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# Fragmentation in Peripheral Heavy-Ion Collisions: from Neck Emission to Spectator Decays

\]deceased The INDRA and ALADIN Collaborations

## Abstract

Invariant cross sections of intermediate mass fragments in peripheral collisions of 197Au on 197Au at incident energies between 40 and 150 MeV per nucleon have been measured with the 4$`\pi `$ multi-detector INDRA. The maximum of the fragment production is located near mid-rapidity at the lower energies and moves gradually towards the projectile and target rapidities as the energy is increased. Schematic calculations within an extended Goldhaber model suggest that the observed cross-section distributions and their evolution with energy are predominantly the result of the clustering requirement for the emerging fragments and of their Coulomb repulsion from the projectile and target residues. The quantitative comparison with transverse energy spectra and fragment charge distributions emphasizes the role of hard scattered nucleons in the fragmentation process.

The production of nuclear fragments is a decay mode that persists up to the highest bombarding energies in heavy-ion collisions. Its characteristics, however, are considerably different in the Fermi energy regime and in the relativistic regime. At bombarding energies near the Fermi energy, the fragment distributions are concentrated at mid-rapidity, neck breaking mechanisms have been suggested by various transport simulations, and strong Coulomb effects are generated by the presence of slowly moving heavy residues mont94 ; toke95 ; colo95 ; demp96 ; luka97 ; nebau99 ; plagnol00 ; dore01 ; poggi01 ; smm2 ; piant02 ; milazzo02 ; baran02 ; davin02 .

At relativistic energies, the fragment production in peripheral collisions is concentrated at projectile and target rapidities hubele92 ; hauger96 ; xi97  with invariance properties that suggest a high degree of equilibration for the decaying spectator systems schuett96 ; gait00 ; insolia00 . Because of their prevailing statistical character these fragmentations are often seen distinguished from the dynamical processes at intermediate energies.

The present study is directed to the transition region between these seemingly so different regimes with the aim to identify the basic ingredients that govern the evolution of the fragment production mechanisms. As the main result, we find that the same criteria are at work throughout the covered energy range and that, of these, the clustering (coalescence) criterion is essential for producing the observed features.

The experiments were performed at the GSI Darmstadt with beams of 197Au, delivered by the heavy-ion synchrotron SIS and directed onto 197Au targets of 2-mg/cm2 areal thickness placed inside the INDRA multidetector pouthas . The incident energies varied between 40 to 150 MeV per nucleon, a range of energies that corresponds to relative velocities between once and twice the Fermi value. Further details of the experimental and calibration procedures may be found in Refs. luka02 ; trzc02 .

As described previously, the total transverse energy $`E_{}^{12}`$ of light charged particles ($`Z`$ 2) has been used as an impact parameter selector luka02 . The measured $`E_{}^{12}`$ spectra scale linearly with the incident energy, and the scaled spectra coincide. The relation between $`E_{}^{12}`$ and the reduced impact parameter $`b/b_{\mathrm{max}}`$ has been obtained by applying the geometrical prescription of Ref. cavata90 . It is linear in very good approximation, where $`b/b_{\mathrm{max}}`$ decreases with increasing $`E_{}^{12}`$. Eight finite impact parameter bins were generated, with the most central bin 8 covering impact parameters up to 5% of $`b_{\mathrm{max}}`$. The remaining part of the $`E_{}^{12}`$ spectrum has been divided into 7 bins of equal width, corresponding to 7 bins of approximately equal width in $`b`$, of which bin 1 contains the most peripheral events. An event was registered if at least three detectors had recorded a hit.

Invariant cross section distributions for lithium, carbon, and fluorine fragments emitted in peripheral 197Au + 197Au collisions are shown in Fig. 1. They illustrate the characteristic evolution of the emission pattern as the incident energy is raised from 40 up to 150 MeV per nucleon.

The Coulomb repulsion from the projectile and target residues that survive the collision at peripheral impact parameters is evident in all distributions. The distribution of intermediate-mass fragments, however, is not isotropic with respect to these residues. They are emitted with a preference toward mid-rapidity which produces a pronounced forward-backward asymmetry relative to the rapidities of the projectile and target residues. The resulting cross-section maximum at mid-rapidity at the lower energies gives way to a saddle-type structure at mid-rapidity at the higher energies. Here the fragment production is increasingly concentrated at the projectile and target rapidities, a trend that is more pronounced at even higher incident energies and generally characteristic for the relativistic regime schuett96 . At a given energy, the probability for forming fragments at mid-rapidity decreases rapidly with increasing $`Z`$.

The kinetic properties of the mid-rapidity fragments in peripheral collisions, in spite of this apparent evolution, have been found rather constant throughout the covered range of projectile energies luka02 . The transverse velocities are invariant with respect to both, the incident energy and the fragment $`Z`$. This property and the large value $`E_\mathrm{t}`$ 30 MeV of the corresponding mean transverse energies were suggested to be the result of the combined action of the intrinsic Fermi motion, the acquired transverse energies of scattered nucleons and of the Coulomb repulsion from the heavy residues.

To obtain more quantitative predictions, a Monte-Carlo procedure based on these considerations has been developed. The original idea of Goldhaber gold74  of taking the fragment momentum as the sum of the momenta of the constituent nucleons picked randomly from a single Fermi sphere has been extended by including also the Pauli-allowed distribution of hard scattered nucleons. The corresponding calculations proceed in three main steps:

(i) The momenta of the $`A`$ nucleons of a fragment with mass number $`A`$ are randomly picked from 2 Fermi spheres ($`p_\mathrm{F}`$ = 265 MeV/c), separated by a relative momentum per nucleon calculated at the distance of closest approach of the two nuclei colliding at a given impact parameter, and also from the momentum distribution generated in hard two-body collisions of nucleons from the projectile and target. Isotropic scattering has been assumed for these collisions, and they were requested to obey the Pauli principle. The Pauli-allowed momentum space changes with increasing incident energy and widens both toward lower and higher transverse momenta. In the calculations, a fixed impact parameter of 10 fm was used, and the number of hard scattered nucleons to be incorporated in a fragment was taken as a parameter. The results presented here were obtained assuming a binomial distribution of the number of hard scattered nucleons in a fragment with mean values that were found to be rather small (see below).

(ii) A clustering criterion has been implemented by randomly accepting or rejecting the trial clusters according to the probability distribution of the mean squared relative momentum, $`_{ij}(\stackrel{}{p}_i\stackrel{}{p}_j)^2/(A(A1))`$, with that of $`A`$ nucleons drawn randomly from a single Fermi sphere of the radius of $`p_\mathrm{F}`$ = 265 MeV/c. Examples of these reference distributions are shown in the upper part of Fig. 2 for fragments containing 2, 7, 14, and 28 nucleons. They are characterized by a mean value $`p_{\mathrm{rel}}^2`$ and a variance $`\sigma ^2(p_{\mathrm{rel}}^2)`$ given by:

$$p_{\mathrm{rel}}^2=\frac{6}{5}p_\mathrm{F}^2;\sigma ^2(p_{\mathrm{rel}}^2)=\frac{4}{25}p_\mathrm{F}^4\frac{12A+30}{7A(A1)}.$$

The mean value of the distributions is constant while the variances decrease with increasing fragment mass $`A`$. The asymmetry apparent for lighter fragments disappears for heavier ones and, for $`A`$ 7, the distributions were approximated by Gaussians. The clustering criterion strongly suppresses the formation of fragments with large relative momenta of constituent nucleons.

The fragments selected by random picking of the momenta from a single Fermi sphere are not entirely cold (see e.g. murphy ), and neither are the fragments defined with the above criterion. Temperatures deduced by fitting a Fermi distribution to the distribution of nucleon momenta in the center of mass of a fragment drops, approximately like $`1/\sqrt{A}`$, from about 5 MeV for $`A`$ = 10 to near 0 for very large clusters. The sequential decay of excited clusters is expected to modify the fragment yields and kinetic energies, but not to an extent that would substantially modify the present conclusions.

The specific clustering criterion is adapted from the original Goldhaber formulation of the fragmentation problem by generalizing it from a single Fermi sphere to the three distributions considered here. It differs from standard coalescence criteria based on a fixed momentum radius and reduces the number of free parameters of the model as it depends only on $`p_\mathrm{F}`$.

(iii) Accepted fragments have been placed, in coordinate space, in between the two residues in an aligned sticking configuration which served as the starting point for 3-body Coulomb trajectory calculations (Fig. 2, bottom panel). The initial momentum of the produced fragment is determined by steps (i) and (ii), while the starting momenta of the heavy fragments were generated with two-body trajectory calculations for the entrance channel, using Coulomb and proximity forces prox . The residue trajectories remain virtually undisturbed in the exit channel. This simplified reaction picture assumes that the fragment is formed in the contact zone of the colliding nuclei and released as soon as the remaining residues separate by more than the diameter of the fragment which is assumed to be spherical. The effect of additional charged particles is ignored since their multiplicity in peripheral collisions is small.

The results obtained with this procedure for 40 and 150 MeV per nucleon, the lowest and highest bombarding energy included in this study, are shown in Fig. 3 for the case of fragments with mass number $`A`$ = 7. Three different conditions were chosen for the calculations which all have the assumption in common that the number of hard scattered nucleons in a fragment is given by a binomial distribution with the mean value of 1. The resulting cross section distributions are rather similar at the lowest energy but become distinctively different as the energy is raised.

If all the non-scattered nucleons forming a fragment are exclusively taken from only one of the collision partners, the mid-rapidity region cannot be populated at the higher bombarding energies (top row of Fig. 3 for 150 AMeV). At the lower energies (top row for 40 AMeV) these evaporation-like events are copiously found at mid-rapidity because the Coulomb maxima, forming the characteristic rings in the two-dimensional representation, intersect. If the clustering criterion is dropped, (middle rows for both energies), the fragment distributions at high incident energies populate nearly homogeneously the full range from projectile to target rapidities, again in contrast to the observation (cf. Fig. 1). Both ingredients, the mixing of target and projectile nucleons (see also nebau99 ) and the clustering criterion, are indispensable if more realistic distributions are to be generated that resemble those observed (bottom rows for both energies). The Coulomb field and its interplay with the initial momenta has a strong effect of rearranging and focusing the asymptotic fragments (cf. Ref. piant02 ). Their distribution extends to the projectile and target rapidities even though all fragments are initially placed in the aligned sticking configuration in between the two residues (see (iii) above). These specific initial conditions naturally produce the forward-backward asymmetry with respect to the heavy-residue rapidities.

For a more quantitative comparison, measured and calculated transverse-energy spectra for mid-rapidity fragments with $`Z`$ = 3, 6, 9 are shown in Fig. 4. Bins centered at mid-rapidity with widths of 25% of the projectile rapidity $`y_\mathrm{p}`$ were chosen for the selection. The exponential spectra shapes correspond to normal statistical emissions. Only the high value of the mean transverse energy ($``$ 30 MeV) has been found difficult to be explained within thermal models, as discussed in Ref. luka02 . The shapes of these spectra, including their invariance with bombarding energy and $`Z`$, are rather well reproduced if on average one scattered nucleon from the Pauli-allowed distribution of hard scattered nucleons is included in the fragment (solid lines). If scattered nucleons are excluded (dashed lines) or if their mean number is increased to 2 (dotted lines), the resulting spectra deviate significantly from the experiment, in particular for the lighter fragments.

