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# GALAXY FORMATION IN TRIAXIAL HALOES: BLACK HOLE-BULGE-DARK HALO CORRELATION

## 1 Introduction

The possibility that supermassive black holes (SBHs) inhabit the centers of many if not most galaxies, and the observed correlation between SBH masses and galactic bulge properties,111The term “bulge” in this paper will refer to bulges of disk galaxies, or to elliptical galaxies, when no disk is present. has potentially a fundamental significance for our understanding of galaxy formation and evolution. The relationships between black hole and bulge properties include a loose relationship between SBH and bulge masses, $`M_{}0.001M_\mathrm{B}`$, and an apparently much tighter one between the SBH mass and the velocity dispersion in the corresponding bulge, $`M_{}\sigma _\mathrm{B}^4`$ (e.g., Ferrarese & Merritt 2000; Gebhardt et al. 2000; Tremaine et al. 2002; cf. reviews by Kormendy & Gebhardt 2001; Merritt & Ferrarese 2001).

In this paper we attempt to provide a physical explanation for these relationships between SBHs and their host galaxies. Our model is based on the interaction between the dark haloes of galaxies and the baryonic components settling in their midst. As baryonic matter accumulates to form the bulge and SBH, the orbital structure of the underlying gravitational potential is modified. This, in turn, affects the subsequent accumulation of gas, which is highly dissipative and therefore is sensitive to orbital geometry. Consequently, halo properties will determine those of the bulge and the SBH, and this will give rise to correlations between them that are compatible with the observed ones.

Cuspy, triaxial haloes appear to be a natural outcome of dissipationless collapse in a cold dark matter (CDM) dominated universe (e.g., Cole & Lacey 1996). Interactions with the baryonic component during the initial stages of collapse may affect the triaxiality, making it milder but still non-negligible (Dubinsky 1994). Before it even becomes dominant in the central regions, a clumpy baryonic component can also level off the central cusps of dark haloes, producing harmonic cores (El-Zant, Shlosman & Hoffman 2001). Even though this may affect the equidensity contours, again making them rounder, it need not symmetrize the equipotentials; these can remain asymmetric if triaxiality is not affected beyond some radius (for example, a homogeneous bar has a non-axisymmetric force contribution inside its density figure). From an observational standpoint it appears that haloes of fully formed galaxies tend to have nearly constant density cores (de Blok & Bosma 2002) and that residual potential axial ratios of about 0.9 in CDM haloes are plausible, even in present day galaxies (e.g., Kuijken & Tremaine 1994; Rix & Zaritsky 1995; Rix 1995).

The orbital structure of the inner regions of slowly rotating, non-axisymmetric potentials with harmonic cores is dominated by box orbits (e.g., Binney & Tremaine 1987), which have no particular sense of circulation. They are self-intersecting and, therefore, cannot be populated with gas. Dissipation causes material to sink quickly toward the only long-lived attractor available — the center (e.g., Pfenniger & Norman 1990; El-Zant 1999). In the process, interaction with the triaxial harmonic core causes the baryonic material to lose most of its angular momentum. The combined system would, therefore, also be slowly rotating. Thus, unless star formation terminates the collapse, the final concentration of the first baryonic material could be extremely large.

The onset of star formation is expected to occur when the baryonic material becomes self-gravitating — roughly speaking, when its density becomes larger than that of the halo core. This also happens to be the criterion for the destruction of the harmonic core and the emergence of loop (or tube) orbits, which do have a definite sense of circulation. The role of the SBH is to contribute to the emergence of these orbits in the very central region. It is the collusion between the SBH and the more extended hot baryonic component in creating the loop orbits that leads to the correlations claimed in this paper.

Whereas, in three dimensions, a box orbit can be represented as a superposition of three (generally) incommensurable radial oscillations along mutually perpendicular axes, which are efficiently attenuated by dissipation, loop orbits are best described in terms of modest radial and vertical excursions superposed on rotational motion about the center. While the vertical and radial excursions, like the oscillations characterizing box orbits, are attenuated by dissipation, the rotational motion is not efficiently dissipated among gas clouds populating such orbits (in the same sense of circulation).

The minimization of the radial and vertical oscillations results in closed periodic orbits that are confined to a plane. We expect the amount of gas dissipation on loop orbits to depend on their axial ratios — for, again, motion on highly eccentric orbits would lead to shocks and the accompanying loss of angular momentum on a short dynamical timescale, as observed in numerical simulations of gas flows in barred galaxies (e.g., Heller & Shlosman 1994). Lacking a detailed model for the dissipation rate associated with gaseous motion, we will assume that there is a critical eccentricity below which the loop orbits can serve as long-lived attractors for dissipative motion. In other words, gas populating these orbits will evolve only secularly and not dynamically. Fortunately, this dependence on critical eccentricity will turn out to be weak.

