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# Bicanonical and adjoint linear systems on surfaces of general type

## Introduction

Let $`S`$ be a complex minimal surface of general type. Since

$$K_S^2+1q(S)+p_g(S)2$$

the Riemann-Roch Theorem implies that $`p_2(S)2`$. If $`p_2(S)=2`$, the bicanonical map is composite with a pencil. It is the aim of this note, to give an alternative proof of the Theorem of G. Xiao, stating the converse.

###### Theorem 0.1 (Theorem 1 of ).

Let $`S`$ be a minimal projective surface of general type. Then the bicanonical map of $`S`$ is generically finite if and only if $`p_2(S)>2`$.

The proof of G. Xiao depends on his study of genus $`2`$ fibration over curves and on Horikawa’s classification of the possible degenerations. We choose a different approach, and we will deduce the Theorem from vanishing theorems for $``$-divisors, using in addition just some well known and fundamental properties of surfaces of general type.

We present such a new proof mainly as an interesting application of the $``$-divisor method used for similar problems in higher dimensional birational geometry (see for example ). Using more involved results on surfaces, there are other, slightly shorter proofs of Xiao’s Theorem.

In the last section, we show that adjoint linear systems $`|K_S+L|`$ on surfaces of general type can only be composite with a pencil of curves, if $`L`$ is a divisor with $`h^0(S,𝒪_S(L))2`$. We discuss some examples, showing that this bound is sharp. This result may be applied to study on 3-folds (see for example ).

For a linear system $`|L|`$ on a surface $`S`$ the induced rational map is denoted by $`\phi _L`$. The linear system is composite with a pencil of curves, if $`dim\phi _L(S)=1`$. The symbol $``$ stands for the numerical equivalence of divisors, whereas $``$ denotes the linear equivalence. $`K_S`$ denotes the canonical divisor, and if $`f:SB`$ is a surjective morphism, $`K_{S/B}=K_Sf^{}K_B`$. The base field is $``$.

## 1. Proof of Theorem 0.1

Recall the Kawamata-Viehweg vanishing theorem (see  or ).

###### Theorem 1.1 (see , p. 49).

Let $`X`$ be a smooth projective variety and $`L`$ a divisor on $`X`$. Assume that $`D`$ is an effective $``$-divisor with normal crossing supports such that one of the following holds true:

1. $`LD`$ is nef and big.
2. $`LD`$ is nef and $`\kappa (L\mathrm{}D\mathrm{})=dimX`$.

Then $`H^i(X,𝒪_S(K_X+L\mathrm{}D\mathrm{}))=0`$ for all $`i>0`$.

###### Remark 1.2.

As well known, on surfaces, one may apply the vanishing theorems without the assumption ”normal crossings”. In fact, if $`\tau :X^{}X`$ is a blowing up, with $`\tau ^{}D`$ a normal crossing divisor, then

$$R^i\tau _{}𝒪_X^{}(K_X^{}+\tau ^{}L\mathrm{}D^{}\mathrm{})=0,\text{ for }i>0,$$

and for $`i=0`$ it coincides with $`𝒪_X(K_X+L\mathrm{}D\mathrm{})`$ in codimension one. If $`X`$ is a surface, for $`i>0`$

$$0=H^i(X^{},𝒪_X^{}(K_X^{}+\tau ^{}L\mathrm{}D^{}\mathrm{}))$$

$$=H^i(X,\tau _{}𝒪_X^{}(K_X^{}+\tau ^{}L\mathrm{}D^{}\mathrm{}))=H^i(X,𝒪_X(K_X+L\mathrm{}D\mathrm{})).$$

We will also use the following simple observation, due to Xiao (see , Lemme 8).

###### Lemma 1.3.

Let $`S`$ be a minimal surface of general type with $`q(S)=0`$ and $`K_S^22`$. Let $`\theta `$ be a non-trivial invertible torsion sheaf on $`S`$. Then $`H^1(S,\theta )=0`$.

###### Proof.

There exists an étale cover $`\tau :TS`$ with $`\tau ^{}\theta =𝒪_T`$, hence $`\theta `$ is a direct factor of $`\tau _{}𝒪_T`$. Since $`K_S^222\chi (𝒪_S)`$ Corollary 5.8 of  implies that the fundamental group of $`S`$ is finite, hence the one of $`T`$ as well. Then both $`H^1(T,𝒪_T)`$ and $`H^1(S,\theta )`$ are zero. ∎

As a first step, let us reduce the proof of Theorem 0.1 to the case $`p_2(S)=3`$.

###### Proposition 1.4.

Let $`S`$ be a minimal smooth surface of general type. Then

1. the bicanonical map of $`S`$ is generically finite if $`p_2(S)4`$;
2. the linear system $`|2K_S|`$ is not composite with an irrational pencil of curves for $`p_2(S)=3`$.

###### Proof.

Suppose for some $`S`$ with $`p_2(S)2`$ the linear system $`|2K_S|`$ is composite with a pencil, or for $`p_2(S)=3`$ with an irrational pencil. Let $`\pi :S^{}S`$ be any birational modification such that $`|2\pi ^{}(K_S)|`$ defines a morphism $`\varphi _2^{}`$ and let $`B_2^{}`$ be its image. Consider the Stein factorization

$$\varphi _2^{}:S^{}\stackrel{𝑓}{}B_2B_2^{}.$$

For some fibres $`C_i`$ of $`f`$ and for a general fibre $`C`$. We may write

$$\pi ^{}(2K_S)\underset{i=1}{\overset{a}{}}C_i+Z_2aC+Z_2,$$

where $`Z_2`$ is the fixed part. By assumption on the the smooth curve $`B_2`$ the sheaf $`f_{}(𝒪_S^{}(2K_S^{}))`$ is invertible of degree $`a`$ and the space of its global sections is of dimension $`4`$, or of dimension $`3`$ if $`B_2^1`$. In both cases one finds $`a3`$.

Set $`G=\pi ^{}(K_S)\frac{1}{a}Z_2.`$ We have $`K_S^{}+\mathrm{}G\mathrm{}K_S^{}+\pi ^{}(K_S)`$ and

$$GC\frac{a2}{a}\pi ^{}(K_S)$$

is nef and big. Thus 1.1 implies that

$$|K_S^{}+\mathrm{}G\mathrm{}||_C=|K_C+D|,$$

for some divisor $`D=\mathrm{}G\mathrm{}|_C`$ of positive degree on the curve $`C`$. The genus of $`C`$ can not be zero or one, hence $`h^0(C,K_C+D)2`$. This implies that the morphism given by $`|K_S^{}+\pi ^{}(K_S)|`$ can not factor through $`f`$, a contradiction. ∎

###### Proposition 1.5.

Let $`S`$ be a smooth minimal surface of general type with $`p_2(S)=3`$. Assume that $`|2K_S|`$ is composite with a pencil of curves. Then

1. $`K_S^2=2`$ and $`p_g(S)=q(S)1`$.
2. $`|2K_S|`$ is composite with a rational pencil of curves of genus $`2`$.
3. $`|2K_S|`$ defines a morphism on $`S`$, i.e. the movable part of $`|2K_S|`$ is base point free.
4. Let $`E`$ be a component of the fixed part of $`|2K_S|`$. Then $`EK_S=0`$ and $`E`$ is a $`(2)`$ curve.

###### Proof.

Since $`p_2(S)=3`$ one has $`p_g(S)2`$. The Riemann-Roch theorem and the positivity of the Euler-Poincaré characteristic imply that

$$0<K_S^2=31+q(S)p_g(S)2.$$

By , Theorems 11 and 12, $`q(S)=0`$ if either $`K_S^2=1`$ or if $`K_S^2=p_g(S)=2`$. Hence in order to prove (i), one just has to exclude the case $`K_S^2=1`$, $`p_g(S)=1`$ and $`q(S)=0`$.

Since $`p_2(S)=3`$ Proposition 1.4 implies that $`|2K_S|`$ is composite with a rational pencil of curves. Let $`\pi :S^{}S`$ be again a minimal birational modification such that $`|2K_S^{}|`$ defines a morphism $`f:S^{}^1`$. The sheaf $`f_{}𝒪_S(2K_S)`$ is invertible of degree two, hence we may write

$$2K_S^{}2C^{}+Z_2^{}$$

for a general fibre $`C^{}`$ of $`f`$. Set $`C=\pi _{}(C^{})`$ and $`Z_2=\pi _{}(Z_2^{})`$, then $`2K_S2C+Z_2.`$

If $`K_S^2=1`$ one has $`C^2K_SC1`$. Since the genus of $`C`$ is at least two, $`K_SC+C^22`$, which implies $`K_SC=C^2=1`$ and $`K_S^2C^2=(K_SC)^2`$. By the Index Theorem $`K_SC`$. As shown in  or  the condition $`K_S^2=p_g(S)=1`$ implies that on $`S`$ numerical equivalence coincides with linear equivalence. Hence $`K_SC`$, a contradiction since $`p_g(S)h^0(S,𝒪_S(C))=2`$.

Up to now, we obtained (i). For (iii) suppose that $`\pi `$ can not be chosen to be an isomorphism, hence $`C^2>0`$. Then $`2=K_S^2K_SCC^2`$. On the other hand, the index theorem gives

$$K_S^2C^2(K_SC)^2.$$

Since $`K_SC+C^2`$ is even, one finds $`K_S^2=K_SC=C^2=2`$, hence $`K_SC`$, and $`Z_2=0`$.

Assume $`p_g(S)=1`$. Let $`D|K_S|`$ be the unique effective divisor. Then there are two fibers $`C_1^{}`$ and $`C_2^{}`$ of $`f`$ such that, for $`C_i=\pi (C_i^{})`$ one has $`2D=C_1+C_2`$. If $`C_1C_2`$, then the $`C_i`$ are both 2-divisible for $`i=1,2`$ and $`D2P`$, where $`P`$ is a divisor. This implies $`D^24`$, a contradiction. If $`C_1=C_2`$, then $`D=C_1`$ and thus $`h^0(S,𝒪_S(D))=2`$, again a contradiction.

Assume $`p_g(S)=0`$, hence $`q(S)=0`$. Then the sheaf

$$\theta =𝒪_S(K_SC)$$

is a non-trivial invertible torsion sheaf on $`S`$. The Riemann-Roch Theorem implies $`h^1(S,\theta )=1`$, contradicting Lemma 1.3.

So (iii) holds true and we may choose $`S^{}=S`$. Since for a general fibre $`C`$ of $`f`$ one has $`g(C)2`$ and $`K_SCK_S^2=2`$, one finds $`g(C)=2`$, and $`Z_2K_S=0`$. ∎

###### Proof of Theorem 0.1..

By 1.4 and 1.5 it remains to show, that there can not exist a surface with:

###### 1.6.

$`S`$ is a minimal surface of general type with $`p_2(S)=3`$, with $`K_S^2=2`$ and with $`p_g(S)=q(S)1`$. The bicanonical map is a genus two fibration $`f:S^1`$.

Writing again $`Z_2`$ for the fixed part of $`|2K_S|`$ and $`C`$ for a general fibre of $`f`$, one has $`2K_S2C+Z_2`$. Let $`Z_vZ_2`$ be the largest effective divisor contained in fibres of $`f`$, and $`Z_h=Z_2Z_v`$ the horizontal part of $`Z_2`$. In particular $`2CK_S=CZ_h=4`$. We will study step by step the divisors $`Z_v`$ and $`Z_h`$.

###### Claim 1.7.

The maximal multiplicity $`a`$ in $`Z_2`$ of an irreducible component is two.

###### Proof.

Suppose $`a>2`$, and denote by $`\mathrm{\Gamma }`$ the total sum of reduced components of multiplicity $`a`$ in $`Z_2`$. We may write

$$\mathrm{\Gamma }=\mathrm{\Gamma }_1+\mathrm{}+\mathrm{\Gamma }_s,$$

where the $`\mathrm{\Gamma }_i`$ are connected pairwise disjoint. 1.5, (iv), implies that each $`\mathrm{\Gamma }_i`$ is a connected tree of rational curves, thus 1-connected. We may replace $`2C`$ by the sum of two different general fibres of $`f`$, say $`C_1`$ and $`C_2`$. Then

$$K_S\frac{1}{a}C_1\frac{1}{a}C_2\frac{1}{a}Z_2$$

is nef and big, and 1.1 implies that

$$H^1(2K_S\mathrm{\Gamma }_1\mathrm{}\mathrm{\Gamma }_s)=H^1(2K_S+\mathrm{}\frac{1}{a}C_1\frac{1}{a}C_2\frac{1}{a}Z_2\mathrm{})=0.$$

Thus we have a surjective map

$$H^0(S,2K_S)H^0(\mathrm{\Gamma }_1,𝒪_{\mathrm{\Gamma }_1})\mathrm{}H^0(\mathrm{\Gamma }_s,𝒪_{\mathrm{\Gamma }_s})=\stackrel{s}{},$$

contradicting $`\mathrm{\Gamma }Z_2`$. ∎

###### Claim 1.8.

The horizontal part $`Z_h`$ of $`Z_2`$ is either reduced, or $`Z_h=2H`$ for an irreducible (-2) curve $`H`$.