A small number of scattered nucleons in a fragment is consistent with the small number of primary nucleon-nucleon collisions expected for the very peripheral collisions selected with bin 1. The increasingly harder transverse-energy spectra in more central collisions luka02  require more scattered nucleons to be included, in particular at the higher incident energies. For 100 and 150 MeV per nucleon, the lithium spectra of bins 2 and 3, e.g., are well described if their mean number in a fragment is increased to 1.5 and 2, respectively.

The general trends of the experimental cross section distributions as a function of the fragment $`Z`$ are also rather well reproduced. This is demonstrated in Fig. 5 for the range of mid-rapidity fragments with 3$``$Z$``$10. The $`Z`$ distributions are approximately exponential functions with slopes that increase monotonically with the incident energy. The calculations have been performed for masses $`A=2Z+1`$ and for, on average, one scattered nucleon in a fragment. The $`Z`$ dependence of the differential multiplicities is nearly perfectly reproduced for 100 MeV per nucleon but the variation of the slopes with incident energy is slightly overpredicted. With the chosen normalization at $`Z=6`$, this has the effect that the yields of the heavier fragments are underestimated at the highest and overestimated at the lower bombarding energies. The yields of lithium fragments are also too low by about a factor of two at all energies except 150 MeV per nucleon, where the measured yields are lower. Overall, however, the agreement is very satisfactory.

From the good qualitative (Figs. 1 and 3) and quantitative agreement (Figs. 4 and 5) we may thus conclude that the presented extended Goldhaber scenario contains the essential ingredients of the fragmentation mechanism in peripheral collisions. Of these, the clustering criterion is responsible for the evolution of the cross section distributions from mid-rapidity to the spectator rapidities with increasing projectile energy. It is furthermore important to permit the mixing of projectile and target nucleons and to include hard-scattered nucleons from Pauli-allowed collisions into the produced fragments. This latter observation even suggests the hypothesis that the hard-scattered nucleons may be required for initiating the fragment production at mid-rapidity in peripheral collisions. The correct prediction of the role of scattered nucleons may therefore be considered as an important test for any dynamical model to describe the mid-rapidity emission. It is, finally, remarkable how far the fragment distributions extend into the projectile and target rapidity regions, as a consequence of the combined action of the initial momenta and of the Coulomb forces giving rise to the characteristic ring structures. Apparently, fragments observed there do not necessarily have to be considered as emitted from the excited residues but may to a large part originate from the contact zone, or neck region, formed during the reaction.

The authors would like to thank the staff of the GSI for providing high-quality 197Au beams and for technical support. M.B. and C.Sc. acknowledge the financial support of the Deutsche Forschungsgemeinschaft under the Contract Nos. Be1634/1 and Schw510/2-1, respectively; D.Go. and C.Sf. acknowledge the receipt of Alexander-von-Humboldt fellowships. This work was supported by the European Community under Contract No. ERBFMGECT950083.


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# Dirty Fireballs and Orphan Afterglows: A Tale of Two Transients

## 1 Introduction

Orphan afterglows offer great potential as a test of gamma ray burst collimation (Rhoads 1997). An orphan afterglow is (conventionally) a collimated gamma ray burst viewed far enough from the jet axis that no gamma rays are observed but close enough to the axis that longer wavelength and less tightly collimated afterglow radiation is observed. The properties of such orphans should be similar to the properties of on-axis afterglows viewed at late times, after the light curve break expected in collimated GRB afterglows (Rhoads 1999). Details of the expected orphan afterglow count rate depend substantially on details of the assumed GRB population. Pessimistic numbers result if the kinetic energy in the GRB ejecta is assumed to scale with jet solid angle (Dalal, Griest, & Pruet 2002). Fortunately, present evidence suggests that the burst energy is approximately independent of collimation angle (Frail et al 2001; Panaitescu & Kumar 2002). In this case, an afterglow will be detectable to an off-axis angle that is independent of the initial jet angle, and the orphan afterglow rate can greatly exceed the GRB rate and provide a strong diagnostic of collimation (Granot et al 2002; Totani & Panaitescu 2002; Nakar, Piran, & Granot 2002 \[NPG02\]).

However, transients resembling GRB afterglows can also be produced by cosmological explosions that do not produce gamma ray bursts. Afterglow emission at any particular frequency reaches peak intensity at some characteristic time and characteristic Lorentz factor $`\mathrm{\Gamma }_a`$ of the burst ejecta. The observed behavior is essentially independent of the initial Lorentz factor $`\mathrm{\Gamma }_0`$ of the explosion provided that $`\mathrm{\Gamma }_0>\mathrm{\Gamma }_a`$. Optical depth arguments require $`\mathrm{\Gamma }_0100`$ to produce the observed power law GRB spectra (Paczynski 1986; Goodman 1986; Krolik & Pier 1991; Woods & Loeb 1995.) Fireballs with $`10\mathrm{\Gamma }_0100`$ will not produce detectable gamma ray emission but will still produce detectable afterglows at radio, optical, and (if $`\mathrm{\Gamma }_0`$ is large enough) X-ray wavelengths.

Thus, dirty fireballs can produce transients with the generic characteristics of GRB afterglows, i.e., broken power law spectra and light curves produced by synchrotron emission in a forward external shock. Rhoads (2000) remarked on this possibility and suggested that the difference in light curves could be used to distinguish the two. The principle here is that afterglows from jetlike bursts seen off-axis at frequencies above the peak in $`f_\nu `$ will show a rapid decay $`f_\nu t^p`$ (where $`p`$ is the electron energy distribution power law index). In contrast, afterglows from dirty fireballs will show a much slower decay, $`f_\nu t^{3(p1)/4}`$ or $`t^{1/23p/4}`$ (depending on whether the cooling frequency $`\nu _c`$ lies above or below the observed frequency).

Huang, Dai, & Lu (2002; hereafter HDL02) examined the requirements for distinguishing orphan afterglows due to off-axis jets from those due to dirty fireballs (which they term “failed gamma-ray bursts” or “FGRBS”). They point out that a major difficulty in distinguishing the two is the unknown trigger time. In studies of triggered GRBs, the decay index $`\alpha `$ can be determined without ambiguity using the arrival time of the first gamma rays as the time origin $`t_0`$. (A modest exception can be made for GRB 990123, where the availability of optical ROTSE data during the GRB itself \[Akerlof et al 1999\] introduces some sensitivity of the early decay index to the precise choice of the time origin.) However, in an orphan afterglow, the trigger time is unknown. All we know is the discovery time $`t_d`$. The age of the burst at discovery can be defined as $`t_1t_dt_0`$ and becomes parameter of the light curve that we may try to fit. In general, there is a substantial degeneracy between $`\alpha `$ and $`t_1`$ unless the observations span a period of duration $`\mathrm{\Delta }t2t_1`$. HDL02 suggest a few tests that might help discriminate dirty fireballs from off-axis GRBs, but conclude that the only promising one is the possibility (unconfirmed at present) that most dirty fireballs are accompanied by “x-ray flashes” of the type observed by the BeppoSAX (e.g., Heise et al 2001) and HETE-II satellites.

In this paper, I point out that dirty fireballs observed on-axis may be identified in orphan afterglow searches through their multiwavelength properties. By using quantities whose evolution changes sign at the jet break, we obtain tests that are robust to the uncertainty in $`t_1`$. Additionally, I examine the distribution of $`t_1`$ expected under a simple orphan afterglow search strategy, in order to constrain the typical monitoring period $`\mathrm{\Delta }t`$ required to reliably fit both $`t_1`$ and $`\alpha `$.

## 2 Multiwavelength Monitoring as a Diagnostic of Dirty Fireballs

In simple models, an afterglow is characterized by three spectral break frequencies and a peak flux density (Sari, Piran, & Narayan 1998). The breaks are $`\nu _m`$, corresponding to the observed peak of synchrotron emission for the minimum energy of the electron power law distribution; $`\nu _c`$, corresponding to the observed peak of synchrotron emission for electrons whose cooling time equals the dynamical age of the remnant; and $`\nu _a`$, the synchrotron self-absorption frequency. The spectral peak is $`f_{\nu ,m}f_\nu (\nu _m)`$. An afterglow model predicts the evolution of each of these quantities in terms of physical quantities that control the fireball evolution and emission: The initial energy $`E_0`$, the ambient density $`n=\rho /(\mu m_p)`$, and the fractions of the total available energy converted into relativistic electrons $`\xi _e`$ and into magnetic fields $`\xi _b`$ at the forward shock of the expanding blast wave. Common generalizations include nonspherical explosions, with initial opening angle $`\zeta `$, and a nonuniform ambient medium, with density $`nr^\delta `$. (Usually, either $`\delta =0`$ for a uniform medium or $`\delta =2`$ as expected for a constant velocity wind from the GRB progenitor).

The light curve of an afterglow depends on the time evolution of the spectrum in a way that depends on the details of the model (e.g., spherical or collimated flow, uniform or wind medium) but in all cases samples only a fraction of the full information provided by the multifrequency behavior of the transient. Thus, when HDL02 examined the possibilities for distinguishing dirty fireballs from off-axis jets primarily using the light curve at a single observed frequency, they used a subset of the available tools and reached unduly pessimistic conclusions.

Consider a quantity $`x`$ that behaves as a power law of the time elapsed since the burst, $`x(tt_0)^q`$. Following HDL02, suppose we do not know $`t_0`$ but have made a guess $`t_0^{obs}=t_0+T`$ that is in error by amount $`T`$. Then $`x(t(t_0^{obs}T))^q`$. Without loss of generality, we can set the origin of time to the assumed burst trigger, $`t_0^{obs}=0`$, simplifying the previous expression to $`x(t+T)^q`$. Then the instantaneous slope measurement becomes $`q^{obs}(t)d\mathrm{log}x/d\mathrm{log}(t)=qt/(t+T)`$. While our measurement of $`q`$ will be substantially in error unless $`|T|/t1`$, we see that the sign of $`q^{obs}`$ is unaffected. (Note that $`(t+T)`$ is always positive, since our first observation cannot precede the actual trigger time.)

We should therefore measure the behavior of one or more quantities whose sign changes at the transition from effectively spherical to effectively jetlike behavior. Table 1 lists several potentially applicable quantities, together with their expected evolution after the jet break and before the break in either a uniform density ambient medium or a wind environment. Spherically symmetric GRB remnants expanding into a wind density profile $`\rho r^2`$ are more similar to jetlike afterglows than are their uniform density counterparts in terms of several observables (peak flux density, absorption frequency, and fixed frequency light curves).

The most promising observable is the radio light curve, for two reasons. First, the radio flux falls with time after a jet break, while it remains flat or rises prior to a jet break for any likely density profile. Second, it is the simplest to observe, requiring data at only one frequency.

Combinations of the remaining diagnostics can be used similarly to distinguish among the three broad model classes in table 1. In particular, the cooling frequency $`\nu _c`$ can be combined with the spectral peak $`f_{\nu ,m}`$. If $`f_{\nu ,m}`$ is declining with time, it indicates either a wind-like ambient medium or a post-break jet. In the first case, $`\nu _c`$ should rise with time, while in the second case $`\nu _c`$ should remain steady. The self-absorption frequency $`\nu _a`$ could substitute for $`f_{\nu ,m}`$ in this argument, though its time dependence is weaker than that of $`f_{\nu ,m}`$. These two-diagnostic tests will be observationally challenging, because the observations involved require good measurements over a wide wavelength range and because it may be hard to distinguish between a truly non-evolving $`\nu _c`$ and a relatively weak evolution in an old orphan afterglow. Thus, we tend to prefer either the radio light curve or a suitably detailed optical/IR light curve (section 3) for their conceptual and observational simplicity.