In the following we explore, within the above framework, the formation of galactic bulges and central compact objects. We show that it is possible to deduce a well-defined linear correlation between the masses of the central SBHs and corresponding bulges in given dark matter haloes, with mass ratios comparable to those observed. We demonstrate that, if dark matter halo cores follow a Faber-Jackson type relation (Faber & Jackson 1976) between their masses and velocity dispersions, then a similar relation also applies to the bulges. An $`M_{}\sigma _\mathrm{B}`$ relation between the SBH mass and the bulge velocity dispersion, which under certain assumptions can have smaller scatter than the $`M_{}M_\mathrm{B}`$ relation, also follows naturally. Within this framework, it is possible to make a number of testable predictions concerning the related structures of bulges, SBHs and their host haloes. We discuss these in the final section. Formal aspects of the perturbation analysis applied to bulge-halo systems have been deferred to Appendices A and B. Preliminary results of this work have been reported by Shlosman (2002).

## 2 The model

Since, at this stage, we are interested in generic dynamical phenomena related to orbital structure, the exact form of the halo potential is immaterial — as long as it exhibits a harmonic core where no loop orbits can exist. The exact distribution of the baryonic material is also not crucial, except, again, for its central density distribution. If this diverges, say as $`\rho r^1`$, loop orbits will be created all the way to the center, since the bulge-halo system no longer possesses a harmonic core. In this case there is no need to form the SBH. If, on the other hand, the (proto)-bulge has a harmonic core of its own, there will still be a nearly constant density region near the center with only box orbits — unless a central point mass is present. We will assume that ‘cuspy’ bulges, when they exist, are products of later evolution (for example, a result of star formation and cold dissipationless collapse: e.g., Lokas & Hoffman 2000).

We use a logarithmic standard form (e.g., Binney & Tremaine 1987) to represent the halo potential:

$$\mathrm{\Phi }_\mathrm{H}=\frac{1}{2}V_\mathrm{H}^2\mathrm{log}(R_\mathrm{H}^2+x^2+\beta ^2y^2+\gamma ^2z^2),$$
(1)
where $`V_\mathrm{H}`$ is the asymptotic (in the limit $`RR_\mathrm{H}`$ and $`\beta ,\gamma 1`$) circular velocity, $`R_\mathrm{H}`$ is the core radius and $`\beta `$, $`\gamma <1`$ are the potential axis ratios. We will consider the process of bulge formation to be terminated, or at least substantially slowed down, when the combined (baryonic plus halo) potential admits sufficiently round non-intersecting loop orbits, which permit the long-term circulation of gas without excessive dissipation. Such motions necessarily take place in a symmetry plane determined by the (orbit-averaged) angular momentum (e.g., Frank, King & Raine 2002). Therefore, for our purposes, it will suffice to consider only orbits in the plane $`z=0`$ and to ignore the vertical dimension. We fix $`\beta `$ at $`0.9`$ (though the effects of its variation are discussed where relevant) and adopt a threshold axial ratio $`p_{\mathrm{crit}}`$ for orbits that can be populated with gas. The value of $`p_{\mathrm{crit}}`$ that best describes when this happens remains to be investigated, but its mere existence is what is important here. As we show below, our results are rather insensitive to the exact value of $`p_{\mathrm{crit}}`$.

The halo core mass will be taken to be $`M_\mathrm{H}=V_\mathrm{H}^2R_\mathrm{H}/G`$ and we define the halo density to be $`\rho _\mathrm{H}=M_\mathrm{H}/R_\mathrm{H}^3=V_\mathrm{H}^2/R_\mathrm{H}^2G`$. This is conveniently close to the value of the density in the region where the potential is effectively harmonic — that is, within the region where, in the absence of the bulge component, no loop orbits exist for $`\beta =0.9`$. We note, however, that a bulge with a larger core radius probes a region of the halo core with smaller average density than the region probed by a bulge with a relatively small core radius. This effect will be discussed in Section 4.

Since our aforementioned criterion depends on the potential in a chosen symmetry plane, the exact three-dimensional mass distribution of the bulge is unimportant, as the same planar potential may arise from a variety of these. A particularly convenient form for the potential in this situation is that of Miyamoto & Nagai (1975),

$$\mathrm{\Phi }_\mathrm{D}=\frac{GM_\mathrm{D}}{\sqrt{x^2+y^2+\left(A+\sqrt{B^2+z^2}\right)^2}}.$$
(2)
This potential can approximate a disk-bulge system, with the parameters $`A`$ and $`B`$ determining the scale length and height, respectively. In the symmetry plane, therefore, the potential can arise from a range of density distributions — from highly flattened to spherical ones. In general, when we refer to the “bulge” we will have a spherical system in mind with $`A=0`$. In particular, all densities quoted are calculated under this assumption. We will comment on the effects of assuming a flattened distribution where relevant. In that case $`M_\mathrm{D}`$ in eq. (2) is replaced by $`M_\mathrm{B}`$, the spherical bulge mass. The bulge core is defined by the radius $`R_\mathrm{B}=A+B`$ and encloses the core mass $`M_{\mathrm{BC}}=2^{3/2}M_\mathrm{B}`$. The bulge core density is defined as $`\rho _\mathrm{B}=M_{\mathrm{BC}}/R_\mathrm{B}^3`$.

