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# Formation of Globular Clusters in Merging Galaxies

## 1. Homage to Ivan King

Ivan King was my revered teacher. I owe him a lot, including an interest in globular clusters. Into my copy of his textbook The Universe Unfolding (1976), he wrote the dedication: “Make as much of this obsolete as you can, François! Best wishes, Ivan.” In this spirit I put forth the hypothesis that major mergers of gas-rich spirals form not only ellipticals, but also new globular clusters within them (Schweizer 1987). I cherish Ivan’s later comment on this hypothesis: “When Schweizer suggested resolving the $`S_N`$ problem by making globular clusters in mergers, I thought it was ridiculous. But now in the HST observations of NGC 1275 we seem to see it actually happening” (King 1993).

Always quick to grasp major issues, Ivan challenged Alar Toomre at the Yale Conference as follows (King 1977): “You showed us 10 merging pairs \[of galaxies\] and then asked us to look for, or at least accept the existence of, 500 remnants from so long ago that they no longer bear the ‘made by Toomre’ label. I would be much more impressed if you showed us the 20 or 30 systems in the box immediately adjacent in your histogram. What do these merged pairs look like in their next few galactic years?”

As I hope to show in the present review, the descendants of major disk–disk mergers—i.e., ellipticals with globular clusters of intermediate age—are now being found in growing numbers.

## 2. Cluster Formation in Ongoing Mergers

Collisions and mergers of gas-rich spirals trigger bursts of intense star and cluster formation. Some well-known examples of ongoing mergers with spectacular systems of young clusters are NGC 4038/39 (Whitmore & Schweizer 1995; Whitmore et al. 1999), NGC 3256 (Zepf et al. 1999), and NGC 6052 (= Mrk 297, Holtzman et al. 1996). Although such mergers form star clusters by the thousands, it is currently difficult to predict what fraction of the clusters will survive as globular clusters (hereafter GC). Presumably only the more massive and compact clusters will survive for several Gyr, while many more fragile clusters and associations will disperse within a few internal crossing times. Nevertheless, several important results have emerged from Hubble Space Telescope (HST) studies of the above systems, and especially of NGC 4038/39 (Fig. 1): (1) Star clusters tend to form in regions of high gas density and are, therefore, clustered themselves; typically 10–20 young clusters belong to a complex previously identified from the ground as a giant H II region. (2) To a good approximation the cluster luminosity function is a power law, $`\varphi (L)dLL^\alpha dL`$, with $`1.7<\alpha <2.1`$ and no evidence of any turnover at fainter magnitudes. (3) The most luminous clusters clearly show properties to be expected of massive young GCs and appear to display signs of structural evolution as a function of their age.

As an example of such evolution, Fig. 1b shows the radial-brightness profiles of three massive clusters in NGC 4038/39: Knot S and #430 are both very young (7 and 11 Myr) and display pure power-law envelopes, while the older cluster #225 ($``$500 Myr) shows both a larger core and an envelope with a distinct tidal cutoff. This suggests that young clusters are born with power-law envelopes that then get truncated by external tidal forces.

The power-law shape of the luminosity function appears to be a universal property of young cluster systems in starburst galaxies, irrespective of the exact cause of the burst (e.g., Meurer et al. 1995). The similarities between this power law and the power-law mass function of giant molecular clouds—including the similar observed mass ranges—strongly suggest that young clusters form from giant molecular clouds suddenly squeezed by a rapid increase in the pressure of the surrounding gas, as encountered especially in shocks (Jog & Solomon 1992; Harris & Pudritz 1994; Elmegreen & Efremov 1997). This is perhaps the single most important result to have emerged from observations of young clusters in ongoing mergers and starburst galaxies.

## 3. Globular Clusters in Young Merger Remnants

Studying GCs in young (0.3 – 1 Gyr) merger remnants offers two main advantages: (1) Dust obscuration is less of a problem than in ongoing mergers, and (2) most compact bright sources are true globular clusters. The second fact follows from the clusters’ measured half-light radii and ages. These ages typically exceed 100 Myr, or $``$25 – 50 internal cluster-crossing times $`t_{\mathrm{cr}}`$, and thus indicate that such clusters are gravitationally bound. In contrast, most clusters in ongoing mergers like NGC 4038/39 and NGC 3256 are $`<`$30 Myr or $`<`$10$`t_{\mathrm{cr}}`$ old and may eventually disperse. Therefore, the time lapse between the peak of cluster formation and the completion of a merger helps separate the wheat from the chaff.

Globular-cluster systems have been studied with HST in several young merger remnants, including NGC 1275 (Carlson et al. 1998), NGC 3597 (Carlson et al. 1999), NGC 3921 (Schweizer et al. 1996), and NGC 7252 (Miller et al. 1997). Each of these remnants hosts about 102 – 103 compact sources that appear to be luminous young GCs. Age dating based on broad-band photometry shows that the majority of these globulars formed in a relatively short, 100 – 200 Myr time span during each merger. The young GCs appear strongly concentrated toward their host galaxies’ centers, half of them lying typically within $`<`$5 kpc from the nucleus. In addition to its 102 candidate GCs, NGC 3921 (Fig. 2a) also hosts about 50 fuzzier objects that are likely stellar associations. These associations have colors ranging from relatively blue to quite red and may be in the process of dispersing. Interestingly, only three of these fuzzy objects lie within the central 5 kpc, presumably because most associations were too fragile to survive the intense churning near the merger’s center.

The GC system of NGC 7252 (Fig. 2b) has been studied in some detail. Spectroscopy shows that seven of eight young GCs feature strong Balmer absorption lines (EW\[H$`\beta `$\] = 6 – 13 Å) indicative of a main-sequence turnoff dominated by A-type stars. The GCs’ age distribution appears very peaked, with six clusters having ages in the narrow range 400 – 600 Myr (Schweizer & Seitzer 1998). Infrared photometry in the $`K`$-band confirms that most young globulars in the halo of NGC 7252 are presently in the AGB phase-transition stage, which lasts from $``$200 Myr to 1 Gyr (Maraston et al. 2001).

The metallicity of these young halo GCs is near solar. Figure 3a shows a H$`\beta `$ – \[MgFe\] diagram for the two globulars NGC 7252:W3 and W6 (data points), from which $`[Z]=0.00\pm 0.08`$ for W3 and $`+0.10\pm 0.17`$ for W6. A fascinating object is S101, a freshly born halo cluster located in an H II region that is falling back into NGC 7252 from a tidal tail (with $`\mathrm{\Delta }v_{\mathrm{rad}}=241`$ km s-1) and has a metallicity of $`[Z]=0.12\pm 0.05`$. This cluster, located at a projected distance of 15 kpc, suggests that young GCs can form with considerable time delays when tidally ejected gas crashes back into a remnant.

The line-of-sight velocity dispersion of the eight spectroscopically observed GCs in NGC 7252 is $`140\pm 35`$ km s-1, leaving little doubt that these clusters belong to a halo population. HST  photometry shows that there are $``$300 similar young GCs in the halo, in addition to the old GCs that likely belonged to the halos of the two input spirals. Hence, the color distribution of the GCs is bimodal, with the main peak at $`(VI)_00.65`$ due to the clusters formed 400 – 600 Myr ago and the secondary peak at $`(VI)_00.95`$ likely due to the brightest of the old metal-poor GCs (Miller et al. 1997).

In short, the merger of two gas-rich spirals in NGC 7252 has led to a young remnant with a bimodal population of halo globulars. Besides the universal old metal-poor GCs the halo also features many second-generation GCs that are young and metal-rich. The situation appears to be similar in the young remnants NGC 3597 and NGC 3921, and perhaps also in NGC 1275. The many properties that these remnants share with ellipticals suggest not only that the remnants are present-day protoellipticals (e.g., Schweizer 1998), but also that E and S0 galaxies with bimodal cluster distributions may have formed their second-generation metal-rich GCs in a similar manner. Interestingly, the ratio of young to old GCs is $`>`$0.4 in NGC 3921 (Schweizer et al. 1996) and $``$0.7 in NGC 7252 (Miller et al. 1997). These ratios compare well with the mean ratio of $``$0.6 for metal-rich/metal-poor GCs observed in normal giant ellipticals.

## 4. Globular Clusters in Intermediate-Age Merger Remnants

If indeed E and S0 galaxies with bimodal cluster distributions formed through mergers similar to those described above, we should be able to find such galaxies with second-generation GCs of intermediate age (1 – 7 Gyr). These galaxies could help us trace the evolution of second-generation GC systems from young through intermediate to old age. Potential tracers of such evolution are, e.g., the GC color distribution, luminosity function, and radial distribution.

There is now evidence for the presence of intermediate-age GCs in about ten elliptical galaxies, including NGC 1316, 5128, 1700, 3610, 4365, and 6702. The best case is NGC 1316, where spectra of GCs support the intermediate ages found from broad-band photometry (Goudfrooij et al. 2001a, b). Figure 3b shows measured equivalent widths of H$`\alpha `$ for three bright GCs plotted versus the equivalent width of the Ca II triplet. From the superposed model grid one can see that all three GCs are about $`3.0\pm 0.5`$ Gyr old and have close to solar abundances. Their ages agree with the ages inferred from $`BVI`$ and $`JHK`$ photometry for 50 – 60% of a sample of $``$300 GCs in this galaxy. Therefore, the red peak of the bimodal color distribution in NGC 1316 clearly contains GCs of intermediate age, and this merger remnant provides a valuable evolutionary link between young remnants like NGC 7252 and old ellipticals with bimodal cluster distributions.

For the other galaxies with candidate intermediate-age GCs we have to rely on broad-band colors. Model simulations of bimodal GC populations with second-generation clusters of solar metallicity predict what we can expect to observe at different ages (Whitmore et al. 1997, esp. Fig. 15): At 0.5 Gyr the second-generation GCs should appear both bluer and $``$2 mag brighter than the old metal-poor GCs, as is observed in the young remnants discussed above. Then the aging second-generation GCs become redder. At 1.0 – 1.5 Gyr they reach about the same $`VI`$ color as old GCs, but are still $``$1.5 mag brighter. At 3 Gyr they are already distinctly redder than the old GCs but still 0.5 – 1 mag brighter, while at $`>`$10 Gyr they appear both redder and slightly fainter. Figure 4 illustrates that this predicted crossover of GC colors does indeed occur. Shown are the color distributions of clusters in seven galaxies, with second-generation GCs ranging from very young and blue in The Antennae to old and red in M87. Whereas the general evolution from blue to red colors for second-generation GCs has been known for some time, the more detailed transition shown in the right-hand panels of Fig. 4 is new. The new data for NGC 1316 (Goudfrooij et al. 2001b), NGC 3610 (Whitmore et al. 2002), and NGC 1700 (Brown et al. 2000) diminish the gap in known cluster ages from 0.5 – 10+ Gyr previously to a current $``$0.5 – 3 Gyr.

