`B_0`$.– Above we demonstrated shape sensitivity in the domain where the perturbative approach is reliable ($`\alpha 1`$). We now prove it for any $`\alpha `$. Integrals such as (8) whose convergence is form factor dependent appear in each order of the perturbation series for $`f(t)`$. Although angular integrations impede explicit summation of this series, they do not cause nonanalyticity at $`\alpha =0`$, and thus radius of convergence in $`\alpha B_0`$ is finite. Therefore the series can be analytically continued to the large field domain $`\alpha >1`$ where the perturbation theory formally breaks up. The final result for $`f(t)`$ would still be form factor dependent, which proves shape sensitivity for $`any`$ field.

(iv) Shape sensitivity is a generic effect.– Consider a diffusion limited chemical reaction on impurities with a shape $`u(𝐫)`$. The FID signal analytically continued by $`i\omega (𝐫)u(𝐫)`$ gives the impurity shape dependent reaction rate.

Below we compare the results (8) and (13) with experiments. As a test we use the reported relaxation rate in dilute ($`\zeta =0.02`$) suspensions of polystyrene microspheres in paramagnetically doped water Weisskoff94  (Fig. 3, left).

Further experiments were performed on the deoxygenated blood with a high RBC volume fraction $`\zeta =0.400.60`$ Brooks95 ; Spees01 ; Gomori87 . To apply Eqs. (8) and (13) one needs to take into account a slower diffusion inside the cells and to extend our approach for large $`\zeta `$. The former will be considered elsewhere. For now, we obtain upper and lower estimates for the relaxation rate by using in Eq. (8) the values $`D_{\mathrm{in}}`$, $`D_{\mathrm{out}}`$ of the diffusion coefficient in erythrocytes and plasma respectively.

The $`\zeta 1`$ case poses a challenging task equivalent to finding the statistical sum of a dense gas of objects. Instead we replace $`\zeta `$ by $`\zeta (1\zeta )`$ in (4), which is well supported experimentally Thulborn82 . Such a replacement is justified by the virial expansion. Eq. (4) treats exactly the first cumulant of the statistical sum. The second cumulant provides an $`𝒪(\zeta ^2)`$ negative correction. This together with a vanishing mesoscopic contribution as $`\zeta 1`$ justifies a quadratic polynomial interpolation, $`\zeta (1\zeta )`$. The latter is correct as $`\zeta 0`$ and $`1`$, and describes a crossover between the dilute and the extremely dense cases.

The relaxation rate in deoxygenated blood measured in Brooks95  quadratically depends on the magnetic field, $`(\mathrm{ln}s)/t=\kappa _1B_0^2`$, in agreement with Eq. (8). The proportionality coefficient $`\kappa _1`$ was found to be $`7.2\mathrm{s}^1\mathrm{T}^2`$ for the CPMG pulse sequence with $`\mathrm{\Delta }t=4`$ ms. In Brooks95 , the field range $`B_0=0.051.5`$ T yields $`\alpha =0.0330.99`$. We calculated $`\zeta =0.55`$ from the parameters given in Brooks95 , utilized the magnetic susceptibility of the deoxygenated RBCs $`\chi =2.7\times 10^7`$ Spees01 , and simulated the intact erythrocytes by disks of the known volume of $`87\mu \mathrm{m}^3`$ with the height-to-radius ratio of $`c=0.5`$. Using $`D_{\mathrm{out}}=2.20\mu \mathrm{m}^2/\mathrm{ms}`$ and $`D_{\mathrm{in}}=0.76\mu \mathrm{m}^2/\mathrm{ms}`$ Li98 , our theory gives $`4.7<\kappa _{1\mathrm{t}\mathrm{h}}<5.6\mathrm{s}^1\mathrm{T}^2`$.

To assess this result we note that neither the susceptibility of RBCs nor their actual shape was reported in Brooks95 . Chemicals used to treat the samples are likely to change osmotic pressure in plasma, which would deform the RBCs thus changing all relevant parameters.

Quadratic dependence of the SE blood relaxation rate on $`\chi `$, which follows from Eq. (8), was confirmed by varying the RBC oxygen saturation $`y`$ in the field $`B_0=1.5`$ T Spees01 : $`(\mathrm{ln}s)/t=\kappa _2(0.95y)^2`$, with the measured coefficient $`\kappa _2=55\mathrm{s}^1`$ for $`\zeta =0.3`$ and $`\kappa _2=59\mathrm{s}^1`$ for $`\zeta =0.4`$. Our approach results in the corresponding ranges $`26<\kappa _{2\mathrm{t}\mathrm{h}}<56\mathrm{s}^1`$ and $`30<\kappa _{2\mathrm{t}\mathrm{h}}<64\mathrm{s}^1`$.

The CPMG relaxation rate $`R_2=(\mathrm{ln}s)/t`$ in the whole blood was measured Gomori87  as a function of the interecho interval (Fig 3, right) for $`0.71<B_0<1.41`$ T. We simulated blood as described above using $`D=D_{\mathrm{out}}`$ for plasma. The use of the value $`D_{\mathrm{in}}`$ instead of $`D_{\mathrm{out}}`$ yields about the same rate $`R_2`$ for the short times and approximately a twofold increase of $`R_2`$ for the large times.

This brief survey shows that, although crude, our model captures essential features of the NMR relaxation. Experiments at higher fields YeAllen ; Gillis95  confirm the shape dependence for $`\alpha >1`$. Their results can be well described by adjusting $`t_D`$ and $`\alpha `$ JensenChandra  or by fitting to a simple chemical exchange model Brooks01 . However, fitting has a predictive power when the signal universally depends on a handful of phenomenological parameters. Shape sensitivity makes such a fitting meaningless in the case of varying tissue structure. Because of the same reason, in experiments analogous to Brooks95 ; Spees01 ; Gomori87 ; YeAllen ; Gillis95  it is essential to control volume fraction, shape and susceptibility of paramagnetic objects, and effective diffusion coefficient in the sample.

To conclude, we showed that transverse relaxation from a suspension of paramagnetic objects is extremely sensitive to the shape of the individual object. This sensitivity to geometric structure is a generic effect that can be employed as a novel type of contrast in NMR measurements thus effectively increasing spatial resolution.

D.N. appreciates a visiting grant and hospitality of the Section of Medical Physics, University Hospital Freiburg.


text:
# Properties of the background of EPIC-pn onboard XMM-Newton

## 1 Introduction

In X-ray data analysis, understanding properties of background in the data is crucial in order to extract actual source X-rays, in particular for extended objects with low surface brightness like galaxy clusters and supernova remnants (SNRs) having low signal to noise ratios. The most sophisticated high quality X-ray detectors currently used in X-ray observations in orbit are X-ray CCDs, which was for the first time on board ASCA (1993–2000; Tanaka et al. tanaka94 (1994)) and are currently utilized on XMM-Newton (Jansen et al. jansen (2001)) and Chandra (Weisskopf et al. weisskopf (2000)). The background of ASCA/SIS (Solid-state Imaging Spectrometer) is rather stable and its count rate correlates with the local cutoff rigidity value, indicating that the background is mainly induced by high energy particles, except at the South Atlantic Anomaly (SAA) (see e.g. Gendreau 1995a ; Ueda ueda (1995)). On the other hand, the X-ray CCD cameras onboard XMM-Newton and Chandra exhibit violent variability as large as two orders of magnitudes (Markevitch markevitch (2001); Lumb lumb (2001)). The responsible difference between ASCA and the currently working two satellites is their orbits. ASCA took an almost circular orbit with an average altitude of 520–620 km, while XMM-Newton and Chandra take an highly elliptical orbit with an apogee of about 100,000 km and a perigee of about 10,000 km and thus mostly fly outside the Earth’s magnetosphere. The rapid variation is thought to be caused by protons scattered through the mirror system (often referred to as “soft protons”). In particular, protons in the energy of 100–200 keV degrade the performance of Chandra ACIS-I (Prigozhin et al. prigozhin (2000)). Lumb (lumb (2001)) suggests that the rapid flux variation of those soft protons is caused by magnetic reconnections rather than solar flares.