The scaling relations that arise do not depend on the absolute masses and lengths, but instead, on the ratios of these quantities among the various contributions to the potential. An important property of the dynamics in our model is that any transformation that leaves the relative masses and lengths of the components constant will also not affect the orbital structure once scale transformations are taken into account. Such transformations only change the time units, hence the dynamics remains invariant on a new characteristic timescale. In addition, in regions where the baryonic and halo components have the same mass distributions, i.e., inside their cores, only the density ratios of these components determine their relative contributions to the potential, and hence the orbital structure.

For the remainder of this paper, we will describe all components of the potential in terms of units scaled to the dimensions of the halo potential, eq. (1). We scale all distances to $`R_\mathrm{H}`$, with $`\widehat{R}_\mathrm{B}R_\mathrm{B}/R_\mathrm{H}`$, and all masses to $`M_\mathrm{H}`$ so that $`\widehat{M}_\mathrm{B}M_\mathrm{B}/M_\mathrm{H}`$. The normalized bulge core density is then $`\widehat{\rho }_\mathrm{B}2^{3/2}\widehat{M}_\mathrm{B}/\widehat{R}_\mathrm{B}^3`$. The bulge potential in scaled units is

$$\mathrm{\Phi }_\mathrm{B}=V_\mathrm{H}^2\frac{2^{3/2}\widehat{\rho }_\mathrm{B}\widehat{R}_\mathrm{B}^3}{\sqrt{x^2+y^2+\widehat{R}_\mathrm{B}^2}}.$$
(3)
The black hole potential, in the same units, is

$$\mathrm{\Phi }_{}=V_\mathrm{H}^2\frac{2^{3/2}K\widehat{\rho }_\mathrm{B}\widehat{R}_\mathrm{B}^3}{\sqrt{x^2+y^2}},$$
(4)
where $`KM_{}/M_\mathrm{B}`$. Note that all orbits in the total potential $`\mathrm{\Phi }=\mathrm{\Phi }_\mathrm{H}+\mathrm{\Phi }_\mathrm{B}+\mathrm{\Phi }_{}`$ depend only on three parameters, which may be taken to be $`\widehat{R}_\mathrm{B}`$, $`\widehat{\rho }_\mathrm{B}`$, and $`K`$.

## 3 Bulge formation in triaxial haloes and the $`M_{}M_\mathrm{B}`$ correlation

In this section, we demonstrate that the arguments outlined above imply a linear relation between the SBH and bulge masses, provided that the baryonic and CDM density distributions are not completely axisymmetric and exhibit, at some stage, nearly constant density cores.

### 3.1 Critical eccentricities and the emergence of SBH-bulge correlations

#### 3.1.1 The inner minimum and the role of bulge density

Fig. 1 (the result of orbital integrations) exhibits the axis ratios of the closed loop orbits $`p=x_{\mathrm{max}}/y_{\mathrm{max}}`$ as a function of the longer axis length ($`y_{\mathrm{max}}`$). In this figure, we have fixed the scaled bulge core density, $`\widehat{\rho }_\mathrm{B}=5.52`$, and the SBH-to-bulge mass ratio, $`K=M_{}/M_\mathrm{B}=10^3`$, but vary the scaled bulge core radius, $`\widehat{R}_\mathrm{B}`$. Consequently, the bulge masses $`\widehat{M}_\mathrm{B}`$ range over a factor of $`100`$. As expected, when only the halo contributes to the potential (dotted line), $`p`$ quickly drops to zero inside the halo core, since no loop orbits can exist there. (For halo potential axis ratios smaller than the adopted value of 0.9, i.e., greater triaxiality, $`p`$ reaches 0 at radii that are progressively closer to the halo core radius, $`y_{\mathrm{max}}1`$. As the baryonic component, both in the bulge and the SBH, becomes progressively more massive, correspondingly rounder loop orbits appear. Loop orbits in the very central region are produced by the presence of the SBH. The latter is represented numerically by a Plummer sphere with a softening scale of $`0.002`$, in scaled units. Near the center, where the SBH contribution is dominant, the axis ratios of the loop orbits tend to $`p1`$.

The axis ratio curves exhibit two distinct minima. It is apparent that the inner minima of the curves in Fig. 1 have (nearly) the same values of $`p`$, but occur at different radii $`R_\mathrm{B}`$. This is a consequence of assuming a fixed ratio of SBH-to-bulge mass, $`K`$, and a constant bulge core density $`\widehat{\rho }_\mathrm{B}>1`$. Because the bulge and halo densities are nearly uniform in the inner regions, their relative contributions to the potential are determined by their density ratio.