A promising new method for finding more E + S0 galaxies with intermediate-age globulars is to break, or at least diminish, the age–metallicity degeneracy by supplementing HST  photometry in $`VI`$ with ground-based photometry in the $`K`$ band. Applying this method to NGC 4365 (E3), Puzia et al. (2002) find a significant population of very metal-rich GCs of intermediate age in addition to old metal-poor and old metal-rich populations.

The luminosity function (LF) of second-generation GCs is another potential tracer of systemic evolution. The transition from the power-law form observed in young cluster systems to the log-normal form observed in old GC systems has been predicted theoretically by Fall & Zhang (2001). It is a consequence of the preferential disruption of low-mass clusters by various mechanisms, of which the main one is internal two-body relaxation and evaporation. The resulting erosion of the low-mass end should be evident in the observed LFs of second-generation GC systems that form an age sequence.

Striking differences between the LFs of red, metal-rich GCs and blue, metal-poor GCs have indeed been found in two bona fide ellipticals: NGC 1316 and NGC 3610. Both galaxies show fine structure indicative of mergers involving disks during the past few Gyr. Figure 5 compares the observed LFs of the blue ($`0.8VI1.02`$) and red($`1.02<VI1.3`$) GCs in NGC 3610. Whereas the LF of the blue clusters is nearly lognormal, as expected for old GCs, that of the red cluster is well approximated by a power law of index $`1.78\pm 0.05`$ (Whitmore et al. 2002). Thus, it supports the notion that many of the red GCs are not ancient, but formed relatively recently. The turnover predicted by Fall & Zhang’s models for 3 – 4 Gyr old clusters is presently not detected, perhaps because it lies near the 50% completeness limit. Therefore, an effort is under way to obtain new, still deeper observations with HST  and the ACS camera.

The red GCs of NGC 1316 appear to have a power-law LF as well, though Goudfrooij et al. (2001b) at first found an exponent of $`1.23\pm 0.26`$. A reanalysis by these authors shows, however, that a calculational error was made and the true value is $`1.7\pm 0.1`$. Hence, in both NGC 1316 and NGC 3610 power-law LFs support the notion that the red GCs are of intermediate age.

A powerful tool for displaying evolutionary trends of GC systems as a function of age is the $`\mathrm{\Delta }(VI)`$ vs. $`\mathrm{\Delta }V_{10}`$ diagram, which combines color and luminosity information (Whitmore et al. 1997). Figure 6 shows a version of this diagram in which $`\mathrm{\Delta }(VI)`$, the reddening-corrected color difference between the peaks due to second-generation GCs and to old metal-poor GCs, is plotted versus $`\mathrm{\Delta }V_{10}`$, the magnitude difference between the 10th-brightest second-generation GC and the 10th-brightest old GC. Data points with error bars mark the locations of the GC systems for the galaxies of Fig. 4. Note that the seven GC systems lie roughly along the evolutionary track for second-generation model clusters of solar metallicity (solid line). This supports the notion that most second-generation GCs are relatively metal-rich ($`[Z]0.8`$ to $`+`$0.2), as verified spectroscopically for GCs in NGC 7252 (Schweizer & Seitzer 1998), NGC 1316 (Goudfrooij et al. 2001a), and M87 (Cohen, Blakeslee, & Ryzhov 1998). But above all, the $`\mathrm{\Delta }(VI)`$ – $`\mathrm{\Delta }V_{10}`$ diagram demonstrates quite clearly that the GC systems of the three merger galaxies and four ellipticals form an age sequence.

Along this sequence, NGC 1316, 3610, and 1700 seem to be good candidates for the kind of descendants of merged galaxy pairs that Ivan King was asking Toomre about at Yale (see §1). With new search techniques and astronomers’ growing interest in the subject, we can—during the next 5 – 10 years—expect the discovery of many more transition objects in what I call the “King Gap.” Hopefully, some of these galaxies and their GC systems will fill in the presently still empty age range of about 0.5 – 3 Gyr. Realistically, however, we must face the fact that it will be difficult to find objects in the age range 1 – 2 Gyr, where intermediate-age metal-rich clusters blend in $`VI`$ color with the old metal-poor clusters. In this age range, time-consuming spectroscopy will be required to separate the cluster subpopulations of different age and metallicity.

Nevertheless, the GC subsystems of intermediate age now known in about ten ellipticals do seem to form an evolutionary link between the young metal-rich GCs observed in recent merger remnants and the old metal-enriched GCs found in most giant ellipticals. This, then, seems to be a fitting present from us all to Ivan King on his 75th birthday!

## 5. Globular-Cluster Formation and Old Ellipticals

Given the observed propensity of globular clusters to form in the high-pressure environments of merger-induced starbursts (Schweizer 1987; Ashman & Zepf 1992; Jog & Solomon 1992; Elmegreen & Efremov 1997), GCs in old ellipticals ($`>`$7 Gyr) serve as valuable fossils of these galaxies’ early star-formation history. The discovery of bimodal GC populations in nearby ellipticals (Zepf & Ashman 1993; Whitmore et al. 1995) has convinced many sceptics that major mergers played a role in forming at least the metal-rich, second-generation GCs, though alternative formation scenarios have been proposed as well. In a landmark study of M49 (= NGC 4472), Geisler et al. (1996) discovered that the metal-rich clusters lie on average closer to the center than the metal-poor ones, as predicted by Ashman & Zepf’s merger model. This solved the old puzzle of why some GC systems show steeper radial abundance gradients than their host ellipticals, a fact attributable in M49 to the radially varying ratio of metal-rich to metal-poor GCs. Mergers involve much gaseous dissipation, which explains quite naturally the stronger central concentration of second-generation clusters.

Kinematic differences between metal-poor and metal-rich globular clusters in E and S0 galaxies also seem to point to major mergers in the past history of these hosts. Both the outwardly increasing mean rotation of GCs in M87 (Kissler-Patig & Gebhardt 1998) and flips in the mean-rotation axis of the clusters as a function of radius (Côté et al. 2001) are difficult to explain in any monolithic-collapse model, but are a natural consequence of major mergers. In such mergers, old, pre-existing clusters from the halos of the input galaxies can be expected to acquire large velocity dispersions and significant outer rotation stemming from the galaxies’ orbital angular momentum. Second-generation clusters formed during the merger(s), on the other hand, should show lower velocity dispersions and less net rotation, as observed in M49 (Zepf et al. 2000).

Even in the radial distributions of GCs within their host galaxies we may begin to see an evolutionary sequence from young to old merger remnants. In young remnants (e.g., NGC 3921, 7252) the radial distribution of second-generation GCs is virtually identical to that of the galaxy light. This indicates that the young GCs and their progenitors experienced the same violent relaxation as did the average star, suggesting that the GC progenitors were relatively compact giant molecular clouds orbiting among the disk stars of the input spirals (Schweizer et al. 1996). There is tentative evidence for subsequent central erosion of GC systems, presumably due to tidal shocking of GCs during passages close to the center: At $`r=1.2`$ kpc in NGC 1316, the radial distribution of GCs shows a deficit of $``$45% relative to the integrated star light (Goudfrooij et al. 2001b), while in old cluster ellipticals the corresponding deficit is significantly larger (e.g., Capuzzo-Dolcetta & Donnarumma 2001). Therefore, there appears to be a continuum of radial distributions of GCs ranging from young-cluster distributions as strongly centrally concentrated as the host merger remnants to old-cluster distributions typically less concentrated than the host ellipticals. It remains to be seen whether this tentative dynamical sequence will be confirmed as further examples of intermediate-age GC systems are added to the sample.

Perhaps the single most challenging question concerning GCs is why the old metal-poor GCs are so universally similar in all types of galaxies and environments. I believe that observations of cluster formation in present-day mergers and starburst galaxies have yielded a crucial clue: Whenever an ensemble of giant molecular clouds is exposed to a rapid pressure increase, a significant fraction of these clouds get shocked and turn into GCs (Jog & Solomon 1992). The question then is: Was there a universal pressure increase early in the history of the universe that might explain the surprisingly uniform ages and properties of old metal-poor GCs?

The cosmological reionization at $`z`$ $``$ 7 – 15 may have provided just such a universal pressure increase, which in turn led to the near-synchronous formation of metal-poor GCs from early giant molecular clouds (Cen 2001). If this hypothesis is correct, the following unified scenario of GC formation emerges.

Most globular clusters in the universe formed from shocked giant molecular clouds. The first-generation GCs formed near-simultaneously from pristine such clouds shocked by the strong pressure increase accompanying cosmological reionization. They populate all types of galaxies from dwarfs through spirals and ellipticals to giant cDs. Later-generation (“second-generation”) GCs formed during subsequent mergers from metal-enriched giant molecular clouds present in the merging disks. Major mergers, some of which occur to the present time, led to elliptical remnants with a mixture of first- and second-generation GCs revealed by their bimodal color distributions. Minor mergers tended to form S0 galaxies and early-type spirals, again with a mixture of first- and second-generation GCs. However, unlike in ellipticals many of the second-generation metal-rich GCs in S0 galaxies may belong to a thick-disk population if they stem mainly from giant molecular clouds that belonged to the dominant input disk. Finally, a minority of “second-generation” GCs form sporadically from occasional pressure increases in calmer environments, such as in interacting irregulars or barred spirals.

### Acknowledgments.

I thank Paul Goudfrooij, Pat Seitzer, and Brad Whitmore for permission to reproduce figures, and acknowledge support from the NSF through Grants AST-99 00742 and AST-02 05994 and from NASA.