XMM-Newton, with the largest effective area of the X-ray telescope and the high quantum efficiency of the CCD cameras, should be the best suitable observatory for low surface brightness objects. In this paper, we show the properties of the background of the EPIC-pn onboard XMM-Newton, following reports by Briel et al (briel (2001)), Freyberg et al. (2002a ,2002b ), and Lumb (lumb (2001)). We also study correlations between the background and some characteristic parameters to look for a possible method of the background modeling.

## 2 Data and Screening

We used EPIC-pn data taken during the calibration and performance verification (Cal-PV) phase. We selected data sets taken in full frame mode with thin1 filter, excluding data with bright sources and observation time longer than 15 ksec to ensure enough count statistcs. In addition to those data sets, we also use a data set taken with the filter wheel in the closed position (hereafter referred as CLOSED), which includes no contributions from photons or particles through the X-ray telescope. The data sets used in our analysis are summarized in Table 1.

We have selected single and double pattern events. Fig. 1 shows a light curve from one of the Lockman hole observations. The light curve mainly consists of two characteristic components. One is the flaring component that is characterized by strong and rapid variability by two orders of magnitude at the maximum. The other part of the light curve shows rather stable count rates and ought to be used for scientific analysis. In order to exclude the flaring component, time periods where the count rate deviates from the mean value during the quiescent period by $`\pm 2\sigma `$ are excluded. Celestial sources and noisy CCD pixels are also excluded from the data in the following way. The image was binned with 40 sky pixels ($`2^{\prime \prime }`$) and smoothed by a Gaussian of $`\sigma =4^{\prime \prime }`$. From the smoothed image made, we then made a pixel-counts histogram, which is the histogram of the count rate of each image bin (Fig. 2). The pixel-counts histogram was fitted with a Poisson distribution. The pixels with count rates exceeding 2.5 times the average value were excluded as a source or noisy pixels. After eliminating those high count pixels, we again made a light curve and performed the temporal screening as described above. The average exposure time remaining after the screening is about 19 ksec. The sample may represent typical observations. In the following sections, we investigate stability of the energy spectrum and the spatial distribution of the background.

## 3 Spectrum of EPIC-pn background

Figure 3 shows the average background spectrum of EPIC-pn obtained from observations of all the thin filter data listed in Table 1. Compared with the energy spectrum from the CLOSED data, which is overlaid in the same figure, the background spectrum is found to be dominated by the particle origin events above 5 keV, while, below 5 keV, the cosmic X-ray background (CXB) is the major contribution. Below 0.3 keV, another non-X-ray noise emerges. The prominent line features are Al-K (1.49keV), Ni-K (7.48 keV), Cu-K (8.05,8.91 keV), and Zn-K (8.64,9.57keV) lines (Freyberg et al. 2002a ). The excess emission at 0.6 keV is very likely due to characteristic emission lines from O VII and O VIII that associated with the local bubble (e.g. Tanaka & Bleeker tanaka77 (1977), Gendreau et al. 1995b )

We next accumulated energy spectrum from each data set and obtained its ratio to the average spectrum, which are shown in the left panel of Fig. 4. The variations of count rate in each energy band are quantified with the standard deviation at a 1 $`\sigma `$ and illustrated in the right panel of Fig. 4. In the 0.5–12 keV, it is almost constant at $``$ 8%, while below 0.4 keV it increases to $``$ 14%. The variations at Al and Cu lines are significantly smaller than those of continuum. These lines come from the electronic board below the CCD and do not affected by the soft protons, since those which can be scattered through the mirror system can not penetrate the CCD. Therefore, high energy particles which induce these lines may have a smaller variability than the soft protons.

In order to investigate the stability of the shape of the background spectrum, we divided the spectrum into seven energy bands (0.2–0.4 keV, 0.4–1.3 keV, 1.3–1.7 keV, 1.7–4.0 keV, 4.0–7.2 keV, 7.2–9.2 keV, and 9.2–12.0 keV) and derived the ratios between different energy bands. Figure 5 shows the relations of count rates between 4.0–7.2 keV and the other six energy bands. In the 1.3–12.0 keV band, the shape of the background spectrum is stable within 5 %. Below 1.3 keV, no good correlation is seen. In the 0.4–1.3 keV band, this is probably due to variation of the CXB component in the soft energy region. No correlation seen between the 0.2–0.4 keV and 4.0–7.2 keV indicates that the non-X-ray noise that dominates the 0.2–0.4 keV count rate vary independently from the CXB and the particle origin events.

## 4 Spatial distribution of background

Fig. 6 displays the radial count rate profile of the backgrounds in different energy bands. In the 0.2–0.4 keV band profile, the count rate increases beyond $``$12 arcmin, which caused by a concentration of the non-Xray noise around the readout node. In the 0.4–4.0 keV band where CXB dominates, the profiles show the telescope vignetting effect. A sudden drop at 15 arcmin radius corresponds to the edge of the field of view (FOV), outside which no sky X-rays are supposed to be detected. The 7.2–9.0 keV band is dominated by Cu line, which is originated from the electronics circuit board placed beneath the CCD except the central about 6 arcmin region (see Freyberg et al. (2002b )) In the highest energy band, 9.2–12.0 keV, the count rate profile is almost flat with some excess in the central $`6`$ arcmin region, which may correspond to the structure of the electronics circuit board.

As for the energy spectrum, we examined the stability of the radial count rate profile. Fig. 7 shows the 1 $`\sigma `$ standard deviation in the 2.0–7.0 keV band, which is virtually constant over the detector. Fig. 8 shows the correlations of count rates between outside of FOV and inside of FOV for different energy bands (0.2–0.4 keV, 0.4–1.7 keV, 1.7–7.2 keV, and 7.2–12.0 keV). Open circles, filled circles, and filled squares indicate the count rate in the $`r=0`$–5, 5–10, and 10–15, respectively. Each count rate is normalized by the average count rate. From these plots, the shape of the radial count rate profiles found to be unchanged within 4 % for the 1.7–7.2 keV band and 10 % for the 7.2–12.0 keV band. No good correlation is seen in the 0.2–0.4 keV band and the 0.4–1.7 keV band, which is very likely due to the variation of the non-X-ray noise and the CXB, respectively.

## 5 Long-term variation of the background

We investigated long-term variation of the background count rate. For the study, we used CAL CLOSED data, which is taken during the CCD is exposed by the calibration source mounted on the filter wheel. This operation is performed every orbit during the satellite orbit is the closest to the Earth and no observation is possible due to high flux of low energy electrons.

The data are free from sky X-rays and soft protons and could be used for monitoring particle background. Fig. 9 shows the 5.0–13.0 keV spectra taken from one of CAL CLOSED data compared with the Lockman hole data and the CLOSED data. The contribution from the calibration source is found only below 7.2 keV. Therefore, the 7.2–13.0 keV band of the CAL CLOSED data can be usable for monitoring the count rate of the particle origin events.

Fig. 10 displays the long-term light curve in the 7.8–8.3 keV and 10.0–13.0 keV band derived from the CAL CLOSED data from March 2000 to October 2001. The average background count rate decreased by 20 % from March 2000 to January 2001, while, it regained in February 2001. Before January 2001, the same trend has been found in the Chandra ACIS background (see Fig. 9 on Markevitch (markevitch (2001))). The change at February 2001 corresponds to a change of the operation; after February 2001, the CAL CLOSED data are taken at positions with high radiation, when no scientific observations can be performed. Note that most of the data we used in Sect. 3 and 4 are taken from 103rd to 149th day, and the long-term variations do not affect the results.

## 6 Possible methods of the background modeling

Although, the count rate of the background in quiescent period is rather stable (within 8% for 1 $`\sigma `$), a data set may have different count rate as large as 50% or more from the average value as seen in the long-term light curve. Therefore, applying the average background may not work generally.

In this section, we look for a method to predict the background count rate for an observation data set, that should work for the data where the source emission covers the entire FOV, like an observation of a nearby cluster. As a parameter for monitoring the background count rate, we here consider the following three parameters: (1) Number of discarded columns, (2) Count rate of 10.0–13.0 keV, and (3) Count rate of outside of FOV.