###### Proof.

If not, there is an irreducible curve $`H_1`$ with $`Z_h2H_10`$. By 1.7 the multiplicities occurring in $`Z_2`$ are at most $`2`$, and $`Z_hC=4`$ implies that either $`Z_h2H_1=2H_2`$ for a reduced $`(2)`$-curve $`H_2`$, or $`Z_h2H_1`$ is reduced. Let us write $`H_2=0`$ in the second case, such that in both cases

$$\frac{1}{2}Z_h\mathrm{}\frac{1}{2}Z_h\mathrm{}+H_20.$$

Consider the effective $``$-divisor $`G=\frac{1}{2}(Z_2H_2)`$. Obviously

$$K_SGC+\frac{1}{2}H_2$$

is nef. On the other hand,

$$2(K_S\mathrm{}G\mathrm{})2C+Z_h2\mathrm{}\frac{1}{2}Z_h\mathrm{}+2H_2$$

is big. By the vanishing theorem 1.1, we have

$$H^1(S,2K_S\mathrm{}G\mathrm{})=0.$$

The divisor $`\mathrm{}G\mathrm{}H_1`$ is again the sum over reduced connected trees $`\mathrm{\Gamma }_i`$ of $`(2)`$-curves, say

$$\mathrm{}G\mathrm{}=\mathrm{\Gamma }_1+\mathrm{}+\mathrm{\Gamma }_s.$$

Thus we have a surjective map

$$H^0(S,2K_S)H^0(\mathrm{\Gamma }_1,𝒪_{\mathrm{\Gamma }_1})\mathrm{}H^0(\mathrm{\Gamma }_s,𝒪_{\mathrm{\Gamma }_s})=\stackrel{s}{},$$

contradicting $`0<2\mathrm{}G\mathrm{}2GZ_2`$. ∎

###### Claim 1.9.

$`Z_h`$ is either the sum of $`4`$ disjoint sections of $`f`$ or twice an irreducible curve $`H`$. Moreover $`Z_v=0`$ in both cases.

###### Proof.

If $`Z_h=2H`$ for an irreducible curve $`H`$, one has $`Z_h^2=8`$. Otherwise 1.8 only leaves the possibility $`Z_h=H_1+\mathrm{}+H_t`$, for $`t4`$. In this case, $`Z_h^22t8`$, and $`Z_h^2=8`$ if and only if $`t=4`$ and $`H_iH_j=0`$ for $`ij`$. The inequality

(1.9.1)
$$0=2K_SZ_h=8+Z_vZ_h+Z_h^2,$$

implies $`Z_h^28`$, and we obtain the first part of 1.9.

In both cases (1.9.1) is an equality, hence $`Z_vZ_h=0`$. Finally the equality

$$0=2K_SZ_v=2CZ_v+Z_v^2+Z_vZ_h$$

implies $`Z_v^2=0`$ and by the Index theorem $`Z_v0`$. Since $`Z_v0`$ one finds $`Z_v=0`$. ∎

###### Claim 1.10.

In 1.9 the case $`Z_h=2H`$ does not occur, and

$$Z_h=H_1+\mathrm{}+H_4$$

implies $`p_g(S)=q(S)=0`$.

###### Proof.

Assume that $`p_g(S)=1`$, and let $`D`$ denote the effective canonical divisor. Then $`2D=C_1+C_2+Z_h`$ for fibres $`C_i`$ of $`f`$. First of all this implies that the multiplicity of $`Z_h`$ is divisible by $`2`$, hence $`Z_h=2H`$, and $`C_1+C_2`$ must be divisible by $`2`$, as well. Since for any divisor $`B`$ the intersection number $`B^2+BK_S`$ must be even, and since $`C_iK_S=2`$ the fibres $`C_i`$ can not be divisible by two. Hence $`C_1=C_2`$ and $`D=C_1+H`$, a contradiction since $`p_g(S)<h^0(S,𝒪_S(D))=2`$.

If $`p_g(S)=0`$, then by 1.5 (i) $`q(S)=0`$. In case $`Z_h=2H`$ one finds $`K_SC+H`$ and $`\theta =𝒪_S(K_SCH)`$ is a $`2`$-torsion sheaf. The Riemann-Roch Theorem implies that $`h^1(S,\theta )=1`$, contradicting 1.3. ∎

It remains to exclude the existence of a surface with:

###### 1.11.

$`S`$ is a minimal surface of general type, $`f:S^1`$ the bicanonical map and for a fibre $`C`$ of $`f`$ and for pairwise disjoint $`(2)`$ curves $`H_1,\mathrm{},H_4`$

$$2K_{S/^1}=6C+H_1+\mathrm{}+H_4.$$

Let us write $`H=H_1+\mathrm{}+H_4`$. On some open dense subset $`U^1`$ there is a natural involution $`\iota `$ on $`f^1(U)`$ with quotient $`f^1(U)^1\times U`$. Since $`S`$ is minimal $`\iota `$ extends to an involution on $`S`$, denoted again by $`\iota `$. The equality

$$0=2K_S\iota (H_i)=2C\iota (H_i)+(H_1+H_2+H_3+H_4)\iota (H_i)$$

implies that $`\iota (H_i)\{H_1,H_2,H_3,H_4\},`$ hence $`\iota (H)=H`$. For $`U`$ small enough, each effective bicanonical divisor of $`f^1(U)`$ is the pullback of a divisor on $`^1\times U`$, hence none of the $`H_i`$ can be fixed under $`\iota `$. Renumbering we may assume that $`\iota (H_1)=H_2`$ and $`\iota (H_3)=H_4`$.

Let $`E`$ be any $`(2)`$-curve on $`S`$, not equal to one of the $`H_i`$. The equality

$$0=2K_SE=2CE+(H_1+H_2+H_3+H_4)E$$

implies that $`H_iE=0`$ for all $`i`$. Hence $`E`$ is a component of a fibre not meeting the $`H_i`$.

On the other hand let $`E`$ be any component of a fibre of $`f`$. If $`E`$ does not meet $`H`$, then $`EK_S=0`$, hence $`E`$ is a $`(2)`$-curve.

The morphism $`\delta :SS^{}`$ to the relative minimal model contracts exactly the $`(2)`$ curves of the fibres. Hence all fibres of $`f^{}:S^{}^1`$ are reduced and all of their components $`E^{}`$ meet $`H^{}=\delta (H)`$. Moreover the intersection number $`EK_S=EH`$ on $`S`$ is even. So the reducible fibres of $`f^{}`$ have at most two components $`E_1^{}`$ and $`E_2^{}`$, both meeting $`H^{}`$ in two points. The components $`E_1^{}`$ and $`E_2^{}`$ need not be Cartier divisors. However $`E_1^{}+E_2^{}`$ is Cartier, as well as the images $`H_i^{}`$ of the $`H_i`$.

We write $`\iota ^{}`$ for the automorphism of $`S^{}`$ induced by $`\iota `$. Since $`p_g(S)=q(S)=0`$ the direct image $`f_{}𝒪_S(K_{S/^1})=𝒪_^1(1)^2`$. Consider the restriction map

$$\eta :f_{}^{}{}_{}{}^{}𝒪_S^{}(K_{S^{}/^1})=𝒪_^1(1)^2𝒪_{H_1^{}}(2)=𝒪_{H_i}(K_{S^{}/^1}H_1^{}).$$

Since $`𝒪_C(K_C)`$ is generated by global sections $`\eta `$ is non-zero, hence its kernel is isomorphic to $`𝒪_^1(ϵ)`$, for $`ϵ=0`$ or $`1`$. Let $`\sigma ^{}`$ be a general section of $`\mathrm{Ker}(\eta )`$, and let $`\sigma `$ be the induced section of $`𝒪_S^{}(K_{S^{}/^1})`$. By construction $`H_1^{}`$ lies in the zero-locus $`B`$ of $`\sigma `$. For some open dense $`U^1`$ the divisor $`B|_{f_{}^{}{}_{}{}^{1}(U)}`$ is invariant under $`\iota ^{}`$. Then the section $`\sigma `$ is zero on $`H_1^{}+H_2^{}`$. Altogether we found an effective Cartier divisor $`D^{}`$ with

$$ϵC+H_1^{}+H_2^{}+D^{}K_{S^{}/^1}.$$

By construction $`D^{}`$ does not contain a whole fibre. So it is concentrated in the reducible fibres of $`f^{}`$. Let $`f_{}^{}{}_{}{}^{1}(p)=E_1^{}+E_2^{}`$ be one of such fibres, and let $`\alpha _1E_1^{}+\alpha _2E_2^{}`$ be the part of $`D^{}`$ concentrated in $`f_{}^{}{}_{}{}^{1}(p)`$. Then one of the $`\alpha _i`$ must be zero, say $`\alpha _1`$, hence $`\alpha _2>0`$.

The divisor $`\iota _{}^{}{}_{}{}^{}(\alpha _2E_2^{})`$ is the part of $`\iota _{}^{}{}_{}{}^{}(D^{})`$ lying in $`f_{}^{}{}_{}{}^{1}(p)`$. If $`\iota _{}^{}{}_{}{}^{}(E_2^{})=E_1^{}`$

$$\alpha _2E_2^{}\iota _{}^{}{}_{}{}^{}(\alpha _2E_2^{})=\alpha _2E_2^{}\alpha _2E_1^{}$$

is the part concentrated in $`f_{}^{}{}_{}{}^{1}(p)`$ of a divisor, linear equivalent to zero. Then the same holds true for

$$\alpha _2\delta ^{}(E_2^{})\alpha _2\delta ^{}(E_1^{}).$$

Obviously this is not possible, hence $`E_i^{}`$ is invariant under $`\iota ^{}`$.

We may assume that $`E_1^{}H_1^{}\mathrm{}`$. The component $`E_1^{}`$ meets exactly one of the other $`H_i^{}`$, and being invariant under $`\iota ^{}`$, this can only be $`H_2^{}`$. Write $`D=\delta ^{}(D^{})`$ and $`E_i`$ for the proper transform of $`E_i^{}`$. If $`D^{}`$ contains $`E_2^{}`$, it can not contain $`E_1^{}`$, hence $`D`$ does not contain $`E_1`$. Since

$$ϵC+H_1+H_2+DK_{S/^1}$$

one finds $`1=E_1K_{S/^1}E_1(H_1+H_2)=2`$, obviously a contradiction. So $`D^{}`$ only contains components of reducible fibres meeting $`H_1^{}`$ and $`H_2^{}`$ but neither $`H_3^{}`$ nor $`H_4^{}`$. So $`DH_3=0`$ and

$$H_3(ϵC+H_1+H_2+D)=ϵ<H_3K_{S/^1}=2,$$

a contradiction. ∎

## 2. Adjoint linear systems

Let $`S`$ be a surface of general type, not necessary minimal, and let $`L`$ be a divisor on $`S`$. There are few criteria known, which imply that $`\phi _{K_S+L}`$ is generically finite, though the linear system $`|K_S+L|`$ quite well understood (see for instance  and ).

By , for a surface $`S`$ of general type with $`q(S)3`$ the map $`\phi _{K_S}`$ is generically finite, hence the same holds true for $`\phi _{K_S+L}`$ whenever $`L0`$. We will prove here

###### Proposition 2.1.

Let $`S`$ be a smooth projective surface of general type and let $`L`$ be an effective divisor on $`S`$ with $`h^0(S,𝒪_S(L))>2`$. Then $`\phi _{K_S+L}`$ is generically finite.

If $`h^0(S,𝒪_S(L))=2`$ obviously $`|L|`$ is composite with a pencil. The method used to prove 2.1 will also show:

###### Addendum 2.2.

Assume in 2.1 that $`h^0(S,𝒪_S(L))=2`$. Then $`\phi _{K_S+L}`$ is generically finite, except possibly in one of the following cases:

1. $`p_g(S)=0`$ and $`|L|`$ is composite with a rational pencil of hyperelliptic curves.
2. $`0<q(S)2`$ and $`|L|`$ is composite with a rational pencil of curves of genus $`g=q(S)+1`$.

The next two examples shows that the exceptional cases 2.2, (a) and (b), really occur.

###### Example 2.3.

In , p. 46 - 49, one finds an example of a surface $`S`$ of general type with $`p_g(S)=q(S)=0`$ and $`K_S^2=2`$, having a pencil $`f:S^1`$ of curves of genus $`2`$. If $`C`$ denotes a general fibre, then

$$H^0(S,𝒪_S(K_S+C))=H^0(C,𝒪_C(K_C))=^2,$$

and $`|K_S+C|`$ is composite with a rational pencil of genus $`2`$ curves.

###### Example 2.4.

Let $`C`$ be a smooth curve of genus 2, and let $`\theta `$ be an invertible $`2`$-torsion sheaf on $`C`$, with $`\theta 𝒪_C`$. For $`T=^1\times C`$ let $`p_1:T^1`$ and $`p_2:TC`$ be the projections. For $`a3`$ consider

$$\delta =p_1^{}(O(a))p_2^{}(\theta ).$$

Since $`\delta ^2𝒪_T(D)`$ for a non-singular divisor $`D`$, one obtains a smooth double cover $`\pi :ST`$ with

$$\pi _{}𝒪_S(K_S)=𝒪_T(K_T)𝒪_T(K_T)\delta .$$

It is easy to see that $`S`$ is a minimal surface of general type, and that $`|K_S|`$ is composite with a pencil of curves of genus $`3`$. In fact $`\phi _{K_S}`$ coincides with $`f=p_1\pi `$. For a general fiber $`C`$ of $`f`$, choose $`L=C`$. Then $`h^0(S,𝒪_S(L))=2`$, but $`|K_S+L|`$ is composite with the same pencil as $`|K_S|`$.

Note that $`f`$ is an isotrivial family of curves of genus $`3`$, that

$$f_{}𝒪_S(K_S)=𝒪_^1(a2)𝒪_^1(2)^2,$$

and that $`q(S)=2`$.