## 3 Two-parameter Fitting of Optical Orphan Light Curves

Even in the case where multiwavelength data are not available, the nature of an optically discovered orphan may be determined by sufficiently accurate monitoring observations. There are three relevant adjustable parameters of the monitoring strategy: Time sampling $`\delta t`$, number of epochs observed $`N`$, and photometric accuracy. We will presume in this section a monitoring strategy where a wide-field survey camera of moderate sensitivity is used to find orphan afterglow candidates, with each epoch of data processed in a time $`\delta t`$. The search strategy should employ multiple optical filters spanning the Balmer break, so that color information can be used to identify the best orphan afterglow candidates in a single epoch (Rhoads 2001). Candidates thus found could then be followed up by larger telescopes. We will therefore presume that the fractional uncertainty in flux measurements is constant throughout the monitoring campaign. We will write this accuracy in magnitudes, $`\delta m=\delta (2.5\mathrm{log}_{10}f)1.0857(\delta f)/f`$, where $`f`$ and $`\delta f`$ are the flux and its associated uncertainty in linear units.

We now ask what kind of observational strategies will be sufficient to distinguish the light curves of an off-axis orphan afterglow and an on-axis dirty fireball. Assume that we either obtained the spectral slope $`\beta `$ of the transient already (since our initial search exploits color information) or else will obtain it during the followup campaign. Further, assume that we can deredden the measured spectral slope moderately well using its observed spectral curvature. (This is not trivial, but the required accuracy is not high.) Then we can infer the expected light curve slopes under either of two possible regimes. If the observations are above the cooling frequency for the burst, the electron spectral slope index $`p`$ is given by $`p=2\beta `$ and the time decay slope is either $`p=2\beta `$ (for an off-axis orphan) or $`3p/41/2=3\beta /21/2`$ (for an on-axis dirty fireball). On the other hand, if the observations are below the cooling frequency, we have $`p=2\beta +1`$ and decay slopes of either $`p=2\beta +1`$ or $`3p/43/4=3\beta /2`$. To distinguish the two afterglow regimes, we therefore need to tell apart two time decay slopes $`\alpha `$ differing by either $`p/4+1/2=\beta /2+1/2`$ or by $`p/4+3/4=\beta /2+1`$. Since $`p2`$ is typical we will be satisfied with any observational strategy that can measure $`\alpha `$ to a one-sigma accuracy of $`\pm 0.3`$, sufficient to distinguish the above two scenarios at a $`3\sigma `$ level.

To determine the error in $`\alpha `$, I have generated artificial power law light curves sampled according to an assumed observing strategy and with artificial noise added. I then fit each simulated light curve with a model $`f=f_1[(\widehat{t}+t_1)/t_1]^\alpha `$, where $`\widehat{t}`$ is the time elapsed since the first observation. The first numerical experiments were used to demonstrate that the accuracy of the recovered spectral slope $`\alpha _{obs}`$ does not vary substantially with the intrinsic slope $`\alpha `$ over the range $`1\alpha 3`$ for a wide range of observing strategies. The remaining simulations therefore used a uniform value of $`\alpha =1.8`$, near the midpoint of the interesting range.

Because we model the light curves to be power law decays after the first detection at time $`t_1`$, there is only one characteristic timescale in the light curve ($`t_1`$). Only the ratio $`\delta t/t_1`$ need be considered in studying the accuracy of light curve fitting. I have therefore fixed $`\delta t=1`$ day in the simulations while allowing $`t_1`$ to vary. Results for $`\delta t=k`$ days can be inferred by replacing $`t_1`$ with $`t_1/k`$ in the figures.

Figure 1 shows how the uncertainty in $`\alpha `$ varies with photometric accuracy, for a baseline strategy of nightly samples ($`\delta t=1`$ day) continued for 7 nights total and for $`t_1=0.5,1,2`$ days.

Figure 2 shows the variation of $`\delta \alpha `$ with the total duration $`\mathrm{\Delta }t=(N1)\delta t`$ of monitoring, for the two cases where we (a) fix $`\delta t/t_1=1`$ and vary $`N`$, and (b) fix $`N=7`$ and vary $`\delta t/t_1`$. The observational error on each measurement is held constant at $`\delta m=0.05`$ throughout.

The uncertainties in the measured values of $`\alpha `$ and $`t_1`$ are strongly correlated. The slope of the correlation can be estimated easily by noting that

$$\frac{d\mathrm{log}f}{dt}=\frac{\alpha }{\widehat{t}+t_1}.$$
(1)
This implies that the expected error $`\delta t_1\delta \alpha /(d\mathrm{log}f/dt)`$, where we can evaluate the observable quantity $`d\mathrm{log}f/dt`$ near the midpoint of the observations.

## 4 The Distribution of Discovery Times

The age of an orphan afterglow at first discovery is a key factor in how well we can determine its decay slope. In this section we predict this distribution in a simple orphan afterglow model. Our derivation is closely analogous to the Nakar et al (2002) orphan rate calculation, and includes the approximation that GRB jets have a standard energy. In this model, the light curve of off axis orphan afterglows assumes a standard form. The maximum time $`t_{max}(z,m)`$ at which an orphan is detectable is then determined uniquely by the redshift $`z`$ of the burst and the magnitude limit $`m`$ of the observations. For completeness, we reproduce here the result of inverting equations 6–7 of NPG02:

$$\frac{t_{1,max}}{\text{day}}=\left\{460\frac{g_0(p)}{g_0(2.2)}10^{\frac{2.2p}{4}}ϵ_{e,1}^{p1}ϵ_{B,2}^{(p2)/4}n_0^{(p+2)/12}E_{0,50.7}^{(p+2)/3}\nu _{14.7}^{p/2}(1+z)^{\frac{p+2}{2}}d_{L,28}^2\frac{\mu \text{Jy}}{f_{min}}\right\}^{1/p}$$
(2)
for the case where $`\nu _c<\nu `$, and

$$\frac{t_{1,max}}{\text{day}}=\left\{170\frac{g_1(p)}{g_1(2.2)}10^{\frac{2.2p}{4}}ϵ_{e,1}^{p1}ϵ_{B,2}^{(p+1)/4}n_0^{(3p)/12}E_{0,50.7}^{(p+3)/3}\nu _{14.7}^{(1p)/2}(1+z)^{\frac{p+3}{2}}d_{L,28}^2\frac{\mu \text{Jy}}{f_{min}}\right\}^{1/p}$$
(3)
for the case $`\nu _c>\nu `$. Quantities in these equations are scaled to dimensionless or cgs unit values whose logarithms are indicated in the subscripts: $`p`$ is the slope of the power law distribution of energies for electrons accelerated in the forward shock of the expanding GRB remnant; $`ϵ_{e,1}`$ and $`ϵ_{B,2}`$ are the fractions of internal energy going into relativistic electrons and magnetic fields at this shock, scaled to units of $`0.1`$ and $`0.01`$ respectively; $`n_0`$ is the number density of the ambient medium; $`E_{0,50.7}`$ is the initial kinetic energy of the ejecta in units of $`10^{50.7}\text{erg}`$, $`\nu _{14.7}`$ is the observed frequency in units of $`10^{14.7}\text{Hz}`$, $`z`$ is the GRB redshift, and $`d_{L,28}`$ is the luminosity distance in units of $`10^{28}\text{cm}`$. The functions $`g_0(p)=10^{0.56p}(p0.98)[(p2)/(p1)]^{p1}`$ and $`g_1(p)=10^{0.31p}(p0.04)[(p2)/(p1)]^{p1}`$ vary slowly with $`p`$ for $`p2.2`$ but become undefined for $`p2`$, since the assumed physical model for the radiating electron population gives a divergent total electron energy if $`p2`$.

An interesting feature of $`t_{1,max}`$ is that it declines extremely slowly at high redshifts. $`t_{1,max}(z,m)`$ is plotted for a few values of $`m`$ in figure 3. Because our calculation of $`t_{1,max}`$ has assumed the “universal” light curve for an off-axis jet, it is only valid for $`t_{1,max}>t_{jet}`$. We therefore overplot $`t_{jet,obs}`$ for rest-frame $`t_{jet}=0.7`$ day.

Consider first the distribution of “turn-on time”111The time at which an orphan afterglow could first be detected assuming continuous monitoring. $`t_{on}`$ under the approximation that the afterglow becomes visible when $`\theta _{obs}=1/\mathrm{\Gamma }`$. In the late time evolution of a spreading GRB jet, $`\mathrm{\Gamma }t^{1/2}`$ (Rhoads 1997, 1999). The distribution of off-axis angles should go as $`dN_{GRB}/d\theta _{obs}\theta _{obs}`$. If we consider a single redshift and a single jet energy, we then obtain

$$\left(\frac{dN_{GRB}}{dt_{on}}\right)_{z,E_0}\{\begin{array}{cc}1/(1+z)\hfill & \text{ if }t_{jet}<t_{on}<t_{1,max}(z,E_0)\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}.$$
(4)
Here $`N_{GRB}`$ has units of events per day per unit volume, while $`\frac{dN_{GRB}}{dt_{on}}`$ is in events per day2 per unit volume. The factor of $`(1+z)^1`$ in the rate is required to account for cosmological time dilation of the observed turn-on time.

If we now assume a search strategy with observations regularly spaced at interval $`\delta t`$, the above distribution is modified to yield the distribution of age $`t_1`$ at detection:

$$\left(\frac{dN_{GRB}}{dt_1}\right)_{z,E_0}\{\begin{array}{cc}\mathrm{min}(t_1/\delta t,1)/(1+z)\hfill & \text{ if }t_{jet}<t_1<t_{1,max}\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}.$$
(5)
In the limit of continuous observations, $`\delta t0`$, the two expressions become identical as required.

Now let us integrate over redshift. The rate of orphan detections per unit $`t_1`$ becomes

$$R_{orph}(t_1)=_0^{z_{max}}\left(\frac{dN_{GRB}}{dt_1}\right)_{z,E_0}\frac{dV/dz}{1+z}𝑑z$$
(6)
where $`m`$ is the magnitude limit of the survey. Again following Nakar et al (2002), we take $`n(z)`$ to grow as $`n(z)10^{0.75z}`$ for $`z1`$ and hold $`n(z)`$ constant for $`z1`$. We fix the cosmology to currently fashionable values, i.e., $`H_0=70\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Lambda }_0=0.7`$, $`\mathrm{\Omega }_0=0.3`$. Numerical integration of $`R_{orph}(t_1)`$ was done using the “Libcosm” C library (Yoshikawa 1999).

The overall GRB rate density was normalized to set the total on-axis GRB rate over the redshift range $`0<z<5`$ to about 900 GRB/year, using a fixed rest-frame $`t_{jet}=0.7`$ day. This matches reasonably well the BATSE rate. A more accurate normalization may be impossible given present observational uncertainties. The shape of the $`t_1`$ probability distribution is independent of the exact normalization of the GRB event rate.

Results of our numerical $`R_{orph}(t_1)`$ calculations are shown in figure 4. A typical rate curve will show either three or four segments. The first is a rising segment, determined by the jet break time and the observational time sampling interval. The second is a “plateau” where $`R_{orph}(t_1)`$ is essentially constant. This occurs when $`t_1`$ exceeds both the sampling interval $`\delta t`$ and the jet break time $`t_{jet}`$, and simultaneously the sensitivity of the survey is sufficient to detect orphans up to very high redshift. Such conditions are only met for comparatively sensitive surveys and short jet break times. The next segment is a falling one, whose typical time scale is determined by the magnitude limit of the survey. The last component is a low-level, late time tail comprised of the closest bursts, which can be detected at large angles off axis but over a very small volume.

