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# Asymptotic black hole quasinormal frequencies

## 1 Introduction: why do we study
quasinormal modes?

Recently it has been proposed  that the asymptotic behavior of the high overtone black hole quasinormal frequencies captures important information about the spectrum of black hole observables and about quantum gravity in general. More precisely, it has been suggested that the asymptotic real part of the black hole quasinormal frequencies coincides with the frequency emitted by a black hole whose area decreases by an amount that is natural from the point of view of discrete approaches to quantization of gravity such as loop quantum gravity (LQG). While such approaches remain highly speculative, it is nevertheless interesting to understand how far this argument can be pushed; moreover, even if this particular line of inquiry has to be abandoned, the asymptotic spectrum of black hole excitations is a fundamental property of the black hole which should eventually be good for something. This paper is an attempt to simplify and extend the calculations of the relevant “experimental data.”

Let us briefly review the recent developments in loop quantum gravity which have led us to investigate this asymptotic spectrum. (See  for increasingly lengthy reviews of LQG and  for the original derivations of the area quantization law in LQG.) In LQG, the natural quantum $`A_0`$ of the horizon’s area is proportional to the so-called Barbero-Immirzi parameter $`\gamma `$ , a parameter in LQG which is arbitrary from the point of view of the microscopic definition of the theory, but whose value must be chosen in such a way that the black hole entropy comes out correctly. This comes about as follows: one imagines that each quantum of area $`A_0`$ carries a piece of discrete information. It can be found in $`k`$ different microstates, and therefore it carries entropy $`\mathrm{log}k`$. This must be equal to the known contribution of this area quantum to the black hole entropy, namely111In this paper, we use particle physics units with $`c=\mathrm{}=1`$. $`A_0/4G`$, so we find that

$$A_0=4G\mathrm{log}k.$$
(1)
LQG predicts that $`k=2J^{\text{(min)}}+1`$, where $`J^{\text{(min)}}`$ is the minimal allowed spin carried by the spin networks. This means that $`k=2`$ if the basic gauge group of LQG is taken to be $`SU(2)`$, or $`k=3`$ if the gauge group is $`SO(3)`$. However, from the LQG point of view there seems to be no reason to choose this strange number $`\mathrm{log}(2)`$ or $`\mathrm{log}(3)`$ (more precisely, $`\mathrm{log}(2)/\pi \sqrt{3}`$ or $`\mathrm{log}(3)/2\pi \sqrt{2}`$) for the Barbero-Immirzi parameter.

On the other hand, seemingly unrelated, one can consider the “quasinormal modes” of the black hole background. Quasinormal modes are perturbations of the background which are allowed to have complex frequency but whose boundary conditions must be “purely outgoing” both at the horizon and at infinity; we will review their precise definition in Section 2. This boundary condition singles out discrete complex frequencies $`\omega _n`$. As $`n\mathrm{}`$, the quasinormal frequencies of gravitational perturbations are known to behave as

$$\omega _n=T_{\text{Hawking}}(2\pi i(n1/2)+\mathrm{log}(3)).$$
(2)
(Varying from the usual convention in general relativity, we parameterize the frequencies in terms of $`T_{\text{Hawking}}`$, which is equal to $`1/8\pi MG`$ for a four-dimensional Schwarzschild black hole.) The imaginary part of (2) is not hard to understand. The quasinormal modes determine the position of poles of a Green’s function on the given background, and the Euclidean black hole solution converges to a thermal circle at infinity with the inverse temperature $`\beta =1/T_{\text{Hawking}}`$; therefore it is not too surprising that the spacing of the poles in (2) coincides with the spacing $`2\pi iT_{\text{Hawking}}`$ expected for a thermal Green’s function.

However, we are not aware of a similar classical explanation of the term $`\mathrm{log}(3)`$ in (2). This term is remarkable because, as was first observed in , it is precisely the same strange number one needs to occur in the Barbero-Immirzi parameter of LQG if the gauge group is taken to be SO(3). There are also some heuristic arguments which suggest that there might indeed be a reason to relate the two, identifying the quasinormal mode with a process in which the black hole ejects a single spin-network edge and thus reduces its area by $`A_0`$.

The result (2) was originally obtained by numerical calculations ten years ago . At that time the term $`\mathrm{log}(3)`$ was only known to an accuracy of six decimal places. In 1998, Hod conjectured  that this number was exactly $`\mathrm{log}(3)`$. His conjecture was recently proven in , using the methods of continued fractions initiated by Leaver  and further refined by Nollert .

In this paper we would like to reproduce the results of , using simpler functional methods which also allow us to extend the analysis to the cases of charged and higher-dimensional black holes. We will find that the answer $`T_{\text{Hawking}}\mathrm{log}(3)`$ is in fact universal for Schwarzschild black holes in all dimensions, at least for scalar and some gravitational perturbations. For Reissner-Nordstrøm in $`d=4`$ we will find a more complicated generically aperiodic behavior, both for scalar and electromagnetic-gravitational perturbations.

Our computation depends on an analytic continuation in the radial coordinate $`r`$, so it is worth mentioning that analytic continuation in $`r`$ has been applied to the determination of quasinormal modes many times before; in particular, it was the basis of the numerical calculations in  which confirmed that $`\text{ Re }\omega T_{\text{Hawking}}\mathrm{log}(3)`$ for Schwarzschild. A review of the use of complex coordinate methods to compute black hole quasinormal frequencies has recently appeared in , to which we refer the reader for more extensive references. We note that in our calculation of the leading-order asymptotic frequencies no phase integral technology will be required; it will be enough to use simply the first-order WKB approximation.

We believe that this puzzling behavior of the Green’s functions at large imaginary frequencies should contain some important information about black holes and perhaps even quantum gravity.

## 2 Quasinormal frequencies for $`d=4`$ Schwarzschild black holes

### 2.1 The differential equation

In this section we will be concerned with properties of certain perturbations of a four-dimensional Schwarzschild geometry, described by solutions of the differential equation

$$\left(\left[\left(1\frac{1}{r}\right)\frac{}{r}\right]^2+V(r)\omega ^2\right)\psi (r)=0$$
(3)
on the interval $`1<r<\mathrm{}`$, with the “Regge-Wheeler” potential

$$V(r)=\left(1\frac{1}{r}\right)\left(\frac{l(l+1)}{r^2}+\frac{1j^2}{r^3}\right).$$
(4)
The equation (3) describes the radial dependence of a spin-$`j`$ perturbation of the background, with orbital angular momentum $`l`$ and time dependence $`e^{i\omega t}`$. We have set $`2GM=1`$; in these units the horizon is at $`r=1`$.

The numerator $`(1j^2)`$ which appears in (4) characterizes the spin $`j`$ of the perturbation for $`j=0,1,2`$, i.e. for perturbations by scalar or electromagnetic test fields as well as perturbations of the metric itself. (Actually, in the cases $`j=1,2`$, one has to expand in tensor spherical harmonics and then (4) is only correct if we consider an “axial” perturbation; see e.g. .) It is nevertheless interesting to study the problem for general $`j`$, because our calculation relates this coefficient to Bessel’s equation and shows that it is very natural to write the numerator in this form. It might be useful to summarize its values for the most important examples of $`j`$:

$$1j^2=\{\begin{array}{ccccc}\hfill 1:& \text{scalar perturbation}\hfill & \hfill j& =& 0\hfill \\ \hfill 0:& \text{electromagnetic perturbation}\hfill & \hfill j& =& 1\hfill \\ \hfill 3:& \text{gravitational perturbation}\hfill & \hfill j& =& 2\hfill \end{array}$$
(5)
The factor $`\left(1\frac{1}{r}\right)`$ which occurs in (3), (4) is the “warp factor” in the Schwarzschild geometry, which in Schwarzschild coordinates is simply the time component $`g_{00}`$ of the metric.

We wish to study (3) on the physical region $`1<r<\mathrm{}`$ and we begin by describing the asymptotic solutions. To simplify the differential operator which appears it is convenient to define the “tortoise coordinate” $`x`$ with the property that

$$dx=\left(1\frac{1}{r}\right)^1dr.$$
(6)
Integrating (6) gives

$$x=r+\mathrm{log}(r1).$$
(7)
Then $`x`$ takes values $`\mathrm{}<x<\mathrm{}`$, and (3) becomes

$$\left(\frac{^2}{x^2}+V[r(x)]\omega ^2\right)\psi =0.$$
(8)
Since $`V[r(x)]0`$ as $`x\pm \mathrm{}`$, the solutions behave as $`\psi e^{\pm i\omega x}`$ at infinity.

### 2.2 Analytic continuation

In our analysis we will find that it is essential to extend (3) beyond the usual physical region $`1<r<\mathrm{}`$. Continued to the whole complex $`r`$-plane, (3) is an ordinary differential equation with regular singular points at $`r=0`$, $`r=1`$ and an irregular singular point at $`r=\mathrm{}`$; and by the general theory of differential equations, any solution of (3) in the physical region extends to a solution on the $`r`$-plane. However, this solution may be multivalued around the singular points $`r=0`$, $`r=1`$. This multivaluedness will play a crucial role in our analysis, which is essentially concerned with the computation of the monodromy around a particular closed contour in the $`r`$-plane. For convenience, to avoid having to deal with multivalued functions, we can put branch cuts in the $`r`$-plane from $`r=0`$ and $`r=1`$ and require that $`\psi (r)`$ satisfy (3) everywhere except at the cuts. In this approach the monodromy is defined by the discontinuity across the cut.

Figure 1: The $`r`$-plane, with regions where $`\text{ Re }x<0`$ denoted by a darker color, and a convenient choice of branch cuts shown.

We will find it very convenient to exploit the simpler representation (8) for the differential equation. After passing to complex $`r`$ this introduces an extra complication, since the relation (7) between $`x`$ and $`r`$ is itself multivalued because of the term $`\mathrm{log}(r1)`$. As a result, as we travel around a contour in the $`r`$-plane, the corresponding contour in the $`x`$-plane may not be closed. In the language of branch cuts we would say that $`x`$ jumps when $`r`$ crosses the branch cut which emanates from $`r=1`$.

Although $`x`$ is not uniquely defined as a function of $`r`$, the ambiguity is only in the imaginary part, so $`\text{ Re }x`$ still makes sense. It will be important for us to know the sign of $`\text{ Re }x`$ in the various regions of the $`r`$-plane; the structure is as shown in Figure 1. We also show a convenient choice of branch cuts (to economize, one should take the branch cut to be the same for $`\psi (r)`$ and for $`\mathrm{log}(r1)`$) although nothing we say will depend on this choice.

### 2.3 Definition of quasinormal modes

Because the potential $`V(r)`$ is positive and decays to zero at both ends, there are no discrete normalizable bound states. Nevertheless we may look for discrete quasinormal states, counterparts of quasistationary states in quantum mechanics because their frequency is also allowed to be complex. The mathematical theory of these quasinormal modes is more intricate than for ordinary normal modes; see e.g.  for a more precise discussion than we will give here, as well as an excellent review of the substantial literature on quasinormal modes of black holes.