In Examples 2.3 and 2.4 the divisor $`L`$ is nef, but not big.

###### Question 2.5.

Does there exists a minimal surfaces $`S`$ of general type and a nef and big divisor $`L`$ on $`S`$ with $`h^0(S,𝒪_S(L))=2`$, for which $`|K_S+L|`$ is composite with a pencil of curves?

Such examples exist on surfaces $`S`$ of smaller Kodaira dimension, or on surfaces $`S`$ of general type for $`h^0(S,𝒪_S(L))=1`$:

###### Example 2.6.

Let $`f:S^1`$ be a family of elliptic curves admitting a section $`G`$, and with $`S`$ non-singular and projective. For a general fibre $`C`$ of $`f`$ choose $`L_m=mF+G`$. Then $`L_m`$ is nef and big, whenever $`m>\mathrm{Max}\{0,\frac{G^2}{2}\}`$, and $`h^0(S,𝒪_S(L_m))=m+1`$. However $`|K_S+L_m|`$ is always composite with a pencil.

###### Example 2.7.

Let $`S`$ be a minimal surface of general type with $`K_S^2=1`$ and $`p_g(S)=q(S)=0`$. Denote by $`L`$ a divisor numerically equivalent to $`K_S`$. Then $`h^0(S,𝒪_S(L))1`$ and $`h^0(S,𝒪_S(K_S+L))=2`$. Thus $`|K_S+L|`$ is automatically composite with a rational pencil of curves. One may refer to  for a classification of such pairs $`(S,L)`$.

###### Proof of 2.1 (and of 2.2).

Replacing $`S`$ by a blowing up, we may assume that the moving part of $`L`$ has no fixed points, hence that $`\phi _L`$ is a morphism.

Let us first consider the case that $`|L|`$ is composite with a pencil of curves. Take the Stein factorization

(2.7.1)
$$g:S\stackrel{𝑓}{}B\stackrel{𝜌}{}(H^0(S,𝒪_S(L))),$$

so $`f`$ is a pencil of curves of genus $`g2`$. As in the proof of 1.4 one easily sees that $`h^0(S,𝒪(L))>2`$ implies that $`LC_1+C_2`$ for two fibres $`C_i`$ of $`f`$. The same holds true for $`h^0(S,𝒪_S(L))=2`$, if $`\rho `$ is not an isomorphism. In both cases we may as well assume that $`L=C_1+C_2`$.

As explained in , 7.18, Kollárs vanishing theorem implies that the locally free sheaf $`f_{}𝒪_S(K_{S/B})`$ is numerically effective, and that $`=f_{}𝒪_S(K_S+C_1+C_2)`$ is generated by global sections. Hence the tautological sheaf $`𝒪_{()}(1)`$ on the projective bundle $`()`$ is globally generated.

If the genus $`g(B)>0`$, as a tensor product of a numerically effective vector bundle with an invertible sheaf of positive degree, $``$ is ample.

If $`B^1`$ the sheaf $`=f_{}𝒪_S(K_{S/B})`$ is a direct sum of line bundles of non-negative degree, say $`\nu _1\nu _2\mathrm{}\nu _g`$. If $`q(S)=0`$, by the Leray spectral sequence $`H^1(^1,f_{}𝒪_S(K_S))=0`$, hence $`\nu _1>0`$. If $`q(S)0`$, one has $`p_g(S)>0`$, hence $`\nu _g2`$.

Altogether, in both cases the sheaf $`𝒪_{()}(1)`$ is globally generated and big. $`\phi _{K_S+L}`$ factors like

(2.7.2)
$$S\stackrel{𝜑}{}()\stackrel{\phi ^{}}{}^M,$$

where $`\phi `$ is the relative canonical map and $`\phi ^{}`$ the rational map induced by global sections of $`𝒪_{()}(1)`$. Since the genus of the fibres of $`f`$ is at least two, $`\phi `$ is generically finite. $`𝒪_{()}(1)`$, as well as its restriction to the closure of the image of $`\phi `$, are globally generated and big, hence $`\phi _{K_S+L}`$ is generically finite.

Before finishing the proof of 2.1 let us look to the case

$$h^0(S,𝒪_S(L))=2,\text{ and }B\stackrel{}{}^1$$

in (2.7.1). Here we may assume that $`L=C`$ for a general fibre of $`f:S^1`$. Write again $`f_{}𝒪_S(K_{S/B})`$ as a direct sum of line bundles of non-negative degrees $`\nu _1\nu _2\mathrm{}\nu _g`$. If $`\phi _{K_S+L}`$ is composite with a pencil,  implies that $`q(S)<3`$. Note that $`\nu _i=0`$ for $`i=1,\mathrm{},q(S)`$.

If $`p_g(S)>0`$, one also knows that $`\nu _g2`$. Hence if $`g>q(S)+1`$, the sheaf $`f_{}𝒪_S(K_S+C)`$ contains a subbundle $``$ of rank $`2`$ which is globally generated and non trivial, i.e. not the direct sum of copies of $`𝒪_^1`$. For this bundle consider again the maps (2.7.2). The first one, $`\phi `$, is fibrewise given by $`2`$ independent sections of the canonical linear system, hence it is generically finite. Since $`𝒪_{()}(1)`$, and its restriction to the image of $`\phi `$ are again generated by global sections and big, $`\phi ^{}\phi `$ is generically finite and one obtains 2.2, for $`p_g(S)>0`$.

If $`p_g(S)=0`$, hence $`q(S)=0`$, then $`\nu _1=\mathrm{}=\nu _g=1`$, and $`=f_{}𝒪_S(K_S+C)`$ is trivial. Then $`()=^1\times ^{g1}`$ and in (2.7.2) $`\phi `$ is generically finite, whereas $`\phi ^{}`$ is the projection to the second factor. The restriction of $`\phi _{K_S+L}`$ to a smooth fibre $`F`$ coincides with $`|K_F|`$. So for $`F`$ non hyperelliptic, the assumption that $`|K_S+L|`$ is composite with a pencil, implies that all smooth fibres $`F`$ are isomorphic and that $`(\phi _L,\phi _{K_S+L})`$ is a birational map $`S^1\times F`$, a contradiction.

To finish the proof of 2.1 it remains to consider the case that $`\phi _L`$ is generically finite. If $`p_g(S)>0`$, the linear system $`|L|`$ is a subsystem of $`|K_S+L|`$, hence the latter can not be composite with a pencil of curves.

For $`p_g(S)=q(S)=0`$, blowing up $`S`$ if necessary, we assume that both, $`\phi _{K_S+L}`$ and $`\phi _L`$ are morphism, hence that the movable parts $`M`$ of $`K_S+L`$ and $`L^0`$ of $`L`$ have no fixed points. Replacing $`L`$ by $`L^0`$ we may assume $`L`$ to be big and globally generated.

Take the Stein factorization

$$\phi _{K_S+L}:S\stackrel{}{}B(H^0(S,𝒪_S((K_S+L)1))).$$

If $`\phi _{K_S+L}`$ is not generically finite, $`h`$ is a fibration onto a smooth curve $`B`$ with general fibre $`C`$. One may write $`M_{i=1}^aC_i`$ for fibres $`C_i`$ of $`h`$ and for $`ah^0(S,𝒪_S(K_S+L))1`$. Noting that

$$h^0(S,𝒪_S(K_S+L))=\frac{1}{2}L(K_S+L)+\chi (𝒪_S)=\frac{1}{2}L(K_S+L)+1$$

one obtains the inequality

$$L(K_S+L)LM(\frac{1}{2}L(K_S+L))(LC),$$

hence $`1LC2`$.

Consider next the natural map

$$H^0(S,𝒪_S(L))\stackrel{𝛼}{}WH^0(C,𝒪_C(L|_C)),$$

with $`W`$ the image of $`\alpha `$. Because $`|L|`$ is not composite with a pencil,

$$h^0(C,𝒪_C(L|_C))dim_{}W2.$$

Noting that the genus $`g(C)2`$, one has $`h^0(C,𝒪_C(\mathrm{\Gamma }))j`$ whenever $`\mathrm{\Gamma }`$ is a divisor with

$$1\mathrm{deg}(\mathrm{\Gamma })j.$$

Hence

$$h^0(C,𝒪_C(L|_C))=dim_{}W=LC=2.$$

This implies that $`h^0(S,𝒪_S(LC))1`$ and $`LC0`$. Since

$$|K_S+C||_C=|K_C|,$$

one finds $`dim\phi _{K_S+L}(C)=1`$, contradicting the choice of $`C`$ as a fibre of $`h`$. ∎

## Acknowledgement

This note grew out of discussions on the $``$-divisor method used in  for threefolds of general type, during a visit of the first named author at the University of Essen. He thanks the members of the Department of Mathematics, in particular Hélène Esnault, for their hospitality and encouragement. He also would like to thank Fabrizio Catanese and Margarida Mendes Lopes for fruitful discussions on adjoint linear systems on surfaces. After receiving a first version of this note, Margarida Mendes Lopes gave another proof of 0.1, using some more advanced techniques from surface theory.


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# Realizability of stationary spherically symmetric transonic accretion

## Abstract

The spherically symmetric stationary transonic (Bondi) flow is considered a classic example of an accretion flow. This flow, however, is along a separatrix, which is usually not physically realizable. We demonstrate, using a pedagogical example, that it is the dynamics which selects the transonic flow.

In astrophysics, the importance of accretion processes can hardly be overstated, especially in the context of the study of compact astrophysical objects and active galactic nuclei. Of such processes, a very important paradigm is that of the steady spherically symmetric flow, in which the motion of the accreting matter is steady and spherically symmetric, obeying the boundary condition that the bulk velocity is to fall off to zero at infinity, while the density asymptotically approaches a fixed value. Since this is the simplest situation in the class of accretion flows, it is the starting point in all relevant texts Chakrabarti (1990); Frank et al. (1992). Studied extensively, among others, by Bondi Bondi (1952), about fifty years ago, it also gives one of the clearest examples of a transonic flow (with which, in spherical symmetry, Bondi’s name is associated), i.e. a flow in which the velocity is subsonic far away from the star and becomes supersonic as the surface of the star is approached. It is this simplicity and easy comprehensibility of the model, that overshadows the fact that it is not encountered most often in practice. Accordingly, the spherically symmetric flow has been of continuing interest Petterson et al. (1980); Theuns and David (1992); Colpi et al. (1996); Toropin et al. (1999). We first argue that the transonic (Bondi) solution of the steady spherically symmetric flow, would not be physically realizable. This proposition is in contradiction to the position of Bondi himself, that “the case physically most likely to occur is that with the maximum rate of accretion” Bondi (1952), which, in spherically symmetric accretion, is a case that is readily identified as the transonic solution Petterson et al. (1980). We then argue that it is the dynamics which actually selects the transonic flow from among all possible trajectories.

The typical solutions for the spherically symmetric flow in the velocity-coordinate space are shown in Fig.1 (to be read without the arrows). The two dark solid curves labelled A and W refer to the accretion flow and the wind flow respectively. The intersection point is an equilibrium point. The problem with Fig.1 is that when it is read without the arrows it is slightly misleading. It does not show along what route an integration of $`dv/dr`$ would proceed if we start with an initial condition $`v=v_{\mathrm{in}}`$ at $`r=r_{\mathrm{in}}`$ far away from the star. For a physically realizable flow, an initial condition infinitesimally close to a point on the accretion curve A, would trace out a curve infinitesimally close to A and in the limit would correctly reproduce A, evolving along it and passing through the equilibrium point (sonic point) as we integrate $`dv/dr`$, obtained from Euler’s equation. We will show that the arrows on the integration route are as shown in Fig.1. The direction of the arrows indicates that the spherically symmetric transonic accretion flow should not be physically realizable.

Is this a result confined to the spherically symmetric flow? We have verified, as we shall show briefly, that this holds also for the axisymmetric rotating accretion flow for a thin disc Narayan and Yi (1994) which is a situation of practical interest. The technique for assigning the arrows remains identical to that of the spherically symmetric case Ray and Bhattacharjee .

We wish to make our point with a fairly straightforward example. We consider the differential equation

$$\frac{dy}{dx}=\frac{Y(x,y)}{X(x,y)}=\frac{x+y2}{yx}$$
(1)
whose integral can be written down as

$$x^2y^24x+2xy=C$$
(2)
where $`C`$ is a constant. If we want that particular solution which passes through the point where $`Y(x,y)=X(x,y)=0`$, namely $`x=y=1`$, then $`C=2`$. The curve $`x^2y^24x+2xy=2`$ factorizes into a pair of straight lines : $`yx(\sqrt{2}+1)+\sqrt{2}=0`$ and $`y+x(\sqrt{2}1)\sqrt{2}=0`$. This pair is shown in Fig.2 (to be read again without the arrows) as the lines marked $`𝐀^{}`$ and $`𝐖^{}`$.