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# 1 Abstract

## 1 Abstract

The Ginibre ensemble of nonhermitean random Hamiltonian matrices $`K`$ is considered. Each quantum system described by $`K`$ is a dissipative system and the eigenenergies $`Z_i`$ of the Hamiltonian are complex-valued random variables. The second difference of complex eigenenergies is viewed as discrete analog of Hessian with respect to labelling index. The results are considered in view of Wigner and Dyson’s electrostatic analogy. An extension of space of dynamics of random magnitudes is performed by introduction of discrete space of labeling indices. The comparison with the Gaussian ensembles of random hermitean Hamiltonian matrices $`H`$ is performed.

## 2 Introduction

Random Matrix Theory RMT studies quantum Hamiltonian operators $`H`$ which are random matrix variables. Their matrix elements $`H_{ij}`$ are independent random scalar variables . There were studied among others the following Gaussian Random Matrix ensembles GRME: orthogonal GOE, unitary GUE, symplectic GSE, as well as circular ensembles: orthogonal COE, unitary CUE, and symplectic CSE. The choice of ensemble is based on quantum symmetries ascribed to the Hamiltonian $`H`$. The Hamiltonian $`H`$ acts on quantum space $`V`$ of eigenfunctions. It is assumed that $`V`$ is $`N`$-dimensional Hilbert space $`V=𝐅^N`$, where the real, complex, or quaternion field $`𝐅=𝐑,𝐂,𝐇`$, corresponds to GOE, GUE, or GSE, respectively. If the Hamiltonian matrix $`H`$ is hermitean $`H=H^{}`$, then the probability density function of $`H`$ reads:

$`f_{}(H)=𝒞_{H\beta }\mathrm{exp}[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}(H^2)],`$ (1)
$`𝒞_{H\beta }=({\displaystyle \frac{\beta }{2\pi }})^{𝒩_{H\beta }/2},`$
$`𝒩_{H\beta }=N+{\displaystyle \frac{1}{2}}N(N1)\beta ,`$
$`{\displaystyle f_{}(H)𝑑H}=1,`$
$`dH={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{ji}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dH_{ij}^{(\gamma )},`$
$`H_{ij}=(H_{ij}^{(0)},\mathrm{},H_{ij}^{(D1)})𝐅,`$
where the parameter $`\beta `$ assume values $`\beta =1,2,4,`$ for GOE($`N`$), GUE($`N`$), GSE($`N`$), respectively, and $`𝒩_{H\beta }`$ is number of independent matrix elements of hermitean Hamiltonian $`H`$. The Hamiltonian $`H`$ belongs to Lie group of hermitean $`N\times N𝐅`$-matrices, and the matrix Haar’s measure $`dH`$ is invariant under transformations from the unitary group U($`N`$, F). The eigenenergies $`E_i,i=1,\mathrm{},N`$, of $`H`$, are real-valued random variables $`E_i=E_i^{}`$. It was Eugene Wigner who firstly dealt with eigenenergy level repulsion phenomenon studying nuclear spectra . RMT is applicable now in many branches of physics: nuclear physics (slow neutron resonances, highly excited complex nuclei), condensed phase physics (fine metallic particles, random Ising model \[spin glasses\]), quantum chaos (quantum billiards, quantum dots), disordered mesoscopic systems (transport phenomena), quantum chromodynamics, quantum gravity, field theory.

## 3 The Ginibre ensembles

Jean Ginibre considered another example of GRME dropping the assumption of hermiticity of Hamiltonians thus defining generic $`𝐅`$-valued Hamiltonian $`K`$ . Hence, $`K`$ belong to general linear Lie group GL($`N`$, F), and the matrix Haar’s measure $`dK`$ is invariant under transformations form that group. The distribution of $`K`$ is given by:

$`f_𝒦(K)=𝒞_{K\beta }\mathrm{exp}[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}(K^{}K)],`$ (2)
$`𝒞_{K\beta }=({\displaystyle \frac{\beta }{2\pi }})^{𝒩_{K\beta }/2},`$
$`𝒩_{K\beta }=N^2\beta ,`$
$`{\displaystyle f_𝒦(K)𝑑K}=1,`$
$`dK={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dK_{ij}^{(\gamma )},`$
$`K_{ij}=(K_{ij}^{(0)},\mathrm{},K_{ij}^{(D1)})𝐅,`$
where $`\beta =1,2,4`$, stands for real, complex, and quaternion Ginibre ensembles, respectively. Therefore, the eigenenergies $`Z_i`$ of quantum system ascribed to Ginibre ensemble are complex-valued random variables. The eigenenergies $`Z_i,i=1,\mathrm{},N`$, of nonhermitean Hamiltonian $`K`$ are not real-valued random variables $`Z_iZ_i^{}`$. Jean Ginibre postulated the following joint probability density function of random vector of complex eigenvalues $`Z_1,\mathrm{},Z_N`$ for $`N\times N`$ Hamiltonian matrices $`K`$ for $`\beta =2`$ :

$`P(z_1,\mathrm{},z_N)=`$ (3)
$`={\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{\pi j!}}{\displaystyle \underset{i<j}{\overset{N}{}}}|z_iz_j|^2\mathrm{exp}({\displaystyle \underset{j=1}{\overset{N}{}}}|z_j|^2),`$
where $`z_i`$ are complex-valued sample points ($`z_i𝐂`$).

We emphasize here Wigner and Dyson’s electrostatic analogy. A Coulomb gas of $`N`$ unit charges moving on complex plane (Gauss’s plane) C is considered. The vectors of positions of charges are $`z_i`$ and potential energy of the system is:

$$U(z_1,\mathrm{},z_N)=\underset{i<j}{}\mathrm{ln}|z_iz_j|+\frac{1}{2}\underset{i}{}|z_i^2|.$$
(4)
If gas is in thermodynamical equilibrium at temperature $`T=\frac{1}{2k_B}`$ ($`\beta =\frac{1}{k_BT}=2`$, $`k_B`$ is Boltzmann’s constant), then probability density function of vectors of positions is $`P(z_1,\mathrm{},z_N)`$ Eq. (3). Therefore, complex eigenenergies $`Z_i`$ of quantum system are analogous to vectors of positions of charges of Coulomb gas. Moreover, complex-valued spacings $`\mathrm{\Delta }^1Z_i`$ of complex eigenenergies of quantum system:

$$\mathrm{\Delta }^1Z_i=Z_{i+1}Z_i,i=1,\mathrm{},(N1),$$
(5)
are analogous to vectors of relative positions of electric charges. Finally, complex-valued second differences $`\mathrm{\Delta }^2Z_i`$ of complex eigenenergies:

$$\mathrm{\Delta }^2Z_i=Z_{i+2}2Z_{i+1}+Z_i,i=1,\mathrm{},(N2),$$
(6)
are analogous to vectors of relative positions of vectors of relative positions of electric charges.

The eigenenergies $`Z_i=Z(i)`$ can be treated as values of function $`Z`$ of discrete parameter $`i=1,\mathrm{},N`$. The ”Jacobian” of $`Z_i`$ reads:

$$\mathrm{Jac}Z_i=\frac{Z_i}{i}\frac{\mathrm{\Delta }^1Z_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1Z_i.$$
(7)
We readily have, that the spacing is an discrete analog of Jacobian, since the indexing parameter $`i`$ belongs to discrete space of indices $`iI=\{1,\mathrm{},N\}`$. Therefore, the first derivative with respect to $`i`$ reduces to the first differential quotient. The Hessian is a Jacobian applied to Jacobian. We immediately have the formula for discrete ”Hessian” for the eigenenergies $`Z_i`$:

$$\mathrm{Hess}Z_i=\frac{^2Z_i}{i^2}\frac{\mathrm{\Delta }^2Z_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2Z_i.$$
(8)
Thus, the second difference of $`Z`$ is discrete analog of Hessian of $`Z`$. One emphasizes that both ”Jacobian” and ”Hessian” work on discrete index space $`I`$ of indices $`i`$. The spacing is also a discrete analog of energy slope whereas the second difference corresponds to energy curvature with respect to external parameter $`\lambda `$ describing parametric “evolution” of energy levels . The finite differences of order higher than two are discrete analogs of compositions of ”Jacobians” with ”Hessians” of $`Z`$.

The eigenenergies $`E_i,iI`$, of the hermitean Hamiltonian $`H`$ are ordered increasingly real-valued random variables. They are values of discrete function $`E_i=E(i)`$. The first difference of adjacent eigenenergies is:

$$\mathrm{\Delta }^1E_i=E_{i+1}E_i,i=1,\mathrm{},(N1),$$
(9)
are analogous to vectors of relative positions of electric charges of one-dimensional Coulomb gas. It is simply the spacing of two adjacent energies. Real-valued second differences $`\mathrm{\Delta }^2E_i`$ of eigenenergies:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(10)
are analogous to vectors of relative positions of vectors of relative positions of charges of one-dimensional Coulomb gas. The $`\mathrm{\Delta }^2Z_i`$ have their real parts $`\mathrm{Re}\mathrm{\Delta }^2Z_i`$, and imaginary parts $`\mathrm{Im}\mathrm{\Delta }^2Z_i`$, as well as radii (moduli) $`|\mathrm{\Delta }^2Z_i|`$, and main arguments (angles) $`\mathrm{Arg}\mathrm{\Delta }^2Z_i`$. $`\mathrm{\Delta }^2Z_i`$ are extensions of real-valued second differences:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(11)
of adjacent ordered increasingly real-valued eigenenergies $`E_i`$ of Hamiltonian $`H`$ defined for GOE, GUE, GSE, and Poisson ensemble PE (where Poisson ensemble is composed of uncorrelated randomly distributed eigenenergies) . The Jacobian and Hessian operators of energy function $`E(i)=E_i`$ for these ensembles read:

$$\mathrm{Jac}E_i=\frac{E_i}{i}\frac{\mathrm{\Delta }^1E_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1E_i,$$
(12)
and

$$\mathrm{Hess}E_i=\frac{^2E_i}{i^2}\frac{\mathrm{\Delta }^2E_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2E_i.$$
(13)
The treatment of first and second differences of eigenenergies as discrete analogs of Jacobians and Hessians allows one to consider these eigenenergies as a magnitudes with statistical properties studied in discrete space of indices. The labelling index $`i`$ of the eigenenergies is an additional variable of ”motion”, hence the space of indices $`I`$ augments the space of dynamics of random magnitudes.


text:
# DISCRETE HESSIANS IN STUDY OF QUANTUM STATISTICAL SYSTEMS: COMPLEX GINIBRE ENSEMBLE QP-PQ: Quantum Probability and White Noise Analysis - Volume 13, Foundations of Probability and Physics, Proceedings of the Conference, Växjö, Sweden, 25 November - 1 December 2000; A. Khrennikov, Ed.; World Scientific Publishers, Singapore, Vol. 13, 115-120 (2001).