Roughly, a quasinormal mode with frequency $`\omega `$ is supposed to be a solution of (8) where we require “outgoing” behavior at both ends of the physical region:

$`\psi `$ $`e^{i\omega x}\text{ as }x+\mathrm{},`$ (9)
$`\psi `$ $`e^{+i\omega x}\text{ as }x\mathrm{}.`$ (10)
Since the differential operator in (3) would be self-adjoint acting on normalizable wavefunctions, and hence would have to have real eigenvalues, there are no quasinormal modes with $`\text{ Im }\omega <0`$. So we take $`\text{ Im }\omega >0`$, and then in (9), (10) we are asking for the exponentially decreasing component to be absent at both ends. It is actually quite delicate to define exactly what this means! If $`V[r(x)]`$ were strictly vanishing at $`x\pm \mathrm{}`$ then one could just require that $`\psi `$ be strictly proportional to $`e^{\pm i\omega x}`$ as appropriate, but for more general $`V[r(x)]`$ we do not know any way of defining the boundary condition using only the behavior of $`\psi `$ on the real line. This problem was also discussed in  where it was suggested that the appropriate condition would be obtained by finding an analytic extension of $`\psi `$ to $`\text{ Im }\omega <0`$ and demanding exponential decrease there; this was further shown to be equivalent to looking for poles in an appropriate Green’s function. In  another criterion was given in terms of the coefficients of a power series representation for $`\psi `$; this criterion is what was used in the analytical calculation of the asymptotic quasinormal frequencies in .

Here we wish to use another way of defining the boundary condition, by analytic continuation in $`r`$ instead of $`\omega `$. (The method we describe below has been studied before, e.g. in ; see also  for a recent discussion and additional references.) By considering complex $`r`$ we can easily define the boundary condition at the regular singular point $`r=1`$, because the functions $`e^{\pm i\omega x}`$ are distinguished by their monodromy there. Namely, $`e^{\pm i\omega x}=(r1)^{\pm i\omega }e^{\pm i\omega r}`$, so to get $`\psi e^{i\omega x}`$ near $`r=1`$ we simply require that $`\psi (r)`$ have monodromy $`e^{2\pi \omega }`$ on a counterclockwise circle around $`r=1`$. What is more subtle is to define the boundary condition at $`r=\mathrm{}`$, but this can be done by analytically continuing $`\psi (r)`$ via “Wick rotation” to the line $`\text{ Im }\omega x=0`$, where the asymptotic behavior of the solutions is purely oscillatory and hence one can really pick out a particular solution by specifying its asymptotics. In the limit where $`\omega `$ is almost pure imaginary, the line $`\text{ Im }\omega x=0`$ is slightly tilted off the line $`\text{ Re }x=0`$. There are two possible directions for the Wick rotation and we choose the rotation through an angle smaller than $`\pi /2`$. For the time being we assume $`\text{ Re }\omega >0`$; in this case $`x=\mathrm{}`$ gets rotated to $`\omega x=\mathrm{}`$, so our boundary condition “at $`r=\mathrm{}`$” is actually

$$\psi (r)e^{i\omega x}\text{ as }\omega x\mathrm{}.$$
(11)
### 2.4 Computation of quasinormal frequencies

Having defined the quasinormal modes we now proceed to study their frequencies, in the limit $`\text{ Im }\omega \text{ Re }\omega `$. Indeed, until the end of this computation we will behave as if $`\omega `$ were purely imaginary.

We will compute in two different ways the monodromy of $`\psi (r)`$ around the contour shown in Figure 2, beginning and ending at the point marked A.

> Figure 2: Contour for the calculation of quasinormal frequencies, shown in terms of $`r`$ and in terms of $`z=xi\pi `$. The singularities at $`r=0`$ (equivalently $`z=0`$) and $`r=1`$ (equivalently $`z=\mathrm{}`$) are marked. The rotation by $`3\pi /2`$ in the $`r`$ plane becomes a rotation by $`3\pi `$ in the $`z`$ plane as follows from (12). The monodromy of $`\mathrm{log}(r1)`$ around $`r=1`$ causes a $`2\pi i`$ discontinuity in the path in the $`z`$-plane. The regions with $`\text{ Re }x<0`$ are denoted by a darker color. The wave function is well approximated by a sum of Bessel functions in the blue circle around $`r=0`$.

It will prove convenient to use the coordinate $`z=xi\pi `$ instead of $`x`$. Actually, this definition is slightly imprecise since we have not specified which branch of the logarithm in $`x(r)`$ we should choose. Depending on the branch, the contour in the $`z`$-plane will approach some point $`z=2\pi in`$ as $`r`$ approaches $`0`$; for convenience we choose the branch so that $`n=0`$.

First we compute the monodromy by matching the asymptotics along the line $`\text{ Im }\omega z=0`$. Beginning at A, the plane wave behavior (11) can be extrapolated toward the interior since the term $`\omega ^2`$ dominates $`V`$ in (8) away from a small neighborhood around $`r=0`$. As we extrapolate up from A we reach $`r=0`$ at $`z=0`$, and near this point we have

$$z=r+\mathrm{log}(r1)i\pi \frac{1}{2}r^2,$$
(12)
so in a neighborhood of $`r=0`$ we may write

$$V[r(z)]\frac{j^21}{4z^2}.$$
(13)
Thus (3) may be simplified near $`r=0`$ to

$$\left(\frac{^2}{z^2}+\frac{j^21}{4z^2}\omega ^2\right)\psi (z)=0.$$
(14)
This equation can be exactly solved in terms of Bessel functions; for generic $`j`$, the general solution is

$$\psi (z)=A_+c_+\sqrt{\omega z}J_{j/2}(\omega z)+A_{}c_{}\sqrt{\omega z}J_{j/2}(\omega z).$$
(15)
We choose the normalization factors $`c_+,c_{}`$ so that the asymptotics are

$$c_\pm \sqrt{\omega z}J_{\pm j/2}(\omega z)2\mathrm{cos}(\omega z\alpha _\pm )\text{ as }\omega z\mathrm{},$$
(16)
where we defined

$$\alpha _\pm =\frac{\pi }{4}(1\pm j).$$
(17)
The phase shifts by $`\alpha _\pm `$ will be very important for our analysis. Using (15) and (16) together with the boundary condition (11) which states that $`e^{i\omega z}`$ must be absent as $`\omega z\mathrm{}`$, we have

$$A_+e^{i\alpha _+}+A_{}e^{i\alpha _{}}=0,$$
(18)
while for the coefficient of $`e^{i\omega z}`$ we have

$$\psi (z)\left(A_+e^{i\alpha _+}+A_{}e^{i\alpha _{}}\right)e^{i\omega z}\text{ as }\omega z\mathrm{}.$$
(19)
To follow the contour through to B we now have to turn through an angle $`3\pi /2`$ around $`r=0`$, or equivalently $`3\pi `$ around $`z=0`$. Using the fact that

$$J_{\pm j/2}(\omega z)=z^{\pm j/2}\varphi (z),$$
(20)
where $`\varphi `$ is an even holomorphic function of $`z`$, after the $`3\pi `$ rotation the asymptotics are

$$c_\pm \sqrt{\omega z}J_{\pm j/2}(\omega z)e^{6i\alpha _\pm }2\mathrm{cos}(\omega z\alpha _\pm )\text{ as }\omega z\mathrm{}.$$
(21)
Then using (15), (21) we get the asymptotics at B,

$$\psi (z)\left(A_+e^{5i\alpha _+}+A_{}e^{5i\alpha _{}}\right)e^{i\omega z}+\left(A_+e^{7i\alpha _+}+A_{}e^{7i\alpha _{}}\right)e^{i\omega z}$$
(22)
as $`\omega z\mathrm{}`$. Finally, we can continue along the large semicircle in the right half-plane from B back to A. Since we are in the region where $`\omega ^2`$ dominates the potential in (8) we essentially just have plane wave behavior; this approximation can be trusted at least for the coefficient of $`e^{i\omega z}`$, which therefore remains unchanged as we continue back to A and complete the contour (however, the same cannot be said for the coefficient of $`e^{i\omega z}`$, which makes only an exponentially small contribution to $`\psi (z)`$ in the right half-plane and hence can be modified by the small correction terms in the WKB approximation.) In the end we find that the monodromy around the contour multiplies the coefficient of $`e^{i\omega z}`$ by a factor

$$\frac{A_+e^{5i\alpha _+}+A_{}e^{5i\alpha _{}}}{A_+e^{i\alpha _+}+A_{}e^{i\alpha _{}}}=\frac{e^{6i\alpha _+}e^{6i\alpha _{}}}{e^{2i\alpha _+}e^{2i\alpha _{}}}=\frac{\mathrm{sin}3\pi j/2}{\mathrm{sin}\pi j/2}=(1+2\mathrm{cos}\pi j).$$
(23)
On the other hand, we can also obtain the monodromy action by observing that the only singularity of $`\psi (r)`$ or $`e^{i\omega z}`$ inside the contour is at $`r=1`$. By our boundary condition going around $`r=1`$ clockwise just multiplies $`\psi (r)`$ by $`e^{2\pi \omega }`$, but it multiplies $`e^{i\omega z}`$ by $`e^{2\pi \omega }`$, so the coefficient of $`e^{i\omega z}`$ in the asymptotics of $`\psi (r)`$ must be multiplied by $`e^{4\pi \omega }`$ after the full round trip. Comparing with (23) gives

$$e^{4\pi \omega }=(1+2\mathrm{cos}\pi j).$$
(24)
Note that if we had chosen $`\text{ Re }\omega <0`$ we would have had to Wick rotate in the opposite direction, hence set our boundary conditions at B instead of A, and run the contour in the opposite direction; hence we would have gotten (24) with $`e^{4\pi \omega }`$ instead of $`e^{4\pi \omega }`$. This is as expected since if $`\omega `$ is a quasinormal frequency then $`\omega ^{}`$ must also be one; the corresponding wave functions are simply complex conjugates of one another. The two possibilities can be summarized by the equation

$$\mathrm{exp}\left(ϵ(\text{ Re }\omega )4\pi \omega \right)=(1+2\mathrm{cos}\pi j),$$
(25)
implying

$$|4\pi \text{ Re }\omega |=\mathrm{log}|1+2\mathrm{cos}\pi j|.$$
(26)
In the case $`j=0,2`$ we recover the numerical result of  which was so important for :

$$4\pi \omega =(2n+1)\pi i\pm \mathrm{log}(3).$$
(27)
If our analysis of the dependence on $`ϵ(\text{ Re }\omega )`$ is correct, it implies $`|1+2\mathrm{cos}\pi j|1`$. Hence for $`j(1/2,3/2)+2`$, there cannot be any asymptotic quasinormal modes, with the possible exception of the case $`j2+1`$. (This case is exceptional in our analysis for another reason as well: if $`j=1`$, then our form (13) for the leading singularity vanishes. A more careful analysis would be desirable to check whether our results still hold in this case.)