We see that the peak of $`R_{orph}(t_1)`$ occurs on times ranging from a couple of days to a couple of weeks, depending on the characteristic jet break time and the survey magnitude limit. Moreover, it can be quite sharply peaked for surveys of relatively bright flux limits ($``$ 21st magnitude) but is rather broad for more sensitive surveys.

## 5 Implications for Orphan Afterglow Survey Strategy

I now outline an observing strategy for optical regime orphan afterglow surveys that incorporates the results of preceding sections together with earlier studies.

Monitoring should be carried out to a depth sufficient to find afterglows that are at least a few days old when their first photons reach the observer. Based on figure 4, this implies a depth of at least 23rd to 24th magnitude. Monitoring should also be carried out in multiple filters spanning at least the range $`400\text{nm}<\lambda <800\text{nm}`$, in order to successfully separate afterglows from other transient events in a single epoch (Rhoads 2001). This will then allow followup observations to considerably greater depths, which may be needed as the event fades below the detection threshold of the original search. Tbe search cadence for monitoring should be reasonably short, $`\delta tt_{jet}1\text{day}`$, in order to distinguish jetlike events seen on-axis from other afterglows (see section 6).

Once a candidate has been identified, optical followup observations should proceed with a cadence scaled to the expected age of the event at first detection. For a search to 23rd magnitude, every 2 nights is probably sufficient, while shallower searches should be followed every night initially. Deeper searches might require only one or two samples per week. Such monitoring, pursued for half a dozen epochs (corresponding to a monitoring time $`\mathrm{\Delta }t2t_1`$) would allow a sufficiently accurate measurement of the decay slope $`\alpha `$ to distinguish between on- and off-axis events, despite the uncertainty in trigger time.

Each identified orphan afterglow candidate should also be observed twice or more at radio wavelengths. This will allow the test of section 2 to be applied and so distinguish between a laterally spreading jet and an on-axis dirty fireball.

Supplemental tests based on the nature of the transient’s host galaxy should also be applied, given the history of orphan afterglow searches so far. Some active galactic nuclei are capable of producing flares that closely resemble orphan afterglows, and indeed the first published optical orphan afterglow candidate (Vanden Berk et al 2002) turned out to be just such an event (Gal-Yam et al 2001). Such AGN flares can be separated from cosmological fireballs by long-term monitoring and/or spectroscopy of the host galaxy.

While the above strategy is observationally demanding, it should be within reach of already planned instruments. The ARAGO project (Boër 2001) will operate a transient search using a 1.5m telescope with a wide field ($`2\times 2^{}`$) camera. Such a system will reach an interesting depth for off-axis orphan searches and may provide a few detections per year for followup with larger instruments. Further away but more powerful is the Large Synoptic Survey Telescope (LSST)222http://www.lssto.org, which will survey about half the sky to a depth of $`24`$ mag and a cadence of $`1`$ week. Such a survey could discover hundreds of orphan afterglows per year. It would also provide real-time triggers, since multiple filters are planned. After a year or two of operation it would provide a good monitoring baseline for all afterglow candidates in its survey region, allowing comparatively easy rejection of some AGN. Finally, since the LSST will be an 8m class telescope, it would be capable of performing its own very deep followup observations, provided that enough flexibility in scheduling exists to spend extra integration time on interesting transients identified in the course of the survey.

## 6 Discussion

It is likely that dirty fireballs, if they exist, are collimated by whatever mechanism collimates the gamma ray bursts. This raises the likelihood (discussed also by HDL02 and NPG02) that we will observe orphan afterglows due to off-axis dirty fireballs. It will be very difficult to determine whether any particular off-axis event emitted gamma rays. The best possibility here is to look for reprocessed radiation in some form, e.g., iron emission lines. Such reprocessed radiation may be substantially more isotropic than the synchrotron radiation from relativistic ejecta, and indeed has been proposed as a calorimeter of GRB energetics (Ghisellini et al 2002). Ghisellini et al point out that X-ray emission lines may still be anisotropic due to optical depth effects. Fortunately, the observation of an orphan afterglow implies that we are not terribly far from the jet axis. Observationally, searches for X-ray lines would require very rapid and sensitive X-ray followup of orphan afterglows discovered in ongoing variability surveys, given that the observed lifetime of all X-ray lines so far observed is $`2`$ days and the typical time lag to observe an orphan is comparable. Additionally, X-ray lines only require photons sufficiently energetic to excite the iron K edge, $`7\text{keV}`$. Thus, while these lines would place an interesting constraint on the fireball Lorentz factor, they do not guarantee that an event produced gamma rays.

Predictions for orphan afterglows will also depend on the GRB jet profile, that is, the variation of ejecta Lorentz factor ($`\mathrm{\Gamma }(\theta )`$) and kinetic energy ($`dE/d\mathrm{\Omega }(\theta )`$) with the off-axis angle $`\theta `$. Our calculations in this paper have followed the expanding top-hat approximation, where both $`\mathrm{\Gamma }`$ and $`dE/d\mathrm{\Omega }`$ are step functions with some fixed value at $`\theta <\theta _j`$, dropping to zero at $`\theta >\theta _j`$. This is the best explored model for collimated GRB afterglows, including essentially all work on orphan afterglows to date. However, it remains an idealized case of more general and realistic jet models. The light curve breaks expected in an expanding top-hat case (Rhoads 1999) are expected also in cases where $`dE/d\mathrm{\Omega }\theta ^k`$ with $`k2`$. However, in this case the break time indicates the observer’s off-axis angle $`\theta _{obs}`$ instead of a jet opening angle $`\theta _j`$ (Rossi et al 2002; Zhang & Mészáros 2002). Similarly, while orphan afterglows are a reasonable expectation in such “inhomogeneous” jets, the detailed predictions may change. If we allow $`dE/d\mathrm{\Omega }`$ to decline smoothly with $`\theta `$ while holding $`\mathrm{\Gamma }`$ fixed, we expect most afterglows to be accompanied by $`\gamma `$-ray emission, since there are fast ejecta along the line of sight regardless of $`\theta _{obs}`$. On the other hand, if we fix $`dE/d\mathrm{\Omega }`$ and allow $`\mathrm{\Gamma }`$ to decline, we enter a regime where events viewed near the jet axis yield GRBs and those seen at larger angles behave as on-axis dirty fireballs. The fully general case (where both $`dE/d\mathrm{\Omega }`$ and $`\mathrm{\Gamma }`$ vary smoothly) may yield a range of behaviors between these limiting extremes.

A final complication is the need to correctly account for the population of conventional GRB afterglows in orphan afterglow searches. Limits to the sky coverage and sensitivity of GRB detectors imply that the $`\gamma `$-ray emission will go undetected in a substantial fraction of the conventional GRB afterglows discovered by any orphan search. Being on-axis, these events will generally show a slow initial decay followed by a jet break. If the time sampling of the orphan survey is sufficiently dense ($`\delta t<t_{jet}`$), these conventional afterglows will typically also be seen with brighter initial magnitude than off-axis orphans. Thus, they resemble the likely properties of a dirty fireball population, and the observational tests we have described will serve to distinguish them from off-axis orphans.

Confusion between conventional GRBs and dirty fireball populations remains possible. To remove this confusion, the expected rate of conventional afterglows in an orphan survey could be calculated using the known $`\gamma `$-ray and afterglow properties of conventional GRBs. An accurate correction might be difficult at present, because the ratio of afterglow to $`\gamma `$-ray flux shows a wide dispersion and because the data in currently available samples are very heterogeneous. Fortunately, more homogeneous and statistically tractable samples should become available with the launch of the Swift mission.

Swift offers another potential way to mitigate confusion by conventional GRBs: Orphan searches could be conducted preferentially in regions monitored by the Swift Burst Alert Telescope (BAT). With a set of $`10`$$`20`$ fields evenly spaced on the sky, at least one would always fall within the 2 steradian field of the BAT. The BAT duty cycle at any point on the sky is limited by Earth occultation to $`50\%`$, with each continuous observation $`50`$ minutes. For each orphan search field, the number of afterglows with Swift counterparts could be counted, and the total number of conventional afterglows in the sample could then be inferred by a simple correction for the Swift duty cycle. This correction could be fairly precisely derived using the known Swift pointing history, and would a factor between $`2`$ and $`10`$.

On-axis orphan searches could be performed with a much wider field, brighter flux limit, and faster observing cadence than the off-axis searches we have primarily considered here (Nakar & Piran 2002). Such surveys are natural successors to current robotic telephoto lens projects (e.g., Kehoe et al 2002). In this limit, it would be possible to always monitor fields in the BAT field of view, and thereby know whether any particular optical flash was or was not accompanied by a GRB. Implementing this strategy would require switching fields approximately twice per Swift orbit (assuming Swift changes targets to avoid Earth occultation), and would require real-time knowledge of the Swift pointing, but neither of these should be an insurmountable difficulty.

A general and robust orphan search strategy is to require sufficient areal and time coverage to ensure the detection of some conventional GRB afterglows, and hence also of on-axis dirty fireballs from any population with an event rate comparable to the GRB rate. Tbe search cadence should be kept at $`\delta tt_{jet}`$ (suggesting nightly observations) in order to catch the on-axis orphans before their jet break and so recognize them. If such coverage fails to find on axis orphans, it will mean that dirty fireballs do not contribute substantially to the overall orphan afterglow rate. More probably, we will find on-axis orphans. Comparing their rate to the GRB rate will tell us the fraction of cosmological fireballs that achieves $`\mathrm{\Gamma }_0100`$. A large class of dirty fireballs might be found, and if it is, would tell us that GRBs are a minority population in a much larger class of cosmological fireballs. The combined knowledge of the on-axis dirty fireball rate and the off-axis orphan rate would then allow correction of the orphan statistics for dirty fireballs, and lead to the desired constraint on GRB collimation from orphan counts.

I thank an anonymous referee for useful comments that strengthened this paper. This research was partially supported by an Institute Fellowship at The Space Telescope Science Institute (STScI).


text:
# An XMM-Newton observation of the Narrow Line Seyfert 1 Galaxy, Markarian 896

## 1 Introduction

Narrow Line Seyfert 1 galaxies (NLS1s) are a subset of AGN with particularly narrow Balmer lines, these being only slightly broader (H$`\beta `$ $``$ 2000 km s-1; Osterbrock & Pogge 1985) than the forbidden lines; in this respect they are similar to Seyfert 2s. However, NLS1s also show an \[Oiii\] to H$`\beta `$ ratio of $`>`$3, which is one of the distinguishing features of Seyfert 1, rather than Seyfert 2, type galaxies (Shuder & Osterbrock 1981). The third characteristic is the frequent presence of strong Fe ii (or higher ionisation iron) emission lines; these, again, are more usually seen in Seyfert 1s than Seyfert 2s.

Observations with ROSAT found that NLS1s tend to have steep 0.1–2.4 keV X-ray slopes, leading to soft luminosities which are higher than can be explained by the reprocessing of the hard X-ray continuum. They also have increased variability in this region, with doubling timescales as short as a few minutes (e.g., Boller, Brandt & Fink 1996). A possible explanation for the extreme properties of these AGN is that they contain relatively low mass black holes, which are accreting at a high (near-Eddington) rate (Pounds, Done & Osborne 1995).