## 1 Introduction

Random Matrix Theory RMT studies quantum Hamiltonian operators $`H`$ which are random matrix variables. Their matrix elements $`H_{ij}`$ are independent random scalar variables . There were studied among others the following Gaussian Random Matrix ensembles GRME: orthogonal GOE, unitary GUE, symplectic GSE, as well as circular ensembles: orthogonal COE, unitary CUE, and symplectic CSE. The choice of ensemble is based on quantum symmetries ascribed to the Hamiltonian $`H`$. The Hamiltonian $`H`$ acts on quantum space $`V`$ of eigenfunctions. It is assumed that $`V`$ is $`N`$-dimensional Hilbert space $`V=𝐅^N`$, where the real, complex, or quaternion field $`𝐅=𝐑,𝐂,𝐇`$, corresponds to GOE, GUE, or GSE, respectively. If the Hamiltonian matrix $`H`$ is hermitean $`H=H^{}`$, then the probability density function of $`H`$ reads:

$`f_{}(H)=𝒞_{H\beta }\mathrm{exp}[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}(H^2)],`$ (1)
$`𝒞_{H\beta }=({\displaystyle \frac{\beta }{2\pi }})^{𝒩_{H\beta }/2},`$
$`𝒩_{H\beta }=N+{\displaystyle \frac{1}{2}}N(N1)\beta ,`$
$`{\displaystyle f_{}(H)𝑑H}=1,`$
$`dH={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{ji}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dH_{ij}^{(\gamma )},`$
$`H_{ij}=(H_{ij}^{(0)},\mathrm{},H_{ij}^{(D1)})𝐅,`$
where the parameter $`\beta `$ assume values $`\beta =1,2,4,`$ for GOE($`N`$), GUE($`N`$), GSE($`N`$), respectively, and $`𝒩_{H\beta }`$ is number of independent matrix elements of hermitean Hamiltonian $`H`$. The Hamiltonian $`H`$ belongs to Lie group of hermitean $`N\times N𝐅`$-matrices, and the matrix Haar’s measure $`dH`$ is invariant under transformations from the unitary group U($`N`$, F). The eigenenergies $`E_i,i=1,\mathrm{},N`$, of $`H`$, are real-valued random variables $`E_i=E_i^{}`$. It was Eugene Wigner who firstly dealt with eigenenergy level repulsion phenomenon studying nuclear spectra . RMT is applicable now in many branches of physics: nuclear physics (slow neutron resonances, highly excited complex nuclei), condensed phase physics (fine metallic particles, random Ising model \[spin glasses\]), quantum chaos (quantum billiards, quantum dots), disordered mesoscopic systems (transport phenomena), quantum chromodynamics, quantum gravity, field theory.

## 2 The Ginibre ensembles

Jean Ginibre considered another example of GRME dropping the assumption of hermiticity of Hamiltonians thus defining generic $`𝐅`$-valued Hamiltonian $`K`$ . Hence, $`K`$ belong to general linear Lie group GL($`N`$, F), and the matrix Haar’s measure $`dK`$ is invariant under transformations form that group. The distribution of $`K`$ is given by:

$`f_𝒦(K)=𝒞_{K\beta }\mathrm{exp}[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}(K^{}K)],`$ (2)
$`𝒞_{K\beta }=({\displaystyle \frac{\beta }{2\pi }})^{𝒩_{K\beta }/2},`$
$`𝒦_{H\beta }=N^2\beta ,`$
$`{\displaystyle f_𝒦(K)𝑑K}=1,`$
$`dK={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dK_{ij}^{(\gamma )},`$
$`K_{ij}=(K_{ij}^{(0)},\mathrm{},K_{ij}^{(D1)})𝐅,`$
where $`\beta =1,2,4`$, stands for real, complex, and quaternion Ginibre ensembles, respectively. Therefore, the eigenenergies $`Z_i`$ of quantum system ascribed to Ginibre ensemble are complex-valued random variables. The eigenenergies $`Z_i,i=1,\mathrm{},N`$, of nonhermitean Hamiltonian $`K`$ are not real-valued random variables $`Z_iZ_i^{}`$. Jean Ginibre postulated the following joint probability density function of random vector of complex eigenvalues $`Z_1,\mathrm{},Z_N`$ for $`N\times N`$ Hamiltonian matrices $`K`$ for $`\beta =2`$ :

$`P(z_1,\mathrm{},z_N)=`$ (3)
$`={\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{\pi j!}}{\displaystyle \underset{i<j}{\overset{N}{}}}|z_iz_j|^2\mathrm{exp}({\displaystyle \underset{j=1}{\overset{N}{}}}|z_j|^2),`$
where $`z_i`$ are complex-valued sample points ($`z_i𝐂`$).

We emphasize here Wigner and Dyson’s electrostatic analogy. A Coulomb gas of $`N`$ unit charges moving on complex plane (Gauss’s plane) C is considered. The vectors of positions of charges are $`z_i`$ and potential energy of the system is:

$$U(z_1,\mathrm{},z_N)=\underset{i<j}{}\mathrm{ln}|z_iz_j|+\frac{1}{2}\underset{i}{}|z_i^2|.$$
(4)
If gas is in thermodynamical equilibrium at temperature $`T=\frac{1}{2k_B}`$ ($`\beta =\frac{1}{k_BT}=2`$, $`k_B`$ is Boltzmann’s constant), then probability density function of vectors of positions is $`P(z_1,\mathrm{},z_N)`$ Eq. (3). Therefore, complex eigenenergies $`Z_i`$ of quantum system are analogous to vectors of positions of charges of Coulomb gas. Moreover, complex-valued spacings $`\mathrm{\Delta }^1Z_i`$ of complex eigenenergies of quantum system:

$$\mathrm{\Delta }^1Z_i=Z_{i+1}Z_i,i=1,\mathrm{},(N1),$$
(5)
are analogous to vectors of relative positions of electric charges. Finally, complex-valued second differences $`\mathrm{\Delta }^2Z_i`$ of complex eigenenergies:

$$\mathrm{\Delta }^2Z_i=Z_{i+2}2Z_{i+1}+Z_i,i=1,\mathrm{},(N2),$$
(6)
are analogous to vectors of relative positions of vectors of relative positions of electric charges.

The eigenenergies $`Z_i=Z(i)`$ can be treated as values of function $`Z`$ of discrete parameter $`i=1,\mathrm{},N`$. The ”Jacobian” of $`Z_i`$ reads:

$$\mathrm{Jac}Z_i=\frac{Z_i}{i}\frac{\mathrm{\Delta }^1Z_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1Z_i.$$
(7)
We readily have, that the spacing is an discrete analog of Jacobian, since the indexing parameter $`i`$ belongs to discrete space of indices $`iI=\{1,\mathrm{},N\}`$. Therefore, the first derivative with respect to $`i`$ reduces to the first differential quotient. The Hessian is a Jacobian applied to Jacobian. We immediately have the formula for discrete ”Hessian” for the eigenenergies $`Z_i`$:

$$\mathrm{Hess}Z_i=\frac{^2Z_i}{i^2}\frac{\mathrm{\Delta }^2Z_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2Z_i.$$
(8)
Thus, the second difference of $`Z`$ is discrete analog of Hessian of $`Z`$. One emphasizes that both ”Jacobian” and ”Hessian” work on discrete index space $`I`$ of indices $`i`$. The finite differences of order higher than two are discrete analogs of compositions of ”Jacobians” with ”Hessians” of $`Z`$.

The eigenenergies $`E_i,iI`$, of the hermitean Hamiltonian $`H`$ are ordered increasingly real-valued random variables. They are values of discrete function $`E_i=E(i)`$. The first difference of adjacent eigenenergies is:

$$\mathrm{\Delta }^1E_i=E_{i+1}E_i,i=1,\mathrm{},(N1),$$
(9)
are analogous to vectors of relative positions of electric charges of one-dimensional Coulomb gas. It is simply the spacing of two adjacent energies. Real-valued second differences $`\mathrm{\Delta }^2E_i`$ of eigenenergies:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(10)
are analogous to vectors of relative positions of vectors of relative positions of charges of one-dimensional Coulomb gas. The $`\mathrm{\Delta }^2Z_i`$ have their real parts $`\mathrm{Re}\mathrm{\Delta }^2Z_i`$, and imaginary parts $`\mathrm{Im}\mathrm{\Delta }^2Z_i`$, as well as radii (moduli) $`|\mathrm{\Delta }^2Z_i|`$, and main arguments (angles) $`\mathrm{Arg}\mathrm{\Delta }^2Z_i`$. $`\mathrm{\Delta }^2Z_i`$ are extensions of real-valued second differences:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(11)
of adjacent ordered increasingly real-valued eigenenergies $`E_i`$ of Hamiltonian $`H`$ defined for GOE, GUE, GSE, and Poisson ensemble PE (where Poisson ensemble is composed of uncorrelated randomly distributed eigenenergies) . The Jacobian and Hessian operators of energy function $`E(i)=E_i`$ for these ensembles read:

$$\mathrm{Jac}E_i=\frac{E_i}{i}\frac{\mathrm{\Delta }^1E_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1E_i,$$
(12)
and

$$\mathrm{Hess}E_i=\frac{^2E_i}{i^2}\frac{\mathrm{\Delta }^2E_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2E_i.$$
(13)
The treatment of first and second differences of eigenenergies as discrete analogs of Jacobians and Hessians allows one to consider these eigenenergies as a magnitudes with statistical properties studied in discrete space of indices. The labelling index $`i`$ of the eigenenergies is an additional variable of ”motion”, hence the space of indices $`I`$ augments the space of dynamics of random magnitudes.

## Acknowledgements

It is my pleasure to most deeply thank Professor Antoni Ostoja-Gajewski for continuous help. I also thank Professor Włodzimierz Wójcik for his giving me access to computer facilities.