We should mention that (25) is equivalent to a more complicated equation derived in , namely

$$\mathrm{tan}(\pi i\omega )\mathrm{tan}(\pi i\omega +\pi j/2)\mathrm{tan}(\pi i\omega \pi j/2)=iϵ(\text{ Re }\omega )$$
(28)
This equivalence can be shown by multiplying (28) by

$$\mathrm{cos}(\pi i\omega )\mathrm{cos}(\pi i\omega +\pi j/2)\mathrm{cos}(\pi i\omega \pi j/2)$$
(29)
and expressing the sines and cosines in terms of exponentials.

### 2.5 Some convenient notation

For later convenience we now describe the preceding computation in a more compact notation. First write

$$(𝐦)_A=(A_+e^{im\alpha _+}+A_{}e^{im\alpha _{}})$$
(30)
and

$$(𝐦,𝐧)_A=(𝐦)_Ae^{i\omega z}+(𝐧)_Ae^{i\omega z}.$$
(31)
Then the asymptotic matching through the Bessel region which we did by comparing (16) and (21) shows that a 3$`\pi `$ clockwise rotation in $`z`$ transforms the asymptotic behavior by

$$3\pi :(𝐦,𝐧)(𝐧+\mathrm{𝟔},𝐦+\mathrm{𝟔}),$$
(32)
where the swap between $`m`$ and $`n`$ arises because of the swap $`\omega z\omega z`$ needed to compare (16) and (21).

In the case of four-dimensional Schwarzschild we read off the initial asymptotics from (16) as $`\psi (\mathrm{𝟏},\mathrm{𝟏})_A`$. Since the coefficient of $`e^{i\omega x}`$ had to vanish at A we got the constraint

$$(\mathrm{𝟏})_A=0.$$
(33)
The $`3\pi `$ rotation (32) gave

$$(\mathrm{𝟏},\mathrm{𝟏})_A(\mathrm{𝟓},\mathrm{𝟕})_A,$$
(34)
so following the coefficient of $`e^{i\omega x}`$ back around the semicircle gives its monodromy as $`(\mathrm{𝟓})_A/(\mathrm{𝟏})_A`$, which we computed using the constraint (33), obtaining

$$\frac{(\mathrm{𝟓})_A}{(\mathrm{𝟏})_A}=(1+2\mathrm{cos}\pi j).$$
(35)
## 3 Quasinormal frequencies for other black holes

Having reproduced the result of  for $`d=4`$ Schwarzschild, we now apply the same technology to two other classes of black hole. The generalizations are surprisingly straightforward.

### 3.1 Higher-dimensional Schwarzschild black holes

First we consider Schwarzschild black holes in arbitrary $`d4`$. We will verify a conjecture from : namely, the asymptotic quasinormal frequencies of the Schwarzschild black hole with $`\text{ Re }\omega >0`$ satisfy

$$e^{\beta \omega }=3$$
(36)
where $`\beta `$ is the Hawking temperature of the black hole. (Strictly speaking, we will prove this only for scalar perturbations and for certain tensor modes; we do not know the appropriate potentials for general perturbations in $`d>4`$.)

To write the generalization of (3) to $`d4`$ we need the warp factor for $`d`$-dimensional Schwarzschild,

$$g_{00}=f(r)=1\frac{1}{r^{d3}},$$
(37)
where we again chose units in which the horizon is at $`r=1`$. Then the perturbation satisfies

$$\left[\left(f(r)\frac{}{r}\right)^2+V(r)\omega ^2\right]\psi (r)=0,$$
(38)
where $`V(r)`$ is known for scalar perturbations to be

$$V(r)=f(r)\left[\frac{l(l+d3)}{r^2}+\frac{(d2)(d4)f(r)}{4r^2}+\frac{(d2)f^{}(r)}{2r}\right].$$
(39)
As in the $`d=4`$ case, this $`V(r)`$ grows large only at $`r=0`$, and direct computation gives the coefficient of the singularity as

$$V(r)\frac{(d2)^2}{4r^{2d4}}.$$
(40)
Figure 3: Regions with $`\text{ Re }z<0`$ (darker) in the $`r`$-plane for a six-dimensional Schwarzschild black hole, together with a contour for the calculation of quasinormal frequencies. The left part of the $`r`$-plane is shown in shadow because $`\text{ Re }z`$ can only be uniquely defined in the right part; the extra fictitious horizons are marked by crosses.

Now we want to describe the tortoise coordinate in $`d`$ spacetime dimensions. From the warp factor (37) we get the requirement

$$dz=\left(1\frac{1}{r^{d3}}\right)^1dr,$$
(41)
which can be integrated to give

$$z=r+\underset{j=0}{\overset{d4}{}}\frac{e^{2\pi ij/(d3)}}{d3}\mathrm{log}(1re^{2\pi ij/(d3)})$$
(42)
where we chose the additive constant so that $`z=0`$ for $`r=0`$. From (42) we obtain the behavior of $`\text{ Re }z`$ as shown in Figure 3. Unlike the situation in $`d=4`$, (42) includes phases multiplying the logarithms which come from the fictitious “horizons” $`r=e^{2\pi ij/(d3)}`$, so that $`\text{ Re }z`$ is not well defined for arbitrary $`r`$; but so long as we stay in the right part of the $`r`$-plane it is well defined.

Near $`r=0`$, $`d2`$ terms in the Taylor expansion of (42) near $`r=0`$ cancel and

$$z\frac{r^{d2}}{d2},$$
(43)
generalizing the behavior (12) in the $`d=4`$ case. Actually, this cancellation can be seen directly from (41), by neglecting the term $`1`$ on the right hand side.

Now we can express the singularity of the potential in terms of $`z`$; combining (40) and (43) we find simply

$$V[r(z)]\frac{1}{4z^2}$$
(44)
Note that this is exactly the same as the behavior for scalar perturbations in $`d=4`$; namely, it agrees with (13) at $`j=0`$. The other case for which we know the potential is a particular family of tensor metric perturbations studied in , which exist only in $`d>4`$; for these the leading singularity corresponds again to $`j=0`$. (One might have expected $`j=2`$, but in our final result $`j`$ appears only in $`\mathrm{cos}\pi j`$, so that $`j=0`$ and $`j=2`$ are indistinguishable.) We conjecture that with some suitable interpretation this form for the potential will actually persist for all $`j`$, so that the $`1`$ may be replaced by $`j^21`$ in (44), but the skeptical reader may just set $`j=0`$ in the rest of this section.

At any rate, writing the potential in this form the Bessel function behavior of the solutions near $`r=0`$, expressed in terms of $`z`$, is just as it was in $`d=4`$, and again we have plane wave behavior away from a neighborhood of $`r=0`$. Furthermore, although the left part of the $`r`$-plane is rather complicated, the behavior of $`\text{ Re }x`$ on the right part is essentially unchanged from $`d=4`$. So we can repeat the argument from the previous section. The calculation of the monodromy by matching asymptotics in the $`z`$-plane works exactly as in four dimensions, while the factor $`e^{4\pi \omega }`$ from the monodromy around $`r=1`$ is modified to $`e^{4\pi \omega /(d3)}`$, because of the coefficient $`1/(d3)`$ multiplying $`\mathrm{log}(1r)`$ in (42).

Fortunately, this same factor appears in the formula for the Hawking temperature of a $`d`$-dimensional black hole. Namely, recall that the Hawking temperature can be computed as the surface gravity of the black hole:

$$T_{\text{Hawking}}=\frac{f^{}(1)}{4\pi }=\frac{d3}{4\pi },$$
(45)
giving $`\beta =4\pi /(d3)`$. Hence the monodromy of the coefficient of $`e^{i\omega x}`$ around the contour is $`e^{\beta \omega }`$, and comparing this to the result from Bessel asymptotics gives

$$e^{\beta \omega }=(1+2\mathrm{cos}\pi j),$$
(46)
as desired.

In fact the agreement between the surface gravity and the coefficient of the logarithm in the tortoise coordinate is not a coincidence and holds more generally. This is because a horizon is characterized by the condition $`f(r_H)=0`$, and the tortoise coordinate near $`r_H`$ then obeys

$$z=𝑑z=\frac{dr}{f(r)}\frac{dr}{(rr_H)f^{}(r_H)}=\frac{1}{f^{}(r_H)}\mathrm{log}(rr_H)$$
(47)
while the surface gravity is $`f^{}(r_H)/4\pi `$.

Our result implies that for scalar and some gravitational perturbations

$$\text{ Re }\omega =\pm T_{\text{Hawking}}\mathrm{log}(3).$$
(48)
In the revised version of , considerations of Bohr-Sommerfeld quantization (as originally proposed by Bekenstein and amplified e.g. in ) led to the conjecture that $`\text{ Re }\omega =\pm T_{\text{Hawking}}\mathrm{log}(k)`$ for some $`k`$; our calculation establishes this conjecture and furthermore determines the integer $`k=3`$.

### 3.2 Four-dimensional non-extremal Reissner-Nordstrøm black holes

Finally we want to extend our results to non-extremal Reissner-Nordstrøm black holes in $`d=4`$. In this case the warp factor is

$$f(r)=1\frac{2GM}{r}+\frac{Q^2}{r^2}=\frac{(r1)(rk)}{r^2}$$
(49)
where we have fixed our units by setting $`GM=(1+k)/2`$, $`Q^2=k`$, so that the outer horizon is at $`r=1`$ and the inner horizon is at $`r=k1`$. The tortoise coordinate is therefore determined by

$$dz=dr\frac{r^2}{(r1)(rk)},$$
(50)
which integrates to

$$z=r+\frac{\mathrm{log}(1r)k^2\mathrm{log}(1r/k)}{1k}$$
(51)
where we have again fixed the constant so that $`z=0`$ at $`r=0`$. Then near $`r=0`$ we find

$$z\frac{r^3}{3k}.$$
(52)
The form of the potential can be found in : both for scalar perturbations and for axial electromagnetic-gravitational perturbations (which are coupled in this background, so we cannot talk about electromagnetic or gravitational perturbations separately) the potential is singular only near $`r=0`$, and the leading singularity is

$$V(r)\{\begin{array}{cc}2k^2/r^6& \text{scalar perturbation}\hfill \\ +4k^2/r^6& \text{electromagnetic-gravitational perturbation}\hfill \end{array}$$
(53)
Using (52) we can rewrite this in the familiar form

$$V[r(z)]\frac{j^21}{4z^2}$$
(54)
(with all the $`k`$ dependence disappearing) and, remarkably, the values of $`j`$ which come out are nice:

$$j=\{\begin{array}{cc}1/3& \text{scalar perturbation}\hfill \\ 5/3& \text{electromagnetic-gravitational perturbation}\hfill \end{array}$$
(55)
> Figure 4: Regions with $`\text{ Re }(z)<0`$ (darker) in the $`r`$-plane for four-dimensional non-extremal Reissner-Nordstrøm, with a contour for the calculation of quasinormal frequencies, shown both in the $`r`$-plane and the $`z`$-plane.