In this paper, we present XMM-Newton observations of Mrk 896 (also known as MCG$``$01$``$53$``$008 and IRAS F20437$``$0259). With an H$`\beta `$ FWHM of 1135 km s-1 (V$`\stackrel{´}{e}`$ron-Cetty, V$`\stackrel{´}{e}`$ron & Gonçalves 2001), Mrk 896 lies towards the centre of the range of NLS1s line-widths ($``$ 500–2000 km s-1) and is a low redshift (z = 0.0264) object, with a 5GHz flux density of 38 mJy (Bicay et al. 1995). Boller et al. (1996) measure $`\mathrm{\Gamma }`$ to be 2.6 $`\pm `$ 0.1 over the ROSAT band of 0.1–2.4 keV, while it was found to be 2.82$`{}_{0.14}{}^{}{}_{}{}^{+0.13}`$ during an earlier observation (Boller et al. 1992).

## 2 XMM-Newton Observations

Mrk 896 was observed twice in revolution 355 (2001 November 15), as part of a sample of NLS1s. All instruments (EPIC – European Photon Imaging Camera – Strüder et al. 2001, Turner et al. 2001; RGS – Reflection Grating Spectrometer – den Herder et al. 2001; OM – Optical Monitor – Mason et al. 2001) were used over the second observation. During the first observation, the EPIC instruments were closed; data were obtained for the RGS and OM, however. The total exposure times for the various instruments were as follows: MOS – $``$ 10 ks; PN – $``$ 8 ks; RGS – $``$ 20 ks; OM – $``$ 16 kS

The pipeline-produced EPIC event-lists were filtered using xmmselect within the sas (Science Analysis Software); single- and double-pixel events (patterns 0–4) were chosen for the PN data, while the range 0–12 was used for the MOS cameras. Source spectra were extracted from the images using a circular region of 45 arcsec radius. This same region was then moved to an adjacent area of ‘blank sky’, to obtain a background spectrum.

The RGS 1 spectra for the two observations were co-added, as were the RGS 2 datasets. The spectra were binned, using the ftool command grppha, to provide a minimum of 20 counts per bin for the EPIC spectra. The Xspec v11.0.1 software package was then used to analyse the background-subtracted EPIC and RGS spectra, using the most recent response matrices. (rgsrmfgen was run within the sas to obtain the relevant RGS responses.)

Throughout this letter, H0 = 50 km s-1 Mpc-1 and q0 = 0.5 are assumed; unless stated otherwise, errors are given at the 1 $`\sigma `$ level.

## 3 Spectral Analysis

### 3.1 EPIC data

As is conventional, the first model fitted to the joint MOS+PN data was a single absorbed power law (NH fixed to the Galactic value of 3.89 $`\times `$ 1020 cm-2; Murphy et al. 1996), over the entire 0.2–10 keV bandpass. This provides a poor fit, with $`\chi _\nu ^2`$ = 1168/720, mainly due to a strong upward curvature below $``$ 2 keV. Constraining the model solely to the 2–10 keV band, however, produces an excellent fit for a photon index $`\mathrm{\Gamma }`$ $``$ 1.96 ($`\chi _\nu ^2`$ = 261/266; fit 1 in Table 1).

There were seen to be positive residuals to the fit around 6.4 keV, in both the MOS and PN data, so a Gaussian emission component was added. Allowing both the energy and width of the line to go free, the best fit was obtained for a rest energy of (6.36 $`\pm `$ 0.06) keV, with $`\sigma `$ = (0.124 $`\pm `$ 0.075) keV. The equivalent width was measured to be 182 eV (fit 2 in Table 1). This improved the fit by $`\mathrm{\Delta }\chi ^2`$ of 13 for 3 degrees of freedom, corresponding to a probability of $`>`$99 per cent. A second Gaussian did not improve the fit significantly. It should be noted that freezing the energy to 6.4 keV, for neutral iron emission, gave an equally acceptable fit. Also, if the line is fixed to be unresolved ($`\sigma `$ = 0.01 keV), the fit is only worse by $`\mathrm{\Delta }\chi ^2`$ of one, for one degree of freedom; this line has an equivalent width of $``$ 140 eV. This is consistent with lines seen in other objects (O’Brien et al. 2001; Reeves et al. 2001; Pounds et al. 2001; Kaspi et al. 2001; Lubinski & Zdziarski 2001). However, if we assume there is no intrinsic narrow line, a diskline model (Fabian et al. 1989) can be tried (fit 3); this was found to be a good fit, with an inclination angle of 24 $`\pm `$ 15o for the disc (inner radius fixed at a typical value of three Schwarzschild radii; emissivity index = $``$2). In this case, the narrow component corresponds to the blue ‘horn’ of the profile. It is, unfortunately, not feasible to decide with statistical significance between between the Gaussian and diskline models.

Extrapolating the 2–10 keV power law down to 0.2 keV revealed an obvious broad soft excess (Fig. 1). To model the broad–band spectrum, the iron line width and energy were fixed to the 2–10 keV values and blackbody (BB) components used to parametrize the soft excess. It was found that the breadth of the excess required two BBs to fit the observed spectrum (fit 5 in Table 1).

Since the previous ROSAT papers had modelled the soft excess region using a power law, it was decided to try fitting the XMM soft X-ray spectrum with a simple power law. Over the 0.1–2.4 keV ROSAT band-pass we get $`\mathrm{\Gamma }`$ = 2.55 $`\pm `$ 0.01, in close agreement with the value given by Boller et al. (1996). Using either two separate power laws or a broken power law model over the 0.2–10 keV bandpass (fits 6 and 7 in Table 1) provides statistically acceptable fits, although they are much worse than for the blackbody parametrisation (or thCompfe; see below). Thus the soft X-ray spectrum shows intrinsic curvature.

The broad-band best-fit model (fit 4) gives a 0.2–10 keV flux of 7.85 $`\times 10^{12}`$ erg cm-2 s-1, which corresponds to a luminosity of 3.35 $`\times 10^{43}`$ erg s-1; $``$ 30 per cent of this luminosity is due to the multiple blackbody components used to model the soft excess. The 2–10 keV luminosity was measured to be 9.67 $`\times 10^{42}`$ erg s-1. Over the ROSAT band, the power law model gave a luminosity very similar to the value given in Boller et al. (1996) but about half that seen in an earlier ROSAT observation (Boller et al. 1992).

#### 3.1.1 Variability Analysis

Figure 2 shows the MOS and PN 0.2–10 keV lightcurves for Mrk 896 during the XMM-Newton obervation. There is a $`\pm `$20-25 per cent variation in count rate over a few thousand seconds, which is consistent with other NLS1s (e.g., Boller, Brandt & Fink 1996). Boller et al. (1996) saw a variation by a factor of 1.9 in just under 300 ks; here, we find a much faster variation, of $``$ 1.5 in 3 ks, although even this more rapid change only corresponds to a radiative efficiency value of $``$ 0.3 per cent (Fabian 1979). Over this short observation, we find no evidence for a difference in the variability amplitude when comparing the 0.2–1 keV and 1–10 keV bands; the calculated hardness ratio is fully consistent with being constant throughout the observation (lower panel of Figure 2). Using a cross-correlation function, no significant time delay between the hard and soft bands is found, with an upper limit of $`<`$ 270 seconds. Assuming a black hole mass of 106 $`\mathrm{M}_{}`$ (see section 3.1.2), this sets a limit of $`<`$ 27 Schwarzschild radii for the size of the emitting region.

#### 3.1.2 Comptonisation fits

Although modelling the spectrum with a power law and BB components produces a good fit, it has no physical basis. Using the relationship between the temperature of the accretion disc and the black hole mass (e.g., Peterson 1997)

$$T(r)6.3\times 10^5\left(\frac{\dot{M}}{\dot{M}_{Edd}}\right)^{1/4}M_8^{1/4}\left(\frac{r}{R_{sch}}\right)^{3/4}K$$

(where $`\dot{M}`$ is the mass accretion rate, $`\dot{M}_{Edd}`$ is the Eddington accretion rate, M8 signifies the mass of the central black hole in units of 108 $`\mathrm{M}_{}`$ and Rsch is the Schwarzschild radius), the temperature expected for the inner-most part of the accretion disc (r = 3 Rsch), for 106 $`\mathrm{M}_{}`$ black hole radiating at 0.5$`\dot{M}_{Edd}`$ is $``$ 60 eV. \[The black hole mass was estimated by assuming a bolometric luminosity of $``$ 10 $`\times `$ the 0.2–10 keV X-ray value and taking this to be the Eddington limit. This, together with the assumed accretion rate, is an acceptable value, since NLS1s are thought to be low mass systems with high mass-accretion rates (Pounds, Done & Osborne 1995).\] This is an upper limit to the accretion disc temperature, since areas more distant from the black hole will be radiating at lower values. It can be seen that the BB of $``$ 80 eV is broadly consistent with this value, while the 200 eV component could not be produced through thermal radiation from the disc.

A more realistic model involves Comptonisation: soft photons from the accretion disc are up-scattered by hot, thermal electrons, possibly located in a corona above the disc. A two-temperature distribution leads to the formation of both the soft excess and the harder power law slope. To determine whether Comptonisation could be used to explain the Mrk 896 spectrum, the Xspec model comptt was used. Initially, just the soft excess was modelled in this fashion; i.e., the power law component was used for the higher energy part of the spectrum, with the iron line fixed as in Fit 2. This led to a very good fit ($`\chi _\nu ^2`$ = 704/715), for $`\mathrm{\Gamma }`$ = 2.06 $`\pm `$ 0.04, together with an input photon temperature of (67 $`\pm `$ 5) eV and a Comptonised component of kT = (0.47 $`\pm `$ 0.23) keV and $`\tau `$ = 6.7 $`\pm `$ 2.3.

When using a second comptt component to replace the power law, it was found that the temperature for the hotter distribution could not be very well constrained. This is due to the fact that the exponential cut-off produced in the Comptonisation fit lies outside the XMM energy band-pass and cannot, therefore, be easily determined. However, a statistically good fit is obtained when the temperature is fixed at 200 keV; the model parameters are given as Fit 8 in Table 2 and, again, the iron line was kept as in Fit 2. It must be noted that, because of fixing the hotter kT, the error on the optical depth appears small.

There are many theories for the production of the X-ray spectra through Comptonisation (and others which do not invoke Comptonising distributions). When modelling the spectrum of Mrk 896 using comptt, it was assumed that cool disc photons were Comptonised by one of two temperature distributions. Although this is a possible model, it is more likely that there is a ‘layered’ structure, such that most of the thermal photons are first Comptonised by the cooler of the electron distributions, forming the photons we see as the broad soft excess; following this interaction, some of these photons will be further Comptonised by the hotter electrons (likely to be produced through magnetic reconnection above the accretion disc; this electron distribution may be non-thermal), producing the power law tail seen at higher energies. If this is indeed the case, then the input photon temperature for the hotter Comptonisation should be that produced by the first Comptonisation stage. This is the situation assumed when fitting with thCompfe, an alternative Comptonisation model (Życki, Done & Smith 1999) which takes into account the roll-off of the power law at lower energies due to the input photon distribution. In this respect, it is a more self-consistent model, and tends to give better-constrained results. Using thCompfe produces an excellent fit, with $`\chi _\nu ^2`$ of 704/715 (Fit 9 in Table 2). The temperature of the hotter distribution was fixed to 200 keV, but the cooler electron temperature was allowed to float. Figure 3 shows the spectrum. It should be noted that assuming the same input photon population for both Comptonising distributions also produces as good a fit, although the temperature of the electrons producing the soft excess photons is not well constrained. Overall the Comptonisation models provide as good a fit to the data as the BB model since they reproduce the spectral curvature better than multiple power law models. Using the F-test, a value of F $`>`$ 18 is obtained from the Comptonisation model over the power law fits of the soft excess; this corresponds to an improvement of $`>`$ 99 per cent.