We want to explore the process of drawing the line $`𝐀^{}`$ from a given initial condition. On line $`𝐀^{}`$, $`y=0`$ at $`x=2+\sqrt{2}`$. Let us begin with the initial condition $`y=0`$ at $`x=2+\sqrt{2}ϵ`$, where $`0<ϵ1`$. The given initial condition fixes the constant $`C`$ as $`C=2[1+\sqrt{2}ϵϵ^2/2]`$. Using this value of $`C`$, we can plot the curve given by Eq.(2). For a given $`x`$, a value of $`y`$ is given by the relevant root of the quadratic equation thus obtained. The two roots are

$$y=x\pm \sqrt{2}\left[(x1)^2+\sqrt{2}ϵ\frac{ϵ^2}{2}\right]^{1/2}$$
(3)
from which it is clear that to satisfy $`y=0`$ at $`x=2+\sqrt{2}ϵ`$, the negative sign has to be chosen to let us have

$$y=x\sqrt{2}\left[(x1)^2+\sqrt{2}ϵ\frac{ϵ^2}{2}\right]^{1/2}$$
(4)
At $`x=0`$, we then get $`y=\sqrt{2}(1+\sqrt{2}ϵϵ^2/2)^{1/2}`$, which is very different from $`y=\sqrt{2}`$, that one gets on line $`𝐀^{}`$. In the limit of $`ϵ0`$, one generates a part of $`𝐀^{}`$ $`(x1)`$ and a part of $`𝐖^{}`$ $`(x1)`$, instead of the entire line $`𝐀^{}`$. Another way of stating this is the sensitivity to initial conditions in the drawing of $`𝐀^{}`$. If we make an error of an infinitesimal amount $`ϵ`$ in prescribing the initial condition on $`𝐀^{}`$, i.e. if we prescribe $`y=0`$ at $`x=2+\sqrt{2}ϵ`$ instead of $`y=0`$ at $`x=2+\sqrt{2}`$, then the “error” made at $`x=0`$ relative to $`𝐀^{}`$ is $`2\sqrt{2}`$ which is $`𝒪(1)`$. An infinitesimal separation at one point leads to a finite separation at a point a short distance away. This is what we mean by saying that line $`𝐀^{}`$ (and similarly $`𝐖^{}`$) should not be physically realized.

The clearest and most direct understanding of the difficulty is achieved by writing Eq.(1) as a set of two parametrized differential equations

$`{\displaystyle \frac{dy}{d\tau }}`$ $`=x+y2`$
$`{\displaystyle \frac{dx}{d\tau }}`$ $`=yx`$ (5)
where $`\tau `$ is some convenient parameter. The fixed point of this dynamical system is $`(1,1)`$, namely the point where $`Y(x,y)`$ and $`X(x,y)`$ are simultaneously zero — the point through which both $`𝐀^{}`$ and $`𝐖^{}`$ pass. Linear stability analysis of this fixed point in $`\tau `$ space shows that it is a saddle. The critical solutions in this $`y`$$`x`$ space can now be drawn with arrows and the result is as shown in Fig.2. The distribution of the arrows (characteristic of a saddle Jordan and Smith (1977)) implies $`𝐀^{}`$ and $`𝐖^{}`$ cannot be physically realized.

For the spherically symmetric flow, the relevant variables are the radial velocity $`v`$ and the local density $`\rho `$. Ignoring viscosity, we write down Euler’s equation for $`v`$ as

$$\frac{v}{t}+v\frac{v}{r}=\frac{1}{\rho }\frac{P}{r}\frac{V}{r}$$
(6)
where $`P`$ is the local pressure and $`VV(r)`$ is the potential due to a gravitational attractor of mass $`M`$, i.e. $`V(r)=GM/r`$. The pressure is related to the local density through the equation of state $`P=K\rho ^\gamma `$ where $`K`$ is a constant, and $`\gamma `$ is the polytropic exponent with an admissible range given by $`1<\gamma <5/3`$. The local density evolves according to the equation of continuity,

$$\frac{\rho }{t}+\frac{1}{r^2}\frac{}{r}\left(\rho vr^2\right)=0$$
(7)
The stationary solution implies $`v/t=\rho /t=0`$. The local sound speed is given by $`c_{\mathrm{s}}^{}{}_{}{}^{2}=P/\rho =\gamma K\rho ^{\gamma 1}`$ and in the stationary situation, we can use Eq.(7) to write Eq.(6) as

$$\frac{d(v^2)}{dr}=\frac{2v^2}{r}\frac{\left(2c_{\mathrm{s}}^{}{}_{}{}^{2}GM/r\right)}{v^2c_{\mathrm{s}}^{}{}_{}{}^{2}}$$
(8)
whose integration with different initial conditions is supposed to generate the curves in Fig.1. To assign arrows we write Eq.(8) in a parametrized form

$`{\displaystyle \frac{d(v^2)}{d\tau }}`$ $`=2v^2\left(2c_{\mathrm{s}}^{}{}_{}{}^{2}{\displaystyle \frac{GM}{r}}\right)`$
$`{\displaystyle \frac{dr}{d\tau }}`$ $`=r\left(v^2c_{\mathrm{s}}^{}{}_{}{}^{2}\right)`$ (9)
to find that the critical point is at $`r=r_0`$ and $`v=v_0`$, such that $`v_{0}^{}{}_{}{}^{2}=c_{\mathrm{s0}}^{}{}_{}{}^{2}`$ and $`c_{\mathrm{s0}}^{}{}_{}{}^{2}=GM/2r_0`$. It is immediately clear that the critical point is the so called sonic point, and it can be fixed in terms of the constants of the system with the help of suitable boundary conditions Chakrabarti (1990). We now carry out a linear stability analysis around the fixed point by writing $`v^2=v_{0}^{}{}_{}{}^{2}(1+\delta _1)`$ and $`r=r_0(1+\delta _2)`$. Linearizing in $`\delta _1`$ and $`\delta _2`$, followed by some straightforward algebra then yields

$`{\displaystyle \frac{d\delta _1}{d\tau }}`$ $`=2c_{\mathrm{s0}}^{}{}_{}{}^{2}\left[(\gamma 1)\delta _1+(64\gamma )\delta _2\right]`$
$`{\displaystyle \frac{d\delta _2}{d\tau }}`$ $`=c_{\mathrm{s0}}^{}{}_{}{}^{2}\left[{\displaystyle \frac{\gamma +1}{2}}\delta _1+2(\gamma 1)\delta _2\right]`$ (10)
The solutions for $`\delta _{1,2}`$ are of the form $`e^{\lambda \tau }`$, where $`\lambda `$ is to be found from the roots of

$$\left|\begin{array}{cc}\lambda +2(\gamma 1)c_{\mathrm{s0}}^{}{}_{}{}^{2}& 2(4\gamma 6)c_{\mathrm{s0}}^{}{}_{}{}^{2}\\ [(\gamma +1)/2]c_{\mathrm{s0}}^{}{}_{}{}^{2}& \lambda 2(\gamma 1)c_{\mathrm{s0}}^{}{}_{}{}^{2}\end{array}\right|=0$$
(11)
The eigenvalues $`\lambda `$ are given by $`\lambda =\pm c_{\mathrm{s0}}^{}{}_{}{}^{2}\sqrt{2(53\gamma )}`$. For $`\gamma <5/3`$, the fixed point is a saddle. Since the physical situations are restricted to this range, we find that the fixed point is always a saddle and hence the distribution of arrows will be as in Fig.1.

For the more realistic axisymmetric case (as in a thin accretion disc), using $`R`$ as the radial distance in the plane, the static equations of the flow for an angular velocity $`\mathrm{\Omega }`$ and for the disc thickness $`H`$, are

* The Equation of Continuity :

$$\rho RHv=\mathrm{constant}$$
(12)
* The Momentum Balance Equation :

$$\frac{1}{2}\frac{d(v^2)}{dR}=R\mathrm{\Omega }^2R\mathrm{\Omega }_{\mathrm{K}}^{}{}_{}{}^{2}\frac{1}{\rho }\frac{dP}{dR}$$
(13)
* The Angular Momentum Balance Equation :

$$v\frac{d}{dR}\left(\mathrm{\Omega }R^2\right)=\frac{1}{\rho RH}\frac{d}{dR}\left(\frac{\alpha \rho c_{\mathrm{s}}^{}{}_{}{}^{2}R^3H}{\mathrm{\Omega }_\mathrm{K}}\frac{d\mathrm{\Omega }}{dR}\right)$$
(14)

where $`\mathrm{\Omega }_{\mathrm{K}}^{}{}_{}{}^{2}=GM/R^3`$ and $`\alpha `$ is the effective viscosity of Shakura and Sunyaev Narayan and Yi (1994). An integral of motion follows from Eq.(13) and we can obtain an equation for $`d(v^2)/dR`$ akin to Eq.(8), which we can write as the dynamical system

$`{\displaystyle \frac{d(v^2)}{d\tau }}`$ $`=2v^2\left[{\displaystyle \frac{5c_{\mathrm{s}}^{}{}_{}{}^{2}}{1+\gamma }}R^2\left(\mathrm{\Omega }_{\mathrm{K}}^{}{}_{}{}^{2}\mathrm{\Omega }^2\right)\right]`$
$`{\displaystyle \frac{dR}{d\tau }}`$ $`=R\left[v^2{\displaystyle \frac{2c_{\mathrm{s}}^{}{}_{}{}^{2}}{1+\gamma }}\right]`$ (15)
from which, taking the inviscid limit (i.e. $`\alpha =0`$), an analysis identical to the one following Eq.(Realizability of stationary spherically symmetric transonic accretion) leads to the eigenvalues $`\lambda `$ of the stability matrix. Of these one can easily be shown to be appropriate for a saddle Ray and Bhattacharjee .

We now focus on the fact that the real physical problem is dynamic in nature as exhibited in Eqs.(6) and (7), even as we have tacitly assumed that we can study the problem directly in its stationary limit. As it turns out there are an infinite number of stationary solutions and if the static limit is taken directly, the Bondi solution becomes very sensitive to the process of integration to determine the stationary trajectory. Several studies in the linear stability analysis of the stationary flows that have been carried out in the past have not really helped clarify the situation as it was finally established that among the stationary solutions, the transonic Bondi solution as well as all the subsonic solutions are stable in the linear stability sense Petterson et al. (1980); Garlick (1979). Any selection mechanism then must be of a non-perturbative nature.

Accordingly, we return to our pedagogic example of Eq.(1) but now consider $`y`$ as a field $`y(x,t)`$ with the evolution

$$\frac{y}{t}+(yx)\frac{y}{x}=y+x2$$
(16)
The stationary solutions $`y(x)`$ satisfy Eq.(1) and Fig.2 shows that their separatrices are given by $`yx\left(\sqrt{2}+1\right)+\sqrt{2}=0`$ and $`y+x\left(\sqrt{2}1\right)\sqrt{2}=0`$. It should be easy to see that a linear stability analysis in $`t`$ around the family of stationary solutions $`y(x)`$ would show an infinite number of them to be stable, and therefore each one of them could be a perfectly valid physical solution. We will now show that the non-perturbative dynamics actually selects the separatrices.

The general solution of Eq.(16) can be obtained by the method of characteristics Debnath (1997). The two independent characteristic curves of Eq.(16) are obtained from

$$\frac{dt}{1}=\frac{dx}{yx}=\frac{dy}{y+x2}$$
(17)
They are

$`y^22xyx^2+4x`$ $`=C`$
$`\left[x1\pm {\displaystyle \frac{1}{\sqrt{2}}}(yx)\right]e^{\sqrt{2}t}`$ $`=\stackrel{~}{C}`$ (18)
in which the latter is obtained by integrating the $`dx/dt`$ integral with the help of the first solution. With the choice of the upper sign now (since we should want the evolution to proceed through a positive range of $`t`$), the solutions of Eq.(16) can be written as

$$y^22xyx^2+4x=f\left(\left[x1+\frac{1}{\sqrt{2}}(yx)\right]e^{\sqrt{2}t}\right)$$
(19)
where $`f`$ is an arbitrary function, whose form is to be determined from initial conditions. In this case we choose the initial condition that $`y(x)=0`$ at $`t=0`$ for all $`x`$. This leads to $`f\left(x\left[11/\sqrt{2}\right]1\right)=x^2+4x`$ to give a form for $`f`$ as $`f(z)=2\left(2\sqrt{2}+3\right)z^24\left(\sqrt{2}+1\right)z+2`$. The solution to Eq.(16) is then given as

$`\left[yx\left(\sqrt{2}+1\right)+\sqrt{2}\right]\left[y+x\left(\sqrt{2}1\right)\sqrt{2}\right]`$
$`=2\left(2+\sqrt{2}\right)\left[x\left(\sqrt{2}1\right)+y\sqrt{2}\right]`$ $`e^{\sqrt{2}t}`$
$`\left(3+2\sqrt{2}\right)\left[x\left(\sqrt{2}1\right)+y\sqrt{2}\right]^2`$ $`e^{2\sqrt{2}t}`$ (20)
Clearly for $`t\mathrm{}`$, the right hand side in Eq. (Realizability of stationary spherically symmetric transonic accretion) tends to zero and we approach one of the two separatrices shown in Fig.2. Of the two possible separatrices, the one which will be relevant will be determined by some other requirement. For the astrophysical flow the two separatrices are the Bondi accretion flow and the transonic wind solution. One chooses the proper sign of the velocity to get the flow in which one is interested.

The mechanism for the selection of the asymptotes in Fig.1 as the favoured trajectories is identical. This can be appreciated from a look at Eq.(6). In the “pressure-free” approximation, we have a set of stationary solutions $`v^22GM/r=c^2`$. Which of these would be selected by the dynamics? If we start from $`v=0`$ at $`t=0`$ for all $`r`$, an identical reasoning to the one given above shows that it is the path with $`c=0`$ which is selected. The solution of the differential equation

$$\frac{v}{t}+v\frac{v}{r}=\frac{GM}{r^2}$$
(21)
by the method of characteristics yields

$$\frac{v^2}{2}\frac{GM}{r}=\frac{GM}{r}\left(\frac{v}{c}+1\right)^2\mathrm{exp}\left(\frac{2rv}{cr_\mathrm{c}}\frac{2ct}{r_\mathrm{c}}\right)$$
(22)
in which $`r_\mathrm{c}=2GM/c^2`$. Obviously for $`t\mathrm{}`$ we will get the static solution $`v^2=2GM/r`$. This is also the choice according to the energy criterion. Corresponding to the initial condition given, the lowest possible total energy is $`E=v^2/2GM/r=0`$ and the dynamics selects this particular stationary trajectory. This selection mechanism is entirely non-perturbative in character and provides the mathematical justification for Bondi’s assertion that the energy criterion should select the stationary flow Bondi (1952). With the pressure term included, this argument leads to the selection of the transonic path i.e. gravity always wins over pressure at small radial distances.