### 6.1 Number of discarded columns

In the data processing of EPIC-pn, the column that detects an event above upper energy threshold and its neighbor columns are removed from the data as a background (Appendix of Freyberg et al. 2002b ). This is called minimum ionizing particle (MIP) rejection. As most of these MIP events are particle events, the number of columns that are discarded by the process is expected to be related to the remaining background count rate. However, as shown in Fig. 11, there is no clear correlation between the 2.0–7.0 keV count rates and the number of discarded columns. The correlation coefficient for this data set is 0.544.

The MIP events are generated by high energy particles which pass through or stop in the CCD with losing its energy. On the other hand, the 2.0–7.0 keV background, in particular the continuum, is attributed to a smaller number of particles that have a certain configuration of the energy and the incident direction. Therefore, the 2.0–7.0 keV background count rate would fluctuate largely by the temporal change of the particle energy spectrum.

### 6.2 Count rate of 10.0–13.0 keV

For many sources, X-ray flux above 10.0 keV are negligibly small compared to the background. Thus, the count rate above 10.0 keV could be used for modeling the background.

In Fig. 12, the background count rates in 10.0–13.0 keV are plotted against those in 2.0–7.0 keV, showing a good correlation. The correlation coefficient for these data is 0.929, and the scatter is less than 8 %.

### 6.3 Count rate of outside of FOV

Events detected in the outside of FOV are mostly originated from high energy particles and are expected to be a good monitor of the background in the FOV. Figure 13 displays the 2.0–7.0 keV count rate detected outside of FOV vs. that in FOV. It shows a good correlation. The correlation coefficient is 0.983, and the scatter is less than 3 %. Therefore, the count rate of outside of FOV (hereafter COF) shows the best correlation among the three parameters we examined here. Note that although the out-of-time events (Strüder et al. struder (1997)) that contaminates the outside of FOV have not been subtracted, 30 % count rate fluctuation inside FOV causes the count rate variation in the outside FOV by at most 2 %.

The correlation should be used to predict background of an observation. A predicted background of an observation can be given from the average background scaled to have the same COF as that of the observation. In order to examine the efficacy, we renormalized each spectrum in Fig. 4 so that each COF in the 2.0–7.0 keV band becomes the same as that of the average background, and calculated the variations (standard deviations of 1 $`\sigma `$), which is shown in Fig. 14. The variation of the pn background spectra decreases from the original scatter of 8 % to 2 % in the 2.0–7.0 keV, while the soft energy band below $`1`$ keV do not change. This is because the COF represents only the flux of the high energy particle events. The variation in the 7.0–9.0 keV band where characteristic emission lines are detected was not improved as much as the 2.0–7.0 keV band, either. This corresponds to the scatter seen in Fig. 5 (e). The radial profile of the standard deviation in the 2.0–7.0 keV shows the improvement from 8 % to 2 % except in the central 4 arcmin radius region, where the contribution from the cosmic X-ray background is the maximum.

## 7 Comparison with ASCA and Chandra

In this section, we compare the spectra of the background of different X-ray CCDs onboard various satellites, which include ASCA/SIS, Chandra/ACIS-I and ACIS-S, XMM/EPIC-pn and EPIC-MOS. For ASCA/SIS, we used a blank-sky data base provided by NASA/GSFC, while the Chandra ACIS-S and ACIS-I data used here are taken from blank sky observations compiled by Markevitch (markevitch (2001)). Each spectrum is normalized by the physical size of the CCD, so that they represent the background count rate per unit area on the focal plane. The normalized spectra are shown in Fig. 15. As these spectra include the CXB component, a direct comparison of the particle event flux is meaningful only above about 5keV. The difference of the background count rates among different instruments should be explained by the cosmic-ray-particle flux depending on the satellite orbit, and the sensitivity of the CCDs, which is governed by the thickness of the depletion layer and other structure (e.g. front-illuminated or back-illuminated).

In Fig. 16, each spectrum is normalized by the effective area of the X-ray telescope plus CCD and by the solid angle of the FOV. Thus, it represents a surface brightness of the background, and gives a measure of sensitivity to diffuse objects. Note that the XMM/EPIC-pn has 10 times larger effective area but 2 times longer focal length than the ASCA/SIS, which reduces background count rate by a factor of ($`2^2`$/10) = 0.4 for the same count rates per unit area on the focal plane. Since the particle background count rate for XMM is about 5 times larger than that of ASCA/SIS, the ASCA/SIS is still the most sensitive for faint diffuse sources among those CCDs.

## 8 Summary & Discussion

We investigated the properties of the EPIC-pn background. A typical light curve of an observation shows violent variabilities due to the soft protons, while, after eliminating such high count rate periods, the count rate is found to be rather stable. The background energy spectrum is consist of high energy particle events (continuum and characteristic emission lines) dominating above 5 keV, cosmic X-ray background dominating in the 0.4–5.0 keV band, and the non-X-ray noise contributing only below 0.4 keV. Background count rate from April 2000 to May 2001 is found to be stable within 8 % depending on energy, but it gradually decreased by 20% by the end of January 2001. In addition to this long term trend, background count rate of an observation could fluctuate as large as 50 % from the average. We found that the events detected in the out of field of view well represent the particle origin background in the field of view as well, which can be utilized for modeling the background. For an actual modeling of the background, we also need take into account the variation of the soft CXB below 2 keV from sky to sky (see e.g. Snowden et al. snowden (1997)).

###### Acknowledgements.

This work is based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA Member States and the USA (NASA). We are grateful to H. Böhringer and Y. Tanaka for useful comments. This work is supported by the German-Japan collaboration program funded by the Japan Society for the Promotion of Science and Max-Planck-Institut für extraterrestrische Physik.


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# Holographic Thermodynamic on the Brane in Topological Reissner-Nordström de Sitter Space

## 1 Introduction

The holographic duality which connects $`n+1`$-dimensional gravity in Anti-de Sitter (AdS) background with $`n`$-dimensional conformal field theory (CFT) has been discussed vigorously for some years. But it seems that we live in a universe with a positive cosmological constant which will look like de Sitter space–time in the far future. Therefore, we should try to understand quantum gravity or string theory in de Sitter space preferably in a holographic way.. Of course, physics in de Sitter space is interesting even without its connection to the real world; de Sitter entropy and temperature have always been mysterious aspects of quantum gravity.
While string theory successfully has addressed the problem of entropy for black holes, dS entropy remains a mystery. One reason is that the finite entropy seems to suggest that the Hilbert space of quantum gravity for asymptotically de Sitter space is finite dimensional, . Another, related, reason is that the horizon and entropy in de Sitter space have an obvious observer dependence. For a black hole in flat space (or even in AdS) we can take the point of view of an outside observer who can assign a unique entropy to the black hole. The problem of what an observer venturing inside the black hole experiences, is much more tricky and has not been given a satisfactory answer within string theory. While the idea of black hole complementarity provides useful clues, , rigorous calculations are still limited to the perspective of the outside observer. In de Sitter space there is no way to escape the problem of the observer dependent entropy. This contributes to the difficulty of de Sitter space.
Recently much attention has been paid for the duality between de Sitter (dS) gravity and CFT by the analogy of the AdS/CFT correspondence (for a very good review see also ) , because the isometry of $`n+1`$-dimensional de Sitter space, $`SO(n+1,1)`$, exactly agrees with the conformal symmetry of $`n`$-dimensional Euclidean space. Thus it might be natural to expect the correspondence between $`n+1`$-dimensional gravity in de Sitter space and $`n`$-dimensional Euclidean CFT (the dS/CFT correspondence). Moreover the holographic principle between the radiation dominated Friedmann-Robertson-Walker (FRW) universe in $`n`$-dimensions and same dimensional CFT with a dual $`n+1`$-dimensional AdS description was studied in . Especially, we can see the correspondence between black hole entropy and the entropy of the CFT which is derived by making the appropriate identifications for FRW equation with the Cardy-Verlinde formula.
In this paper we consider the brane universe in the bulk background of the topological Reissner-Nordström de Sitter (TRNdS) black holes. We show that the thermodynamic quantities (including entropy) of the dual CFT take usual special forms expressed in terms of Hubble parameter and its time derivative at the moment , when the brane crosses the black hole horizon or the cosmological horizon. We obtain the generalized Cardy-Verlinde formula for the CFT with an charge and cosmological constant , for any values of the curvature parameter $`k`$ in the Friedmann equations.