#### 3.1.3 Ionised disc fit

An ionised accretion disc reflection model, described by Ballantyne et al. 2001, was also used, initially to fit the 2–10 keV energy range. The best fit obtained was found to consist of a power law component, of $`\mathrm{\Gamma }`$ = 2.04 $`\pm `$ 0.04, with an ionisation parameter of 1.37 $`\pm `$ 0.35 erg cm s-1 (i.e., only weakly ionised) and a reflection component, R = 0.52 $`{}_{0.10}{}^{}{}_{}{}^{+0.55}`$, where R = $`\mathrm{\Omega }`$/2$`\pi `$. This gave a reduced $`\chi ^2`$ value of 250/266, which is not significantly different than the value of 246/263 for a Gaussian fit.

Ionised reflection may contribute to the soft X-ray curvature observed in broad-band AGN X-ray spectra, often removing the need for multiple blackbodies (e.g., for Mrk 205, Reeves et al. 2001; Mrk 359, O’Brien et al. 2001; Mrk 509, Pounds et al. 2001). Even upon including the ionised reflection model in the fits, and allowing the ionisation parameter to vary, two BB components (with temperatures very similar to the fit without the ionised reflector) were still required to fit the broad-band Mrk 896 spectrum ($`\chi _\nu ^2`$ = 716/717); however, the normalisations of the blackbody components were reduced by approximately 25 per cent in strength. It is clear, therefore, that not all of the soft excess in this object can be explained purely through the reprocessing of the primary, hard X-ray component by an ionised disc.

### 3.2 RGS data

The RGS instrument allows a more detailed investigation of the soft X-ray spectrum. In an earlier paper (O’Brien et al. 2001), the NLS1 Mrk 359 was analysed. The RGS data for this object were found to show an absorption trough, possibly corresponding to Fe M ions (e.g., Sako et al. 2001), together with emission lines from O viii Ly$`\alpha `$ and the Ne ix and O vii triplets. The RGS spectrum of Mrk 896 shows a weak absorption trough around 16.9 Å (rest frame), which could correspond to an Fe M feature, and a small peak around the energy expected for O viii Ly$`\alpha `$ (rest frame wavelength of 18.9 Å). However, fitting a similar model to that used for Mrk 359 provides only equivalent-width upper limits for these spectral features of EW $`<`$ 18.4 eV and EW $`<`$ 12 eV respectively. Similarly, the respective combined upper limits for the Ne ix ($`\lambda _{rest}`$ = 13.6 Å) and O vii ($`\lambda _{rest}`$ = 22.0 Å) triplets are EW $`<`$ 11.6 eV and $`<`$10.3 eV. There are also no strong absorption edges within the data, with $`\tau `$(O vii$`<`$ 0.35 and $`\tau `$(O viii$`<`$ 0.16 (at the 90 per cent confidence level).

The lack of strong spectral features in the soft energy region implies that the observed soft excess is not dominated by a blend of soft X-ray lines (e.g., Turner et al. 1991). The shape of the spectrum is also very different from MCG$``$6$``$30$``$15 and Mrk 766, where relativisitc lines were used to fit the soft excess by Branduardi-Raymont et al. (2001).

### 3.3 OM data

Mrk 896 was observed using the V-band filter of the Optical Monitor only. A magnitude of mV = 15.28 $`\pm `$ 0.01 was obtained, corresponding to a flux of 2.735 mJy. The OM uses a small aperture size of six arcsec. Winkler (1997), however, used a twenty arcsec aperture, which includes more of the host galaxy, so obtaining a brighter magnitude of $``$ 14.4. Figure 4 shows the position of the optical points (from Winkler 1997 and the OM – circle and star markers respectively) in relation to the X-ray data, together with the radio measurement obtained from Bicay et al. (1995) and four IR data points, obtained from the IRAS Faint Source Catalogue, version 2.0 (Moshir et al. 1990).

## 4 Discussion

A simple analysis of the broad-band XMM-Newton spectrum of Mrk 896 reveals a soft excess lying above a power law, fitted over the 2–10 keV band, as is typical for observations of AGN (e.g., Pounds & Reeves 2002). The lack of strong spectral features in the RGS spectrum appears to rule out the possibility that the soft excess could be due to the blend of soft X-ray lines. It is found that a two-temperature Comptonisation model, where photons from the accretion disc undergo inverse-Compton scattering with hot electrons to produce the soft excess and hard ‘power law’ respectively, fits the spectrum very well. The input photons are $``$ 60 eV (appropriate for emission from the inner-most regions of the accretion disc) and the Comptonising distributions have temperatures of kT $``$ 0.3 and 200 keV. It is possible that the input photons for the hotter electron distribution are those which have been previously Comptonised by the soft-excess-producing population; however, the geometry of the inner regions of active galactic nuclei is unknown. It could be that photons emitted from the accretion disc are directly Comptonised to form the harder power law slope. Alternatively, the hotter electrons may be a non-thermal distribution (see Coppi 1999 and Vaughan et al. 2002 for details of hybrid thermal/non-thermal plasmas).

Considering the temperatures found for the blackbody fit, the cooler of the two components ($``$ 85 eV) is consistent with being the high-energy tail of the big blue bump, while the hotter, $``$ 225 eV BB corresponds to the temperature of the soft-excess-producing Comptonising component. (The power law replaces the higher-temperature Comptonised term.)

It should be noted that it is not possible statistically to differentiate between the blackbody and Comptonisation models fitted to these data.

A neutral Fe K$`\alpha `$ emission line is also found. Although an ionised accretion disc model can be invoked to explain the slight broadening of the iron emission line, this does not account for the entire curvature at lower energies; that is, the soft excess cannot arise simply through the reprocessing of the hard X-ray continuum. The line is, however, consistent with being a narrow feature; it is becoming increasingly apparent that almost all broad-line AGN, below a luminosity of $``$ 1045 erg s-1, show this feature, with the lower luminosity objects having the stronger lines. It is thought that this narrow line is formed through fluorescence in distant, cool matter, possibly the BLR or putative molecular torus (e.g. Ghisellini, Haardt & Matt 1994), with higher luminosity objects having smaller covering factors (O’Brien et al. 2001; Pounds & Reeves 2002).

## 5 ACKNOWLEDGMENTS

The work in this paper is based on observations with XMM-Newton, an ESA science mission, with instruments and contributions directly funded by ESA and NASA. The authors would like to thank the EPIC Consortium for all their work during the calibration phase, and the SOC and SSC teams for making the observation and analysis possible. This research has made use of the NASA/IPAC Extragalactic Database (NED), which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administation. Support from a PPARC studentship and the Leverhulme Trust is acknowledged by KLP and JNR respectively.


text:
# Total curvature and spiralling shortest paths.

## 1. Introduction

The total curvature of a $`C^2`$ path $`C`$ parameterized by arc length $`s`$ in $`^n`$, $`r(s)`$, is defined as $`_C|r^{\prime \prime }(s)|𝑑s`$. W. Fenchel proved in 1929 for $`^3`$ and K. Borsuk in 1947 for any $`^n`$ that the total curvature of a closed curve is bounded from below by $`2\pi `$, with the equality holding only for convex simple closed curves in $`^2`$. The total curvature of a polygonal path $`P=[z_0,z_1,\mathrm{},z_n]`$ is defined as

$$t(P)=\underset{i=1}{\overset{n1}{}}(\pi \mathrm{}z_{i1}z_iz_{i+1}).$$

Let $`𝒦`$ be the set of all compact convex polyhedra in $`^3`$. Let $`𝒯=\{t(P)\}`$, where $`P`$ is a shortest path joining two points on the boundary of a polyhedron $`K𝒦`$. It has been asked in  whether the set $`𝒯`$ is bounded.

We shall prove here, in Theorem 1 below, that the conjecture holds for polytopes $`K`$ for which the ratio $`R/r`$ is bounded from above: here $`R`$ and $`r`$, respectively, are the radii of the circumscribed and inscribed ball to $`K`$.

We define the spiralling number $`s(P)`$ for the path $`P`$ from $`a`$ to $`b`$ on the polytopal surface by considering a variable point $`xP\{a,b\}`$, writing this point in cylindrical coordinates as $`(2\pi \varphi (x),r(x),z(x))`$ where the $`z`$-axis is the line through $`a`$ and $`b`$, and $`\varphi `$ is a continuous function. Set now

$$s(P)=\underset{xa,yb}{lim}|\varphi (x)\varphi (y)|.$$

This measures how many times the path spirals around the line through $`a`$ and $`b`$.

The proof method of Theorem 1 would work for all polytopes if the function $`\varphi `$ had bounded variation. This, however, will be shown to be false. In section 4, we will construct needle-like polytopes $`K`$ with shortest path $`P`$ such that $`s(P)`$ is arbitrarily large. Even more surprisingly, the example can be modified so that $`P`$ spirals around the line through $`a`$ and $`b`$ a hundred times in one direction, then two hundred times in the opposite direction, then thousand times in the first direction, etc.

The total curvature $`t(P)`$ of a planar path $`P`$ is bounded sharply by $`2\pi `$ and this bound is the lowest possible. A triangle with one of the angles very close to $`\pi `$ and two points on the two sides adjacent to the wide angle but close to the vertices at the acute angles provides a simple example.

In section 3, we construct an example of a shortest path on the boundary of a convex polyhedron in $`^3`$ for which the $`2\pi `$ bound does not hold. On some level the example resembles the planar example involving a triangle with one of the angles close to $`\pi `$.

## 2. Bounded total curvature of shortest paths for $`R/r`$ bounded

On the boundary of a polytope consider a shortest path $`P`$ with non-smooth points $`z_0,z_1,\mathrm{},z_n`$. Put $`x_i=(z_iz_{i1})/z_iz_{i1}`$ $`(i=1,\mathrm{},n)`$. Let $`u_i`$ be the outernormal (of the interior) of the facet of $`z_{i1}`$ and $`z_i`$, and let $`\xi _i`$ be the angle between $`x_i`$ and $`x_{i+1}`$ $`(i=1,\mathrm{},n1)`$. Then the total curvature of $`P`$ is $`_{i=1}^{n1}\xi _i`$. This can be easily checked. We remark that $`x_ix_{i+1}=\lambda _i(u_i+u_{i+1})`$ with $`\lambda _i>0.`$

###### Lemma 1.

If there is a unit vector v such that $`u_iv\eta >0`$ for all i, then $`_{i=1}^{n1}\xi _i<\frac{\pi }{\eta }.`$

###### Proof.

First remark that $`\xi <\frac{\pi }{2}\mathrm{sin}\xi `$ if $`\xi <\pi /2`$. Then

$$\underset{i=1}{\overset{n1}{}}\xi _i=2\underset{i=1}{\overset{n1}{}}\frac{\xi _i}{2}<2\underset{i=1}{\overset{n1}{}}\frac{\pi }{2}\mathrm{sin}\frac{\xi _i}{2}$$

$$=\frac{\pi }{2}\underset{i=1}{\overset{n1}{}}x_ix_{i+1}=\frac{\pi }{2}\underset{i=1}{\overset{n1}{}}\lambda _i(u_i+u_{i+1}).$$

Since $`u_i+u_{i+1}2`$ and $`(u_i+u_{i+1})v2\eta `$, we have

$$u_i+u_{i+1}\frac{(u_i+u_{i+1})v}{\eta }.$$

Hence

$$\underset{i=1}{\overset{n1}{}}\xi _i<\frac{\pi }{2}\underset{i=1}{\overset{n1}{}}\lambda _i\frac{(u_i+u_{i+1})v}{\eta }=\frac{\pi }{2\eta }\underset{i=1}{\overset{n1}{}}(x_ix_{i+1})v=\frac{\pi }{2\eta }(x_1x_n)v\frac{\pi }{\eta }.$$

Denote by $`B`$ the closed unit ball in $`^3`$.