## References


text:
# Cardassian Expansion: Constraints from Compact Radio Source Angular Size versus Redshift Data

## 1 Introduction

The standard Big Bang cosmological model is based on four cornerstones: the Hubble expansion, the Cosmic Microwave Background Radiation(CMBR), primordial Big Bang Nucleosynthesis and structure formation. Recent observations of the Hubble relation of distant Type Ia supernovae have provided strong evidence for the acceleration of the universe (Perlmutter et al. 1998, 1999; Riess et al. 1998). While current measurements of the cosmic microwave background anisotropies favor a spatially flat universe with cold dark matter de Bernardis et al. (2000); Lange et al. (2001), both the deuterium abundance measured in four high redshift hydrogen clouds seen in absorption against distant quasars (Burles & Tytler 1998a,b) (combined with baryon fraction in galaxy clusters from X-ray data, see White et al. 1993) and the large-scale structure in the distribution of galaxies Bahcall (2000); Peacock et al. (2001) have made a strong case for a low density universe (for a recent summary, see Turner 2002). All these observations can be concordantly explained by the hypothesis that there exists, in addition to cold dark matter, a dark energy component with negative pressure in our universe Turner (1998). The existence of this component has also been independently confirmed by other observations such as age estimates of old high-redshift galaxies Dunlop et al. (1996); Krauss (1997); Alcaniz & Lima (1999) and gravitational lensing (Kochaneck 1996; Chiba & Yoshii 1999; Futamase & Hamana 1999; Jain et al. 2001; Dev et al. 2001; Ohyama et al. 2002).

During past several years, a huge number of candidates for the dark energy component have been proposed, such as a cosmological constant Weinberg (1989); Carroll et al. (1992); Krauss & Turner (1995); Ostriker & Steinhardt (1995), a frustrated network of topological defects (such as cosmic strings or domain walls) (Vilenkin 1984; Davis 1987; Kamionkowski & Toumbas 1996) and an evolving scalar field (referred to by some as quintessence) (Ratra & Peebles 1988; Frieman et al. 1995; Coble et al. 1997; Caldwell et al. 1998). Despite great effort to pin down the amount and the nature of the dark energy, a convincing mechanism with a solid basis in particle physics that explains the accelerating universe is still far off. Very recently, Freese & Lewis (2002) proposed a “Cardassian Expansion Scenario” in which the universe is flat, matter dominated and accelerating, but contains no vacuum contribution. The main point of this scenario is to modify the standard Friedman-Robertson-Walker equation as following,

$$H^2=A\rho +B\rho ^n$$
(1)
where $`H\dot{R}/R`$ is the Hubble parameter (as a function of time), $`R`$ is the scale factor of the universe, and the energy density $`\rho `$ contains only ordinary matter and radiation Freese & Lewis (2002). The second term, which may arise as a consequence of brane world cosmologies, drives the acceleration of the universe at a late epoch when it is dominent. The authors claimed that this Cardassian model survives observational tests such as the cosmic microwave background radiation, the age of the universe, the cluster baryon fraction and structure formation, and they are now studying possible observational tests Freese & Lewis (2002). In this paper, we give the first observational constraint on this scenario from recent measurements of the angular size of high-$`z`$ compact radio sources made by Gurvits et al. (1999). We show that, although this Cardassian expansion proposal is cosmologically credible and compatible with the $`\mathrm{\Theta }z`$ diagram for some values of the mean projected linear size $`l`$, it is disfavoured by the best fit to the current angular size data when compared with the conventional flat $`\mathrm{\Lambda }`$CDM model. Our result is very similar to the one of Avelino & Martins (2002) who used type Ia supernovae data to show another particular solution of a brane world scenario being disfavoured. There is a common point among these analysis: both models predict a universe with unreasonably low matter density.

## 2 Angular size data analysis

We begin by evaluating the angular diameter distance as a function of redshift $`z`$ as well as the parameters of the model. Following the notation of Peebles (1993), we define the redshift dependence of $`H`$ as $`H(z)=H_0E(z)`$. For the ansatz of eq.(1) and a flat universe with only matter (baryonic and cold dark matter), Freese & Lewis (2002) get

$$E^2(z;n,z_{eq})=(1+(1+z_{eq})^{3(1n)})^1\times (1+z)^3+(1(1+(1+z_{eq})^{3(1n)})^1)\times (1+z)^{3n}$$
(2)
where $`n`$ and $`z_{eq}`$ are the two paramters of the Cardassian model. Note that $`z_{eq}`$ is the redshift at which the two terms of eq.(1) are equal. The coefficients of the ansatz of eq.(1) can be written as $`A=8\pi G/3`$ and $`B=H_0^2(1+z_{eq})^{3(1n)}\rho _0^n[1+(1+z_{eq})^{3(1n)}]^1`$, where $`H_0=100h`$kms-1Mpc-1 is the Hubble constant and $`\rho _0`$ is the matter density of the universe at the present time. It is straightforward to show that the angular diameter distance is given by

$$d_A(z;n,z_{eq})=\frac{c}{H_0}\frac{1}{1+z}_0^z\frac{dz^{}}{E(z^{};n,z_{eq})}.$$
(3)
In order to give an observational constraint on the Cardassian model parameters $`n`$ and $`z_{eq}`$, we analysis the angular size data for milliarcsecond radio sources recently compiled by Gurvits et al. (1999). This data set is 145 sources distributed into twelve redshift bins with about the same number of sources per bin (Fig. 1). The lowest and highest redshift bins are centered at redshifts $`z=0.52`$ and $`z=3.6`$ respectively. We determine the model parameters $`n`$ and $`z_{eq}`$ through a $`\chi ^2`$ minimization method. The range of $`n`$ spans the interval  in steps of 0.01, while the range of $`z_{eq}`$ spans the interval  in steps of 0.02.

$$\chi ^2(l;n,z_{eq})=\underset{i}{}\frac{\left[\theta (z_i;l;n,z_{eq})\theta _{oi}\right]^2}{\sigma _i^2},$$
(4)
where $`\theta (z_i;l;n,z_{eq})=l/d_A`$ is the angle subtended by an object of proper length $`l`$ transverse to the line of sight and $`\theta _{oi}`$ is the observed values of the angular size with errors $`\sigma _i`$ of the $`i`$th bin in the sample. The summation is over all the observational data points.

In the Cardassian model for a flat universe containing only matter, the matter density in units of critical density, $`\rho _c=3H_0^2/8\pi G`$, is $`\mathrm{\Omega }_m=F(n,z_{eq})[1+(1+z_{eq})^{3(1n)}]^1`$. Instead of specifying $`\mathrm{\Omega }_m`$, we consider both $`n`$ and $`z_{eq}`$ as independent paramters, while $`\mathrm{\Omega }_m`$ (or $`F`$) is treated as the output of the fitting result. As was pointed out by Gurvits et al.(1999), Lima & Alcaniz(2002) and Alcaniz(2002), when one use the angular size data to constrain the cosmological parameters, the results will be strongly dependent on the characteristic length $`l`$. Therefore, instead of assuming a specific value for $`l`$, we have worked on the interval $`l=15h^130h^1`$pc. In Fig. 2, we show contours of constant likelihood (95.4% and 68.3% C.L.) in the plane ($`n,z_{eq}`$) for several values of $`l`$, i.e., $`l=(20,21,24,28)h^1`$pc. Table 1 summarizes our best fits for different values of $`l`$, for example, at $`l=20h^1`$pc, the best fit occurs for $`n=0.17`$ and $`z_{eq}=0.48`$ (hence $`\mathrm{\Omega }_m=0.27`$). In order to make the analysis independent of the choice of the characteristic length $`l`$, we also minimize eq.(4) for $`l`$, $`n`$ and $`z_{eq}`$, which gives $`l=22.6h^1`$pc, $`n=0.`$ and $`z_{eq}=0.62`$ (hence $`\mathrm{\Omega }_m=0.19`$) as the best fit with $`\chi ^2=4.52`$ and 9 degrees of freedom. Therefore, it seems that the best fit to the current angular size data prefers the conventional flat $`\mathrm{\Lambda }`$CDM model to this Cardassian expansion proposal, though the latter is cosmologically credible and compatible with the $`\mathrm{\Theta }z`$ diagram for some values of $`l`$.

## 3 Conclusions and Discussion

Although the evidence for an accelerating universe is increasing from various astronomical observations, understanding the mechanism based on particle physics is still one of the most important challenges in modern cosmology. The “Cardassian Expansion Scenario” proposed by Freese & Lewis (2002) is one intriguing possibility, because it assumes the universe is flat, matter dominated and accelerating, but contains no vacuum contribution. We have used the updated angular size data to give the first observational constraint for this scenario. As it shown, although this Cardassian model is credible and compatible with the $`\mathrm{\Theta }z`$ diagram for some specific values of $`l`$, it is disfavored by the present angular size data because of its prediction of a universe with unreasonably low matter density.

Ignorance of the characterisitic length $`l`$ is one of the major uncertainties in the present analysis. One method to overcome it is to do the analysis over a large enough range of $`l`$ to include almost all of the possibilities, and then to calculate the probability distribution for the model parameters by integrating over $`l`$ Chen & Ratra (2002). However, this will loosen the cosmological constraints, making a larger range of model parameters plausible. In this sense, the Cardassian proposal will be more compatible with the present angular size data if we take into account the uncertainty of $`l`$.

Another uncertainty comes from the possibility that the source linear size is dependent on the source luminosity and redshift, i.e., the sources are not ‘true’ standard rods Gurvits et al. (1999); Vishwakarma (2001). Parametrizing the effects of these dependence as $`llL^\beta (1+z)^\gamma `$, Gurvits et al. (1999) and Vishwakarma (2001) have shown that the analysis with and without $`\beta `$ and $`\gamma `$ are basically consistent. It is reasonable, for the data compiled by Gurvits et al. has been minimized for this dependence by discarding low values of luminosities and extreme values of spectral indices Gurvits et al. (1999); Vishwakarma (2001).