In the absence of the SBH contribution, $`p`$ in Fig. 1 would tend to zero within the effective harmonic core of the bulge-halo system (see eq. \[B8\]). When the relative density is kept constant (and $`>1`$) this is proportional to $`\widehat{R}_\mathrm{B}\widehat{M}_\mathrm{B}^{1/3}`$ (the effect of density variation will be examined in Section 3.2). The reason for this is that inside the nearly constant-density bulge core, the potential, which is now a superposition of two nearly harmonic potentials, is nearly harmonic (even if the new core is less triaxial than the halo alone, e.g., if the bulge is assumed to be spherical). The inner minima of the curves in Fig. 1, therefore, correspond to a transition from the region where the SBH provides the dominant contribution toward the creation of loop orbits to that where the bulge provides this contribution. Therefore, the minima occur at radii where the gravitational acceleration due to the SBH is proportional to that due to the bulge+halo, $`R_{}(M_{}/M_\mathrm{B})^{1/3}R_\mathrm{B}=K^{1/3}R_\mathrm{B}`$ (since the minimum is located well within the bulge core radius). Since $`K`$ is taken to be constant, we expect the minima to occur at radii $`R_\mathrm{B}`$.

In Section 2, we have defined the critical value $`p_{\mathrm{crit}}`$ above which gas circulation can be sustained for secular timescales. Here we have shown that given a critical value, $`p_{\mathrm{crit}}`$, for the inner minimum and the relative bulge-to-halo core density ratio, a value of $`K`$ associated with this minimum is determined. However, satisfying the condition $`p>p_{\mathrm{crit}}`$ at the inner minimum does not imply that the same condition is satisfied at all radii within $`R_\mathrm{H}`$. Until it is satisfied at the outer minimum, as well, further evolution can occur. This is briefly sketched below and outlined in more detail in Section 3.4.

#### 3.1.2 Outer minimum, minimal bulge mass, and final black hole mass

Until the critical value of $`p`$ is reached at all radii inside the halo core, the bulge will continue to grow, since outside the bulge core $`p`$ declines again. It is clear from Fig. 1 that, in contrast to that of the inner minimum, the value of $`p`$ at the outer minimum depends more sensitively on the bulge mass than on its density. The growth of the bulge, therefore, determines a minimal bulge mass fixed by the condition that $`pp_{\mathrm{crit}}`$ at all radii within the halo core.

If the SBH did not continue to grow along with the bulge, this growth in the bulge mass would decrease the linear correlation coefficient $`K`$, but, as we show in Section 3.4, this leads only to near-independence of the final value of $`K`$ on $`p_{\mathrm{crit}}`$ and still keeps the values of $`K`$ within the observed range.

### 3.2 Scaling relationships determined by inner minima

As shown in the previous section, the creation of loop orbits with axis ratio above a given value depends, in the central region, solely on the ratio of the bulge-to-halo core density and the mass ratio $`K=M_{}/M_\mathrm{B}`$. The actual value of the bulge mass determines only the position of the minimum (as a fraction of the halo core radius), not the axis ratio at the minimum. But even the radius of the minimum is largely insensitive to the bulge mass, i.e., $`M_\mathrm{B}^{1/3}`$, provided that the minimum actually exists and the bulge core density relative to the halo harmonic core density remains constant. We will now examine the bounds on $`M_{}`$ and $`K`$ which ensure the existence of a minimum $`pp_{\mathrm{crit}}`$ inside the bulge core and observe the effect of varying the bulge density.

We calculate and plot $`K=K(\widehat{\rho }_\mathrm{B})`$ for different choices of $`p_{\mathrm{crit}}`$ (Fig. 2), in the following way. First, without any loss of generality, we choose a bulge mass $`\widehat{M}_\mathrm{B}`$ that is large enough that the outer minimum satisfies $`pp_{\mathrm{crit}}`$, for all $`p_{\mathrm{crit}}0.9`$. This is done in order to focus on the effects of the inner minima only. (Recall, from the previous section, that the value of the outer minimum depends on the mass of the bulge.) Fig. 2, therefore, exhibits the effect of $`\widehat{\rho }_\mathrm{B}`$ and $`K`$ on the inner minima of the $`p`$ curves at $`\widehat{R}<\widehat{R}_\mathrm{B}`$. In order to obtain $`K=K(\widehat{\rho }_\mathrm{B})`$, we vary $`M_{}`$, which is some fraction $`K`$ of the chosen bulge mass. The density is varied by contracting the bulge (by decreasing its core radius) until the condition $`pp_{\mathrm{crit}}`$ is satisfied everywhere inside the bulge core.

One observes in Fig. 2 that at smaller densities $`K`$ tends toward an asymptotic (and maximal) value associated with a given $`p_{\mathrm{crit}}`$. We refer to this hereafter as the “asymptotic” regime. In the transition to this regime, along a $`p_{\mathrm{crit}}=\mathrm{const}.`$ curve, the value of $`K`$ is monotonically increasing. In other words, the bulge contribution toward the creation of loop orbits of a given eccentricity gradually diminishes, and is compensated by a greater contribution from the SBH component. In the process, the minimum in $`p`$ moves outward. The asymptotic regime corresponds to a situation in which the existence of loop orbits with the required elongation depends on the value of $`K`$, irrespective of the bulge density (that is, effectively, only on the SBH mass). In this limit the SBH contribution to the potential is sufficient to create loop orbits with $`pp_{\mathrm{crit}}`$ at all radii within the halo core (i.e., at $`\widehat{R}1`$), without additional contributions from the bulge component (cf. Fig. 3). Essentially, it corresponds to a rapid collapse to the center and formation of the SBH by a large fraction of the baryonic material, bypassing the formation of a bulge. This regime appears to be of academic interest only, as it implies $`\widehat{\rho }_\mathrm{B}<1`$ all the way to the center; it will not be discussed further.