###### Theorem 1.

Let a polytope $`Q`$ satisfy $`rBQB`$. Then the total curvature of any shortest path on the boundary of Q is less than $`4\pi ^2r^2.`$

###### Proof.

Let $`P`$ be a shortest path between points $`a`$ and $`b`$ on the boundary bd$`Q`$ of $`Q`$. The length of $`P`$ is less than $`\pi `$. Indeed any plane through $`a`$ and $`b`$ intersects the boundary of $`B`$ along a circle of length at most $`2\pi `$, and the boundary of $`Q`$ along a polygon of even smaller length. So one of the two broken lines into which $`a`$ and $`b`$ divide the polygon must have length less than $`\pi `$, and $`P`$ cannot be longer. For a non-zero vector $`v^3`$ define the $`v`$-shadow $`S(v)`$ of $`Q`$ as

$$S(v)=\mathrm{bd}Q\{\frac{r}{2}B+\lambda v|\lambda 0\}.$$

Assume that $`u`$ is the outernormal at an interior point $`f`$ of a facet $`F`$ of $`Q`$ with $`fS(v)`$. We claim that $`uv/v>r/2.`$ Indeed, the plane $`\mathrm{\Pi }`$ of $`F`$ does not meet the interior of $`rB`$. Let $`\gamma `$ be the angle between $`u`$ and $`v`$. Of course, $`f<1`$. The distance from $`f`$ to the line through the origin $`\mathrm{𝟎}`$ and $`v`$ is at most $`r/2`$ because $`fS(v)`$. Further, the distance from $`\mathrm{𝟎}`$ to $`\mathrm{\Pi }`$ is at least $`r`$. Therefore

$$\frac{uv}{v}=\mathrm{cos}\gamma >\frac{r}{2},$$

which proves the claim. We are going to define points $`v_1,v_2,\mathrm{},v_k`$ on $`P`$ by recursion. Set $`v_1=a`$ and assume that $`v_i`$ has been defined. Let $`v_{i+1}`$ be the first point on $`P`$, going from $`v_i`$ to $`b`$, which is not in the interior of $`S(v_i)`$. Write $`P_i`$ for the part of the path $`P`$ between $`v_i`$ and $`v_{i+1}`$. Since the length of $`P_i`$ is at least $`v_iv_{i+1}r/2`$ and the length of $`P`$ is less than $`\pi `$, there are only $`k<2\pi /r`$ paths $`P_i`$, and we put $`v_{k+1}=b`$. Note that Lemma 1 applies to $`P_i`$ with $`\eta =r/2`$ by the above claim. Hence the total curvature of $`P_i`$ is less than $`2\pi /r`$. Summing up, the total curvature of $`P`$ is less than

$$k\frac{2\pi }{r}<\frac{4\pi ^2}{r^2}.$$

Now we formulate Theorem 1 differently. Let $`E`$ be the ellipsoid of largest volume included in the polytope $`Q`$. As the total curvature is invariant under angle preserving linear transformation, we may assume that $`E`$ has half-axes $`a,b,c`$ with $`0<abc=1.`$ Call $`Q`$ needle-like if $`b`$ is small, and pancake-like if $`a`$ is small compared with $`b`$. Theorem 1 on the boundedness of total curvature holds for convex bodies that are not pancake-like. Only moderate effort is needed to prove the following: If the conjecture holds for needle-like convex bodies, then it holds for pancake-like ones as well. So it would be enough to prove the conjecture for needle-like convex bodies. This would follow if the total variation of $`\varphi `$, the function defined in the first paragraph, were bounded. But this is not true: an example showing this is in section 4.

## 3. The total curvature $`t(P)>2\pi `$: an example

We construct a convex body $`\mathrm{\Delta }`$ with two points on the boundary such that the total curvature of the shortest path joining the points exceeds $`2\pi `$. $`\mathrm{\Delta }`$ is constructed in four steps, with certain unbounded convex bodies $`U`$, $`X`$, and $`Y_\alpha `$ described in steps 1-3. The Cartesian coordinates of a point $`x^n`$ are denoted by $`x^{(1)},\mathrm{},x^{(n)}`$.

For $`0<ϵ<\frac{\sqrt{2}}{8\pi }`$ and $`i=1,2`$, define $`V_i`$ to be the plane $`\{(x^{(1)},x^{(2)},x^{(3)})^3|x^{(3)}=(1)^iϵ\}`$. Let $`A_i`$ be the parabola in $`\{(x^{(1)},x^{(2)},x^{(3)})V_i|x^{(2)}=(x^{(1)})^2\}`$ and $`B_i`$ the parabola in $`\{(x^{(1)},x^{(2)},x^{(3)})V_i|x^{(2)}=2(x^{(1)})^2\}`$. Denote by $`v_i`$ the common vertex of $`A_i`$ and $`B_i`$, by $`a_i`$ the focus of $`A_i`$, and by $`b_i`$ the focus of $`B_i`$. Thus $`a_i=(0,\frac{1}{4},(1)^iϵ)`$, $`b_i=(0,\frac{1}{8},(1)^iϵ)`$, and $`v_i=(0,0,(1)^iϵ)`$. Denote by $`R_i`$ the convex region in the plane $`V_i`$ bounded by $`A_i`$. Put

$$L=\{(x^{(1)},x^{(2)},x^{(3)})^3|(x^{(2)}ϵ)^2+(x^{(3)})^2=2ϵ^2,x^{(1)}=0,x^{(2)}0\}$$

and

$$\mathrm{\Gamma }=\{(x^{(1)},x^{(2)},x^{(3)})^3|(x^{(2)}ϵ)^2+(x^{(3)})^2=2ϵ^2,1/2x^{(1)}1/2,x^{(2)}0\}.$$

Thus $`L`$ is a quarter-circle joining the vertices $`v_1`$ and $`v_2`$ and $`\mathrm{\Gamma }`$ is a surface obtained by sliding $`L`$ along the segment $`\{(x^{(1)},x^{(2)},x^{(3)})^3|1/2x^{(1)}1/2,x^{(2)}=x^{(3)}=0\}`$. Note that $`|L|=\frac{\pi ϵ}{\sqrt{2}}<\frac{1}{8}`$. Let

$$U=\mathrm{conv}(A_1A_2\mathrm{\Gamma })$$

be the convex hull of the union $`A_1A_2\mathrm{\Gamma }.`$

Suppose that $`G`$ is a line in $`V_2`$, crossing $`A_2`$, and parallel to the directrix of $`A_2`$. Denote by $`\delta _B`$ the distance between $`G`$ and the directrix of $`B_2`$, and by $`\delta _A`$ the distance between $`G`$ and the directrix of $`A_2`$. Note that if a shortest path $`P`$ in bd$`U`$ joining $`G`$ with $`b_1`$ passes through $`v_1`$ and $`v_2`$, then the length $`|P|`$ of $`P`$ equals $`\delta _B+|L|`$.

###### Lemma 2.

The shortest path $`P`$ on the boundary of $`U`$ joining $`G`$ with $`b_1`$ is unique and passes through the vertices $`v_1`$ and $`v_2`$.

###### Proof.

Suppose that $`P^{}`$ is a shortest path in bd$`U`$ joining $`b_1`$ with $`G`$, different from $`P`$, crossing $`A_1`$ at $`d=(d^{(1)},d^{(2)},d^{(3)})`$ and $`A_2`$ at $`e=(e^{(1)},e^{(2)},e^{(3)})`$, see Fig. 1. Note that $`d^{(2)}<e^{(2)}`$.

To show that $`|P^{}|>|P|`$, consider the two cases: $`|e^{(1)}|\frac{1}{2}`$ and $`|e^{(1)}|<\frac{1}{2}`$. We have

1. If $`|e^{(1)}|\frac{1}{2}`$, then $`e^{(2)}\frac{1}{4}`$ and $`|P^{}|>\mathrm{dist}(G,e)+\mathrm{dist}(e,a_2)=\delta _A=\delta _B+\frac{1}{8}>\delta _B+|L|=|P|`$.
2. If $`|e^{(1)}|<\frac{1}{2}`$, then $`P^{}`$ projects onto $`P`$ decreasing its length.

###### Remark 1.

If $`P^{}(e)`$ denotes the shortest path in bd$`U`$ joining $`b_1`$ with $`G`$ and passing through $`eA_2`$, then the length $`|P^{}(e)|`$ is a monotone function of $`e^{(1)}`$ for $`0<e^{(1)}<\frac{1}{2}`$ (and for $`\frac{1}{2}<e^{(1)}<0`$).

In the next step of the construction, we modify $`U`$ to obtain a convex unbounded slab $`X`$. Let $`L^{}`$ be a convex curve in the $`(x^{(1)},x^{(2)})`$-plane close to the segment $`(x^{(1)},0,0)`$, $`1/2x^{(1)}1/2`$, and $`\mathrm{\Gamma }^{}`$ a positively curved surface in $`U`$, close to $`\mathrm{\Gamma }`$, obtained by sliding $`L`$ along $`L^{}`$, keeping $`L`$ parallel to the $`(x^{(2)},x^{(3)})`$-plane, and the midpoint of $`L`$ and $`L^{}`$. Denote by $`X`$ the convex hull $`\mathrm{conv}(A_1A_2\mathrm{\Gamma }^{})`$. We require of $`L^{}`$ (and consequently of $`\mathrm{\Gamma }^{}`$) that

1. $`\mathrm{\Gamma }^{}`$ contains the quarter-circle $`L`$;
2. the path $`P`$ is the shortest path joining $`G`$ with $`b_1`$ on the boundary of $`X`$.

By Remark 1, such an $`X`$ exists. Note that $`X`$ is a thin convex unbounded slab whose top and bottom are (horizontal) planar regions $`R_i^{}`$’s containing $`R_i`$’s and with positively curved side surface close to the vertices $`v_1`$ and $`v_2`$, see Fig. 2.

For $`0<\alpha <\frac{\pi }{4}`$, let $`Y_\alpha `$ be a ‘slant slab’ obtained from $`X`$ by ‘$`\alpha `$-slanting’ the plane $`V_1`$ at the vertex $`v_1`$ in the direction perpendicular to the $`x^{(1)}`$-axis as follows: Let $`\mathrm{\Omega }_\alpha (x)=(x^{(1)},x^{(2)}\mathrm{cos}\alpha ,ϵx^{(2)}\mathrm{sin}\alpha )`$ and let $`Y_\alpha =\mathrm{conv}(X\mathrm{\Omega }_\alpha (R_1^{}))`$. Note that the portion of $`Y_\alpha `$ above the $`(x^{(1)},x^{(2)})`$-plane is identical to that of $`X`$.