## 2 FRW equations in the background of TRNdS Black Holes

The topological Reissner-Nordström dS black hole solution in $`(n+2)`$-dimensions has the following form

$`ds^2=f(r)dt^2+f(r)^1dr^2+r^2\gamma _{ij}dx^idx^j,`$
$`f(r)=k{\displaystyle \frac{\omega _nM}{r^{n1}}}+{\displaystyle \frac{n\omega _n^2Q^2}{8(n1)r^{2n2}}}{\displaystyle \frac{r^2}{l^2}},`$ (1)
where

$$\omega _n=\frac{16\pi G}{n\text{Vol}(\mathrm{\Sigma })},\varphi =\frac{n}{4(n1)}\frac{\omega _nQ}{r^{n1}},$$
(2)
where $`Q`$ is the electric/magnetic charge of Maxwell field, $`M`$ is assumed to be a positive constant , $`l`$ is the curvature radius of de Sitter space, $`\gamma _{ij}dx^idx^j`$ denotes the line element of an $`n`$-dimensional hypersurface $`\mathrm{\Sigma }_k`$ with the constant curvature $`n(n1)k`$ and its volume $`V(\mathrm{\Sigma }_k)`$. $`\mathrm{\Sigma }_k`$ is given by spherical ($`k=1`$), flat ($`k=0`$), hyperbolic $`(k=1)`$, $`\varphi `$ is the elctrostatic potential related to the charge $`Q`$. When $`k=1`$, the metric Eq.(1) is just the Reissner-Nordström-de Sitter solution. For general $`M`$ and $`Q`$, the equation $`f(r)=0`$ may have four real roots. Three of them are real, the largest on is the cosmological horizon $`r_c`$, the smallest is the inner (Cauchy) horizon of black hole, the middle one is the outer horizon $`r_+`$ of the black hole. And the fourth is negative and has no physical meaning. The case $`M=Q=0`$ reduces to the de Sitter space with a cosmological horizon $`r_c=l`$.
When $`k=0`$ or $`k=1`$, there is only one positive real root of $`f(r)`$, and this locates the position of cosmological horizon $`r_c`$.
In the case of $`k=0`$, $`\gamma _{ij}dx^idx^j`$ is an $`n`$dimensional Ricci flat hypersurface, when $`M=Q=0`$ the solution Eq.(1) goes to pure de Sitter space

$$ds^2=\frac{r^2}{l^2}dt^2\frac{l^2}{r^2}dr^2+r^2dx_n^2$$
(3)
in which $`r`$ becomes a timelike coordinate.
When $`Q=0`$, and $`MM`$ the metric Eq.(1)is the TdS (Topological de Sitter) solution , which have a cosmological horizon and a naked singularity.
For the purpose of getting the Friedmann-Robertson-Walker(FRW) metric, we impose the following condition,

$$\frac{1}{f(r)}\left(\frac{dr}{d\tau }\right)^2f(r)\left(\frac{dt}{d\tau }\right)^2=1,$$
(4)
which leads to a timelike brane. Substituting Eq.(4) into the TRNdS solution Eq.(1), one has the induced brane metric which takes FRW form

$$ds^2=d\tau ^2+r^2(\tau )\gamma _{ij}dx^idx^j,$$
(5)
the equation of motion of the brane is given by

$$𝒦_{ij}=\frac{\sigma }{n}h_{ij},$$
(6)
where $`𝒦_{ij}`$ is the extrinsic curvature, and $`h_{ij}`$ is the induced metric on the brane, $`\sigma `$ is the brane tension. The extrinsic curvature, $`𝒦_{ij}`$, of the brane can be calculated and expressed in term of function $`r(\tau )`$ and $`t(\tau )`$. Thus one rewrites the equations of motion (6) as

$$\frac{dt}{d\tau }=\frac{\sigma r}{f(r)},$$
(7)
Using Eqs.(4,7), we can drive FRW equation with $`H=\frac{\dot{r}}{r}`$,

$$H^2=\frac{f(r)}{r^2}+\sigma ^2=\frac{\omega _nM}{r^{n+1}}\frac{nw_n^2Q^2}{8(n1)r^{2n}}\frac{k}{r^2}+\frac{1}{l^2}+\sigma ^2,$$
(8)
where, $`H`$ is the Hubble parameter. Here we cannot make any fine-tuning to obtain a flat brane. We have thus an effectively de Sitter brane. Making use of the fact that the metric for the boundary CFT can be determined only up to a conformal factor, we rescale the boundary metric for the CFT to be of the following form

$$ds_{CFT}^2=\underset{r\mathrm{}}{lim}\left[\frac{l^2}{r^2}ds_{n+2}^2\right]=dt^2+l^2\gamma _{ij}dx^idx^j.$$
(9)
Then the thermodynamic relations between the boundary CFT and the bulk TRNdS are given by

$`E_{CFT}`$ $`=`$ $`M{\displaystyle \frac{l}{r}},\mathrm{\Phi }_{CFT}=\varphi {\displaystyle \frac{l}{r}},`$ (10)
$`T_{CFT}`$ $`=`$ $`T_{TRNdS}{\displaystyle \frac{l}{r}},S_{CFT}=S_{TRNdS}`$ (11)
where black hole horizon Hawking temperature $`T_{TRNdS}^b`$ and entropy $`S_{TRNdS}^b`$ are given by

$`T_{TRNdS}^b={\displaystyle \frac{f^{}(r_+)}{4\pi }}={\displaystyle \frac{1}{4\pi r_+}}\left((n1)(n+1){\displaystyle \frac{r_+^2}{l^2}}{\displaystyle \frac{n\omega _n^2Q^2}{8r_+^{2n2}}}\right),`$
$`S_{TRNdS}^b={\displaystyle \frac{r_+^n\text{Vol}(\mathrm{\Sigma })}{4G}},`$ (12)
where $`r=r_+`$ is black hole horizon and $`v_+=r_+^nVol(\mathrm{\Sigma })`$ is area of it in $`(n+2)`$dimensional asymptotically dS space. The Hawking temperature $`T_{TRNdS}^c`$ and entropy $`S_{TRNdS}^c`$ associated with the cosmological horizon are

$`T_{TRNdS}^c={\displaystyle \frac{f^{}(r_c)}{4\pi }}={\displaystyle \frac{1}{4\pi r_c}}\left((n1)k+(n+1){\displaystyle \frac{r_c^2}{l^2}}+{\displaystyle \frac{n\omega _n^2Q^2}{8r_c^{2n2}}}\right),`$
$`S_{TRNdS}^c={\displaystyle \frac{r_c^n\text{Vol}(\mathrm{\Sigma })}{4G}},`$ (13)
where $`V_c=r_c^nVol(\mathrm{\Sigma })`$ is area of the cosmological horizon.In terms of the energy density $`\rho _{CFT}=E_{CFT}/V`$, the pressure $`p_{CFT}=\rho _{CFT}/n`$, the charge density $`\rho _{QCFT}=Q/V`$ and the electrostatic potential $`\mathrm{\Phi }_{CFT}=\varphi \frac{l}{r}`$ of the CFT within the volume $`V=r^n\mathrm{Vol}(\mathrm{\Sigma })`$, the first Friedmann equation take the following form

$$H^2=\frac{16\pi G}{n(n1)}\left(\rho _{CFT}\frac{1}{2}\mathrm{\Phi }\rho _{QCFT}\right)\frac{k}{r^2}+\frac{2\mathrm{\Lambda }_{n+1}}{n(n+1)},$$
(14)
with the positive cosmological constant $`\mathrm{\Lambda }_{n+1}=\frac{n(n+1)}{2}(1/\mathrm{}^2+\sigma ^2)`$, and $`G=\frac{(n1)G_{n+2}}{l}`$. Taking the $`\tau `$derivative of Eq.(8), we obtain the second Friedmann equation