We would like to thank L. I. Gurvits for sending us his compilation of the angular size data and helpful explanation of his data, J. S. Alcaniz, J. A. S. Lima, A. G. Riess and Z.-Q. Shen for their help, and P. Beyersdorf for polishing up the English. Z.-H. Zhu is also grateful to all TAMA300 member and staffs of NAOJ for their hospitality and help during his stay. Finally, our thanks go to the anonymouse referee for valuable comments and useful suggestions. This work was supported by a Grant-in-Aid for Scientific Research on Priority Areas (No.14047219) from the Ministry of Education, Culture, Sports, Science and Technology.


text:
# FORMATION AND EVOLUTION OF SELF-INTERACTING DARK MATTER HALOS

## I INTRODUCTION

The cold dark matter (CDM) model provides a successful framework for understanding the formation and evolution of structure in the universe. According to this model, structure forms out of primordial density fluctuations by hierarchical clustering; small objects form first, and then merge to make bigger objects. However, this CDM model has several problems.

There has been a recent concern about the possible discrepancy in the inner density profile of dark-matter dominated cosmological halos between N-body simulations and observations. CDM halos in N-body simulations have a density cusp ($`\rho r^\beta `$ where $`\beta `$ ranges from -1 (Navarro, Frenk & White 1997; hereafter “NFW”) to -1.5 (Moore et al. 1999; hereafter “Moore profile”), while observations of dwarf and LSB galaxies, which are believed to be dark-matter dominated, indicate flat-density (soft) cores.

Spergel & Steinhardt (2000) suggested that the purely collisionless nature of CDM be replaced by self-interacting dark matter (SIDM) to resolve this discrepancy. The non-gravitational, microscopic interaction (e.g. elastic scattering) of SIDM particles is postulated to be strong enough to produce a soft core by heat conduction. Cosmological N-body simulations which incorporate a finite scattering cross-section $`\sigma `$ for the SIDM particles show that this scheme successfully produces soft cores in halos (e.g. Davé et al. 2001; Yoshida et al. 2000b).

Previous analytical study (Balberg, Shapiro & Inagaki 2002) and estimates based on N-body simulations (Burkert 2000; Kochanek & White 2000) indicate that SIDM cores will become unstable by undergoing gravothermal catastrophe in a Hubble time. This potential instability of SIDM cores means that, if the matter content of the universe is really SIDM particles, we are living in a special epoch where SIDM halos still have soft cores. However, these analyses are based on isolated halos. In the context of the hierarchical clustering scenario, cosmological infall is inevitable. We are led to pose the following question: Can cosmological infall delay the core collapse of SIDM halos?

In this paper we study the formation and evolution of SIDM halos with a proper treatment of cosmological infall. We find that, for a range of infall rates, the collapse (i.e. gravothermal catastrophe) of SIDM cores can be completely inhibited. We also find a new range of values of the scattering cross section which can produce soft cores, separate from and in addition to the range previously identified by N-body simulations. Toward this end, we find a self-similar solution to describe the evolution of SIDM halos for arbitrary degree of collisionality which allows a detailed analytic study.

## II BASIC EQUATIONS

We use a fluid approximation derived from the Boltzmann equation to describe the dynamics of SIDM halos. The basic assumptions we make are as follows: 1) the system has spherical symmetry; 2) infall is radial, cold, and continuous; 3) virialized objects have an isotropic velocity distribution. The first two assumptions have been used before for secondary infall models (e.g. Fillmore & Goldreich 1984). The third assumption comes from the property of CDM halos in N-body simulations: the velocity distribution is isotropic at the center (i.e. radial velocity dispersion is equal to tangential velocity dispersion) and acquires only moderate anisotropy as one goes out to the virial radius.

With these assumptions, the moments of the collisional Boltzmann equation (i.e. valid for arbitrary degree of collisionality) can be shown to reduce to the usual fluid equations for an ideal gas with $`\gamma =5/3`$, where $`\gamma `$ is the ratio of specific heats. This approach has been widely used in the literature of stellar dynamics (e.g. Bettwieser 1983), especially for the study of gravothermal catastrophe. We note that the particle components in both cases, that of stellar systems (stars) and of SIDM halos (SIDM particles), are weakly collisional, and a corresponding conductive heating term enters the energy equation in both cases, but it has a different origin in each case. For the stellar systems (number of particles $`\mathrm{\hspace{0.17em}10}^410^6`$), weak, gravitational scattering is responsible for the collisions, while for SIDM halos, nongravitational, microscopic self-interaction is responsible for the collisions.

In summary, we use the following fluid-like equations of conservation of mass, momentum, and energy, respectively:

$$\frac{\rho }{t}+\frac{}{r^2r}\left(r^2\left(\rho u\right)\right)=0,$$
(1)
$$\frac{}{t}\left(\rho u\right)+\frac{}{r}\left(p+\rho u^2\right)+\frac{2\rho u^2}{r}=\rho \frac{GM}{r^2},$$
(2)
$$\frac{D}{Dt}\left(\frac{3p}{2\rho }\right)=\frac{p}{\rho }\frac{}{r^2r}\left(r^2u\right)\frac{}{r^2r}\left(r^2f\right),$$
(3)
where $`\rho `$, $`u(v_r)`$, $`p(\rho v_ru^2)`$, and $`f`$ are mass density, bulk radial velocity, pressure, and heat flux, respectively, $`M`$ is the integrated mass inside radius $`r`$, and $`\frac{D}{Dt}=\frac{}{t}+u\frac{}{r}`$. For a collisionless system, $`f=0`$ and we will call it an “adiabatic” process. For SIDM halos, heat conduction takes the following form:

$$f=\frac{3ab\sigma }{2}\sqrt{\frac{p}{\rho }}\left(a\sigma ^2+\frac{4\pi G}{p}\right)^1\frac{}{r}\left(\frac{p}{\rho }\right),$$
(4)
where $`a`$ and $`b`$ are constants of order of unity (Balberg, Shapiro & Inagaki 2002). We consider an elastic scattering case, in which $`a=2.26`$ and $`b=1.002`$.

## III SELF-SIMILAR EVOLUTION OF SIDM HALOS

We seek a self-similar solution to describe the evolution of SIDM halos in an Einstein-de Sitter universe. This approach makes it possible to analyze properties of the solution in detail, because an exact solution can be found. Previous authors have found self-similar solutions for the evolution of cosmological halos for cold, collisionless dark matter in radial motion (e.g. Fillmore & Goldreich 1984) and for an ordinary, adiabatic, baryonic fluid (e.g. Bertschinger 1985). Our problem differs from these in that our gas is neither collisionless nor in purely radial motion and it differs from an ordinary, adiabatic, baryonic fluid, since our fluid-like conservation equations also contain the SIDM conduction term. On the other hand, we were encouraged to look for a self-similar solution, since the effect of conductivity is to drive a gas towards isothermality, and there are self-similar equilibrium solutions known in the limit of isothermality which have soft cores, such as the “truncated isothermal sphere” (TIS) model proposed by Shapiro, Iliev & Raga (1999).

We start from an adiabatic (i.e. no conduction, or $`f=0`$), self-similar solution to find the condition required for the self-similarity of SIDM halo solutions. If the initial overdensity has a scale-free power-law form,

$$\frac{\delta M}{M}M^\epsilon ,$$
(5)
where $`\epsilon `$ is any positive constant, then adiabatic infall will form a self-similarly growing object (Fillmore & Goldreich 1984). A cold, supersonic, radial infall leads to a strong, spherical shock which surrounds a subsonic region of shock-heated gas. The corresponding length scale, e.g. a turnaround radius $`r_{ta}`$, grows as

$$r_{ta}t^\xi ,$$
(6)
where

$$\xi =\frac{2}{3}\left(\frac{3\epsilon +1}{3\epsilon }\right).$$
(7)
In this case, the shock always occurs at the same fixed fraction of $`r_{ta}`$, the mean density inside the postshock region is a constant multiple of the time-varying cosmic mean density $`\rho _b`$, and the radial profiles of all fluid variables are self-similar. When heat conduction by SIDM particles is introduced, however, an additional length (time) scale is present which breaks the self-similarity of these adiabatic solutions, in general.

There is one particular infall rate, however, which does not break the self-similarity even when heat conduction is introduced. According to the adiabatic solutions, the thermal energy changes according to $`\rho \frac{e}{t}r_{ta}^2t^5`$, while the conductive heating term would introduce a change as $`\frac{}{r^2r}\left(r^2f\right)r_{ta}^3t^7`$. To preserve similarity after the addition of heat conduction, therefore, we must have $`r_{ta}t^2`$, or

$$\xi =2,\epsilon =\frac{1}{6}.$$
(8)
## IV SELF-SIMILAR CDM HALOS ($`\epsilon =1/6`$; NO CONDUCTION)

Let us first examine properties of the adiabatic solution ($`f=0`$) for the case of $`\epsilon =1/6`$. We especially focus on the density profile. The density profile of the adiabatic solution within the shock radius $`r_s`$ agrees quite well with the N-body results for CDM halos (see Fig. 1). The adiabatic solution is well-fit, for example, by an NFW profile with concentration parameter $`3c_{NFW}4`$ (i.e. fractional deviation $`\mathrm{\Delta }17\%`$ for $`0.014r/r_{200}r_s/r_{200}`$, where $`r_{200}`$ is the NFW profile radius within which $`\rho =200\rho _b`$, and $`r_s0.6r_{200}`$). The inner density slope of the similarity solution for $`4\times 10^3r/r_{200}1.4\times 10^2`$ is -1.27, which is between -1 (NFW) and -1.5 (Moore profile). A natural question is then: why does this adiabatic solution for $`\epsilon =1/6`$ match the CDM N-body halos so well?

The theory of structure formation from density peaks in the Gaussian random noise distribution of initial density fluctuations gives an interesting clue to this correspondence. According to Hoffman & Shaham (1985), local maxima of Gaussian random fluctuations in the density can serve as the progenitors of cosmological structures. For a power-law power spectrum of initial fluctuations, $`P(k)k^n,`$ the initial density profile can be approximated as $`\frac{\delta \rho }{\rho }r^\kappa ,`$ where $`\kappa =3\epsilon =n+3`$. The value $`\epsilon =1/6`$ corresponds to $`\kappa =1/2,`$ or $`n=2.5`$, while $`n=2.5`$ roughly corresponds to galaxy-mass structures in CDM, as shown in Fig. 2.