Hence the Bessel function behavior near $`r=0`$ will be unchanged from the previous examples, and our calculation will proceed in an almost identical manner. However, in this case we must use a slightly more complicated contour, going around a “lobe” as shown in Figure 4; the point is that we want to capture only the outer horizon at $`r=1`$, where we know the boundary conditions and hence know the monodromy, and avoid the inner horizon at $`r=k`$. As a result this computation is only valid in the non-extremal case $`k<1`$.

The corresponding picture in the $`z`$-plane looks rather complicated because a given $`z`$ may or may not lie in a “Bessel region” depending on whether or not the $`r`$-plane contour is passing near $`r=0`$ (the potential is a multivalued function of $`z`$ but an ordinary function of $`r`$.) In Figure 4 this is indicated by letting the contour pass over or under the blue circles when $`z`$ is not passing through a Bessel region; it is easiest to understand that figure by redrawing it yourself, following the given $`r`$-plane contour starting at A and tracing out the corresponding $`z`$-plane behavior.

The matching of asymptotic expansions in this case can be done following the recipe given in Section 2.5. As before, we begin at the point marked A with the asymptotic behavior $`\psi (\mathrm{𝟏},\mathrm{𝟏})_A`$, and we have the boundary condition

$$(\mathrm{𝟏})_A=0.$$
(56)
Going through a $`2\pi `$ rotation in $`z`$ gives (compare (32))

$$2\pi :(𝐦,𝐧)(𝐦+\mathrm{𝟒},𝐧+\mathrm{𝟒})$$
(57)
which is in this case $`(\mathrm{𝟏},\mathrm{𝟏})_A(\mathrm{𝟓},\mathrm{𝟑})_A`$. Then we can go out along the lobe where in our approximation the behavior is purely oscillatory. After going around the lobe we have to return to the Bessel region a second time. However, the asymptotics in terms of $`z`$ will be different this time: we chose the branch of $`z`$ so that the first time we entered the Bessel region it was at $`z=0`$, but now we have traveled an additional distance in $`z`$ (from changing branches of the second logarithm in (51)), namely

$$\delta =2\pi ik^2/(1k).$$
(58)
So we may write the solution as

$$\psi (z)=B_+c_+\sqrt{\omega (z\delta )}J_{j/2}(\omega (z\delta ))+B_{}c_{}\sqrt{\omega (z\delta )}J_{j/2}(\omega (z\delta )).$$
(59)
Introducing a slight modification of our previous notation, we write

$$(𝐧_\delta )=e^{i\omega \delta }(𝐧).$$
(60)
Then from (59) we obtain $`\psi (\mathrm{𝟏}_\delta ,\mathrm{𝟏}_\delta )_B`$, giving the constraint

$$(\mathrm{𝟓},\mathrm{𝟑})_A=(\mathrm{𝟏}_\delta ,\mathrm{𝟏}_\delta )_B.$$
(61)
Making the second $`2\pi `$ rotation we get $`(\mathrm{𝟏}_\delta ,\mathrm{𝟏}_\delta )_B(\mathrm{𝟑}_\delta ,\mathrm{𝟓}_\delta )_B`$, so the asymptotics near the point B are $`\psi (\mathrm{𝟑}_\delta ,\mathrm{𝟓}_\delta )_B`$. Now running over the big semicircle to get back to the point A, as before, the WKB approximation allows us to claim the coefficient of the exponentially big component $`e^{i\omega z}`$ is unchanged. So over the full round trip this component is multiplied by $`(\mathrm{𝟑}_\delta )_B/(\mathrm{𝟏})_A`$. Between (56) and (61) we have three homogeneous linear constraints on the four coefficients $`A_\pm ,B_\pm `$, so we can determine this ratio; it turns out to be

$$\frac{(\mathrm{𝟑}_\delta )_B}{(\mathrm{𝟏})_A}=\left(1+2\mathrm{cos}\pi j\right)e^{2i\omega \delta }(2+2\mathrm{cos}\pi j).$$
(62)
The contour encloses only the singularity at $`r=1`$ (the outer horizon), so the monodromy comes only from the multivaluedness of $`\psi `$ and $`e^{i\omega z}`$ around $`r=1`$. As discussed in the previous section, this monodromy is determined by the surface gravity of the horizon at $`r=1`$, namely

$$\beta =\frac{4\pi }{f^{}(1)}=\frac{4\pi }{1k}.$$
(63)
Also note that $`2i\delta =k^2\beta `$. Then matching the monodromies we obtain the final result,

$$e^{\beta \omega }=\left(1+2\mathrm{cos}\pi j\right)e^{k^2\beta \omega }\left(2+2\mathrm{cos}\pi j\right).$$
(64)
The first term looks exactly like the result (36) from Schwarzschild, and then there is a correction term which came from the phase shift $`\delta `$. Actually, this term can also be written in terms of a Hawking temperature, but this time the Hawking temperature of the inner horizon:

$$\beta _I=\frac{4\pi }{f^{}(k)}=\frac{4\pi k^2}{k1}=k^2\beta .$$
(65)
At any rate, substituting $`j=1/3`$ or $`j=5/3`$, from (55), gives the same answer in each case:

$$e^{\beta \omega }=23e^{k^2\beta \omega }.$$
(66)
So this is our result for the asymptotic quasinormal frequencies of scalar or axial electromagnetic-gravitational perturbations of Reissner-Nordstrøm in $`d=4`$. This result suggests a somewhat more complicated asymptotic behavior for the quasinormal frequencies than we found in the case of Schwarzschild; in particular, the asymptotic frequencies seem to be aperiodic unless $`k^2`$ is rational, and the real parts do not settle down to a simple value.

We note that by taking $`k`$ slightly imaginary it would be possible to get rid of the last term in the asymptotic limit, and in this case one would obtain asymptotically $`|\text{ Re }\omega |=T_{\text{Hawking}}\mathrm{log}(2)`$. This may not be an unreasonable thing to do, since $`k`$ is related to the charge and mass of the black hole, and the mass should be considered as slightly imaginary (the black hole eventually evaporates.) Indeed, if $`Q`$ is real and fixed, then $`M`$ is a decreasing function of $`k`$, so the expected small negative imaginary part of $`M`$ corresponds to a small positive imaginary part of $`k`$, which is the correct sign to suppress the last term. Following  and identifying this $`T_{\text{Hawking}}\mathrm{log}(2)`$ with a quantum of energy emitted by a black hole, we note that this corresponds precisely to the black hole reducing its outer horizon area by $`4G\mathrm{log}(2)`$ while keeping $`Q`$ fixed.

One might be concerned that our result for Reissner-Nordstrøm is incompatible with the known results for Schwarzschild because it does not reduce to $`T_{\text{Hawking}}\mathrm{log}(3)`$ as $`k0`$. There is no inconsistency; rather, there is an order-of-limits issue. For extremely small $`k`$, $`\text{ Re }\omega `$ will be approximately $`T_{\text{Hawking}}\mathrm{log}(3)`$ for a large range of $`\text{ Im }\omega `$ but then eventually switch over to the Reissner-Nordstrøm behavior determined by (66); the value of $`\text{ Im }\omega `$ at which the crossover occurs goes to $`\mathrm{}`$ as $`k0`$. We can make a rough estimate of the critical value $`k=k_0(\omega )`$ above which the Reissner-Nordstrøm description becomes more appropriate than the Schwarzschild description; namely, it is the point where the leading term $`k^2/r^6`$ is of the same order as the term $`1/r^4`$ which would be leading for the Schwarzschild black hole. To compare these two terms the relevant $`r`$ is the place where we patch the plane wave with the Bessel function solution, namely $`\omega z1`$. To relate $`z`$ to $`r`$ we can use either the relation $`zr^2`$ from Schwarzschild or $`zr^3/k`$ from Reissner-Nordstrøm. With either choice, requiring $`k^2/r^61/r^4`$, i.e. $`kr`$, we obtain finally $`kr\omega ^{1/2}`$ i.e.

$$k_0(\omega )\omega ^{1/2}.$$
(67)
If $`kk_0(\omega )`$, the asymptotic Reissner-Nordstrøm formula (66) is appropriate; if $`kk_0(\omega )`$ the Schwarzschild result is appropriate.

After the preprint version of this paper appeared, the formula (66) as well as the order-of-limits issue discussed above were confirmed explicitly in the numerical analysis of  (see also  for some discussion.)

## 4 Directions for further study

This work suggests various possible directions for further study:

* The machinery developed here may be applicable more generally, e.g. to charged black holes in $`d>4`$, and perhaps even to general rotating black holes. Some work in this direction is in progress for the Kerr black hole in $`d=4`$ . In addition one could consider the case of black holes in de Sitter or anti-de Sitter space; quasinormal frequencies in these backgrounds have recently been studied , and recently some exact results have been obtained in the limit where the Schwarzschild horizon nearly coincides with the de Sitter horizon . The asymptotic quasinormal frequencies in these backgrounds are related to properties of the holographic dual theory . The method will however require some modification, since the potential no longer vanishes at infinity, and the expected answer is quite different (the real part is expected to diverge along with the imaginary part .)
* Our results so far only give the asymptotic real part of the frequency in the limit of infinite imaginary part. It may be possible to extend the technique to obtain a systematic expansion including corrections in $`1/\sqrt{|\omega |}`$. After the preprint version of this paper appeared, the $`j`$ and $`l`$ dependence of the first correction for arbitrary $`j`$ appeared in , and the exact correction for $`j=2`$ including numerical coefficient was computed in .
* It would be desirable to have some numerical calculations of the asymptotic quasinormal frequencies in the cases we considered above, to confirm or reject our proposed analytic solution. In the case of Reissner-Nordstrøm, after the preprint version of this paper appeared, such calculations were indeed done  and confirmed our solution in detail (the agreement is also discussed in .) However, the case of higher-dimensional black holes remains numerically unstudied as far as we know.
* In $`d>4`$ Schwarzschild we could only give results for certain types of perturbation, because so far a good theory of more general perturbations in these dimensions is apparently lacking. It would be nice to understand how the leading term in the potential depends on the type of perturbation.
* According to our calculation, the asymptotic real part of the frequency depends only on the coefficient of the leading term in the potential. This leading term becomes important only near the singularity at $`r=0`$, but it still affects the transmission amplitude in the physical region between the horizon and infinity. Although the importance of the singularity at $`r=0`$ was purely mathematical in our approach, there could be a more physical explanation of why our procedure works. Can we view it as a manifestation of the complementarity principle, reflecting some kind of duality between what happens inside and outside the horizon?
* The occurrence of the Hawking temperature for the inner horizon of the Reissner-Nordstrøm black hole is surprising. How can the quasinormal modes know about the behavior of the black hole in the causally disconnected interior?
* The original motivation for this work was the LQG explanation  of the $`\mathrm{log}(3)`$ in $`d=4`$ Schwarzschild in terms of a spin network with links of spin 1. If LQG is correct, perhaps the more complicated behavior for Reissner-Nordstrøm should have a similar explanation. The possible appearance of $`\mathrm{log}(2)`$ in the asymptotic frequencies could support some recent claims  that the gauge group of LQG should be SU(2) despite the $`\mathrm{log}(3)`$ for Schwarzschild.
* Similarly, can spin foam models or other models explain the fact that the $`\mathrm{log}(3)`$ for Schwarzschild black holes seems to be independent of dimension?