$$\dot{H}=\frac{n+1}{2}\frac{\omega _nM}{r^{n+1}}+\frac{n^2w_n^2Q^2}{8(n1)r^{2n}}+\frac{k}{r^2}.$$
(15)
Similar to the first Friedmann equation we can rewrite the second equation as following

$$\dot{H}=\frac{8\pi G}{n1}\left(\rho _{CFT}+p_{CFT}\mathrm{\Phi }_{CFT}\rho _{QCFT}\right)+\frac{k}{r^2},$$
(16)
So, the cosmological evolution is determined by the energy density $`\rho _{CFT}`$ and the pressure $`p_{CFT}`$, electric potential energy and cosmological constant. The Friedmann equations (13,15) can be respectively put into the following forms resembling thermodynamic formulas of the CFT,

$$S_H=\frac{2\pi }{n}r\sqrt{E_{BH}[2(E_{CFT}+E_\mathrm{\Lambda }\frac{1}{2}\mathrm{\Phi }_{CFT}Q)kE_{BH}]},$$
(17)
$$kE_{BH}=n(E_{CFT}+pV\mathrm{\Phi }_{CFT}QT_HS_H),$$
(18)
in terms of the Hubble entropy $`S_H`$ and the Bekenstein-Hawking energy $`E_{BH}`$ the cosmological energy $`E_\mathrm{\Lambda }`$ and the Hubble temperature $`T_H`$, where

$$S_H(n1)\frac{HV}{4G},E_\mathrm{\Lambda }\frac{\mathrm{\Lambda }(n1)V}{8\pi G(n+1)}E_{BH}n(n1)\frac{V}{8\pi Gr^2},T_H\frac{\dot{H}}{2\pi H}.$$
(19)
Now we study thermodynamics of the CFT at the moment when the brane crosses the black hole horizon $`r=r_+`$ in the case $`k=1`$, and crosses the cosmological horizon $`r=r_c`$ for the cases $`k=0`$ and $`k=1`$ defined as the largest root of $`f(r)=0`$,

$`k{\displaystyle \frac{\omega _nM}{r^{n1}}}+{\displaystyle \frac{n\omega _n^2Q^2}{8(n1)r^{2n2}}}{\displaystyle \frac{r^2}{l^2}}=0.`$ (20)
From Eqs.(8,19), after setting $`\sigma =\frac{1}{l}`$, we have

$$H^2=\frac{1}{l^2}\mathrm{at}r=r_{+,c}.$$
(21)
The total entropy $`S_{CFT}`$ of the CFT remains constant, but the entropy density,

$$s\frac{S_{CFT}}{V}=\frac{r_{+,c}^nVol(\mathrm{\Sigma })}{4G_{n+2}r^nVol(\mathrm{\Sigma })}=(n1)\frac{r_{+,c}^n}{4Glr^n},$$
(22)
varies with time. Using Eq. (20), we see that $`s`$ at $`r=r_{+,c}`$ can be expressed in terms of $`H`$ as following

$$s=(n1)\frac{H}{4G}\mathrm{at}r=r_{+,c},$$
(23)
then we have

$$S=S_H\mathrm{at}r=r_{+,c}$$
(24)
Using the formula $`H^2=\sigma ^2f(r)/r^2`$ that follows from Eq. (8), we see that the CFT temperature $`T_{CFT}=f^{}(r_+)l/(4\pi r_+)`$, at the moment when the brane crosses the black hole horizon, can be expressed in terms of $`H`$ and $`\dot{H}`$ in the following way

$$T_{CFT}=\frac{\dot{H}}{2\pi H}\mathrm{at}r=r_+.$$
(25)
In the cases $`k=0`$ and $`k=1`$, at the moment when the brane crosses the cosmological horizon ,the CFT temperature $`T_{CFT}=f^{}(r_c)l/(4\pi r_c)`$ can be expressed as the following

$$T_{CFT}=\frac{\dot{H}}{2\pi H}\mathrm{at}r=r_c.$$
(26)
Using Eqs.(17,23,24)in the case $`k=1`$ we can write

$$E_C=E_{BH}\mathrm{at}r=r_+$$
(27)
where $`E_C`$ is the Casimir energy defined as

$$E_Cn(E_{CFT}+p_{CFT}V\mathrm{\Phi }_{CFT}QTS).$$
(28)
If we redefine the Hubble temperature as $`T_H\frac{\dot{H}}{2\pi H}`$ for the cases $`k=0`$ and $`k=1`$, then we can write

$$E_C=kE_{BH}\mathrm{at}r=r_{+,c}$$
(29)
Therefore, for the case of topological Reissner-Nordström de Sitter black holes, thermodynamic quantities of the CFT can be expressed in terms of the Hubble parameter and its time derivative, when the brane crosses the black hole horizon in the case $`k=1`$ and crosses the cosmological horizon in the cases $`k=0`$, $`k=1`$ .
We can rewrite Eq.(16) in term of the Casimir energy $`E_C`$, by using Eqs.(23,28)

$$S=\frac{2\pi r}{n}\sqrt{|\frac{E_C}{k}|(2(E_{CFT}+E_\mathrm{\Lambda }1/2\varphi _{CFT}Q)E_C)},$$
(30)
this is the generalized Cardy-Verlinde formula for the CFT with cosmological constant $`\mathrm{\Lambda }`$ and charge $`Q`$. Therefore the generalized Cardy-Verlinde Eq.(29) for boundary CFT, coincides with the cosmological Cardy formula Eq.(16) when the brane crosses the black hole horizon $`r=r_+`$ or cosmological horizon $`r=r_c`$.

## 3 Conclusion

One of the striking results for the dynamic dS/CFT correspondence is that the Cardy-Verlinde’s formula on the CFT-side coincides with the Friedmann equation in cosmology when the brane crosses the horizon $`r=r_+`$ of the topological Reissner-Nordström black hole. This means that the Friedmann equation knows the thermodynamics of the CFT. In this paper we have considered the brane universe in the bulk background of the topological Reissner-Nordström de Sitter black holes. We have shown that in TRNdS space in contrast with TRNAdS space we cannot make any fine-tuning to obtain a flat brane. We have thus an effectively de Sitter brane. We have shown that thermodynamic quantities of the CFT can be expressed in terms of the Hubble parameter and its time derivative, when the brane crosses the black hole horizon or cosmological horizon respectively for the case $`k=1`$ and the cases $`k=0`$, $`k=1`$. We obtain the generalized Cardy-Verlinde formula for the CFT with an charge and cosmological constant , for any values of the curvature parameter $`k`$ in the Friedmann equations.


text:
# Calorons, instantons and constituent monopoles in SU(3) lattice gauge theory

## Abstract

We analyze the zero-modes of the Dirac operator in quenched SU(3) gauge configurations at non-zero temperature and compare periodic and anti-periodic temporal boundary conditions for the fermions. It is demonstrated that for the different boundary conditions often the modes are localized at different space-time points and have different sizes. Our observations are consistent with patterns expected for Kraan - van Baal solutions of the classical Yang-Mills equations. These solutions consist of constituent monopoles and the zero-modes are localized on different constituents for different boundary conditions. Our findings indicate that the excitations of the QCD vacuum are more structured than simple instanton-like lumps.

Understanding the relevant excitations of the QCD vacuum is a major scientific goal and lattice calculations can contribute valuable non-perturbative information. A prominent candidate for such relevant excitations are instantons which are particularly successful in providing a mechanism for chiral symmetry breaking . Lattice calculations have helped to corroborate these ideas. Recently several studies of the zero-modes and near zero-modes of the Dirac operator  which provide a powerful and natural filter retaining the infrared fluctuations of the underlying gauge field were presented. It was established that the vacuum has a lumpy structure and the lumps are locally chiral  and (anti) self-dual .