## V SELF-SIMILAR SIDM HALOS ($`\epsilon =1/6`$; WITH CONDUCTION)

We find that different similarity solutions of SIDM halos arise for different values of the collisionality parameter, $`Q\sigma \rho _br_s`$. The dimensionless $`Q`$ is closely related to $`P\sigma \rho v_{rel}\mathrm{\Delta }t`$, the number of collisions each particle experiences during a time $`\mathrm{\Delta }t`$ in a local density $`\rho `$ with relative velocity $`v_{rel}`$, sometimes used elsewhere to parameterize the collisionality of SIDM particles (Davé et al. 2001). Roughly speaking, high $`Q`$ means high collision rate. We also find that there are two different regimes: the low-$`Q`$ regime and the high-$`Q`$ regime.

In the low-$`Q`$ regime, the collision mean free path in the core is larger than the size of the halo. In this regime, the flattening of the core density profile increases as $`Q`$ increases (see Fig. 3). As $`Q`$ increases, that is, the central density is lower and the core radius is larger.

In the high-$`Q`$ regime, the mean free path in the core region is smaller than the size of the halo. The flattening of the core density profile decreases as $`Q`$ increases, because the mean free path decreases (diffusion limit). As $`Q`$ increases in this regime, therefore, the core density increases and the core radius shrinks (see Fig. 4). The limiting case of $`Q=\mathrm{}`$ corresponds to the solution with no conduction, which agrees with N-body simulations with infinite cross-section (Yoshida et al. 2000a; Moore et al. 2000). In this limit of maximal collisionality, the nonadiabatic solution approaches the adiabatic solution (see Figs. 3 and 4).

An important aspect of this self-similar solution is that halo cores never enter the gravothermal catastrophe phase, because cosmological infall causes kinetic energy to be pumped continuously into the core to prevent it. As a result, cores grow as a fixed fraction of the shock radius. As mentioned in Section IV, the particular value of $`\epsilon =1/6`$ adopted here to make the evolution of SIDM halos self-similar (which, therefore, precludes core collapse), is natural for galaxy formation in a CDM universe, as can be understood in the context of the growth of density peaks. According to this theory, the average initial density profile responsible for the formation of individual galaxy-mass halos in the CDM model corresponds to a value of $`n_{eff}`$ which is not far from $`2.5`$, the value required to make $`\epsilon =1/6`$. As such, the self-similar behavior reported here for SIDM halos may be a realistic approximation for galactic halos. If the infall rate which builds an individual galactic halo eventually tapers off at late times, however, as reported for N-body simulations by Wechsler et al. (2002), this will break the condition necessary for SIDM self-similarity and may allow gravothermal catastrophe to proceed.

## VI THE ALLOWED RANGE OF SCATTERING CROSS - SECTION FOR AN SIDM UNIVERSE

In a particular universe, we can relate $`\sigma `$ to $`Q`$ if we know the typical formation epochs for halos of different masses, according to the Press-Schechter formalism. We find that a relatively narrow range of Q values,

$$Q[0.623.6]\times 10^5\left(\frac{h}{0.70}\right)\left(\frac{\sigma }{5.6cm^2g^1}\right),$$
(9)
characterizes the entire range of halo masses from dwarf-galaxy-mass to cluster-mass, in the currently-favored $`\mathrm{\Lambda }`$CDM universe. We also find

$$Q[1.56.1]\times 10^5\left(\frac{h}{0.70}\right)\left(\frac{\sigma }{5.6cm^2g^1}\right)$$
(10)
for a flat, cluster-normalized, matter-dominated CDM (i.e. SCDM) universe (See Fig. 5).

The range $`\sigma =[0.56\mathrm{\hspace{0.17em}5.6}]cm^2g^1`$ is the preferred range of the scattering cross section found by cosmological N-body simulations for the $`\mathrm{\Lambda }`$CDM universe to match observed galactic rotation curves (e.g. Davé et al. 2001). The above relation (equ. ) with $`h=0.7`$ then yields $`Q=[6.2\times 10^7\mathrm{\hspace{0.17em}3.6}\times 10^5]`$ for the $`\mathrm{\Lambda }`$CDM universe, which is in the low-$`Q`$ regime. The same profile shapes will occur in SCDM for the same Q-values. If we apply this low-$`Q`$ solution to SCDM with $`h=0.70`$, using equation (10), we get $`\sigma =[0.23\mathrm{\hspace{0.17em}3.3}]cm^2g^1`$.

As shown in Section V, there also exist high-$`Q`$ solutions which yield profiles which are quite similar to the low-$`Q`$ solutions which produce observationally acceptable soft cores. We find that $`Q=[1.37\times 10^2\mathrm{\hspace{0.17em}1.7}\times 10^1]`$ in the high-$`Q`$ regime produces profiles like those in the low-$`Q`$ regime for $`Q=[6.2\times 10^7\mathrm{\hspace{0.17em}3.6}\times 10^5]`$. From the relationship between $`\sigma `$ and $`Q`$ (equs.  and ), we predict that $`\sigma =[1.2\times 10^42.7\times 10^4]cm^2g^1`$ can also produce acceptable soft cores, therefore, for $`\mathrm{\Lambda }`$CDM, while the corresponding $`\sigma `$ for SCDM will be about $`[5.11\times 10^31.56\times 10^4]cm^2g^1`$.

## VII CONCLUSION

We have found similarity solutions which allow us to describe the dynamical origin and evolution of SIDM halos in a fully cosmological context, analytically, for the first time. Our solutions are based upon fluid-like conservation equations which can be derived by taking moments of the Boltzmann equation, assuming that the particle velocity distribution inside virialized halos is approximately isotropic, as CDM N-body simulations suggest. Our solutions confirm and explain the results of N-body simulations which have attempted to incorporate the collisional effects of SIDM numerically within the CDM model and allow us to extend and generalize those results to a much wider range of parameters and scales than has so far been simulated. Along the way, we have also found a similarity solution for the adiabatic case of standard CDM (i.e. with no SIDM self-interaction) which serves to derive analytically the halo profile of CDM halos found previously by N-body simulation (i.e. intermediate between NFW and Moore profiles), as a product of self-similar cosmological infall.

As seen in our similarity solutions, cosmological infall can affect the dynamics of virialization significantly. In the context of hierarchical clustering, in fact, the collapse of halo cores previously predicted for $`isolated`$ SIDM halos is entirely prevented by cosmological infall, according to these similarity solutions. For realistic mass accretion histories in a CDM universe, therefore, SIDM core collapse will be delayed until this infall becomes negligible. Accordingly, previous analyses (Burkert 2000; Balberg, Shapiro & Inagaki 2002) which predict core collapse in a Hubble time should be re-examined.

By considering the full range of collisionality from $`Q=0`$ to $`Q=\mathrm{}`$, we have discovered that the low-$`Q`$ regime which has been found previously by N-body simulation to produce observationally acceptable soft cores is not unique. We predict that a cross-section of the order of $`10^4cm^2g^1`$ can also produce acceptable soft cores, in addition to the regime of smaller cross-section previously identified. Therefore, we suggest that cosmological N-body simulations be performed which incorporate SIDM particles with $`\sigma =[5\times 10^35\times 10^4]cm^2g^1`$ to explore this possibility further.

In reality, the mass accretion rates of CDM halos in N-body simulations are found to depart from the self-similar values over time, declining at late times rather than growing (Wechsler et al. 2002). We have accordingly begun to study the evolution of SIDM halos with a more realistic infall, using a 1-D, spherical hydrodynamics code, and will describe those results elsewhere (Ahn and Shapiro, in preparation).

This work was partially supported by NASA ATP Grant NAG5-10825 and Texas Advanced Research Program Grant 3658-0624-1999.

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text:
# Vortices, Confinement and Higgs fields 11footnote 1Talk presented by Manfried Faber at the 5th International Conference “Quark confinement and the hadron spectrum”, Gargnano, Garda Lake, 10-14 September 2002. This work is supported in part by Fonds zur Förderung der Wissenschaftlichen Forschung P11387-PHY.

## 1 Review of the vortex mechanism of quark confinement

In the early days of QCD some people argued that quarks are confined due to the non-abelian nature of gauge-fields leading to attraction between flux-lines. But the abelian U(1) lattice gauge theory in four dimensions has also a confining phase. Therefore, it seems more reasonable to argue that the QCD vacuum is non-trivial, a condensation of topological objects which expel the color electric flux of test charges $`Q`$.

We have therefore to answer the question which type of large scale topological fluctuations determines the infrared behavior of the $`Q\overline{Q}`$-potential. To find an appropriate reply we have to specify more exactly which charges are confined in an SU(N) gauge theory. A fast first answer, SU(N) color charges, is not correct since adjoint charges are not confined, they are screened by the confining medium. Dual superconductor models derive from the confinement mechanism of U(1) that all abelian charges are confined. But we know that charges with N-ality zero are screened. Finally, we can conclude that charges with non-vanishing N-ality are confined and N-ality zero loops are not disordered. In the infrared the asymptotic string tension depends only on the N-ality of the charges.

The only known large-scale fluctuation with the required disordering of loops are vortices, magnetic flux lines which carry a flux corresponding to the center of the gauge group.

The idea that the relevant degrees of freedom are thick center vortices appeared in the late 1970’s . These spread out vortices have the topology of closed tubes in three-dimensional space and closed two-dimensional world-surfaces in four-dimensional space-time. They cost very little action and disorder the Wilson loop at large scales. By a very simple argument the area law for N-ality $`0`$ Wilson loops follows from fluctuations in the number of vortices piercing the loop.

Due to the lack of an identification method for vortices almost nothing has been done, with one notable exception , with the vortex idea since the early 1980’s, the dawn of Monte Carlo lattice gauge simulations. Within the dual superconductor model of confinement appropriate methods of Abelian projection were invented . This led to the idea to identify vortices by similar methods  and to develop the vortex picture into a quantitative tool222In the following we discuss only the case of the SU(2) gauge group, although the methods were also applied to SU(3).. It was suggested to identify vortices by maximal center gauge in a two step process, first fixing with an over-relaxation procedure to adjoint Landau gauge, maximizing

$`{\displaystyle \underset{x,\mu }{}}\left|\mathrm{T}r[U_\mu (x)]\right|^2\mathrm{or}{\displaystyle \underset{x,\mu }{}}\mathrm{T}r[U_\mu ^A(x)]`$ (1)
and then to project the links $`U_\mu (x)`$ to the nearest center element (center projection). The physical interpretation of this procedure is finding the best fit of the link configuration by an ensemble of thin center vortices (P-vortices).