###### Acknowledgements.

This research has made use of NASA’s Astrophysics Data System. The authors would like to thank an anonymous referee for his/her useful comments. A conversation with S. Sengupta is also gratefully acknowledged. One of the authors (AKR) would also like to acknowledge the financial assistance given to him by the Council of Scientific and Industrial Research, Government of India, and the help of A. Bhattacharyay, Dr. T.K. Das and D. Sanyal.


text:
# Astrophysical Tests of Lorentz Symmetry in Electrodynamics 11footnote 1 invited talk presented at Fourth International Workshop on New Worlds in Astroparticle Physics, University of the Algarve, Faro, Portugal, September, 2002.

## 1 Introduction

The exact character of physics beyond the standard model is an open question. The standard model is commonly believed to be the low-energy limit of Planck-scale physics which unifies all known forces. Due to the energy scales involved, an experimental search for this new physics would seem pointless given the current technology. However, some high-energy theories may lead to violations in symmetries which hold exactly in the standard model . In particular, spontaneous symmetry breaking in the fundamental theory might result in apparent violations in the Lorentz and CPT symmetries. Furthermore, Lorentz and CPT violations can be tested to extremely high precision using today’s technology .

A general Lorentz-violating extension to the standard model has been constructed . It consists of the minimal standard model plus small Lorentz- and CPT-violating terms. The standard-model extension has provided a theoretical framework for many searches for Lorentz and CPT violations. To date, experiments involving hadrons , protons and neutrons , electrons , photons , and muons  have been performed.

In practice, one often works with a particular limiting theory extracted from the standard-model extension. For example, the photon sector of the standard-model extension yields a Lorentz-violating modified electrodynamics. The theory predicts several unconventional features that lead to sensitive tests of Lorentz symmetry. For example, in the presence of certain forms of Lorentz violation, light propagating through the vacuum will experience birefringence. The absence of birefringence in light emitted from distant sources leads to tight bounds on some of the coefficients for Lorentz violation .

In this work, I review some of these bounds. This research was done in collaboration with Alan Kostelecký. A detailed discussion can be found in the literature .

## 2 Lorentz-Violating Electrodynamics

The modified electrodynamics maintains the usual gauge invariance and is covariant under observer Lorentz transformations. It includes both CPT-even and -odd terms. The CPT-odd terms have been the subject of numerous experimental and theoretical investigations . For example, some of these terms have been bounded to extremely high precision using polarization measurements of distant radio galaxies . In contrast, until recently, the CPT-even terms have received little attention. Here, I review a recent study of these terms .

The CPT-even lagrangian for the modified electrodynamics is

$$=\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\frac{1}{4}(k_F)_{\kappa \lambda \mu \nu }F^{\kappa \lambda }F^{\mu \nu },$$
(1)
where $`F_{\mu \nu }`$ is the field strength, $`F_{\mu \nu }_\mu A_\nu _\nu A_\mu `$. The first term is the usual Maxwell lagrangian. The second is an unconventional Lorentz-violating term. The coefficient for Lorentz violation, $`(k_F)_{\kappa \lambda \mu \nu }`$, is real and comprised of 19 independent components. The absence of observed Lorentz violation implies $`(k_F)_{\kappa \lambda \mu \nu }`$ is small. The equations of motion for this lagrangian are $`_\alpha F_{\mu }^{}{}_{}{}^{\alpha }+(k_F)_{\mu \alpha \beta \gamma }^\alpha F^{\beta \gamma }=0`$. These constitute modified source-free inhomogeneous Maxwell equations. The homogeneous Maxwell equations remain unchanged.

A particularly useful decomposition of the 19 independent components can be made . The lagrangian in terms of this decomposition is

$``$ $`=`$ $`\frac{1}{2}[(1+\stackrel{~}{\kappa }_{\mathrm{tr}})\stackrel{}{E}^2(1\stackrel{~}{\kappa }_{\mathrm{tr}})\stackrel{}{B}^2]+\frac{1}{2}\stackrel{}{E}(\stackrel{~}{\kappa }_{e+}+\stackrel{~}{\kappa }_e)\stackrel{}{E}`$ (2)
$`\frac{1}{2}\stackrel{}{B}(\stackrel{~}{\kappa }_{e+}\stackrel{~}{\kappa }_e)\stackrel{}{B}+\stackrel{}{E}(\stackrel{~}{\kappa }_{o+}+\stackrel{~}{\kappa }_o)\stackrel{}{B},`$
where $`\stackrel{}{E}`$ and $`\stackrel{}{B}`$ are the usual electric and magnetic fields. The $`3\times 3`$ matrices $`\stackrel{~}{\kappa }_{e+}`$, $`\stackrel{~}{\kappa }_e`$, $`\stackrel{~}{\kappa }_{o+}`$ and $`\stackrel{~}{\kappa }_o`$ are real and traceless. The matrix $`\stackrel{~}{\kappa }_{o+}`$ is antisymmetric, while the remaining three are symmetric. The real coefficient $`\stackrel{~}{\kappa }_{\mathrm{tr}}`$ corresponds to the only rotationally invariant component of $`(k_F)_{\mu \alpha \beta \gamma }`$.

From the form of Eq. (2), we see that the component $`\stackrel{~}{\kappa }_{\mathrm{tr}}`$ can be thought of as a shift in the effective permittivity $`ϵ`$ and effective permeability $`\mu `$ by $`(ϵ1)=(\mu ^11)=\stackrel{~}{\kappa }_{\mathrm{tr}}`$. The result of this shift is a shift in the speed of light. Normally, this may be viewed as a distortion of the metric. In fact, this result generalizes to the nine independent coefficients in $`\stackrel{~}{\kappa }_{\mathrm{tr}}`$, $`\stackrel{~}{\kappa }_e`$ and $`\stackrel{~}{\kappa }_{o+}`$. To leading order, these may be viewed as a distortion of the spacetime metric of the form $`\eta ^{\mu \nu }\eta ^{\mu \nu }+k^{\mu \nu }`$, where $`k^{\mu \nu }`$ is small, real and symmetric.

Small distortions of this type are unphysical, since they can be eliminated through coordinate transformations and field redefinitions. However, each sector of the full standard-model extension contains similar terms. Eliminating these terms from one sector will alter the other sectors. Therefore, the effects of such terms can not be removed completely from the theory. As a consequence, in experiments where the properties of light are compared to the properties of other sectors, these terms are relevant. However, in experiments where only the properties of light are relevant, the nine coefficients in $`\stackrel{~}{\kappa }_{\mathrm{tr}}`$, $`\stackrel{~}{\kappa }_e`$ and $`\stackrel{~}{\kappa }_{o+}`$ are not expected to appear. The tests discussed here rely on measurements of birefringence. This involves comparing the properties of light with different polarizations. Therefore, these tests compare light with light and are only sensitive to the ten independent components of $`\stackrel{~}{\kappa }_{e+}`$ and $`\stackrel{~}{\kappa }_o`$.

Constraints on birefringence have been expressed in terms of a ten-dimensional vector $`k^a`$ containing the ten independent components of $`\stackrel{~}{\kappa }_{e+}`$ and $`\stackrel{~}{\kappa }_o`$ . The relationship between $`\stackrel{~}{\kappa }_{e+}`$, $`\stackrel{~}{\kappa }_o`$ and $`k^a`$ is given by

$`(\stackrel{~}{\kappa }_{e+})^{jk}`$ $`=`$ $`\left(\begin{array}{ccc}(k^3+k^4)& k^5& k^6\\ k^5& k^3& k^7\\ k^6& k^7& k^4\end{array}\right),`$ (6)
$`(\stackrel{~}{\kappa }_o)^{jk}`$ $`=`$ $`\left(\begin{array}{ccc}2k^2& k^9& k^8\\ k^9& 2k^1& k^{10}\\ k^8& k^{10}& 2(k^1k^2)\end{array}\right).`$ (10)
Bounds on birefringence appear as bounds on $`|k^a|\sqrt{k^ak^a}`$, the magnitude of the vector $`k^a`$.

## 3 Birefringence

In order to understand the effects of Lorentz violation on the propagation of light, we begin by considering plane-wave solutions. Adopting the ansatz $`F_{\mu \nu }(x)=F_{\mu \nu }e^{ip_\alpha x^\alpha }`$ and solving the modified Maxwell equations yields the dispersion relation

$$p_\pm ^0=(1+\rho \pm \sigma )|\stackrel{}{p}|.$$
(11)
In a frame where the phase velocity is along the $`z`$-axis, the electric field takes the form

$$\stackrel{}{E}_\pm (\mathrm{sin}\xi ,\pm 1\mathrm{cos}\xi ,0)+O(k_F).$$
(12)
To leading order, the quantities $`\rho `$, $`\sigma \mathrm{sin}\xi `$ and $`\sigma \mathrm{cos}\xi `$ are linear combinations of $`(k_F)_{\kappa \lambda \mu \nu }`$ and depend on $`\widehat{v}`$, the direction of propagation.

A prediction of these solutions is the birefringence of light in the vacuum. Birefringence is commonly found in conventional electrodynamics in the presence of anisotropic media. In the present context, the general vacuum solution is a linear combination of the $`\stackrel{}{E}_+`$ and $`\stackrel{}{E}_{}`$. For nonzero $`\sigma `$, these solutions obey different dispersion relations. As a result, they propagate at slightly different velocities. At leading order, the difference in the velocities is given by

$$\mathrm{\Delta }vv_+v_{}=2\sigma .$$
(13)
For light propagating over astrophysical distances, this tiny difference may become apparent.

As can be seen from the above solutions, birefringence depends on the linear combination $`\sigma \mathrm{sin}\xi `$ and $`\sigma \mathrm{cos}\xi `$. As expected, these only contain the ten independent coefficients which appear in $`\stackrel{~}{\kappa }_{e+}`$ and $`\stackrel{~}{\kappa }_o`$. Expressions for $`\sigma \mathrm{sin}\xi `$ and $`\sigma \mathrm{cos}\xi `$ in terms of these ten independent coefficients and the direction of propagation can be found in the literature .

Next I discuss two observable effects of birefringence. The first effect is the spread of unpolarized pulses of light. The second is the change in the polarization angles of polarized light.

### 3.1 Pulse-Dispersion Constraints

The narrow pulses of radiation from distant sources such as pulsars and gamma-ray bursts are well suited for searches for birefringence. In most cases, the pulses are relatively unpolarized. Therefore, the components $`\stackrel{}{E}_\pm `$ associated with each mode will be comparable. The difference in velocity will induce a difference in the observed arrival time of the two modes given by $`\mathrm{\Delta }t\mathrm{\Delta }vL`$, where $`L`$ is the distance to the source.

Sources which produce radiation with rapidly changing time structure may be used to search for this difference in arrival time. For example, the sources mentioned above produce pulses of radiation. The pulse can be regarded as the superposition of two independent pulses associated with each mode. As they propagate, the difference in velocity will cause the two pulses to separate. A signal for Lorentz violation would then be a measurement of two sequential pulses of similar time structure. The two pulses would be linearly polarized at mutually orthogonal polarization angles.

The above signal for birefringence has not yet been observed. However, existing pulse-width measurements place constraints on Lorentz violation. To see this, suppose a source produces a pulse with a characteristic time width $`w_s`$. As the pulse propagates, the two modes spread apart and the width of the pulse will increase. The observed width can be estimated as $`w_ow_s+\mathrm{\Delta }t`$. Therefore, observations of $`w_o`$ place conservative bounds on $`\mathrm{\Delta }t\mathrm{\Delta }vL2\sigma L`$. The resulting bound on $`\sigma `$ constrains the ten-dimensional parameter space of $`\stackrel{~}{\kappa }_{e+}`$ and $`\stackrel{~}{\kappa }_o`$. Since a single source constrains only one degree of freedom, at least ten sources located at different positions on the sky are required to fully constrain the ten coefficients.

Using published pulse-width measurements for a small sample of fifteen pulsars and gamma-ray bursts, we found bounds on $`\sigma `$ for fifteen different propagation directions $`\widehat{v}`$. Combining these bounds constrained the ten-dimensional parameter space. At the 90% confidence level, we obtained a bound of $`|k^a|<3\times 10^{16}`$ on the coefficients for Lorentz violation .

### 3.2 Polarimetry Constraints

The difference in the velocities of the two modes results in changes in the polarization of polarized light. Decomposing a general electric field into its birefringent components, we write $`\stackrel{}{E}(x)=(\stackrel{}{E}_+e^{ip_+^0t}+\stackrel{}{E}_{}e^{ip_{}^0t})e^{i\stackrel{}{p}\stackrel{}{x}}`$. Each component propagates with a different phase velocity. Consequently, the relative phase between modes changes as the light propagates. The shift in relative phase is given by

$$\mathrm{\Delta }\varphi =(p_+^0p_{}^0)t4\pi \sigma L/\lambda ,$$
(14)
where $`L`$ is the distance to the source and $`\lambda `$ is the wavelength of the light. This phase change results in a change in the polarization.