However, it is generally believed, that instantons are not responsible for confinement. On the other hand all lattice calculations show that the deconfinement transition and the restoration of chiral symmetry coincide at a single critical temperature which suggests that there is an underlying mechanism linking the two phenomena. In recent years Kraan and van Baal  have constructed new solutions for the classical SU(N) Yang Mills equations with compactified time, i.e. at finite temperature (KvB solutions). The KvB solutions generalize the caloron solution  and a lump of topological charge $`1`$ is built of N constituent monopoles, a feature which might provide a link to the confinement problem. Note that for KvB solutions the monopole lumps appear in multiples of N. A single lump is not an independent object and only N lumps together have topological charge $`\pm 1`$. Strong evidence for SU(2) KvB solutions in cooled lattice gauge configurations were given for twisted  and periodic boundary conditions . The zero-mode for the KvB solution  shows characteristic features which should allow to use the eigenvectors of the Dirac operator as a filter retaining infrared fluctuations and search for traces of KvB solutions also in thermalized configurations.

Before presenting our lattice calculations we briefly discuss a few properties of SU(3) KvB solutions and their zero-mode. KvB solutions  are characterized by the Polyakov loop at spatial infinity which in a suitable gauge can be expressed as $`P_{\mathrm{}}=\mathrm{exp}(i2\pi \text{diag}(\mu _1,\mu _2,\mu _3))`$ with $`\mu _1+\mu _2+\mu _3=0`$ and $`\mu _1\mu _2\mu _3\mu _41+\mu _1`$. The action density can be written down in a relatively simple form  and depends in addition to the phases $`\mu _1,\mu _2,\mu _3`$ also on three 3-vectors $`\stackrel{}{y}_1,\stackrel{}{y}_2,\stackrel{}{y}_3`$. As remarked the KvB solutions can be seen to be superpositions of constituent monopoles and the 3 corresponding lumps are in space located at $`\stackrel{}{y}_1,\stackrel{}{y}_2,\stackrel{}{y}_3`$. The $`m`$-th constituent monopole can be assigned a mass $`8\pi ^2(\mu _{m+1}\mu _m)`$ (both the masses and the monopole positions $`\stackrel{}{y}_i`$ are in units of the inverse temperature). A general choice for the parameters of the KvB solution will give rise to three lumps at different positions with different width.

The zero-mode $`\psi `$ in the background of a KvB solution has been computed  for arbitrary temporal boundary conditions $`\psi (t+1/T,\stackrel{}{x})=\mathrm{exp}(i2\pi z)\psi (t,\stackrel{}{x})`$ with $`z=1/2`$ corresponding to anti-periodic boundary conditions (b.c.) and $`z=0`$ giving the periodic case. The remarkable feature of the zero-mode is that it traces only one of the monopoles. In particular it is located on the $`m`$-th monopole when $`z\{\mu _m,\mu _{m+1}\}`$. At least for well separated monopoles the width of the lump seen by the zero-mode depends on the size of the underlying gluonic lump and also the quantity $`\sigma =\mathrm{min}[z\mu _m,\mu _{m+1}z]`$. The lump is narrow for large $`\sigma `$ and broad for small $`\sigma `$. This is an important feature in the deconfined phase where due to the $`Z_3`$ symmetry of the action the Polyakov loop can have three different phases $`0,\pm 2\pi /3`$. At sufficiently high temperatures configurations with real Polyakov loop have $`\mu _i0,i=1,2,3`$. The anti-periodic zero-mode has $`z=1/2`$, is located on monopole 3 and has $`\sigma 1/2`$ and thus is quite localized. The periodic zero-mode with $`z=0`$ can be located on any of the monopoles. It has $`\sigma 0`$ and is very broad. For configurations with phase $`2\pi /3`$ of the Polyakov loop (the case with phase $`2\pi /3`$ is similar) one has $`(\mu _1,\mu _2,\mu _3)(2/3,1/3,1/3)`$. The anti-periodic mode has $`\sigma 1/6`$ while the periodic mode has $`\sigma 1/3`$ and both of them are localized on monopole 1. This implies that for complex Polyakov loop the roles are reversed and here the periodic mode is more localized. However, the difference in localization is not as pronounced since the values $`\sigma 1/6`$ and 1/3 differ less than $`\sigma 1/2`$ and 0 obtained for real Polyakov loop.

To summarize, if KvB solutions are present in thermalized SU(3) gauge configurations then one should find instances where the zero-modes with anti-periodic b.c. and periodic b.c. are located at different positions and the lumps they see can differ in size. In the deconfined phase the differences in size should show a particular pattern when comparing configurations with real and complex Polyakov loop. These are simple stable signatures which distinguish KvB solutions from instantons or calorons.

In our numerical analysis we use quenched SU(3) gauge configurations generated with the Lüscher-Weisz action  on $`6\times 20^3`$ lattices. We adjust the inverse gauge coupling $`\beta `$ such that one ensemble is below the critical temperature and the other one in the deconfined high temperature phase. The lattice spacing $`a`$ and the values for the temperature $`T`$ and $`T_c`$ for the Lüscher-Weisz action listed in Table I were determined in .

We calculate the eigenvalues and eigenvectors of the chirally improved Dirac operator  using the implicitly restarted Arnoldi method . This is done for both, periodic and anti-periodic temporal b.c. for the fermions (the spatial b.c. are always periodic). The chirally improved Dirac operator is not exactly chiral but a good approximation of an exactly chiral lattice Dirac operator. The topological zero-modes of the continuum manifest themselves as small real modes. It can be shown  that although the eigenvalues are not exactly zero they give rise to the correct topological susceptibility through the index theorem. Although the small real eigenvalues do not vanish exactly we will refer to the corresponding modes as zero-modes in the following. From a larger set of configurations we select those configurations which have a single zero-mode for both b.c., i.e. are in the sector with topological charge $`Q=\pm 1`$. The restriction to the $`|Q|=1`$ sector is necessary to avoid mixing between multiple zero-modes that occurs in higher sectors. For our configurations with $`|Q|=1`$ we find that for both, periodic and anti-periodic boundary conditions the zero-mode is always dominated by a single lump. The position of the lump, however, can be different for the two choices of the boundary conditions.

The ensemble in the high temperature phase has a non-vanishing Polyakov loop. We will use this ensemble to study the influence of the expectation value of the Polyakov loop on the zero-modes. We divide the deconfining ensemble into sub-ensembles with complex respectively real Polyakov loop containing 64 (25) configurations. We will refer to these subensembles as the complex respectively the real sector.

In order to analyze the localization of the zero modes we form the scalar density $`\rho (x)=_{c,d}|\psi (x)_{c,d}|^2`$ from the zero-modes $`\psi (x)_{c,d}`$ by summing over the color and Dirac indices $`c,d`$. The resulting density $`\rho `$ is gauge invariant. In Fig. 1 we show $`y`$-$`z`$ slices of the scalar density and compare the anti-periodic case (l.h.s.) to the periodic case (r.h.s.). The plots are for a configuration in the confining phase.

Fig. 1 clearly demonstrates that the zero-modes with periodic and anti-periodic b.c. are located at different space-time points. For anti-periodic b.c. $`\rho `$ has its maximum at $`(t,x,y,z)=(2,9,13,13)`$ while for periodic b.c. it is located at (1,9,6,7). The figure shows the $`y`$-$`z`$ slices through the maxima, i.e. the $`t=2,x=9`$ slice for anti-periodic b.c., respectively the $`t=1,x=9`$ slice for the periodic case. The maxima are separated by 9.3 lattice spacings which corresponds to 1.1 fm. It is also obvious from the figure that the two lumps have different height and width. This is not what is expected for the zero-mode of a classical caloron but agrees well with the behavior predicted for the KvB solutions. When scanning through our ensemble we have detected many configurations showing such behavior.

Having found instances of configurations resembling KvB solutions we now turn to a more quantitative analysis. One interesting observable was already addressed, the distance between the maximum of $`\rho _A`$ and the maximum of $`\rho _P`$. The subscript $`A`$ refers to $`\rho `$ computed from the zero mode with anti-periodic b.c, while the subscript $`P`$ is used for $`\rho `$ computed from the periodic zero-mode.