A second regime characterizes the dynamical state of the SBH-bulge-dark halo system with $`\widehat{\rho }_\mathrm{B}1`$. In this “scaling regime” the $`\mathrm{log}K\mathrm{log}\widehat{\rho }_\mathrm{B}`$ curves are parallel straight lines with average slopes of about $`2.5`$. This can be explained in the following manner. From eq. (B8) we know that the radius of the effective harmonic core of the bulge-halo system, $`y_{\mathrm{max}}`$, is proportional to $`\widehat{R}_\mathrm{B}^{5/2}\widehat{M}_\mathrm{B}^{1/2}`$. In the scaling regime, the location of the minimum in $`p`$ will be proportional to $`y_{\mathrm{max}}`$. Now, in order to maintain the minimum at a specified value of $`p_{\mathrm{crit}}`$, the gravitational acceleration due to the SBH must be proportional to the acceleration due to the halo (which contains the nonaxisymmetry) at $`y_{\mathrm{max}}`$. This implies $`\widehat{\rho }_\mathrm{B}\widehat{R}_\mathrm{B}^3K/y_{\mathrm{max}}^2y_{\mathrm{max}}`$. Substituting for $`y_{\mathrm{max}}`$ and noting that $`\widehat{\rho }_\mathrm{B}\widehat{M}_\mathrm{B}/\widehat{R}_\mathrm{B}^3`$, we obtain $`K\widehat{\rho }_\mathrm{B}^{5/2}`$. This is approximately what is found from Figure 2 and it also holds if we change the mass of the bulge keeping the radius constant and again using eq. (B8). Note, furthermore, that for constant $`\widehat{\rho }_\mathrm{B}`$ this relation predicts the radius of the effective harmonic core (and the location of the minimum) to be proportional to $`R_\mathrm{B}`$, as expected from the heuristic considerations of the previous section.

While the asymptotic values of $`K`$ depend on $`M_\mathrm{B}`$, the values of $`K`$ in scaling regime do not. The transition between these two regimes can, therefore, be characterized by a sharp change in the behavior of $`K`$, as seen from Fig. 2.

We are mainly interested in the scaling region, because the onset of star formation can be tied to the baryonic component becoming self-gravitating, which corresponds roughly to the bulge core density exceeding that of the background halo, i.e., $`\widehat{\rho }_\mathrm{B}1`$. In this case, and for $`p_{\mathrm{crit}}0.8`$, the SBH contributes significantly to the potential only at radii $`\widehat{R}_{}1`$. The $`p`$ curves, therefore, exhibit a definite inner minimum well inside the halo core.

The values of $`\widehat{\rho }_\mathrm{B}`$ and the initial $`K`$, in principle, also depend on the critical eccentricity, $`p_{\mathrm{crit}}`$, of the inner minimum, which is expected to be independent of the bulge mass, but which does depend on complex gas dynamics. If, after the SBH forms, the bulge mass falls short of the value required for creating sufficently round closed loop orbits at all radii inside the halo core, it will continue to grow until the outer minimum of the axis ratio curve also attains $`pp_{\mathrm{crit}}`$. In Section 3.4, we show that the SBH growth, if continued, becomes intermittent. In the next section, we also demonstrate that one can place constraints on the possible range of $`K`$ values by considering this constraint on the outer minimum.

### 3.3 Minimal bulge mass and bulge growth

To obtain loop orbits rounder than a given $`p_{\mathrm{crit}}`$ at all radii $`\widehat{R}<1`$, and not only in the central region, one in fact needs to take into account the bulge-to-halo core mass ratio and not only the density ratio. This can already be seen in Fig. 1, where all curves with SBH and bulge contributions exhibit an inner minimum with $`p0.9`$, while $`p`$ declines significantly as one moves further out. For low bulge masses, an additional outer minimum emerges, within $`\widehat{R}_\mathrm{B}<\widehat{R}<1`$, before $`p`$ rises again outside the halo harmonic core. Only one of the $`p`$ curves, corresponding to the most massive bulge, has $`p>0.9`$ at all radii. Therefore, for a given halo, there is a minimal bulge mass, $`\widehat{M}_{\mathrm{Bmin}}`$, that is necessary to create sufficiently round loop orbits at all radii $`\widehat{R}>\widehat{R}_\mathrm{B}.`$