The $`L/\lambda `$ dependence suggests the effect is larger for more distant sources and shorter wavelengths. Recent spectropolarimetry of distant galaxies at wavelengths ranging from infrared to ultraviolet has made it possible to achieve values of $`L/\lambda `$ greater than $`10^{31}`$. Given that measured polarization parameters are typically of order 1, we find an experimental sensitivity of $`10^{31}`$ or better to components of $`(k_F)_{\kappa \lambda \mu \nu }`$.

In general, plane waves are elliptically polarized. The polarization ellipse can be parameterized with angles $`\psi `$, which characterizes the orientation of the ellipse, and $`\chi =\pm \mathrm{arctan}\frac{\mathrm{minor}\mathrm{axis}}{\mathrm{major}\mathrm{axis}}`$, which describes the shape of the ellipse and helicity of the wave. The phase change, $`\mathrm{\Delta }\varphi `$, results in a change in both $`\psi `$ and $`\chi `$. However, measurements of $`\chi `$ are not commonly found in the literature. Focusing our attention on $`\psi `$, we seek an expression for $`\delta \psi =\psi \psi _0`$, the difference between $`\psi `$ at two wavelengths, $`\lambda `$ and $`\lambda _0`$. We find

$$\delta \psi =\frac{1}{2}\mathrm{tan}^1\frac{\mathrm{sin}\stackrel{~}{\xi }\mathrm{cos}\zeta _0+\mathrm{cos}\stackrel{~}{\xi }\mathrm{sin}\zeta _0\mathrm{cos}(\delta \varphi \varphi _0)}{\mathrm{cos}\stackrel{~}{\xi }\mathrm{cos}\zeta _0\mathrm{sin}\stackrel{~}{\xi }\mathrm{sin}\zeta _0\mathrm{cos}(\delta \varphi \varphi _0)},$$
(15)
where $`\delta \varphi =4\pi \sigma (L/\lambda L/\lambda _0)`$, $`\stackrel{~}{\xi }=\xi 2\psi _0`$ and $`\varphi _0\mathrm{tan}^1(\mathrm{tan}2\chi _0/\mathrm{sin}\stackrel{~}{\xi })`$, $`\zeta _0\mathrm{cos}^1(\mathrm{cos}2\chi _0\mathrm{cos}\stackrel{~}{\xi })`$. The polarization at $`\lambda _0`$ is given by the polarization angles $`\psi _0`$ and $`\chi _0`$.

The idea is to fit existing spectropolarimetric data to Eq. (15). Under the reasonable assumption that the polarization of the light when emitted is relatively constant over the relevant wavelengths, any measured wavelength dependence in the polarization is due to Lorentz violation. Using a sample of sixteen distant galaxies with published polarimetric data with wavelengths ranging from 400 to 2200 nm, we were able to place a constraint on the ten coefficients in $`\stackrel{~}{\kappa }_{e+}`$ and $`\stackrel{~}{\kappa }_o`$. As in the pulse-dispersion case, we first determined a bound on $`\sigma `$ for each source. Combining these bounds, we obtain a constraint on the ten-dimensional parameter space of $`k^a`$. At the 90% confidence level, this gave a bound of $`|k^a|<2\times 10^{32}`$ on the ten coefficients for Lorentz violation responsible for birefringence .

## 4 Summary

I have reviewed a recent study of Lorentz violation in electrodynamics . I have described how pulse-width measurements lead to a constraint of $`3\times 10^{16}`$ on Lorentz violation. I have also discussed how measurements of polarization angles of light emitted from galaxies at cosmological distances lead to a constraint of $`2\times 10^{32}`$ on ten coefficients for Lorentz violation.

## Acknowledgments

I thank Alan Kostelecký for collaboration on this work.


text:
# CNO Abundances in Dwarf and Spiral Galaxies

## 1 Introduction

CNO abundances test stellar yields — C and N from a wide range of stellar masses, and oxygen mainly from massive stars above 10$`M_{}`$. As predicted by André Maeder (1992) and discussed recently by Henry et al. (2000), carbon yields increase with metallicity somewhat like a traditional ‘secondary’ element because of stellar mass loss and nitrogen perhaps even more steeply as a secondary product of the CNO cycle on carbon, although there is also a ‘primary’ component at low metallicities. Oxygen yields decrease with metallicity, at least to some extent, again because of stellar mass loss.

Apart from the implications for stellar evolution and nucleosynthesis, oxygen is the standard element for defining ‘metallicity’ in gas-rich galaxies and so is used also as a test of galactic chemical evolution and as a standard against which to judge abundances of other elements such as iron in stars and C and N in H ii regions.

How well do we know CNO abundances in external galaxies? Most data come from H ii regions and (in the Local Group) supernova remnants. For H ii regions of sufficient surface brightness and not too large metallicity, the standard method is to deduce the electron temperature in the O++ zone from the line ratio 4363/5007, use models to find that in the O+ zone and add the resulting abundances of O+ and O++ relative to H+. This is a lower limit, because of $`\delta t^2`$ (Peimbert 1967). Recombination lines are insensitive to temperature (Esteban et al. 2002), but they are weak and the interpretation not completely straightforward (Tsamis et al. 2002). In most cases the effect appears to be small, probably under 0.1 dex, but there is another correction for oxygen locked on grains, which again might approach 0.1 dex.

When 4363 is too weak to measure, as is normally the case when metallicity approaches or exceeds solar, uncertainties multiply. Searle (1971) had the fundamental insight that the spectral changes exhibited by giant H ii regions across Scd galaxies (Aller 1942) were due to a radial abundance gradient, and thus inspired various ‘empirical’ methods of abundance estimation based on strong nebular lines alone. The most widely used is the notorious $`R_{23}`$ method (Pagel et al. 1979, 1980), calibrated against a model for S5 in M 101 by Shields & Searle (1978). Investigations since then have shown that the oxygen in S5 was overestimated (Kinkel & Rosa 1994), as it has been in some other regions (Castellanos et al. 2002), so that our calibrations have overestimated oxygen abundances near solar, and attempted recalibrations by McCall et al. (1985), Evans & Dopita (1985) and McGaugh (1991) have various weaknesses of their own, quite apart from the inevitable non-uniqueness of the relationship (cf. Pilyugin 2000). There is some promise in newly developed strong-line indices like S23 (Díaz & Perez-Montero 2000), S234 (Oey & Shields 2000) and especially in refinements of the $`R_{23}`$ method by Pilyugin (2000, 2001a) in which the relative strengths of \[O ii\] and \[O iii\] lines are taken into account in an empirical manner, reducing the scatter. Until more of these refinements have been applied, however, abundances near and above solar have to be taken with a grain of salt.

After oxygen, the next step is usually to estimate the N/O ratio. A common assumption, supported by many models at least at low metallicities, is that nitrogen is ionized to the same degree as oxygen (e.g. Garnett 1990), so that N/O = N+/O+. This can actually be checked from infra-red data when available, e.g. in 30 Doradus (Lester et al. 1987). Carbon lacks prominent emission lines in the visible or near IR, so one has to use UV observations, usually of the intercombination lines C iii\] 1909 and C ii\] 2326.

CNO abundances are also now being measured in stars, mostly B stars and supergiants, in the nearest galaxies. As in the Milky Way, comparisons between stellar and nebular abundances provide a useful check. Here one has to be rather careful for two reasons.

1. Stellar abundances are often expressed differentially relative to the Sun, but the solar goalposts are shifting, at least in the cases of C and O (Holweger 2001; Allende Prieto et al. 2001, 2002) and this has caused some confusion.
2. In some hot main-sequence stars and supergiants, especially if rotating, the atmospheres have undergone some CNO processing, so to that extent it is the differences between stars and H ii regions that are of interest; but oxygen is usually unaffected.

## 2 The Local Group

A selection of recent data is given in Table 1. Several points emerge from this table.

1. There is excellent agreement between the oxygen abundances measured in stars and H ii regions, brought about in the case of the Sun and Orion by a combination of downward revision in the Sun and the use of recombination lines in Orion. There is equally good agreement between gas and young stars in the Magellanic Clouds. This is an improvement on the situation 10 years ago when the systematic uncertainties were such that one had to resort to the expedient of comparing like with like — B stars with B stars, supergiants with supergiants, H ii regions with H ii regions etc (Russell & Dopita 1992; Pagel 1993).
2. While some of the B stars and supergiants in both Clouds show evidence of CN processing, others do not and these show excellent agreement with H ii regions also in C and N.
3. The two Clouds have similar C/O and N/O ratios, the latter being distinctly lower than in the Sun and Orion. We shall see later that there are other gas-rich dwarf galaxies in the same range of oxygen abundance showing a wide range in N/O.

Relevant data are also accumulating for older objects in the LMC, at least for oxygen — from giants in globular clusters (Hill et al. 2000) and from planetary nebulae (Dopita et al. 1997) — with quite good overall agreement. Oxygen, like iron, shows a fairly clean age-metallicity relation, unlike the case for the solar neighbourhood (Hill et al. Fig 4).

## 3 Irregular and blue compact galaxies

Irregular and blue compact galaxies are gas-rich objects, mostly of low luminosity but having appreciable star formation rates leading to bright H ii regions that have been intensively studied in recent years, not least in the search for primordial helium. Some stellar data are now available for NGC 6822 giving good agreement with H ii regions (Table 1) and a slight hint of an abundance gradient.

However, some points are still controversial.

1. Luminosity-metallicity (i.e. O-abundance) relation. First noted by Lequeux et al. (1979) in the form of a mass-metallicity relation, and discussed further by Skillman et al. (1989a) and Richer & McCall (1995), the relationship for d Irr has been challenged (e.g. Hidalgo-Gámez & Olofsson 1998; Hunter & Hoffman 1990), but there are uncertainties in measuring the the weak 4363 line and Pilyugin (2001c) using a more robust strong-line method finds it to hold pretty well. Blue compact galaxies do not fit, but if metallicity is plotted against velocity dispersion — a measure of the total mass — the scatter is much reduced (Kobulnicky & Zaritsky 1999). This relation is very important from the point of view of galactic chemical evolution and is suggestive of increasing loss of enriched gas from shallower potential wells, but there are also other reasons, notably the gas fraction (cf. van Zee et al. 1997; Pilyugin & Ferrini 2000; Larsen et al. 2001; Garnett 2002). Tidal dwarf galaxies lie above the usual relation (Duc & Mirabel 1998); there may also be a modest upward shift for galaxies in a dense environment, but this is not certain (Vílchez 1995).
2. Uniformity of abundances. How uniform are abundances across a galaxy or even one giant H ii region? Does the neutral gas have the same metallicity as the H ii regions or are they self-enriched (cf. Kunth & Sargent 1986)? For oxygen, the evidence mostly favours uniformity; the most famous case in which it was challenged was that of I Zw 18 (see Kunth et al. 1994; Pettini & Lipman 1995; van Zee et al. 1998c; Levshakov et al. 2001). Thuan et al. (1997) found a very low upper limit to oxygen abundance in the H i gas of the BCG SBS 0335 $``$052, but until the Doppler width is directly measured as in I Zw 18, the significance of this limit remains in doubt.
3. For nitrogen, the existence of intrinsic scatter is indisputable (e.g. Kobulnicky & Skillman 1996, 1998; Kobulnicky et al. 1997), but the meaning of this scatter is unclear. In NGC 5253 and II Zw 40, large variations occur in N/H over small spatial intervals even within what looks like one giant H ii region, unaccompanied by noticeable variations in any other element (Walsh & Roy 1989, 1993), whereas in others like NGC 4214 there is an anti-correlation between N/O and O/H such as might be expected to occur if shortly after a burst of star formation oxygen were enhanced but nitrogen had not yet had time to catch up (Garnett 1990; Marconi, Matteucci & Tosi 1994; Pilyugin 1993, 1999; Larsen et al. 2001). However, according to Izotov & Thuan (1999), below an oxygen abundance of about 7.7, all the scatter that appeared in previous diagrams of H ii galaxies is spurious; N/O is remarkably constant and free from scatter at 1/40, compared to solar 1/7. That figure also appears to be a well-defined lower limiting plateau for all known H ii regions and possibly representative of all irregular and BCG’s not affected by whatever is causing the scatter around an oxygen abundance of 8.0, since it still applies to NGC 6822 at an oxygen abundance of 8.3 (cf Skillman et al. 1989b).

The location of the scatter raises a problem for the point of view conventionally put forward for explaining it, based on a time delay for especially primary nitrogen (e.g. Edmunds & Pagel 1978), since that theory requires the scatter to be greatest at the lowest metallicities, just the opposite of what is seen, and so IT argue that the primary nitrogen comes from massive stars and is produced in lockstep with oxygen, the scatter at higher metallicities coming then from secondary nitrogen, as was suggested by Pagel et al. (1986), although the association with strong WR features that we suggested then has not been supported by later work. Bursts, time lags and IMS could still be involved, however, if the lowest-metallicity galaxies are exceptionally slow evolvers rather than just very young, so that the effects of all past bursts have had time to be evened out, and there are some indications of scatter in N/O among the DLA clouds. It could then be the regions with an oxygen abundance around 8.0, e.g. SMC and NGC 4214, that show the greatest influence of bursts — involving both primary and secondary nitrogen — compared to still more metal-rich regions in spiral galaxies. I think the issue of how much massive stars contribute to primary nitrogen is still open (cf. Meynet & Maeder 2002ab).
4. Carbon abundances show a plateau followed by a rising trend as a function of metallicity, with C/O increasing from about 1/5 in I Zw 18 to about 1/3 in the LMC (Garnett et al. 1997; Izotov & Thuan 1999); see Fig 1. There is some dispute as to the smoothness of the trend, but the differences for objects in common never exceed 0.1 dex. The rise in C/O with O/H probably results from increasing carbon and decreasing oxygen yields from massive stars (Maeder 1992; Henry, Edmunds & Köppen 2000).