A related observable is the overlap of the support of the two lumps. The support is defined as the function $`\theta (x)`$ which has $`\theta (x)=1`$ for the lattice points $`x`$ carrying the lump in $`\rho `$ and $`\theta (x)=0`$ for all other points. An open question is how to identify the lump. For a narrow lump the support is small while a broad lump has a much larger support.

We will base our definition of the support on the so-called inverse participation ratio $`I=V_x\rho (x)^2`$, where $`V`$ is the total number of points in our lattice. Note that we use normalized eigenvectors such that $`_x\rho (x)=1`$. It is easy to see that for an entirely localized state ($`\rho (x)=1`$ for only one lattice point and 0 else) the inverse participation ratio is $`I=V`$, while for a completely delocalized state ($`\rho (x)=1/V`$ for all lattice points) $`I=1`$. The inverse participation ratio is a convenient measure for the localization, assuming large values for localized states and small values for spread out states.

Using $`I`$ we now define a number $`N=V/(32I)`$ and use this to determine the support by setting $`\theta (x)=1`$ for those $`N`$ lattice points $`x`$ which carry the $`N`$ largest values of $`\rho `$ and $`\theta (x)=0`$ for all other points. The normalization of $`N`$ was chosen such that if the lump was a 4-D Gaussian the support would consist of the 4-volume carrying the points inside the half-width of the Gaussian. Note that $`N`$ is the size of the support, i.e. $`N=_x\theta (x)`$.

With our definition of the support $`\theta `$ for both the anti-periodic ($`\theta _A`$) and periodic ($`\theta _P`$) lumps we can define the overlap function $`C`$ of the two lumps as $`C(x)=\theta _P(x)\theta _A(x)`$. From this we compute the relative overlap $`R=2/(N_A+N_P)_xC(x)`$. The relative overlap $`R`$ is a real number ranging from 0.0 to 1.0. If the lump in $`\rho _A`$ and the lump in $`\rho _P`$ sit on top of each other (at least the core up to about the half-width) and have the same size then $`R=1.0`$. If the two lumps are entirely separated one has $`R=0.0`$. Values in between give the ratio of the common volume of the two supports to the average size of the two supports. Note that even if the two lumps sit on top of each other, but have different sizes $`N_A,N_P`$ one has $`R<1.0`$.

In Fig. 2 we show histograms for the distance between the maxima in $`\rho _A`$ and $`\rho _P`$ (l.h.s.) and histograms for the relative overlap (r.h.s). The distances were rounded to the nearest integer while the relative overlap $`R`$ was rounded to the nearest multiple of $`0.1`$. The data shown are for the ensemble below $`T_c`$. When looking at the l.h.s. plot one finds that for many configurations the maxima of the two lumps sit on top of each other. However, the distribution shows also that for 50% of the configurations the two lumps are separated by at least 6 lattice spacings which corresponds to 0.7 fm, almost twice the typical instanton size. This indicates that for a large fraction of the ensemble the zero-modes with different b.c. see different lumps.

Also from the histograms for the relative overlap (r.h.s. plot in Fig. 2) one comes to the same conclusion. Only for a small fraction of the configurations one finds that the lumps seen by anti-periodic and periodic zero-modes coincide and for many cases they do not overlap at all. A comparison of the two plots in Fig. 2 shows that although many pairs of lumps may have the same position of their maximum they still differ in size such that their relative overlap is smaller than 1.

In order to further study the evidence for KvB solutions we now turn to the ensemble in the high-temperature phase. For these configurations the theory is deconfined and the Polyakov loop has a non-vanishing expectation value. As discussed above the phase of the Polyakov loop plays an important role for the properties of the KvB solutions and one expects significant differences between the complex and the real sector.

Let us begin our discussion of the deconfined phase by again looking at the histograms for the distance between the peaks of $`\rho `$ and their overlap. Fig. 3 is equivalent to Fig. 2 but now shows data for the ensemble above $`T_c`$. In addition to showing the data for the full ensemble we also display the results for the subensemble in the real sector. These data are represented by thinner, black bars.

When inspecting the histograms for the distance between the peaks (l.h.s. plot) we find that again a certain amount of configurations shows rather large distances but the fraction of these configurations is smaller. 12% of the ensemble show distances of at least 7 lattice spacings (again corresponding to $`0.7`$ fm). Note that these configurations are entirely dominated by the real sector. This is exactly as pointed out in our summary of the KvB zero-modes where we discussed that in the complex sector the two zero-modes sit on the same lump.

Another effect is evident from the two plots in Fig. 3. Although more than half of the configurations have the center of the two lumps at exactly the same lattice point we do not see many configurations where the lumps have a large overlap. The distribution is instead peaked at an overlap of 0.5. The reason for this behavior is the difference in size between the two lumps. One of them is much narrower than the other one and thus their relative overlap is considerably smaller than 1.

We directly study the phenomenon of the large difference of the sizes of the two lumps by comparing the inverse participation ratio $`I`$ of the zero-mode for anti-periodic and periodic b.c. ($`I_A,I_P`$). Fig. 4 shows a scatter plot of our results with the data in the real sector represented by filled circles and open triangles are used for the complex sector. In the real sector one finds that the anti-periodic inverse participation ratio (ranging from $`I_A25`$ up to $`I_A180`$) is much larger than its periodic counterpart ($`I_P`$ 2-5). For the complex sector the situation is similar but the role of the boundary conditions is reversed. However, the effect is not as dramatic as in the real sector. For not too localized modes ($`I_P`$ up to 70) one finds that the inverse participation ratio for the periodic b.c. is about 3-times larger than for the anti-periodic case. The qualitative pattern for the different sectors of the Polyakov loop matches the predictions for KvB solutions discussed in our summary of the properties of the KvB zero-modes.

We remark that we have performed an equivalent analysis also on a $`16^4`$ lattice at $`a=0.094`$ fm. Although this is a typical lattice for zero-temperature calculations we still find a substantial amount of configurations with zero-modes showing the characteristic properties of KvB solutions. This observation might account for the failure of identifying the profile of classical instanton zero-modes in quenched lattice configurations .

In this letter we have studied zero-modes of the Dirac operator for gauge configurations with topological charge $`\pm 1`$ for temperatures slightly below $`T_c`$ and a second ensemble in the deconfined phase above $`T_c`$. Analyzing the localization of the zero-modes we observed large differences when comparing temporal anti-periodic and periodic b.c. for the fermions. For a substantial portion of the ensemble we found that the zero-mode is located at different positions for different b.c. and also the width of the lumps can differ substantially. For the ensemble in the deconfined phase we observed that the behavior also depends on the phase of the Polyakov loop. The emerging picture for the zero-modes is qualitatively well described by the properties of the zero-modes of Kraan - van Baal solutions. Our results indicate that the picture of topological excitations being single lumps might be too simple and a substructure resembling the constituent monopoles of Kraan - van Baal solutions is evident.
Acknowldegements: I would like to thank Meinulf Göckeler, Michael Müller-Preussker, Paul Rakow, Stefan Schaefer, Andreas Schäfer, Christian Weiss and in particular Pierre van Baal for discussions and the Austrian Academy of Science for support (APART 654). The calculations were done on the Hitachi SR8000 at the Leibniz Rechenzentrum in Munich and I thank the LRZ staff for training and support.


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# Millisecond Radio Pulsars in 47 Tucanae

## 1. Parkes Observations of 47 Tucanae: 1990–Present

The globular cluster 47 Tucanae (hereafter 47 Tuc) contains the highest number of radio pulsars currently known in any cluster, and about a third of the total number of known cluster pulsars. Early searches at 50 and 70-cm wavelengths using the Parkes telescope discovered the first 11 millisecond pulsars in 47 Tuc by the mid 1990s (Manchester et al. 1990; Manchester et al. 1991; Robinson et al. 1995). Four of the pulsars had binary companions with a median orbital period of 30 hr. Significant modulation of the pulsar signals by interstellar scintillation meant that most pulsars were not detected regularly at these wavelengths; consequently, timing solutions were only possible for two pulsars.