We have answered some questions about the asymptotic quasinormal frequencies of black holes, but many more remain open.

## Acknowledgements

We are grateful to N. Arkani-Hamed, V. Cardoso, K. Kokkotas, K. Krasnov, A. Maloney, M. Schnabl, and A. Strominger for useful discussions, and to A. Maloney for reading a draft of this paper. The work of L.M. was supported in part by Harvard DOE grant DE-FG01-91ER40654 and the Harvard Society of Fellows. The work of A.N. was supported by an NDSEG Graduate Fellowship.


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# Dynamics of social networks

## I Introduction

In many kinds of complex systems large and stable network structures occur. Specific examples include networks of interacting proteins or genes, ecological graphs, communication networks, and social networks Strogatz (2001); Albert and Barabási (2002); Dorogovtsev and Mendes (2002); Sporns and Tononi (2002). For most of them, neither random networks nor regular lattices provide an adequate framework to model the observed topological properties. The first step towards an improved understanding was the mathematical concept of “small-world networks” introduced by Watts and Strogatz Watts and Strogatz (1998); Watts (1998). Small-world networks interpolate between the two limiting cases of a highly clustered regular lattice and a random graph with short path lengths between nodes. A network is said to be highly clustered in the sense that if node A is linked to node B and B is linked to node C, there is an enhanced probability that A will also be linked to C (a property that sociologists call “transitivity”). The distance between two nodes is defined as the number of edges along the shortest path connecting them. If a network shares the following two characteristic properties it is called a “small-world” Watts and Strogatz (1998); Amaral et al. (2000): (i) high clustering and (ii) a small average shortest path between two nodes scaling logarithmically with network size. Social networks and acquaintance networks in particular are typical examples for small-world behavior Strogatz (2001); Albert and Barabási (2002); Dorogovtsev and Mendes (2002); Amaral et al. (2000). The topology and the static characteristics of them have been the focus of recent investigations as, for example, in the case of illegal and terrorist networks Baker and Faulkner (1993); Krebs (2002) or the web of human sexual contacts Liljeros et al. (2001). It is quite dissatisfying that much less is known about the dynamical properties of these systems because such real-world networks generally are not static but evolve in time. Thus, the emergence of networks displaying small-world behavior should be directly related to local interactions within the network. Besides clustering and path lengths, the degree distribution further characterizes a complex network. Of particular interest are scale-free networks where the degree (i.e., the number of a node’s next neighbors) is distributed according to a power law. Such scale-free degree statistics lead to distinct behavior with respect to error and attack tolerance Albert et al. (2000) or epidemic spreading Pastor-Satorras and Vespignani (2001) and is observed in some social networks Strogatz (2001); Albert and Barabási (2002); Dorogovtsev and Mendes (2002); Newman (2001a); Barabási et al. (2002); Ebel et al. (2002). In many cases, the origin of scale-free properties is well understood in terms of interactions that generate this topology dynamically, e.g. on the basis of network growth and preferential linking Albert and Barabási (2002); Dorogovtsev and Mendes (2002); Bornholdt and Ebel (2001). While these models generate scale-free structures they do not, in general, lead to clustering and are therefore of limited use when modeling small-world networks and social networks in particular. Here, dynamics of social networks and the emergence of a small-world structure is addressed by combining ideas from the two fields of “small-world networks” and “scale-free networks” Davidsen et al. (2002). More precisely, starting with the example of a coauthorship network, a simple dynamical model is introduced generating highly clustered networks with small average path lengths that scale logarithmically with network size. In addition to its small-world behavior, this model leads to a scale-free degree distribution for small death-and-birth rates of nodes.

## II Social webs: a coauthorship network

Coauthorship networks are well-studied examples of social networks reflecting the emergence of cooperative structures between scientists. Nodes of such networks are authors which are connected if they have coauthored a paper together. One example is the coauthorship network of high energy physicists which was reconstructed by Newman from the SPIRES publication database for the years 1995-1999 Newman (2001a, b). It contains $`\mathrm{55\hspace{0.17em}627}`$ authors as nodes with a mean degree of $`k_S=173`$ and an average shortest path length of $`\mathrm{}_S=4.0`$. Since the degree distribution is consistent with a power law $`P(k)k^\gamma `$ with exponent $`\gamma =1.2`$, this coauthorship network belongs to the class of scale-free social networks. The clustering of the network is measured by the clustering coefficient $`C`$ defined as follows Watts and Strogatz (1998). First the density of links in the neighborhood of an individual node $`i`$ is given by the ratio of existing links $`E_i`$ to the potential number of connections $`1/2k_i(k_i1)`$. Then the clustering coefficient of the entire network is the average density

$$C=\frac{2E_i}{k_i(k_i1)}.$$
(1)
A similar, but not equivalent, definition for the clustering coefficient is provided by the fraction of fully connected “triples” with a triple being a connected subgraph containing three nodes Newman et al. (2001); Barrat and Weigt (2000)

$$C_\mathrm{\Delta }=\frac{3\times (\text{number of fully connected triples})}{\text{number of triples}}.$$
(2)
The latter definition is equivalent to reversing the order of averaging and division in (1). We computed the clustering coefficient from the raw data using definition (1) to $`C_S=0.68`$, whereas $`C_{\mathrm{\Delta },S}=0.73`$ was calculated for definition (2) Newman (2001a). To understand the meaning of these values of clustering and path length, we will compare them to the respective quantities of random networks of identical size. A naive approach would be to consider a random network with identical mean degree where each pair of nodes is connected with a constant probability Davidsen et al. (2002), yielding $`C_{\text{rand}}=0.0031`$ and $`\mathrm{}_{\text{rand}}=2.12`$. However, comparison with this particular type of random network is flawed since the constant linking probability results in a Poissonian degree distribution that differs strongly from the observed scale-free behavior. Therefore, we deduce both quantities for a random network with identical degree distribution but randomly assigned links. With the estimate for the clustering coefficient according to definition (1) Davidsen et al. (2002)

$$C^{}=\frac{1}{kN}\left(\frac{k^2}{k}1\right),$$
(3)
a value $`C^{}=0.12`$ is obtained, much larger than $`C_{\text{rand}}`$ but still smaller than the observed clustering. Thus, the network exhibits very high clustering which is not explained by the degree distribution alone. Note that the estimate (3) holds exactly in the case of a Poissonian degree distribution and, in the thermodynamic limit, for definition (2), too Newman (2002). The path length in a random network with the same degree distribution Davidsen et al. (2002), $`\mathrm{}^{}=1.81`$, is even smaller than in a random network with constant linking probability. This is caused by the highly connected hubs present in a scale-free network. That $`\mathrm{}^{}`$ is slightly smaller than the observed value is due to the fact that many links are consumed for building the densely connected neighborhoods. Hence, the SPIRES coauthorship network exhibits pronounced small-world behavior and, in addition, shows scale-free behavior in terms of the link distribution.

## III Modeling social networks

Let us now consider a model for social networks in terms of acquaintance graphs with persons as nodes and undirected links between people who know each other Davidsen et al. (2002). The acquaintance network evolves with new acquaintances forming between individuals, and people joining and leaving the network. We assume that the central mechanism of the dynamics of acquaintance networks is that people are introduced to each other by a common acquaintance (transitive linking). The dynamics of the model consist of two processes taking place at each time step: (i) One individual is chosen at random and introduces two arbitrary acquaintances to each other. They become acquainted to each other, too, if they have not met before, and a new link is build (transitive linking). If the chosen person has less than two acquaintances he will introduce himself to an individual picked out at random (Fig. 1). (ii) With probability $`p`$, a randomly chosen person leaves the network and all the links between him and his acquaintances are deleted. A new individual joins the network and becomes acquainted to one randomly chosen person. Note that the number of nodes $`N`$ remains constant, neglecting fluctuations in the number of individuals being part of the acquaintance network. The finite lifetime of links leads to a stationary state of the network approximating the behavior of real social networks. However, it is in contrast to most dynamical network models which are based on network growth Albert and Barabási (2002); Dorogovtsev and Mendes (2002); Barabási et al. (2002); Klemm and Eguíluz (2002). The two time scales of the model are separated by the probability $`p`$. The rate of building new social connections can be as short as minutes or hours, whereas the time scale of joining and leaving the network may lie in the range of years or decades. Hence, in the following, we will focus on small death-and-birth rates, $`p1`$.

## IV Degree distribution, path length, and clustering

Once the network has reached a stationary state, one can characterize the resulting network by its degree distribution $`P(k)`$. Results of numerical simulations for different values of $`p`$ are shown in Fig. 2. The number of acquaintances a node can collect are limited by its finite lifetime corresponding to the cutoff of the degree distribution at high $`k`$. With $`p1`$, the dynamics are dominated by the transitive linking process (i) giving rise to a power-law decay over a certain range which increases with decreasing $`p`$. For larger values of $`p`$, the Poissonian death-and-birth process (ii) competes with the transitive linking (i) which leads to a stretched exponential range in the distribution until the Poissonian dynamics of (ii) dominates. Depending on the death-and-birth rate $`p`$, the above model is able to generate degree distributions covering scale-free and exponential regimes all being observed in real-world networks. For sufficiently large graphs, these distributions solely depend on $`p`$, the single free parameter of the model. Experimental data suggest low values of the death-and-birth rate, $`p1`$, such that the two time scales of network dynamics are well separated.

The average shortest path length $`\mathrm{}`$ is calculated directly from the stationary networks and shows a logarithmic scaling with system size Davidsen et al. (2002). Using the data of Table 1, the values $`\mathrm{}^{}=1.59`$ and $`\mathrm{}_{\text{rand}}=1.77`$ are calculated for $`p=0.0025`$. Similarly, the average shortest path length of our model yields the very low value of $`\mathrm{}=2.38`$. This, together with the logarithmic scaling of $`\mathrm{}`$, verifies that networks evolved by the simple rule of transitive linking meet the first requirement of small-world behavior. Applying definition (1), the clustering coefficient $`C`$ can be easily related to the mean degree $`k`$ and the birth-and-death rate $`p`$ Davidsen et al. (2002)

$$1C=p\left(k1\right).$$
(4)
As can be calculated from Table 1, Eq. (4) yields the same values of the clustering coefficient $`C`$ which are obtained numerically for different values of $`p`$. As required for the second small-world property, the clustering is far higher than for a random network. Moreover, the observed clustering $`C`$ is not as strongly dependent on the mean degree as the respective values $`C^{}`$ and $`C_{\text{rand}}`$ , which is directly explained by Eq. (4). Altogether, this results in pronounced small-world behavior of the presented model.