## 4 Spiral galaxies

### 4.1 Oxygen

Oxygen abundance gradients vary quite widely (e.g. Zaritsky et al. 1994; van Zee et al. 1998b): in late-type spirals like M 33 and M 101 (see Torres-Peimbert et al. 1989; Pilyugin 2001b), the variation is from more or less solar near the centre to about an order of magnitude lower at the isophotal radius, while in early-type spirals high abundances extend to greater radial distances. Also at the other end of the Hubble sequence, Sd and Sdm spirals and low surface brightness galaxies (de Blok & van der Hulst 1998) have shallower gradients again, with a lower abundance overall. McCall (1982), Edmunds & Pagel (1984) and Vila-Costas & Edmunds (1992) studied correlations with local properties at the appropriate galactocentric distance, i.e. the surface brightness and the gas fraction, while Zaritsky et al. stress the importance of global galaxy properties: the luminosity and the rotation speed (representing mass). Probably the global properties plus any accidental interactions are the main driver, leading to the formation of exponential disks in which the correlations with local properties then arise.

O-abundance correlates with local surface brightness and gas fraction, with some segregation between morphological types, and the mean abundance increases with the parent galaxy’s luminosity or mass as indicated by the rotational velocity. A further variable is the environment, e.g. in inner parts of the Virgo cluster there are gas-stripped galaxies with higher abundances at a fixed fraction of the isophotal radius than normal galaxies of the same type, but such cases can also be found among field galaxies (Pilyugin et al. 2001).

### 4.2 Nitrogen

N/O ratios in spiral galaxy H ii regions start distinctly above the Magellanic Cloud plateau value; e.g. at O=8.4, outer parts of spirals typically have log (N/O)=$`1.2`$ compared to the LMC value of $`1.5`$ (Thurston et al. 1996; van Zee et al. 1998a; Pilyugin et al. 2001. ) There is some intrinsic scatter with early spirals having a slightly larger N/O at given O/H than late spirals (Pilyugin et al. 2002), but with the new calibrations the Sun and Orion fit in perfectly. We can see secondary nitrogen production taking over from primary at an oxygen abundance of about 8.5.

### 4.3 Carbon

Garnett et al. (1999) have used HST to measure carbon abundances in selected H ii regions of M 101 and NGC 2403 and compared the results with irregular galaxies, Galactic H ii regions and the Sun. Disregarding the scatter, which may be spurious, C/O behaves remarkably like N/O and C/N is nearly constant throughout the abundance range.

## 5 Putting it all together

A comprehensive discussion of CNO in irregular and spiral galaxies has been given by Henry et al. (HEK 2000). They collected data from both stars and nebulae, so that there is a great mixture of ages there, but within the uncertainties the stars and the nebulae agree pretty well. Consequently, the nebulae convey the same message as the stars about carbon and oxygen, already discussed previously by Prantzos et al. (1994) and by Gustafsson et al. (1999). Intermediate-mass stars are inadequate for the task of making carbon and one needs large metallicity-dependent yields from massive stars, as originally proposed by our birthday boy in 1992. Since massive stars are involved in both cases, the C/O ratio is largely a function of the stellar yields and insensitive to some galactic phenomena like the star formation rate.

The case of nitrogen is more complicated because of time delays of up to $`2\times 10^8`$ years associated with the evolution of IMS, which produce enough primary nitrogen to account for the plateau at low metallicities (van den Hoek & Groenewegen 1997; Meynet & Maeder 2002ab). The secondary component comes from the high-mass stars, again as predicted by Maeder (1992), but this time there is more sensitivity to galactic parameters such as the star formation rate (see Fig 1). Looking at the GCE model computations by HEK, one might expect the stars to lie along evolutionary tracks, but the H ii regions could equally be along isochrones, or some mixture of the two. In fact the objects with log (N/O) $`1.6`$ (from I Zw 18 to NGC 6822) lie pretty much along HEK’s 0.5 Gyr isochrone (the exact age would be a function of the adopted star formation law), although HEK themselves preferred to consider them as lying along an evolutionary track. The isochrone interpretation is essentially the one suggested by Edmunds & Pagel (1978). The 2 Gyr isochrone has a shape not very different from the Pilyugin et al. observational track for spirals, but is a factor of 2 or so too low, so it may be that one has to invoke inflow or some other effect not included in their models, and probably higher nitrogen yields from low-mass stars.


text:
# Kondo effect in “bad metals”

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## Abstract

We study the low-temperature properties of a Kondo lattice using the large$`𝒩`$ formalism. For a singular density of conduction states (DOS), we generalize the single-impurity result of Withoff and Fradkin: the strong-coupling fixed point becomes irrelevant if the DOS vanishes at the Fermi level $`E_F`$. However, for $`E_F`$ close enough to the singularity, and close to half-filling, the Kondo temperature, $`T_K`$, can become much smaller than the characteristic Fermi liquid scale. At T=0, a meta-magnetic transition occurs at the critical magnetic field $`H_c(k_B/\mu _B)T_K`$. Our results provide a qualitative explanation for the behavior of the YbInCu4 compound below the valence-change transition.

\]

The Kondo model has been introduced to explain the transport and thermodynamic anomalies of dilute magnetic alloys  due to weak interaction between the conduction electrons and impurity spins. The model is defined by the Hamiltonian $`H_K=J𝐬𝐒`$, where $`𝐬`$ and $`𝐒`$ are the spins of conduction and localized electrons, respectively, and $`J`$ is the coupling constant. Our current understanding of Kondo systems is based on the solutions obtained by the peturbative scaling, numerical renormalization group, and Bethe Ansatz, which are usually derived for a featureless conduction band. The main result is the crossover from the high-temperature regime, where the impurity is magnetic and the conduction electrons are only weakly perturbed by the spins, to the strong coupling regime, where the magnetic moment is screened completely and the conduction states form a Fermi liquid . The Kondo temperature separates these two regimes and is the only relevant energy scale.

Kondo systems with a non-constant DOS or a high concentration of magnetic impurities show more complicated behavior. Assuming an electron-hole symmetry and a DOS with a power-law singularity at the Fermi level $`E_F`$, Whithoff and Fradkin  found a critical coupling $`J_c`$ such that for $`J>J_c`$ the dilute Kondo systems scale to the strong coupling limit, while for $`J<J_c`$ the renormalized coupling decreases with temperature and the “usual” Kondo screening does not occur. Here, we study the low-temperature Kondo effect in bad metals and consider a lattice of magnetic ions coupled by exchange interaction to a conduction band with a minimum (or a gap or a pseudo-gap) close to $`E_F`$. We show that such a model generates more than one energy scale and explains the low-temperature behavior of Yb- and Eu-based intermetallic compounds, like YbInCu4 , EuNi2(Si1-xGex)2  or Eu(Pd1-xPtx)2Si2 , which exhibit a valence-change transition. We also study the Kondo lattice with an enhanced DOS around $`E_F`$ and show that it explains the properties of YbAl3  in the coherent regime.

The Kondo lattice Hamiltonian reads,

$$H=\underset{i,j,\sigma }{}(t_{ij}\mu \delta _{ij})c_{i\sigma }^{}c_{j\sigma }+\frac{J}{𝒩}\underset{i}{}𝐬_i𝐒_i,$$
(1)
where $`t_{ij}`$ is the hopping, $`c_{i\sigma }^{}`$ creates an electron of spin $`\sigma =1,\mathrm{},𝒩`$ at site $`i`$, $`𝐬_i`$ is the c-electrons local spin density, $`\mu `$ is the chemical potential which determines the band filling, $`n_c/2=𝒩^1_\sigma c_{i\sigma }^{}c_{i\sigma }`$, and $`𝐒_i`$ are the local spins of SU($`𝒩`$) symmetry. We use the large-$`𝒩`$ approach, write $`𝐒_{i\sigma ,\sigma ^{}}=f_{i\sigma }^{}f_{i\sigma ^{}}\delta _{\sigma \sigma ^{}}/2`$, where $`\sigma ,\sigma ^{}=1,\mathrm{},𝒩`$, and enforce the local constraints $`_{\sigma =1}^𝒩f_{i\sigma }^{}f_{i\sigma }=𝒩/2`$ by the Lagrange-multipliers $`i\lambda _i(\tau )`$ . The quartic fermionic interactions in Eq. (1) are decoupled by introducing Hubbard-Stratanovich transformations , which lead in the limit $`1/𝒩=0`$ to the following set of equations for the hybridization parameter $`r`$ and the Lagrange multiplier $`\lambda `$,

$$\{\frac{r}{J},\frac{1}{2},\frac{n_c}{2}\}=\{G_{fc},G_f,G_c\}(\tau =0^{}).$$
(2)
Here, $`G_f(\tau )=Tf_0(\tau )f_0^{}(0)`$ is the f-fermion Green’s function, $`G_{fc}(\tau )=Tf_0(\tau )c_0^{}(0)`$ is the mixed Green’s function, and $`G_c(\tau )=Tc_0(\tau )c_0^{}(0)`$ the c-electron Green’s function, all of them being computed for an arbitrary site $`i=0`$ (In the paramagnetic state the spin index has been suppressed). Local Green’s functions can be obtained from the free fermionic propagator $`𝒢_f(i\omega _n)=(i\omega _n+\lambda )^1`$, using the relations $`G_c(i\omega _n)=G_c^0(i\omega _n+\mu r^2𝒢_f(i\omega _n))`$, $`G_f(i\omega _n)=𝒢_f(i\omega _n)+r^2𝒢_f^2(i\omega _n)G_c(i\omega _n)`$ and $`G_{fc}(i\omega _n)=r𝒢_f(i\omega _n)G_c(i\omega _n)`$, in which $`\omega _n`$ are the Matsubara fermionic frequencies, and $`G_c^0`$ the non-interacting electronic Green function . Typical band-shapes and fillings considered in this work are shown in Fig. 1.

The temperature $`T_K`$ at which the second order transition with the order parameter $`r(T)`$ takes place is obtained from Eqs. (2) as a non trivial solution of the equation ($`r=0`$, $`J>J_c`$),

$$\frac{2}{J}=_{\mathrm{}}^+\mathrm{}𝑑\omega \frac{\mathrm{tanh}[\omega /2T_K]}{\omega }\rho _0(\omega +\mu ).$$
(3)
Here, $`\rho _0(\omega )`$ is the non-interacting DOS and the energy is measured with respect to the center of the conduction band, which is assumed to be symmetric and of half-width $`D_0`$. Assuming spin-rotation symmetry, we find that the large$`𝒩`$ result for the lattice (3) coincides with the solution of the scaling equations for the $`SU(2)`$ single-impurity Kondo model . The $`T_K`$ vanishes continuously at

$$\frac{2}{J_c}=_{\mathrm{}}^+\mathrm{}𝑑\omega \frac{\rho _0(\omega +\mu )}{|\omega |},$$
(4)
and for $`\rho _0(\mu )=0`$ the model admits a finite $`J_c`$ and a quantum critical behavior. In the case of a DOS with a gap $`\mathrm{\Delta }_0D_0`$ around $`E_F`$ we find $`J_cD_0/ln[D_0/\mathrm{\Delta }_0]`$, while the pseudo-gap centered at $`E_F`$ and characterized by a single energy scale $`D_0`$ gives $`J_cD_0`$. The power-law singularity $`\rho _0(\omega )=A|\omega |^\gamma `$ gives $`J_c=2\gamma D_0/(\gamma +1)`$, which is the Whithoff and Fradkin result  (the constant $`A`$ follows from the normalization condition, $`\rho _0(\omega )=1`$). However, for $`\rho _0(\mu )0`$ (see Figs. 1(a) and 1(b) or 1(e)), the integral diverges logarithmically and $`J_c=0`$.

Taking the non-constant DOS and solving Eq.(3) in the weak coupling limit gives , $`T_K=F_Kexp[1/J\rho _0(\mu )]`$ where

$$F_K=\alpha \sqrt{D_0^2\mu ^2}exp\left(_{D_0\mu }^{D_0\mu }\frac{d\omega }{|\omega |}\frac{\rho _0(\mu +\omega )\rho _0(\mu )}{2\rho _0(\mu )}\right),$$
(5)
where $`\alpha 1.13`$. This result is derived in ref. () for an even and analytic DOS but it also holds for $`\rho _0(\omega )`$ with an algebraic singularity close to $`E_F`$. The $`T_K`$ defines the Kondo temperature of the lattice; it characterizes the high-temperature behavior and gives the temperature at which the weak coupling behavior breaks-down due to the single-impurity singlet formation. The screening cloud at $`TT_K`$ involves the electronic states in an energy interval $`|\omega |T_K`$ around $`E_F`$ ($`E_F`$ is the non-interacting Fermi level of $`n_c`$ electrons having a “small” Fermi surface, FS).