This method to identify vortices in Monte-Carlo configurations led to some very interesting findings concerning the confining properties:

* P-vortices locate thick center vortices: Vortex limited Wilson loops $`W_n(C)`$, the subensemble of full (unprojected) Wilson loops which are pierced by $`n`$ P-vortices, approach asymptotically for large loops $`W_n(C)/W_0(C)=(1)^n`$.
* Center dominance: The projected string tension is close to the asymptotic string tension $`\sigma `$ of full lattice configurations $`\chi _{cp}(R,R)\sigma (R2)`$.
* Precocious linearity: Projected Creutz ratios are approximately constant starting from small distances.
* The vortex density shows asymptotic scaling.
* The removal of center vortices destroys confinement.
* Thick vortices lead to approximate Casimir scaling of higher-representation potentials at intermediate distances.
* Center vortices explain screening of adjoint charges at large distances.
* The deconfinement transition can be understood as percolation/depercolation transition.
* Confinement disorder is center disorder.

By the idea that monopoles are located on vortices  the vortex picture has some relation to the dual superconductor picture of confinement. In general vortex surfaces are composed of patches with different orientation. The lines where the orientation switches can be associated with monopole trajectories. In abelian projection vortices are chains of monopoles alternating with antimonopoles. For thick vortices covering the full gauge group SU(2), not only an abelian subgroup, it turns out that the position of monopole lines depends on the choice of the U(1) subgroup. A symmetric version of such a thick symmetric spherical vortex is depicted in Fig. 1 after center projection (sphere). The position of monopole world-lines (circles) depends on the type of abelian projection.

Vortices were originally intended to explain the confining properties of QCD, but their presence is also correlated with topological properties of the QCD vacuum. Removing center vortices from lattice configurations brings them into the zero topological-charge sector . Engelhardt and Reinhardt  suggested to determine the topological charge of a field configuration from P-vortices by counting the contributions from singular points. This includes self-intersections of the vortex surface and other points with pairs of plaquettes spanning all four space-time directions, the so called twisting points. The orientation of the vortex surface, encoded in the sign of the field strength, enters into the definition of the topological charge. In realistic field configurations twisting points turn out to be far more important than self-intersection points . Before the topological charge can be extracted from Monte-Carlo configurations ambiguities must be resolved which would not appear in continuous space-time, e.g. vortices intersect on lattices in general along lines. Further, UV-artifacts must be removed by a smoothing or blocking algorithm.

Maximal center gauge has been the subject of a debate concerning large Gribov copy effects. It turned out that the over-relaxation procedure, used for maximizing the gauge fixing functional (1), was more essential than originally intended  since closer numerical scrutiny has indicated that the highest maxima of the gauge fixing functional may not be the best . This actually is not entirely surprising in view of the continuum limit of the maximal center gauge , which always leads to a trivial field configuration with no vortex content. This problem can be solved using Laplacian center gauges . They improve the criteria how to get the best fit of the unprojected configuration by thin center vortices.

A further interesting question concerns the reaction of vortices to charged matter fields. This issue will be discussed in the next section.

## 2 P-vortices in the SU(2)-Higgs system

In the presence of charges in the fundamental representation, i.e. with color spin $`1/2`$, one expects the breakdown of the confinement potential at large distances. This screening effect and its relation to the vortex picture can be studied for dynamical fermion fields or for bosonic fields, as in our case. The lattice action for an SU(2) gauge system interacting with a fundamental Higgs field is given by

$`S`$ $`=`$ $`S_W+{\displaystyle \underset{x}{}}\left(\mathrm{\Phi }^{}(x)\mathrm{\Phi }(x)+\lambda \left(\mathrm{\Phi }^{}(x)\mathrm{\Phi }(x)1\right)^2\right)`$
$`\kappa {\displaystyle \underset{\mu ,x}{}}\left(\mathrm{\Phi }^{}(x)U_\mu (x)\mathrm{\Phi }(x+\widehat{\mu })+\mathrm{cc}\right)`$
$`S_W`$ $`=`$ $`\beta {\displaystyle \underset{\mu <\nu ,x}{}}\left(1{\displaystyle \frac{1}{3}}\mathrm{Re}\mathrm{Tr}U_{\mu \nu }(x)\right),`$ (2)
where $`S_W`$ is the usual Wilson plaquette action. $`\mathrm{\Phi }`$ is a complex two-component field representing the massive scalar field in the fundamental representation.

Screening effects by fermions were first studied by the Vienna lattice group, in the beginning of nineties . It was possible to show fermionic screening on rather small lattices at finite temperature even on a small workstation. On the other hand for many years large scale computations were not able to detect screening in zero-temperature calculations . This was explained by the difficulty to detect the asymptotic time behavior of Wilson loops. Güsken  suggested to do coupled channel calculations including the time evolution of single dynamical charges. This program was realized in Higgs models by  and for fermions by .

String breaking in the 3D Abelian Higgs model was discussed within the monopole mechanism for confinement by  and in 3D Z2 gauge theory in . In this report we study the influence of fundamental Higgs field on vortices and relate their behavior to measurements of Wilson loops and Polyakov loops. Related calculations were recently reported by Langfeld .

One could expect screening of test charges in the gauge-Higgs system if vortices split in separated pieces and vortices pierced the Wilson loop in pairs. To get an impression of the effect of Higgs fields on vortices we measure Wilson loops and vortex densities after center projection in MCG fixed via over-relaxation. This method is known to reproduce the asymptotic string tension for the pure gauge system up to a few percent. In Fig. 2 we show scans of the center projected Creutz ratios $`\chi (2,2)`$ varying the gauge-Higgs coupling $`\kappa `$ for various values of $`\beta `$ at $`\lambda =0.5`$ for an $`8^4`$-lattice. The result is in agreement with measurements of unprojected Creutz ratios: For low values of $`\kappa `$ the Higgs field has little influence. Further, projection does not affect the critical values of $`\kappa `$ for the transition to the Higgs-“phase”333Since there is an analytic connection between “confined” and Higgs-“phase” we put phase in quotation marks.. Around a $`\beta `$-dependent critical $`\kappa `$ the unprojected and projected Creutz ratios drop rapidly to zero.

Fig. 3 shows the density of vortex plaquettes for the same region of couplings. Obviously, this number behaves as expected from the measurement of Creutz ratios. Below the transition to the Higgs-“phase” the density of vortex plaquettes is practically independent of $`\kappa `$. Furthermore, in this region we find only one large vortex which extends over the whole lattice. We see no indication for the “expected” splitting of vortices. This is in good agreement with the results on Creutz ratios, but to explain screening at large distances within the vortex picture another mechanism seems required. Such a mechanism should be compatible with the difficulties to detect screening with Creutz ratios. At the transition to the Higgs-“phase”, the vortex density vanishes as do the Creutz ratios. The vortex picture of quark confinement turns again out to be compatible with Wilson loop measurements.

As mentioned above there is a clear signal for string breaking between static charges at finite temperature. It is interesting to see whether string breaking can also be detected with vortices. In Fig. 4 we compare the expectation values of unprojected Polyakov loops

$`L:=\underset{V\mathrm{}}{lim}{\displaystyle \frac{1}{V}}{\displaystyle \underset{\stackrel{}{r}}{\overset{V}{}}}{\displaystyle \underset{t=1}{\overset{N_t}{}}}U_4(\stackrel{}{r},t)=e^{F(Q)/T}`$ (3)
at $`\beta =2.25`$ in the pure gluonic system $`\kappa =0`$ and in the gauge-Higgs system at $`\kappa =0.25`$ below the transition to the Higgs-“phase”. In the pure gluonic system $`L`$ approaches $`0`$ for large volumina $`V`$. A single test charge violates Gauß’s law and cannot exist in a confined medium. For $`\kappa >0`$ the test charge can be screened by fundamental Higgs charges and gets a finite free energy $`F`$. Lattice sizes in Fig. 4 are varied between $`4\times 8^3`$ to $`4\times 24^3`$. In the same figure we show the values of the Polyakov loops which we get after MCG and center projection, see also  for the pure gauge case. They behave in the same way as in the unprojected configuration. The absolute values of projected Polyakov loops differ from the full loops since the projection procedure removes the short range fluctuations of the gluon field. Long range physics is unchanged as one can see from the ratio of projected to unprojected Polyakov loops which is almost independent of the investigated volumina, as can also be seen in Fig. 4.

The influence of the Higgs-field on the gauge field can be discussed in unitary gauge, where the color-spin up components of the Higgs field are rotated to real positive values. The gauge-Higgs coupling leads in this gauge to a polarization of links. With increasing $`\kappa `$ links with positive traces dominate over those with negative traces which may lead to the finite values of $`L`$. After center projection there is still a Z(2)-symmetry which is left unfixed. This gives the possibility to fix to a unitary-Z(2) gauge, where the real parts of the color-spin up components of the Higgs field is chosen positive. In this gauge the fraction of links with non-trivial center elements (negative links) is equilibrated for $`\kappa =0`$ and is suppressed for finite $`\kappa `$ as can be seen in Fig. 5. This indicates that the influence of the Higgs field is not destroyed by our gauge fixing procedure.

## 3 Conclusion

One of the main aims of present day lattice investigations is to obtain a consistent picture of the QCD vacuum. During the last years, the vortex picture turned out to be a good candidate for that. In this picture the QCD vacuum is non-trivial, it is a condensate of thick random vortices with color structure. These vortices can be identified in lattice Monte-Carlo configurations in an appropriate gauge, like maximal center gauge. Center projection of the field configurations corresponds to a compression of the flux into quantised tubes. Thick vortices explain the confining properties of the QCD vacuum and there is also evidence that vortices encode the topological properties of the gauge field.

As shown in this talk the behavior of vortices is also in good agreement with the behavior of gluonic observables in the gauge-Higgs system. At zero temperature and below the transition to the Higgs-“phase” an influence of the structure of P-vortices from the gauge-Higgs coupling could not be detected. This explains within the vortex picture the problems to prove fermionic screening with Wilson loops. At finite temperature vortices reproduce the gluonic screening of static color charges very well.

## Acknowledgments

We are grateful to Nora Brambilla and Giovanni Prosperi for the invitation to present our results at this stimulating meeting. We thank to Jeff Greensite and Štefan Olejník for the cooperation concerning the SU(2)-Higgs system and the critical reading of the manuscript, and to Michael Engelhardt for the collaboration concerning the topological susceptibility from vortices.