Interest in 47 Tuc was renewed in the late 1990s following the installation of the sensitive 20-cm Parkes multibeam receiver. Using the central beam of this system, a further nine pulsars (all members of binary systems) were discovered by Camilo et al. (2000). The high incidence of binary systems was largely a result of the use of acceleration search techniques in this survey which permitted the detection of short orbital period systems. In addition to better sensitivity, regular observations with the 20-cm system provided more frequent detections of the pulsars. This allowed timing solutions for 16 pulsars to date (Freire et al. 2001a; 2003). Since 1999, data have been acquired using a high-resolution ($`512\times 0.5`$ MHz) filterbank which has resulted in a threefold increase in time resolution (Freire et al. 2003). Searches of these data are on-going, with recent (so far unpublished) discoveries of 4.771 and 2.196 ms binary pulsars. Currently the total number of millisecond pulsars known in 47 Tuc stands at 22.

## 2. Profiles, Luminosities and Spin Periods

The current sample of 22 millisecond pulsars in 47 Tuc display similar emission properties to their counterparts in the Galactic disk. In their compilation of pulse profiles, Camilo et al. (2000) noticed a similar number of components and incidence of interpulses to the sample of disk millisecond pulsars studied by Kramer et al. (1998). A large sample of pulsars at a common distance means that the flux density distribution is a direct measure of the luminosity distribution. Freire (2000) found that the form of the 1400-MHz luminosity function over the interval 1–10 mJy kpc2 is a power law with a slope of –1, similar to that found for the pulsars in M15 (Anderson 1992), and the population of normal and millisecond pulsars in the Galactic disk (e.g. Lyne et al. 1998). Assuming a spectral index of –2, the observed 1400-MHz luminosities scale roughly to a 400-MHz luminosity interval of 10–100 mJy kpc2. Based on the detection of $`20`$ pulsars in 47 Tuc, the population of objects with 400-MHz luminosities above 1 mJy kpc2 beamed towards us is of order 200 (Camilo et al. 2000).

The spin periods of all 22 pulsars lie in the range 2–8 ms (Fig. 1a). The absence of long-period pulsars is a real effect. Particularly striking is the dearth of pulsars in the 1–2 ms bin compared to 19 objects currently known between 2 and 5 ms. Whether this dropoff at 500 Hz is a real effect (Bildsten, these proceedings) or due to observational selection is currently a matter for debate. The theoretical period sensitivity curve shown in Fig. 1a suggests that the 1–2 ms pulsars should be almost as easy to detect as the 2–8 ms pulsars. We are currently searching the high-resolution data to place much more stringent limits on the pulsar population with periods below 2 ms than the Camilo et al. search.

## 3. Binary Pulsars

The current population of binary pulsars in 47 Tuc bifurcates into two main groups: those with orbital periods of order 0.4–2.3 days and companion masses $`0.2`$ M and the so-called very low-mass binary systems which are characterized by shorter orbital periods (1.5–5.5 hr) and lighter companions ($`0.02`$ M). Five binaries (J, O, R, V and W) are eclipsed for some portion of the orbit by their companion stars. Of these, J, O and R belong to the very-low-mass group.

The acceleration searches employed by Camilo et al. revealed a much higher incidence of binary systems in 47 Tuc than the earlier searches. Currently, 15 of the 22 pulsars (68%) are in binary systems and the median orbital period is 5 hours. The shortest orbital period found so far is the 95-min binary pulsar 47 Tuc R. This is the shortest orbital period currently known for any radio pulsar binary. Could this system and the 11-min orbit of the X-ray source in NGC 6624 (Stella, Priedhorsky & White 1987) be the tip of the iceberg of a large population of short-period binaries in globular clusters? Population syntheses (Rasio, Pfahl & Rappaport 2000) suggest that this may be the case. Sensitive accleration searches are currently underway to probe this proposed population.

## 4. Astrometry

Phase-coherent timing solutions currently exist for 16 of the 22 pulsars (Freire et al. 2003) resulting in milliarcsecond positional determinations (or better in some cases). All 16 pulsars lie within 1.2 arcmin (4 core radii) of the cluster center, in spite of the fact that the radius of the 20-cm Parkes beam is 7 arcmin. This concentration suggests that the pulsars have reached thermal equilibrium (Rasio 2000; Freire et al. 2001a). The accurate positions have enabled CHANDRA and HST follow-up work on some of the pulsars (Heinke et al., these proceedings). The pulsar radial distribution is consistent with that of the soft X-ray sources.

Proper motions have now been measured for 11 of the pulsars and upper limits for 5 others (Freire et al. 2003). Currently the weighted mean of the pulsar proper motions is consistent with the optical proper motion (Odenkirchen et al. 1997) at the 3$`\sigma `$ level. Pulsar proper motions are currently dominated by the bulk motion of 47 Tuc. In future, as the time baseline extends, it should be possible to measure pulsar motions with respect to the cluster center.

## 5. Probing the Mass and Gas in 47 Tuc

Currently, 10 out of the 16 pulsars with phase-coherent timing solutions are observed to have negative period derivatives ($`\dot{P}_{\mathrm{obs}}<0`$). Rather than being intrinsic to the pulsars, the most natural explanation for this apparent spin-up is the line-of-sight accelerations as the pulsars move within the gravitational potential of the cluster. Freire et al. (2001a) demonstrated that a simple King model potential was consistent with the observed period derivatives. Neglecting Galactic and proper motion terms we have $`(\dot{P}/P)_{\mathrm{obs}}=(a_l/c)+(\dot{P}/P)_{\mathrm{int}}`$, where $`a_l`$ is the line-of-sight acceleration. It follows that all pulsars with $`\dot{P}_{\mathrm{obs}}<0`$ are on the “far side” of the cluster. Assuming the intrinsic period derivative $`\dot{P}_{\mathrm{int}}>0`$ implies $`a_l/c>(\dot{P}/P)_{\mathrm{obs}}`$. A lower bound on $`a_l`$ can be used to place a lower bound on the surface mass density of the matter interior to the pulsar, $`\mathrm{\Sigma }`$ (see e.g. Phinney 1992). The most stringent constraint so far is for 47 Tuc S (Freire et al. 2003) which lies, in projection, about $`12^{\prime \prime }`$ from the center of the cluster. For this pulsar $`a_l>1.3\times 10^6`$ cm s-2 implies $`\mathrm{\Sigma }>8.4\times 10^4`$ M pc-2.

Perhaps the most striking result from the radio pulsars in 47 Tuc to date is the combination of the above $`\dot{P}`$ data with high-precision measurements of the pulsar dispersion measures which has permitted the detection of ionized gas within the cluster (Freire et al. 2001b). This is shown in Fig. 1b where those pulsars with higher dispersion measure are all on the far side of the cluster ($`\dot{P}_{\mathrm{obs}}<0`$). Under the assumption of a King model potential, and an intrinsic $`\dot{P}/P`$ for each pulsar similar to those known in the Galactic disk, Freire et al. (2001b) calculated the radial distance along the line of sight for each pulsar and, as shown in Fig. 1c, showed that this strongly correlates with dispersion measure, implying a mean free electron density of $`0.067\pm 0.015`$ cm-3. Within the central region of 47 Tuc occupied by these pulsars, this corresponds to a total gas content of $`0.1`$ M. This value is much less than the $`100`$ M expected to accumulate within the cluster core over $`10^{78}`$ yr (Roberts 1996).

So where has all the gas gone? As proposed by Spergel (1991), one mechanism is from the pulsars themselves. For a typical millisecond pulsar spin-down luminosity $`\dot{E}=10^{34}`$ ergs s-1, the energy required to expel the gas can be provided by only 0.5% of $`\dot{E}`$ for a total population of $`200`$ pulsars. Somewhat ironically, the very objects responsible for the detection of gas in 47 Tuc might also be responsible for much of its ejection during the last billion years.

### Acknowledgments.

We thank numerous observers who have helped collect 47 Tuc data at Parkes over the years. DRL is a University Research Fellow funded by the Royal Society. FC is supported by NASA grant NAG 5-9950.

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