## V Discussion and conclusions

The example of the SPIRES coauthorship network demonstrates how our model can be applied to a social network in the dynamically stationary state. For the regime of small turnover rates $`p1`$, small-world properties and scale-free behavior of the coauthorship network are reproduced by our model. Applying the logarithmic scaling for $`l`$, the average shortest path length of the model is in accordance with the experimental value. The clustering coefficients agree, too, and the model exhibits a scale-free degree distribution similar to the real-world network. Furthermore, this model provides a suitable framework for the study of other small-world networks, with exponential or broad degree distributions in particular. This is further confirmed by the fact that the results presented here are not altered when a small amount of noise is added to the link forming process. In conclusion, the model presented here provides a framework for the study of complex social networks interpolating between networks with scale-free and exponential degree distributions. The small-world properties of high clustering and small mean shortest path length, observed in may real-world systems, are achieved by the local rule of transitive linking. The statistical and topological properties of the network depend on the single free parameter of the model, the turnover rate $`p`$, which can be related to the rate of nodes entering and leaving the network in the stationary state. Complex networks are sometimes viewed as the “backbone” of a complex system. Revealing the basic building mechanism for a broad class of social networks adds to the understanding how these skeletons can emerge from local dynamical rules.

###### Acknowledgements.

We thank Mark Newman for sharing his data of the coauthorship network with us.


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# Thermal and back-action noises in dual-sphere gravitational-waves detectors

## I Introduction

Dual systems, in the form of nested spheres Cerdonio01 ; Conti02a  and nested cylinders Bonaldi02  have been recently proposed as wideband gravitational-waves detectors, of spectral sensitivity complementary in frequency to advanced interferometric detectors. Dual spheres are based on two spherical masses nested together: the inner mass is a full sphere while the other one is a hollow sphere. The radii match so that only a small gap separates the two bodies.

Fundamental modes of both spheres are quadrupole modes sensitive to gravitational waves. By a proper choice of the mechanical and geometrical characteristics of the two spheres, the fundamental mode of the inner sphere occurs at a frequency 2 or 3 times larger than the fundamental mode of the hollow one, without any sensitive modes in the intermediate frequency domain between these two fundamental modes. This frequency domain is of particular interest as the spheres displacements caused by a gravitational wave are out of phase by $`\pi `$ radians, thus leading to a measurable variation of the gap between the spheres.

To get a wideband detector, very sensitive and non-resonant displacements sensors are needed. An efficient technique consists in using optomechanical sensors based on a high-finesse Fabry-Perot cavity Hadjar99 ; Cohadon99 ; Conti02b . One mirror of the cavity is coated on the inner side of the hollow sphere, whereas the other mirror is coated on the solid sphere. Measurement of the phase of the field reflected by such a linear cavity thus provides information on the gap variation between the two spheres, at the radial position of the sensor. One can choose a strategy to set the number of optomechanical sensors and their location in such a way to reconstruct the sphere motion Merkovitz97 ; Lobo00 .

A key point for broadband operation is the sensitivity of the optomechanical sensor which actually depends on its coupling with the mechanical modes of the system. Since the frequencies of interest are between two mechanical resonances, dual systems are conceptually different from bars and interferometers. With bars one has to deal with a single resonator, driven by the gravitational wave at its fundamental frequency. The treatment of the bar excitation by the gravitational wave, by the thermal noise in the bar and in the transducer, and by the back-action noise induced by the sensor is relatively straightforward, including the understanding of the Standard Quantum Limit. One gets a prediction of the narrow-band spectral sensitivity as a function of relevant parameters, dealing basically with few isolated modes Price87 . For the thermal noise, correlations may arise between the two modes originating from the tight coupling between the bar and the resonant transducer, when their mechanical quality factors are very different Majorana97 ; Conti02b , but the noise spectral behavior does not suffer dramatic changes.

In the case of interferometers the gravitational wave drives a set of masses, which can be considered free above the pendulum resonant frequencies of the suspensions. Again, the sources of noise can be spelled out, down to the quantum limit and the wideband spectral sensitivity can be predicted as a function of relevant parameters Hello98 .

Dual systems are conceptually different in that one has to deal neither at resonance as with bars, nor far from resonant modes as with interferometers, but rather in between resonant modes. The difficulty is then to write a mechanical transfer function for the system valid in this unusual frequency range.

In this paper we determine the limits induced both by the thermal noise of the spheres and by the quantum fluctuations of light, including the measurement noise and the back-action effects of light on the dual system. We show in the case of a single sensor that the limit of sensitivity can be expressed in terms of mechanical transfer functions characterizing the optomechanical coupling of light with the two spheres.

We illustrate this behavior in the case where only the excitation of fundamental modes of each sphere is taken into account, showing a new effect of back-action noise cancellation in the frequency domain between the two modes. This cancellation results from a destructive interference between radiation pressure effects on both spheres and leads to an increased sensitivity in between the two resonances.

We then develop a simple approach to take into account all other mechanical modes of the spheres. This method allows to estimate the mechanical transfer functions in the intermediate frequency range between the resonances and gives an upper bound for the estimate error. As a result we determine the sensitivity of a dual-sphere detector and show that a spectral strain sensitivity better than $`10^{22}`$ Hz-1/2 can be obtained over a wide frequency range from $`1`$ kHz to $`3.5`$ kHz.

In Section II we present the basic principles of the gravitational-waves detection by a dual system with a transducer based on an optomechanical sensor. Section III is devoted to the determination of noises, illustrated in the case of a dual system with only two mechanical resonances. In section IV we derive the mechanical transfer functions, taking into account all mechanical modes. Results for a Beryllium dual-sphere detector are presented in Section V.

## II Dual detector with optomechanical sensor

The scheme of the dual-sphere detector is shown in figure 1. Although the main results of the paper are valid for any geometry of the dual system, we will consider the case of two nested spheres with an inner radius $`a`$ and an external radius $`R`$. The gap between the two bodies is taken small as compared to these radii. The optomechanical sensor is based on a high-finesse single-ended cavity, resonant with the incident laser beam. The phase of the field reflected by the cavity is measured by a homodyne detection.

As shown in Heidmann97 ; Pinard99  the motion of one sphere (full or hollow one) induces a global phase-shift on the light proportional to the displacement $`\widehat{u}`$ of the mirror surface averaged over the beam profile,

$$\widehat{u}\left(t\right)=u_{}\left(t\right),v_0^2,$$
(1)
where the brackets stand for the overlap integral on the mirror surface,

$$f,g=d^2rf\left(r\right)g\left(r\right).$$
(2)
$`u_{}(r,t)`$ is the normal component of the displacement at point $`r`$ and time $`t`$, and $`v_0^2\left(r\right)`$ is the transverse gaussian structure of the light intensity on the mirror,

$$v_0^2\left(r\right)=\frac{2}{\pi w_0^2}e^{2r^2/w_0^2},$$
(3)
where $`w_0`$ is the beam-spot size, identical for the two mirrors in the case of a symmetric cavity.

The optomechanical sensor then reads out the differential displacement $`\widehat{u}_o\left(t\right)\widehat{u}_i\left(t\right)`$ between the internal surface of the outer sphere (subscript $`o`$) and the surface of the inner sphere (subscript $`i`$).

A gravitational wave induces a displacement which can be written as a sum over all quadrupole modes {n,2} of the spheres Lobo95 ; Coccia98 . As long as the beam-spot size is small compared to the sphere radii, the spatial overlap between these modes and the beam profile is independent of $`n`$ and of the spot size. The radial displacement of each sphere, for a gravitational wave of amplitude $`\stackrel{~}{h}\left[\mathrm{\Omega }\right]`$ at frequency $`\mathrm{\Omega }`$, is then equal to note ,

$$\widehat{u}^{gw}\left[\mathrm{\Omega }\right]=\frac{1}{2}\underset{n=1}{\overset{\mathrm{}}{}}b_nA_{n2}\left(a\right)\mathrm{\Omega }^2L_{n2}\left[\mathrm{\Omega }\right]\stackrel{~}{h}\left[\mathrm{\Omega }\right],$$
(4)
where $`b_n`$ are the coefficients in the orthogonal expansion of the response function of the sphere, $`A_{n2}\left(a\right)`$ are the radial functions at the surface position $`a`$ (assumed to be the same for both surfaces since the gap is small), and $`L_{n2}\left[\mathrm{\Omega }\right]`$ are the frequency dependences of the modes Lobo95 ; Coccia98 . They correspond to harmonic oscillators with resonance frequencies $`\mathrm{\Omega }_{n2}`$ and loss angle $`\varphi `$, assumed to be the same for all modes and independent of frequency,

$$L_{n2}\left[\mathrm{\Omega }\right]=\frac{1}{\mathrm{\Omega }_{n2}^2\mathrm{\Omega }^2i\mathrm{\Omega }_{n2}^2\varphi }.$$
(5)
To illustrate the relevant features of the detector response we consider a dual-sphere made of Beryllium with an inner radius $`a=1.2`$ m and an outer radius $`R=2`$ m. For these parameters the fundamental frequencies are equal to $`1161`$ Hz for the outer sphere and to $`3075`$ Hz for the inner one. Products $`b_1A_{12}\left(a\right)`$ are equal to $`1`$ for the hollow sphere and to $`0.6`$ for the solid one. As a consequence, the displacements $`\widehat{u}_i^{gw}`$ and $`\widehat{u}_o^{gw}`$ are in phase for frequencies outside the two resonances and are out of phase by $`\pi `$ radians in the intermediate frequency domain between the two gravitational-waves sensitive modes. For these frequencies, effects of both modes are added to each other in the measured difference $`\widehat{u}_o^{gw}\widehat{u}_i^{gw}`$.

Figure 2 shows the displacements induced by a gravitational wave of amplitude $`\stackrel{~}{h}=10^{22}`$ Hz-1/2, for each fundamental mode (curves a and b). Curve (c) is the global response due to the two fundamental modes. The response enhancement in the intermediate frequency domain is clearly visible, resulting in a flat response between the two fundamental resonances.

We have also determined the effect of higher modes by a numerical computation of their mechanical characteristics Lobo95 . Taking into account modes with resonance frequencies up to $`30`$ kHz for the solid sphere and to $`16`$ kHz for the hollow one, we obtain no significant change for the response in the frequency band between the two fundamental modes. This is related to the frequency dependence $`\mathrm{\Omega }^2/\mathrm{\Omega }_{n2}^2`$ in the contribution of higher modes ($`\mathrm{\Omega }_{n2}\mathrm{\Omega }`$) in the sum (4).