At low temperatures, Eqs. (2) lead to a Fermi liquid (FL) ground state which is characterized by two energy scales, $`T^{}`$ and $`T^{}`$. The scale $`T^{}`$ is defined as the inverse of the quasi-particle DOS at the Fermi energy of a “large FS” which contains, at $`T=0`$, $`n_c+n_f`$ quasi-particles ($`n_f`$ is the occupancy of the localized $`f`$-orbitals, which is close to $`1`$ for $`SU(2)`$ Kondo systems). This scale is relevant for the $`T0`$ properties and appears in the static spin susceptibility, $`\chi _{loc}(T=0)1/T^{}`$, or the specific heat coefficient $`C/T1/T^{}`$. The scale $`T^{}`$ characterizes the deformation of the “quasi-particle band” with temperature; it defines the relevant energy scale for quasi-particle excitations and can be related to the temperature at which the coherence is lost and the quasiparticles Fermi surface destroyed. This scale depends on all the electronic states between “small” and “large” FS, as well as on some hole states inside the “small” FS . The system behaves as a FL provided $`T/T_{FL}1`$ where $`T_{FL}`$ is the smallest of the three temperatures defined above. One common situation arises for $`T^{}T^{}T_K`$, such that the band of quasiparticles is “rigid” and we have the FL laws, provided this rigid band does not have too much structure within the Fermi window. The other usual situation is $`T^{}T^{}T_K`$, such that the deviations from the FL laws are due to the temperature-induced deformation of the effective DOS, i.e. the break-down of the FL is due to the loss of coherence. A different behavior is expected in bad metals with only a few states around $`E_F`$ and $`T_KT^{}`$ or $`T_KT^{}`$.

To study the relative magnitude of $`T_K`$, $`T^{}`$, and $`T^{}`$, we use the analytic expressions obtained from Eqs. (2) and evaluate them close to half-filling . This gives $`T^{}T^{}=F_0exp[1/J\rho _0(\mu )]`$, and

$$F_0=(D_0+\mu )exp\left(_{D_0\mu }^{ϵ_F^>\mu }\frac{d\omega }{|\omega |}\frac{\rho _0(\mu +\omega )\rho _0(\mu )}{\rho _0(\mu )}\right),$$
(6)
where $`ϵ_F^>`$ is the Fermi level corresponding to $`(n_c+1)/2`$ non-interacting fermions per spin component. The break-down of the FL laws is now due to quasi-particle excitations and a simultaneous destruction of the coherent state. Note, we assume that the system is not at half-filling exactly (where the “large” FS coincides with the Brillouin zone and we would get a Kondo insulator). But we also assume that the system is not too far from the particle-hole symmetry, because for small filling the ’exhaustion’ gives rise to additional effects (see discussion by Nozières  and ). Both assumptions are fulfilled for $`n_f1`$ but not for $`n_f=1`$ or $`n_f0`$. The expressions for $`F_K`$ and $`F_0`$ can be simplified to $`F_K\alpha D_0exp\left(_{D_0}^{D_0}\frac{d\omega }{|\omega |}\frac{\rho _0(\mu +\omega )\rho _0(\mu )}{2\rho _0(\mu )}\right)`$ and $`F_0D_0exp\left(_{D_0}^{D_0}\frac{d\omega }{|\omega |}\frac{\rho _0(\mu +\omega )\rho _0(\mu )}{\rho _0(\mu )}\right)`$, such that $`F_0(F_K/\alpha )^2/D_0`$. Thus, we have the relationships between the Kondo temperature and the FL scale

$$T^{}=\frac{F_K}{\alpha ^2D_0}T_K,$$
(7)
regardless of the specific form of $`\rho _0`$. A constant $`\rho _0`$ gives $`F_K/D_0=1`$ and $`T^{}T_K`$, which explains the $`T/T_K`$ scaling observed in many heavy fermion compounds.

We consider now in more detail the effects due to the shape-variation of $`\rho _0(\omega )`$. If $`\mu `$ is close to a local maximum of $`\rho _0(\omega )`$ the integrand in $`F_K`$ is mainly negative, such that $`F_K/D_0<1`$ and $`T^{}T_K`$, as found in systems showing ‘protracted screening’  (exhaustion effects can also reduce $`T^{}/T_K`$ and see ). However, if $`\mu `$ is close to a local minimum (see Fig. 1(e)) one finds $`T_KT^{}`$. Note, the relative magnitude of $`T^{}`$ and $`T_K`$ does not depend on $`T_K`$ (or $`J`$) but is related to the convexity of $`\rho _0(\omega )`$ around $`\omega =\mu `$. An intuitive interpretation is provided by the following argument. The incoherent Kondo cloud forms at $`TT_K`$ and involves only a few states around $`E_F`$. But the energy scale $`T^{}`$ depends on the density of quasiparticle states at the Fermi level of the “large” FS, and the energy $`T^{}`$ involves all the states between the “small” and the “large” FS, and some additional holes inside the “small” FS . Thus, for $`\mu `$ close to the minimum of $`\rho _0(\omega )`$, the integrals for $`T^{}`$ and $`T^{}`$ involve the DOS which is much larger than the one used to evaluate $`T_K`$, and $`T_KT^{}`$ follows.

Next, we study the effects of an external magnetic field $`H`$ applied to the spin system at $`T=0`$. Within the large-$`𝒩`$ approach, we obtain a transition between the Kondo phase ($`r0`$, “large FS”) and the ferromagnetic spin lattice decoupled from the paramagnetic metal ($`r=0`$, “small” FS). The critical field $`H_c`$ is given by the relation

$$\frac{2}{J}=_{\mathrm{}}^+\mathrm{}𝑑\omega \mathrm{tanh}\left[\frac{\omega }{2T}\right]\frac{\omega }{\omega ^2H_c^2}\rho _0(\omega +\mu ),$$
(8)
which shows that the logarithmic divergence of Eq.(3) disappears, and $`J_c0`$, as soon as $`H_c0`$. In the weak coupling limit, $`JD_0`$, we find $`H_{c0}=\alpha ^1F_Kexp[1/J\rho _0(\mu )]`$ and obtain, at $`T=0`$, the universal relation $`H_{c0}=k_BT_K/\mu _B\alpha `$. Thus, in Kondo lattices with a non-constant DOS we can expect two different types of the zero-temperature magnetization $`m(H)`$. For $`T^{}T_K`$ and $`HH_c`$, the magnetization rises initially as $`m(H)H/T^{}`$ but for higher fields the slope is reduced and eventually, around $`H^{}k_BT^{}/\mu _Bk_BT_K/\mu _B`$, the $`m(H)`$ saturates. For $`H^{}HH_c`$ we are dealing with a saturated FL ($`r0`$). In the opposite case, $`T_KT^{}`$ and $`H_cH^{}`$, the low field limit still gives $`m(H)H/T^{}`$. But for higher fields the slope of $`m(H)`$ rises rapidly and at about $`H_ck_BT_K/\mu _B`$ there is a meta-magnetic transition into the spin-disordered (r=0) phase. Of course, this simple considerations should be corrected for direct and indirect effects due to the conducting sea.

Solving Eq. (8) for a constant DOS we find the critical line $`[H_c(T)/H_{c0}]^2+[T/T_K]^2=1`$, which holds for any $`J`$ and $`n_c`$. The same relation is also found at half-filling, for any DOS. In general, we expect a ‘nearly’ universal phase boundary, with some small deviations due to the structure of the DOS and the particle-hole asymmetry.

We can use these results to discuss the anomalous behavior of the Yb- and Eu-based intermetallics that we have mentioned before. In YbInCu4, which is a typical example, the valence-change transition takes place, at ambient pressure, at $`T_v40K`$. Above $`T_v`$, one finds the Yb ions in a 3+ state, behaving as ’almost free spins’, and the transport properties of a bad metal. That is, the linear and non-linear magnetic response of the paramagnetic phase are very well explained by the crystal field theory of independent f-states, while the electrical resistance is very high, there are no logarithmic terms, and the fields of up to 40 Tesla do not produce any significant effects. The Kondo scale determined from the high-temperature properties seems to be very small. Below $`T_v`$, the valence state of Yb ions changes to 2.9+ and the system behaves as a FL with a high characteristic scale, $`T^{}500K`$ , such that the physical quantities are nearly temperature-independent. The optical conductivity, Hall effect and the thermoelectric power indicate a major reconstruction of the conduction band: a bad metal with chemical potential close to the pseudo-gap (or small gap) transforms at $`T_v`$ into a good metal with a large FL scale. The FL ground state can be destroyed by a magnetic field of about $`H_{c0}40`$ Tesla, which induces a metamagnetic transition and restores a bad metal. The valence-change transition in Eu-based intermetallics is similar , except the transition temperatures and the critical fields are higher ($`T_v100`$ K and $`H_c50`$ Tesla), and the Eu ions undergo an almost complete valence change from 2+ ($`f^7`$) to 3+ ($`f^6`$) state.

We explain such a behavior of YbInCu4-like intermetallics by the proximity of $`\mu `$ to the pseudo-gap, which reduces $`T_K`$ and gives $`T^{}T_KH_c`$. If we take $`T_vT_K`$, the Kondo lattice model describes the valence-change as a transition from a bad metal with a “small FS” to a good metal with hybridized f-states and “large FS”. Above $`T_v`$, the Yb ions form a disordered spin-lattice which is decoupled from the conduction band, while below $`T_v`$ the f-electrons participate in the “heavy” quasiparticle band with a “large” FS. Since $`T^{}`$ is not affected by the pseudo-gap, and $`T^{}T_v`$, all the properties of the system below $`T_v`$ are are nearly temperature-independent. If we estimate the FL corrections to the $`T=0`$ value of the magnetic susceptibility or the electric resistivity up to $`𝒪[(T/T^{})^2]`$ and assume $`T^{}/T_K10`$ (as indicated by the data), the maximum relative deviation at $`TT_v`$ is $`1`$%. The large$`𝒩`$ solution explains the metamagnetic transition at the critical field, $`H_cT_vT_K`$, and gives the universal ratio $`H_c/T_v=𝒪(1)`$ but can not describe the properties of YbInCu4-like systems above $`T_v`$. The proper description of the high-temperature phase might require a Coulomb repulsion between the f-states and the conduction band, i.e. the free electron states of the high-temperature phase should be replaced by the over-damped states of a small-gap Mott-Hubbard insulator. A gap or a pseudo-gap is also required to explain the absence of the Kondo effect in the high-temperatutre phase, despite the presence of a local moment at each lattice site .

The YbAl3 anomalies are of a different type but also exhibit more than one low-temperature energy scale. The data  show that for $`TT^{}40`$ K the coherence is lost but the strong coupling features persist up to the highest temperatures measured, i.e., the magnetic moment remains quenched ($`T_K650`$ K). The de Haas - van Alphen experiments in the coherent regime show  that the high-field dHvA mass is greatly reduced with respect to the low-field mass, and that the critical field is about $`H^{}k_BT^{}/\mu _B`$. However, there is hardly any change in the Fermi surface for $`HH^{}`$. Using the Kondo lattice model close to half-filling and assuming that the chemical potential is close to the maximum of the DOS, we find $`T^{}T_K`$ and $`H^{}k_BT^{}/\mu _B`$. Thus, we have $`m(H)H/T^{}`$ for low fields and $`m(H)`$ const for $`HT^{}`$, i.e. the saturation magnetization is approached in the usual Fermi liquid fashion. Since $`H^{}T^{}T_K`$, the order parameter is finite and the system can be viewed as a polarized heavy FL with a “large FS”.

In summary, we studied the low-temperature properties of the Kondo lattice model with a non-constant DOS, using large-$`𝒩`$ formalism. Close to the particle-hole symmetry, the ground state is a Fermi-liquid, except for $`\rho _0(\mu )=0`$, in which case $`T_K=0`$ for $`JJ_c`$, where $`J_c`$ is a quantum critical point. This generalizes the work of Withoff and Fradkin  which found the quantum critical behavior for a Kondo impurity model with a singular DOS. We find that $`T_K`$ is finite but reduced for a conduction band with only a few states around to $`\mu `$. Since the FL parameter $`T^{}`$ of the Kondo lattice is much less affected by the pseudo-gap than $`T_K`$, the values of $`T_K`$ and $`T^{}`$ can differ by more than one order of magnitude. If that is the case, the physical properties of the FL phase are nearly constant. We also find that a DOS with a peak close to $`\mu `$ would reverse the relative magnitude of $`T_K`$ and $`T^{}`$. Considering the magnetic field effects, we find the critical value $`H_c(k_B/\mu _B)T_K`$ which separates the Kondo phase (Fermi liquid with a large Fermi surface and hybridized bands) from the Kondo-free phase (bad metal with a pseudo-gap and a “small FS”, decoupled from the f-spins). The low-field response of the Kondo lattice is linear and proportional to $`1/T^{}`$, while the high field behavior sets in at about $`H_cT_K`$ or $`H^{}T^{}`$, whichever is smaller. However, the non-linear corrections go in the opposite directions for $`T^{}T_K`$ and $`T^{}T_K`$ systems. In the former case there is a metamagnetic transition at $`H_c`$, while in the latter one finds at $`H^{}`$ the usual paramagnetic saturation. These Kondo lattice results explain different behavior and various energy scales observed in a valence fluctuator such as YbAl3, and in systems with a valence-change transition, such as YbInCu4, EuNi2(Si1-xGex)2 or Eu(Pd1-xPtx)2Si2.

We thank C. Castellani, C. Di Castro, D.R. Grempel, M. Grilli, E. Kats and P. Nozières for useful discussions. V.Z. thanks the hospitality of the Institute Laue-Langevin, where the majority of this work has been completed, and acknowledges the support from the Swiss National Science Foundation, Grant No. 7KRPJ65554. S.B. acknowledges financial support from the FERLIN program of the European Science Foundation.