###### Lemma 3.

The shortest path $`\stackrel{~}{P}`$ joining $`G`$ with $`b_1^{}=\mathrm{\Omega }_\alpha (b_1)`$ on the boundary of $`Y_\alpha `$ passes through the vertices $`v_1`$ and $`v_2`$.

###### Proof.

A path $`P^{}`$ joining $`G`$ with $`b_1^{}`$ in bd$`Y_\alpha `$ can be mapped (keeping the first coordinate and the distance to the line $`(t,0,ϵ)`$ unchanged) onto the boundary of $`X`$ to a path joining $`G`$ with $`b_1`$. Such a projection does not increase the length of the path. Hence, if $`P^{}\stackrel{~}{P}`$, $`|P^{}|>\delta _B+\pi ϵ=|P|=|\stackrel{~}{P}|`$. ∎

###### Remark 2.

For $`\stackrel{~}{P}`$ as defined in Lemma 3, the total curvature of $`\stackrel{~}{P}`$, $`t(\stackrel{~}{P})`$, equals $`\pi \alpha `$.

Denote by $`S`$ the side boundary of $`Y_\alpha `$, i.e., $`S=\mathrm{bd}Y_\alpha (R_2^{}\mathrm{\Omega }_\alpha (R_1^{}))`$. For a point $`w`$, conv$`(Y_\alpha ,w)`$ denotes the convex hull of $`Y_\alpha `$ and $`w`$. For a point $`wY_\alpha `$, define an attached cone with vertex $`w`$, con$`(w)`$, as the closure of conv$`(Y_\alpha ,w)Y_\alpha `$ provided that it does not intersect $`R_2^{}\mathrm{\Omega }_\alpha (R_1^{})`$.

Denote by $`P_0`$ the shortest path in $`S`$, a quarter-circle, joining $`v_2`$ with $`v_3=(0,ϵ,0)`$. Let $`w_1`$, $`w_2`$, and $`w_3`$ be points close to $`P_0`$ for which attached cones con$`(w_i)`$ are defined and are pairwise disjoint. Note that $`\stackrel{~}{Y}=Y_\alpha \mathrm{con}(w_1)\mathrm{con}(w_2)\mathrm{con}(w_3)`$ is convex.

First choose points $`w_1`$, $`w_2`$, and $`w_3`$ so that

1. each con$`(w_i)`$, $`i=1,2,3`$, intersects $`P_0`$ at one point $`t_i`$ with $`\mathrm{dist}(t_1,t_2)=\mathrm{dist}(t_2,t_3)`$;
2. con$`(w_1)`$ and con$`(w_3)`$ are on the same side $`P_0`$, and con$`(w_2)`$ on the other side of $`P_0`$.

Then move the points $`w_1`$, $`w_2`$, and $`w_3`$ slightly towards $`P_0`$ to obtain points $`w_1^{}`$, $`w_2^{}`$, and $`w_3^{}`$ such that the attached cones $`C_i=\mathrm{con}(w_i^{})`$ intersect $`P_0`$ and the shortest path $`K`$ joining $`G`$ and $`b_1^{}`$ in $`\mathrm{bd}\stackrel{~}{Y}`$ crosses each $`C_i`$, but passes through $`v_1`$, $`v_2`$, and $`v_3`$, see Fig. 3.

Note that $`K`$ is not planar and as it follows from the work of W. Fenchel  (alternatively, see K. Borsuk  or J. Milnor ) its total curvature is greater than that of $`P_0`$. We have

###### Lemma 4.

The total curvature $`t(K)=\pi +\beta \alpha `$, where $`\beta >0`$.

Finally, take $`\alpha <\beta `$. The line $`G`$ consists of points $`(t,g,ϵ)`$, where $`\mathrm{}<t<\mathrm{}`$. Let $`\mathrm{\Delta }_1`$ be the part of $`\stackrel{~}{Y}`$ cut off by the plane $`x^{(2)}=g`$. Let $`\mathrm{\Delta }_2`$ be a symmetrical copy of $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }=\mathrm{\Delta }_1\mathrm{\Delta }_2`$ with $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ glued along the side $`x^{(2)}=g`$ (see Fig. 4). Let $`K^{\prime \prime }`$ and $`b_1^{\prime \prime }`$ be the path and the point in $`\mathrm{\Delta }_2`$ corresponding to $`K^{}`$ and $`b_1^{}`$. For sufficiently large $`g`$, the path $`\overline{K}=K^{}K^{\prime \prime }`$ is the shortest path joining $`b_1^{}`$ and $`b_1^{\prime \prime }`$ in $`\mathrm{\Delta }`$. We have $`T(\overline{K})=2(\pi \beta +\alpha )>2\pi `$. Clearly $`\mathrm{\Delta }`$ is convex.

A polyhedral example can be obtained by a suitable approximation of $`\mathrm{\Delta }`$.

###### Theorem 2.

There exist a convex polyhedron $`M^3`$ with two points $`x`$ and $`y`$ on the boundary of $`M`$ such that the total curvature of the (unique) shortest path joining $`x`$ and $`y`$ exceeds $`2\pi `$.

## 4. Spiralling shortest paths

Here we construct polytopal surfaces possessing shortest paths of arbitrarily large spiralling number. The intrinsic metric on these surfaces will be denoted by $`\delta `$.

###### Theorem 3.

Let $`n`$ be an integer. There exist a convex polytope $`Q`$ and a shortest path $`P`$ between two points on the boundary of $`Q`$ with $`s(P)n`$.

###### Proof.

Our example is the boundary of the convex hull of a family of equilateral triangles each two of which have pairwise parallel edges. Suppose the construction performed up to the equilateral triangle $`abc`$, so that, from a fixed point $`x_0`$ of the (already constructed) surface, the intrinsic distance $`\delta (x_0,bc)`$ to $`bc`$ (which is $`\mathrm{min}_{ybc}\delta (x_0,y)`$) is smaller than the distance to any other side of $`abc`$. Let $`\epsilon `$ be the smaller of the two differences. We now construct the next triangle $`a^{}b^{}c^{}`$. We do so that

$$\delta (x_0,a^{}b^{})<\mathrm{min}\{\delta (x_0,b^{}c^{}),\delta (x_0,c^{}a^{})\}$$

and any shortest path from $`x_0`$ to any point $`w`$ of $`a^{}b^{}`$ necessarily crosses $`bc`$. Let $`z^{}`$ be such that conv$`\{z^{},a,b,c\}`$ is a regular pyramid containing the already constructed surface. Then we can find a point $`z`$ behind $`z^{}`$ (see Fig. 5) but close to the pyramid axis such that

$$za=zb<zc$$

and conv$`\{z,a,b,c\}`$ includes conv$`\{z^{},a,b,c\}`$. We shall choose $`q>3`$ and put $`a^{}=z+q(az)`$, $`b^{}=z+q(bz)`$ and $`c^{}=z+q(cz).`$ The angles $`\alpha =\mathrm{}abb^{}`$ and $`\gamma =\mathrm{}cbb^{}`$ satisfy

$$\pi /2<\gamma <\alpha $$

if $`z`$ is close enough to the pyramid axis.

Consider an unfolding of the surface on the plane of $`a,b,a^{},b^{}`$ without cutting along $`bb^{}`$, but cutting along $`aa^{}`$, and keep the notation. Let $`s`$ be the orthogonal projection of $`c`$ on the line $`L`$ through $`a`$ and $`b`$. If $`\alpha +\gamma \pi `$ is small enough, which is the case if $`z`$ is far enough, then $`\delta (c,s)`$ is as small as desired, in particular smaller than $`\epsilon /2`$. Let $`vab,s^{}bs`$, see Fig. 6.

It is easily verified that $`\delta (s^{},w)\delta (v,w)`$ increases when $`w`$ moves from $`b^{}`$ to $`a^{}`$. Thus

$$\delta (s^{},w)\delta (v,w)\delta (s^{},a^{})\delta (v,a^{}).$$

If $`\alpha +\gamma \pi `$ is small enough and $`q`$ large enough, then

$$\delta (s,a^{})\delta (a,a^{})<\frac{\epsilon }{2}.$$

Since $`\delta (v,a^{})\delta (a,a^{})`$ and $`\delta (s^{},a^{})\delta (s,a^{})`$,

$$\delta (s^{},a^{})\delta (v,a^{})<\frac{\epsilon }{2}.$$

Hence

$$\delta (s^{},w)<\delta (v,w)+\frac{\epsilon }{2}.$$

This ensures that any shortest path from $`x_0`$ to some point $`wa^{}b^{}`$ crosses $`bc`$. Indeed, if the above path crosses $`ab`$ at $`v`$, then

$$\delta (x_0,v)+\delta (v,w)\delta (x_0,ab)+\delta (v,w)$$

$$\delta (x_0,bc)+\epsilon +\delta (v,w)=\delta (x_0,u)+\frac{\epsilon }{2}+\frac{\epsilon }{2}+\delta (v,w)$$

$$>\delta (x_0,u)+\delta (c,s)+\delta (s^{},w)\delta (x_0,u)+\delta (u,s^{})+\delta (s^{},w),$$

$`u`$ being a point of $`bc`$ closest to $`x_0`$, and $`s^{}`$ the orthogonal projection of $`u`$ on $`L`$; we got a contradiction. If the path crosses $`ca`$ at $`v^{}`$, say, then

$$\delta (x_0,v^{})+\delta (v^{},w)\delta (x_0,ca)+\delta (v^{},w)\delta (x_0,bc)+\epsilon +\delta (v,w)$$

and a contradiction is obtained as above.

Now, we have

$$\delta (b,b^{}c^{})\delta (b,a^{}b^{})=\delta (b,b^{})(\mathrm{sin}\gamma \mathrm{sin}\alpha ).$$

By choosing $`q`$ large enough, the above difference can be made as large as wished; we make it larger than $`\epsilon `$. Suppose now a (rectifiable) path from $`x_0`$ to $`b^{}c^{}`$ crosses $`abc`$ at $`y`$. Then its length is at least

$$\delta (x_0,y)+\delta (y,b^{}c^{})\delta (x_0,u)+\delta (b,b^{}c^{})\delta (x_0,u)+\delta (b,a^{}b^{})+\epsilon $$

$$>\delta (x_0,u)+\delta (b,a^{}b^{})\delta (x_0,u)+\delta (u,a^{}b^{})\delta (x_0,a^{}b^{}),$$

so it cannot be a shortest path from $`x_0`$ to $`a^{}b^{}c^{}`$. Analogously, no path from $`x_0`$ to $`c^{}a^{}`$ is a shortest path from $`x_0`$ to $`a^{}b^{}c^{}`$. This completes the proof of all desired properties for $`P`$. It is clear that, iterating this procedure, the shortest path from $`x_0`$ to the last constructed triangle has a steadily increasing spiralling number (by a rate close to 1/3 for each new triangle). Thus $`s(P)`$ can be made as large as we wish. The theorem is proved. ∎

###### Remark 3.

In the above construction the path $`P`$ can be forced to turn, each time, right or left, as wished.

In , János Pach gives a neat example of a polytope $`K^3`$ and a shortest path $`P`$ on the boundary of $`K`$ with non-smooth points $`z_0,\mathrm{},z_n`$ such that $`_{i=1}^n\gamma _i`$ is not bounded. Here $`\gamma _i`$ is the angle between the outer normals of the facets containing the segments $`[z_{i1},z_i]`$ and $`[z_i,z_{i+1}]`$. We mention that our construction has the same property.