## III Thermal and quantum noises

We now determine the classical and quantum noises in the measurement made by the optomechanical sensor. The phase of the field reflected by the cavity reproduces the cavity length variations. For a lossless cavity at resonance, the fluctuations $`\delta q^{out}\left[\mathrm{\Omega }\right]`$ at frequency $`\mathrm{\Omega }`$ for the phase quadrature of the reflected field is given by Heidmann97 ,

$$\delta q^{out}\left[\mathrm{\Omega }\right]=\delta q^{in}\left[\mathrm{\Omega }\right]+16\overline{\alpha }^{in}\frac{\widehat{u}_o\left[\mathrm{\Omega }\right]\widehat{u}_i\left[\mathrm{\Omega }\right]}{\lambda },$$
(6)
where $`\delta q^{in}`$ are the phase quadrature fluctuations of the incident field, $``$ the cavity finesse, $`\lambda `$ the optical wavelength and $`\overline{\alpha }^{in}`$ the mean incident field, related to the incident power $`P^{in}`$ and to the wavevector $`k=2\pi /\lambda `$ by,

$$P^{in}=\mathrm{}ck\left|\overline{\alpha }^{in}\right|^2.$$
(7)
We have neglected in eq. (6) the low-pass filtering due to the cavity bandwidth. Even for a cavity finesse $`=10^6`$ and a gap between the two spheres of $`1`$ cm, the cavity bandwidth is larger than $`7.5`$ kHz and has no significant effect at frequencies of interest. We also assume that the incident beam is in a coherent state, so that phase quadrature $`\delta q^{in}`$ and intensity quadrature $`\delta p^{in}`$ are uncorrelated with noise spectra given by Heidmann97 ,

$$S_{pp}^{in}\left[\mathrm{\Omega }\right]=S_{qq}^{in}\left[\mathrm{\Omega }\right]=1.$$
(8)
The phase of the reflected beam provides a measurement of the displacements induced by a gravitational wave, with additional noises related to the incident phase fluctuations and to displacement noises (eq. 6). The main sources of displacement noise are the thermal fluctuations of spheres and the back action of the measurement process due to the radiation pressure exerted by the intracavity field on both mirrors. All these noises are uncorrelated and the spectral strain sensitivity is given by equating the contribution of the gravitational-wave signal with the noise contributions,

$$S_{hh}\left[\mathrm{\Omega }\right]=\frac{S_{uu}^{shot}\left[\mathrm{\Omega }\right]+S_{uu}^{th}\left[\mathrm{\Omega }\right]+S_{uu}^{ba}\left[\mathrm{\Omega }\right]}{\left|\widehat{u}_o^{gw}\left[\mathrm{\Omega }\right]\widehat{u}_i^{gw}\left[\mathrm{\Omega }\right]\right|^2/\left|\stackrel{~}{h}\left[\mathrm{\Omega }\right]\right|^2},$$
(9)
where $`S_{uu}^{shot}`$, $`S_{uu}^{th}`$ and $`S_{uu}^{ba}`$ are the displacement noise spectra due to incident phase fluctuations, thermal noise, and back action, respectively.

We now determine these three noise spectra. The shot noise $`S_{uu}^{shot}`$ is given by the equivalent displacement noise corresponding in the measurement to the phase quadrature fluctuations $`\delta q^{in}`$. From eqs. (6) and (8) one gets,

$$S_{uu}^{shot}\left[\mathrm{\Omega }\right]=\frac{\lambda ^2}{256^2\left|\overline{\alpha }^{in}\right|^2}.$$
(10)
Thermal fluctuations of the two spheres are uncorrelated and their contributions are added to each other in the thermal noise spectrum $`S_{uu}^{th}`$. For each sphere, the displacement can be related to a Langevin force $`F^{th}`$ describing the coupling with a thermal bath Landau58 ,

$$\widehat{u}^{th}\left[\mathrm{\Omega }\right]=\chi \left[\mathrm{\Omega }\right]F^{th}\left[\mathrm{\Omega }\right],$$
(11)
where $`\chi \left[\mathrm{\Omega }\right]`$ is a mechanical susceptibility characterizing the response of the sphere to an external force. Since it relies on the displacement $`\widehat{u}`$ averaged over the beam-spot size, it depends on the spatial overlap with the light. Using a modal expansion for the displacements of the sphere, $`\chi \left[\mathrm{\Omega }\right]`$ is given by Heidmann97 ; Pinard99 ,

$$\chi \left[\mathrm{\Omega }\right]=\underset{n=1}{\overset{\mathrm{}}{}}u_n,v_0^2^2\chi _n\left[\mathrm{\Omega }\right],$$
(12)
where $`u_n,v_0^2`$ is the spatial overlap between the mechanical mode $`u_n(r)`$ and the beam profile (eq. 3). $`\chi _n\left[\mathrm{\Omega }\right]`$ is the mechanical susceptibility associated with mode $`n`$,

$$\chi _n\left[\mathrm{\Omega }\right]=\frac{1}{M_n\left(\mathrm{\Omega }_n^2\mathrm{\Omega }^2i\mathrm{\Omega }_n^2\varphi \right)},$$
(13)
where $`\mathrm{\Omega }_n`$ is the resonance frequency of the mode and $`M_n`$ its effective mass related to the total mass $`M`$ and to the volume $`V`$ of the sphere by,

$$M_n=\frac{M}{V}_Vd^3r\left|u_n(r)\right|^2.$$
(14)
The noise spectrum of the Langevin force $`F^{th}`$ is related to the mechanical susceptibility through the fluctuations-dissipation theorem Landau58 ,

$$S_{FF}^{th}\left[\mathrm{\Omega }\right]=\frac{2k_BT}{\mathrm{\Omega }}\mathrm{Im}\left(\chi \left[\mathrm{\Omega }\right]^1\right),$$
(15)
where $`k_B`$ is the Boltzmann constant and $`T`$ the temperature. From eqs. (11) and (15) one then gets the noise spectrum for the thermal fluctuations of the differential displacement $`\widehat{u}_o\widehat{u}_i`$ measured by the optomechanical sensor,

$$S_{uu}^{th}\left[\mathrm{\Omega }\right]=\frac{2k_BT}{\mathrm{\Omega }}\mathrm{Im}\left(\chi _o\left[\mathrm{\Omega }\right]+\chi _i\left[\mathrm{\Omega }\right]\right),$$
(16)
where $`\chi _o`$ and $`\chi _i`$ are the mechanical susceptibilities of the outer and inner spheres, respectively.

Back-action effects are related to the radiation pressure forces exerted by the intracavity field on both mirrors. Since the radiation pressure has the same spatial profile as the intracavity intensity, it can be shown Pinard99  that the displacement $`\widehat{u}^{ba}`$ of each sphere is related to the force through the same susceptibility as the thermal noise (eq. 12),

$$\widehat{u}^{ba}\left[\mathrm{\Omega }\right]=\chi \left[\mathrm{\Omega }\right]F^{ba}\left[\mathrm{\Omega }\right].$$
(17)
The radiation pressure force is equal to,

$$F^{ba}\left[\mathrm{\Omega }\right]=2\mathrm{}kI\left[\mathrm{\Omega }\right],$$
(18)
where $`I`$ is the intracavity intensity normalized as a number of photons per second. Intensity fluctuations can be related to the amplitude quadrature of the incident field Heidmann97  and one gets the noise spectrum of the radiation pressure,

$$S_{FF}^{ba}\left[\mathrm{\Omega }\right]=\frac{16\mathrm{}^2k^2}{\pi ^2}^2\left|\overline{\alpha }^{in}\right|^2.$$
(19)
The radiation pressure forces exerted on the two mirrors are equal and opposite. The induced cavity-length variation is therefore related to the radiation pressure force through the sum of the susceptibilities of the outer and inner resonators,

$$\widehat{u}_o^{ba}\left[\mathrm{\Omega }\right]\widehat{u}_i^{ba}\left[\mathrm{\Omega }\right]=\left(\chi _o\left[\mathrm{\Omega }\right]+\chi _i\left[\mathrm{\Omega }\right]\right)F^{ba}\left[\mathrm{\Omega }\right],$$
(20)
and the resulting noise spectrum is given by,

$$S_{uu}^{ba}\left[\mathrm{\Omega }\right]=\left|\chi _o\left[\mathrm{\Omega }\right]+\chi _i\left[\mathrm{\Omega }\right]\right|^2S_{FF}^{ba}\left[\mathrm{\Omega }\right].$$
(21)
We have thus determined the spectra of the three fundamental noises appearing in the measurement (eqs. 10, 16 and 21). They only depend on a few parameters. The optical properties are accounted for via the cavity finesse $``$ and the incident light intensity $`\left|\overline{\alpha }^{in}\right|^2`$, with the usual behavior that the shot noise is decreased for a larger cavity finesse or a more intense light, whereas the back-action noise is increased (eqs. 10 and 19). This behavior leads to the Standard Quantum Limit Caves81 ; Braginsky92 . The mechanical characteristics only depends on the sum $`\chi _o+\chi _i`$ of the susceptibilities of the two spheres.

To understand the relevant features of the quantum noises we consider a Beryllium dual-sphere at zero temperature ($`S_{uu}^{th}=0`$), neglecting all mechanical modes except the fundamental modes of the two spheres. The sum in expression (12) of the mechanical susceptibilities is then limited to the first term $`n=1`$, their frequency dependence being the same as the response to a gravitational wave (compare eqs. 5 and 13). In contrast to this response, radiation pressure forces exerted on the two mirrors are opposite and one gets a back-action noise cancellation in the intermediate frequency domain between the two fundamental resonance frequencies. The mechanical susceptibilities $`\chi _o`$ and $`\chi _i`$ actually have opposite signs in between the two resonances so that the effects of both spheres interfere destructively in the global back-action noise $`S_{uu}^{ba}`$ (eq. 21).

Figure 3 clearly shows this back-action cancellation, resulting in an important noise reduction on the whole frequency band between the two resonances (curve a). The optical parameter $`^2\left|\overline{\alpha }^{in}\right|^2`$ is chosen in such a way that back-action and shot noises are equal at low frequency. The frequency for which exact cancellation occurs depends on the effective masses of the fundamental modes (eqs. 13 and 14) and can be tuned in the intermediate frequency domain by changing the mechanical characteristics of the spheres.

Since the contributions of both modes to the signal are added to each other whereas the back-action noises are subtracted, one can reach a very high sensitivity in the intermediate frequency domain, as shown in figure 4. Curve (b) is obtained for the same optical parameter as figure 3 and exhibits a high sensitivity over a wide bandwidth. The behavior of the spectral strain sensitivity actually depends on the ratio between the shot and back-action noises. For a $`10`$-times smaller optical parameter (curve a), shot noise is dominant and one recovers two peaks at the fundamental resonances frequencies. For a $`10`$-times larger optical parameter (curve c), the sensitivity follows the back-action noise behavior and reaches an optimum value near the frequency for which back-action is cancelled out.