If we assume that the bulge core density varies at most by a factor of a few ($`\widehat{\rho }_\mathrm{B}=O[1]`$), $`\widehat{R}_\mathrm{B}`$, which is only weakly dependent on the bulge mass and density ($`\widehat{R}_\mathrm{B}\widehat{M}_\mathrm{B}^{1/3}\widehat{\rho }_\mathrm{B}^{1/3}`$), varies little. The minimal bulge mass is also nearly constant (calculations show, for example, that it varies by $`30`$% when $`\widehat{\rho }_\mathrm{B}`$ changes from 1 to 2.5). There is more sensitivity to the assumed $`p_{\mathrm{crit}}`$. In Fig. 4 (asterisks) we show the bulge mass required to create loop orbits with $`pp_{\mathrm{crit}}`$ at all radii outside $`\widehat{R}_\mathrm{B}`$, for $`\widehat{\rho }_\mathrm{B}=1`$. These are the masses necessary, at this density, to produce outer minima with the required values. For bulge densities $`\widehat{\rho }_\mathrm{B}1`$ these minima lie at radii $`\widehat{R}0.5`$. Thus, unless the SBH can contribute significantly to the potential at radii comparable to $`R_\mathrm{H}`$, which seems implausible, the dominant contributions to the potential at the radii examined here should be only those due to the bulge and halo components. Therefore, once the halo parameters are fixed, the creation of loop orbits with given $`pp_{\mathrm{crit}}`$ outside the bulge core will depend only on the bulge parameters $`\widehat{R}_\mathrm{B}`$ and $`\widehat{M}_\mathrm{B}`$.

For $`\widehat{\rho }_\mathrm{B}=1`$, a well-defined inner minimum in the $`p`$ curve exists inside the bulge core only if $`p_{\mathrm{crit}}0.8`$. For larger $`p_{\mathrm{crit}}`$, the inner minimum moves outward and merges with the outer one. Systems with these properties lie outside the scaling region in Fig. 2. In this case, for the condition $`pp_{\mathrm{crit}}`$ to be satisfied, the SBH has to contribute significantly at all radii — no matter how massive the bulge is. (For $`\widehat{\rho }_\mathrm{B}=1`$, the curve with $`p_{\mathrm{crit}}=0.9`$ in Fig. 2 lies in this regime.) Furthermore, the minimal bulge density required to create loop orbits with $`pp_{\mathrm{crit}}`$, without appeal to an overmassive SBH, increases rapidly when $`p_{\mathrm{crit}}0.8`$ (Fig. 5), suggesting that the bulk of the material may form stars before the condition $`pp_{\mathrm{crit}}`$ is reached everywhere within the halo core. If we demand that $`\widehat{\rho }_\mathrm{B}1`$, then $`p_{\mathrm{crit}}`$ must be smaller than 0.8 in order for the model to be plausible, implying that $`K`$ must lie in the range $`10^410^2`$.

On the other hand, star formation can be somewhat delayed to higher densities. A reasonable range lies within $`\widehat{\rho }_\mathrm{B}110`$. Still higher densities in the bulge can be excluded based on the observed rotation curves. In this range of $`\widehat{\rho }_\mathrm{B}`$, values of $`p_{\mathrm{crit}}>0.8`$ become feasible without invoking unrealistically massive SBHs, as seen from Fig. 5. One may also reasonably assume that, due to enhanced dissipation, higher densities require larger $`p_{\mathrm{crit}}`$ to maintain long-lived gaseous motion (detailed modeling, however, will be necessary to determine exactly how $`p_{\mathrm{crit}}`$ depends on the system parameters). In this situation, the range in $`K`$ that can be inferred from Fig. 2, is again about $`10^410^2`$ and compatible with the observed value of $`10^3`$, which exhibits a significant scatter.

The values of $`K`$ obtained so far, which should be regarded as initial values, are fixed by the inner minimum of the axis ratio curves. As argued in Section 3.1, further evolution of the bulge will occur unless sufficiently round loop orbits also exist at the outer minimum. In the next section we examine how this evolution can modify the range of $`K`$, if at all.

### 3.4 Black hole growth and SBH-to-bulge mass ratio

There are basic differences between the conditions for satisfying $`pp_{\mathrm{crit}}`$ at the inner and outer minima in Fig. 1. As discussed in Section 3.1, the initial growth of the SBH is terminated after the inner loop orbits reach the critical eccentricity. The growth of the bulge, on the other hand, continues until the required $`p_{\mathrm{crit}}`$ is reached at all radii inside the halo core. Since the increase of bulge mass, at roughly constant density, moves the inner minimum outward as described in Section 3.1, the SBH would have to continue growing in pace with the bulge mass if it is to maintain the critical value of $`K`$ (which is determined only by the values of $`\widehat{\rho }_\mathrm{B}`$ and $`p_{\mathrm{crit}}`$). Does this actually happen, and if so, how?

To see how the parallel growth of the SBH and bulge could come about, consider the solid curve in Fig. 6, which represents the state of the SBH/bulge system at the end of the initial stage of infall. This is equivalent to one of the curves (say, the dash-dotted line) in Fig. 1, except that we have chosen $`p_{\mathrm{crit}}0.6`$ for the inner minimum, instead of 0.9. This line has two maxima: a left-hand one at the origin, determined by the SBH, and a right-hand one, determined by the bulge core. Note that the outer part of the solid curve drops below $`p_{\mathrm{crit}}`$, implying that the bulge will continue to grow. Now suppose this growth occurs without corresponding growth of the SBH (in contrast to the case in Fig. 1, where $`K`$ is kept constant). If the bulge continues to grow while the SBH growth is stopped, the right-hand maximum moves further to the right, while the left-hand maximum stays the same. This opens a widening ‘gap’ at the position of the inner minimum which drops below $`p_{\mathrm{crit}}`$, allowing gas to flow again toward the radius of influence of the SBH, $`R_{}`$. This is illustrated by the dashed curve in Fig. 6, which corresponds to a factor of 10 increase in $`\widehat{M}_\mathrm{B}`$ accompanied by a similar drop in $`K`$. The gas is expected to accumulate in this vicinity. However, once a substantial amount of gas has collected at $`R_{}`$, it becomes self-gravitating and is prone to global self-gravitating instabilities. The fastest of these instabilities, $`m=2`$ modes or bar instability (e.g., Bardeen 1975), have been discussed in a similar context by Shlosman, Frank & Begelman (1989). They induce rapid (dynamical) gas inflow. Hence we expect that the growth of the SBH at this stage will be intermittent, but because the time-averaged conditions for infall at the inner and outer maximum do not change, we expect the value of $`K`$ to stay roughly constant within the range given in Fig. 2, namely $`10^410^2`$, depending on the value of $`p_{\mathrm{crit}}`$.

Is there always enough gas to accumulate at $`R_{}`$ in order to trigger a bar instability, due to the opening of the gap between the SBH and the bulge? One can imagine the opposite extreme to that discussed above, in which insufficient gas enters the widening gap from outside, perhaps because star formation is efficient during the early stages of infall. Let us suppose, for the sake of argument, that the SBH does not grow beyond its initial mass, as determined by the initial value of $`K`$. How does this affect the range of final $`K`$ values?

Figure 4 shows minimal bulge masses, $`\widehat{M}_{\mathrm{Bmin}}10^110^3`$, for a range of $`p_{\mathrm{crit}}`$ values. While we have no estimate for the initial bulge masses which define the initial $`K`$ in Fig. 2, it is possible to rule out very small masses, e.g., $`<10^3`$, because the total baryonic mass within the halo core is taken to be about 10%. This means that for lower $`p_{\mathrm{crit}}0.30.4`$, the initial bulge mass is equal to or larger than $`\widehat{M}_{\mathrm{Bmin}}`$ estimated in Section 3.3, and, therefore, will not grow beyond its initial value. It is easy to understand this result, because one needs small baryonic masses to create loop orbits with such large eccentricities. This means that in this regime the initial value of $`K10^4`$ (in Figures 2 and 4) is also its final value.

Alternatively, in the regime of larger $`p_{\mathrm{crit}}0.70.8`$, the bulge can grow at most by a factor of $`30100`$, reducing the initial $`K`$ by this amount. Luckily, the initial values of $`K`$ for high $`p_{\mathrm{crit}}`$ lie around their high end, $`10^2`$. Reduction by up to two orders of magnitude brings them again to about $`10^4`$. Hence, whether the SBH grows after the initial stage or not does not destroy the $`M_{}M_\mathrm{B}`$ correlation and does not move the values of $`K`$ outside the observed range. A corollary of this discussion is that the final value of $`K`$ appears insensitive to the value of $`p_{\mathrm{crit}}`$, if the growth of the SBH is supressed, and depends strongly on $`p_{\mathrm{crit}}`$, if the SBH grows in tandem with the bulge. Note also that the variation of $`\widehat{M}_{\mathrm{Bmin}}(p_{\mathrm{crit}})`$ (represented by the asterisks in Fig. 4), follows closely that of $`K(p_{\mathrm{crit}})`$ (represented by filled circles). The ratio of these two quantities, $`M_{}M_\mathrm{H}/M_{\mathrm{Bmin}}^20.03`$ is, therefore, largely independent of $`p_{\mathrm{crit}}`$. In other words, the minimal bulge mass is predicted to be about 5 times the geometric mean between the SBH and the halo masses, provided that the SBH grows along with the bulge.

To summarize, the initial value of the black hole-to-bulge mass ratio $`K`$ is fixed by the density at which the gaseous material in the inner region becomes self-gravitating and forms stars, and by the value of $`p_{\mathrm{crit}}`$. However, unless loop orbits of sufficient eccentricity are created in the whole harmonic halo core region, the mass of the bulge will continue to grow. At the same time, the dynamical infall onto the SBH can choke, if the remaining gas mass is insufficient to cause bar instability and channel it to the SBH. In the latter case $`K`$ will decline below its initial value as the bulge grows, but will tend to approach a final value roughly independent of $`p_{\mathrm{crit}}`$. In the opposite limit, the SBH will grow in proportion to the bulge, and $`K`$ will stay constant (as shown by Figs. 2 and 4). In either limit, we assume that the process stops when the mass of the baryonic component reaches the minimal mass required to achieve loop orbits with a given $`pp_{\mathrm{crit}}`$, at all radii.