Curve (d) in figure 4 shows the Standard Quantum Limit which corresponds to the minimum reachable noise for a coherent incident light. It is obtained by adjusting at every frequency the optical parameter $`^2\left|\overline{\alpha }^{in}\right|^2`$ in such a way that shot and back-action noises are equal. From eqs. (10), (19) and (21), the resulting minimum displacement noise is given by,

$$S_{uu}^{sql}\left[\mathrm{\Omega }\right]=\mathrm{}\left|\chi _o\left[\mathrm{\Omega }\right]+\chi _i\left[\mathrm{\Omega }\right]\right|.$$
(22)
As other noises, it depends on the mechanical characteristics only via the sum of the susceptibilities of the two spheres.

## IV Mechanical susceptibility

To perform an accurate evaluation of the spectral strain sensitivity of the detector, we need to calculate the mechanical susceptibilities of the two spheres. For this purpose we can use two different approaches, but both are insufficient for our needs.

The first one is the normal modes expansion Bondu95 ; Gillespie95 ; Pinard99  which can be used in principle in any case, if inhomogeneous losses are absent (it fails in presence of inhomogeneous losses since correlations arise between modes Majorana97 ; Conti02b ; Yamamoto01 ). This method consists in computing the sum in eq. (12) over a finite number $`N`$ of modes,

$$\chi ^{\left(N\right)}\left[\mathrm{\Omega }\right]=\underset{n=1}{\overset{N}{}}u_n,v_0^2^2\chi _n\left[\mathrm{\Omega }\right].$$
(23)
This quantity of course converges towards the mechanical susceptibility for a large number $`N`$ of modes. It unfortunately converges very slowly, and the computation of the appropriate overlap integrals between the modes and light profiles, for higher and higher modes, is in practice too demanding.

The second approach applies in a direct manner the fluctuations-dissipation theorem to estimate the thermal noise, bypassing any normal mode expansion Levin98 ; Bondu98 ; Liu00 . This global approach has been worked out in the limit of very low frequencies, so the results can be only used well below any resonance frequency of the system. It actually gives the static susceptibility in the case where the size of the sensor is small compared to the dimensions of the system. For the dual sphere, assuming the beam-spot size $`w_0`$ small compared to the spheres radii, the sphere surface can be approximated by a half-infinite plane and one gets Braginsky99 ,

$$\chi \left[\mathrm{\Omega }=0\right]=\frac{1\sigma ^2}{\sqrt{\pi }(1i\varphi )Ew_0},$$
(24)
where $`E`$ and $`\sigma `$ are respectively the Young modulus and the Poisson coefficient of the sphere.

We want to calculate the susceptibilities for frequencies near or between resonance frequencies of the system so that we cannot apply this global approach. We instead consider a new method which simultaneously uses the modal and global approaches. We write the mechanical susceptibility in the form,

$$\chi \left[\mathrm{\Omega }\right]=\chi \left[0\right]+\underset{N\mathrm{}}{lim}\left(\chi ^{\left(N\right)}\left[\mathrm{\Omega }\right]\chi ^{\left(N\right)}\left[0\right]\right).$$
(25)
The first term is determined using the global approach (eq. 24) whereas the difference $`\chi ^{\left(N\right)}\left[\mathrm{\Omega }\right]\chi ^{\left(N\right)}\left[0\right]`$ is computed using the modal approach (eq. 23). We perform the sum over a finite number $`N`$ of modes such that the resonance frequency $`\mathrm{\Omega }_N`$ is much larger than the frequency $`\mathrm{\Omega }`$ of interest.

The advantage of this approach is that the difference in eq. (25) converges more quickly than each term taken separately. As a matter of fact, the difference is given by,

$$\chi ^{\left(N\right)}\left[\mathrm{\Omega }\right]\chi ^{\left(N\right)}\left[0\right]=\underset{n=1}{\overset{N}{}}u_n,v_0^2^2\left(\chi _n\left[\mathrm{\Omega }\right]\chi _n\left[0\right]\right).$$
(26)
From eq. (13), the term in the sum for a mode $`n`$ such that $`\mathrm{\Omega }_n\mathrm{\Omega }`$ can be bounded by,

$$\chi _n\left[\mathrm{\Omega }\right]\chi _n\left[0\right]\chi _n\left[0\right]\frac{\mathrm{\Omega }^2}{\mathrm{\Omega }_n^2\mathrm{\Omega }^2}.$$
(27)
The last factor $`\mathrm{\Omega }^2/\left(\mathrm{\Omega }_n^2\mathrm{\Omega }^2\right)`$ ensures a rapid convergence of the difference $`\chi ^{\left(N\right)}\left[\mathrm{\Omega }\right]\chi ^{\left(N\right)}\left[0\right]`$ as compared to the one of $`\chi ^{\left(N\right)}\left[0\right]`$.

It is furthermore possible to determine an upper bound for the error $`\mathrm{\Delta }\chi `$ made by computing eq. (26) up to a mode $`N`$. $`\mathrm{\Delta }\chi `$ is given by,

$$\mathrm{\Delta }\chi \left[\mathrm{\Omega }\right]=\underset{n=N+1}{\overset{\mathrm{}}{}}u_n,v_0^2^2\left(\chi _n\left[\mathrm{\Omega }\right]\chi _n\left[0\right]\right).$$
(28)
Using eq. (27) for modes $`n`$ such that $`\mathrm{\Omega }_n\mathrm{\Omega }_N`$ one gets,

$$\mathrm{\Delta }\chi \left[\mathrm{\Omega }\right]\chi \left[0\right]\frac{\mathrm{\Omega }^2}{\mathrm{\Omega }_N^2\mathrm{\Omega }^2}.$$
(29)
This upper limit shows that the computation is accurate within $`1`$ % if the sum is extended up to modes with resonance frequencies $`10`$ times larger than the frequency $`\mathrm{\Omega }`$ of interest.

The approach presented in this section can be used to determine the thermal and back-action noises when one motion sensor is used as read-out in any dual-resonator system. It can also be extended to calculate the spatial correlations between modes. This would be needed to discuss the effects on thermal and back-action noises, when using a multi-transducer read-out configuration.

## V Sensitivity of a dual sphere

We apply the approach presented in previous section to determine the mechanical susceptibilities $`\chi _o`$ and $`\chi _i`$ for a dual sphere. As previously we consider spheres made of Beryllium with radii $`a=1.2`$ m and $`R=2`$ m. To calculate the mechanical susceptibilities we take into account the contributions of 120 modes for the solid sphere (resonance frequencies up to $`30`$ kHz) and of 80 modes for the hollow one (up to $`16`$ kHz) Lobo95 .

Figure 5 shows the shot and back-action noises obtained by a numerical calculation of eq. (25). Optical parameters are as follows: wavelength $`\lambda =1`$ $`\mu `$, beam-spot size on the mirrors $`w_0=1`$ cm, cavity finesse $`=10^6`$, and incident power $`P^{in}=45`$ mW. These parameters are such that the back-action noise (curve a) and the shot noise (curve b) are equal at low frequency.

Curve (c) in figure 5 shows the noise obtained when only the two fundamental modes of the spheres are considered, for the same optical parameters. Taking into account higher modes then drastically increases the back-action noise, by two orders of magnitude. The resulting spectrum is almost flat in frequency and equal to the value obtained at zero frequency by considering only the static susceptibility $`\chi \left[0\right]`$ (eq. 24). The presence of resonant modes in the frequency band of interest leads to narrow peaks in the noise spectrum. They correspond to the two fundamental modes but also to other modes which are not sensitive to gravitational waves. Back-action cancellation is responsible for narrow dips after each resonance, at frequency where the mechanical response of the resonant mode compensates the response of all other modes.

Figure 6 shows the thermal noise obtained for a quality factor equal to $`10^7`$ ($`\varphi =10^7`$) and a temperature $`T=0.1`$ K. All modes of the dual sphere are thermally excited and responsible for the presence of peaks in the spectrum. For the chosen parameters the background thermal noise between two resonances will have no significant effect since it is smaller than the shot noise (curve b in figure 6).

Curve (a) of figure 7 shows the resulting spectral strain sensitivity obtained from eq. (9) by computing the response to a gravitational wave as explained in section II. Except for narrow peaks due to the resonant behavior of thermal and back-action noises, one gets a quantum-limited sensitivity with optimums of the order of $`2\times 10^{24}`$ Hz-1/2 at the resonance frequencies of the two fundamental modes. The sensitivity is better than $`10^{22}`$ Hz-1/2 over a wide frequency range, from $`1`$ kHz to $`3.5`$ kHz.

The frequency dependence of the sensitivity is however very different from the one obtained in a two-modes analysis (figure 4). This clearly shows that a two-modes or even a few-modes analyses are not satisfactory to describe the mechanical behavior of the spheres. Taking into account all the modes leads to a larger mechanical response to radiation pressure fluctuations. As compared to figure 4 or to previous results Cerdonio01  one gets sharper dips around the fundamental resonance frequencies and a less flat sensitivity between the two resonances.

Except near mechanical resonances, the response to quantum fluctuations is very similar to the static response given by the mechanical susceptibility $`\chi \left[0\right]`$. As shown in eq. (24) a crucial parameter is then the beam-spot size $`w_0`$ on the mirrors. Curves (b) and (c) in figure 7 show the sensitivity for a beam-spot size of $`10`$ cm and $`0.1`$ cm, respectively. In both cases the optical parameters are adjusted to stay at the standard quantum limit at low frequency. Curve (b) corresponds to an incident power $`P^{in}=450`$ mW and curve (c) to $`4.5`$ mW. It clearly appears that increasing the beam-spot size by a factor $`10`$ leads to wider dips at the fundamental resonance frequencies and to a gain of sensitivity between the resonances by a factor $`\sqrt{10}`$, as expected from the expression of the standard quantum limit (eqs. 22 and 24).

## VI Conclusion

We have determined the sensitivity of a dual-sphere detector taking into account the thermal, shot and back-action noises. Neglecting all modes except the two fundamental ones, we obtained a very high sensitivity in the intermediate frequency domain between the two resonances, associated with a cancellation of back-action noise.

Using a new method mixing global and modal approaches, we have calculated the mechanical response of the dual-sphere. The features of the spectral strain sensitivity then look very different from the idealized two-modes model, resulting in sharper dips around the fundamental resonances and a less flat sensitivity between the two resonances.

An important parameter is the beam-spot size $`w_0`$ on the mirrors of the optomechanical sensor. Increasing $`w_0`$ reduces the influence of high-frequency modes, resulting in a better spectral strain sensitivity. A challenge is thus to design short Fabry-Perot cavities with large beam waists. One may envision to use a variant of conventional Fabry-Perot with large effective waists Marin . Another possibility is to use non-resonant capacitive and inductive transducers at their quantum limits, which intrinsically have large sensor area. Finally one may try to implement a geometrically selective read-out, as proposed for dual-cylinders Bonaldi02  to reduce the influence of non-sensitive modes.