For less triaxial haloes, and for a given bulge core density, lower SBH masses are required to produce loop orbits below a critical eccentricity. The minimal mass of the bulge needed to create the required loop orbits in the outer region, however, also decreases — especially since, for a mildly triaxial halo, the radius at which no loop orbits exist inside the harmonic core decreases with decreasing triaxiality. Thus, in the regime of mild halo triaxiality, the ratio of $`K`$ to (normalized) minimal bulge mass should not depend sensitively on the value of $`\beta `$. We do ignore the fact that triaxiality can be a function of radius, and choose a fixed value of $`\beta `$ for simplicity.

### 3.5 Constraints on morphology and halo properties

Once orbits of sufficiently large $`p`$ are present, dissipation will reduce radial motion relative to these orbits, as well as vertical motion away from the symmetry plane defined by the angular momentum vector. Infalling gas will start to populate the newly-formed, round, non-intersecting periodic loops, leading to the formation of a disk component inside the halo core. At this stage the bulge formation stops. Outside the halo core, gas can accumulate at any stage of the formation process on closed loop orbits, which always exist in strongly inhomogeneous density distributions. Provided that the halo triaxiality is small, these orbits will be nearly circular (for potential axis ratio $`\beta `$ mildly deviating from unity $`p\beta `$: see, e.g., Rix 1995).

If the halo core radius is exceedingly large, however, it is possible that no significant disk component will form at all. For if the core is large relative to the total halo (virial) radius, the contracting gaseous component will end up in the core, instead of spinning up and forming an extended disk. Losing most of its angular momentum to the halo, it will eventually end up as part of the bulge component. This would lead to the formation of an elliptical rather than a disk-dominated galaxy. In this context, one expects that haloes with larger core radii are host to larger spheroidal components. Since it appears that, in general, more massive galaxies are usually of earlier type (e.g., Persic, Salucci & Stel 1996), one could deduce that more massive cores have larger core radii. This would be expected if these cores followed a Faber-Jackson type relation (for example, if $`M_\mathrm{H}\sigma _\mathrm{H}^4`$, then $`M_\mathrm{H}R_\mathrm{H}^2`$) as tentatively suggested by observations (Burkert 1995; Salucci & Burkert 2000; Dalcanton & Hogan 2001) and deduced if halo cores formed via the destruction of the inner ($`\rho r^1`$) regions of NFW haloes (Navarro, Frenk & White 1997). In this case, lower mass haloes form when the Universe is denser and are, therefore, more concentrated. As a consequence, the region where $`\rho r^1`$ is smaller relative to the virial radius for low mass haloes (El-Zant, Shlosman & Hoffman 2001). The existence of a Faber-Jackson type relation for halo cores is also required in order to reproduce the $`M_{}\sigma _\mathrm{B}`$ relation as discussed in the next section.

Within the above framework, the formation of the SBH is intimately tied to the bulge component, whereas the formation of the disk component takes place after the processes leading to bulge and SBH formation are essentially complete. The bulk of the disk is also expected to form at scales larger than the halo harmonic core (but see Section 5). Thus, the deduced correlation involving the bulge and SBH does not simply generalize to one involving the disk as well, in accordance with observations (e.g., Kormendy & Gebhardt 2001).

## 4 The $`M_{}\sigma _\mathrm{B}`$ relation

The fact that all the orbital properties discussed in this paper depend only on the relative magnitudes of the masses and spatial scales of the galactic components involved has important consequences. For the $`M_{}M_\mathrm{B}`$ relationship it has the obvious implication that the derived correlation will hold for all halo masses. A more powerful prediction transpires in relation to the $`M_{}\sigma _\mathrm{B}`$ relation. For this to hold, it is necessary that the masses and velocity dispersions of halo cores are related in a similar manner.

Suppose that for a given halo there exist unique values for the SBH and bulge masses, and for the bulge scalelength. If a Faber-Jackson type relation between the halo core mass and velocity dispersion exists, a corresponding relation will exist between the bulge parameters. It also follows that a similar relation will exist between the SBH mass and the bulge (and halo) velocity dispersion. This can be deduced by simple scaling transformations, because the orbital properties we are interested in are all invariant with respect to spatial scale and mass transformations. This means that if we multiply the masses of the SBH, bulge and halo by some constant $`\alpha _\mathrm{M}`$, thus effectively changing the mass units, the curves in Fig. 1 will remain invariant. In the same manner, if we multiply all lengthscales by some factor $`\alpha _\mathrm{R}`$, so that $`R_\mathrm{H}\alpha _\mathrm{R}R_\mathrm{H}`$ and $`R_\mathrm{B}\alpha _\mathrm{R}R_\mathrm{B}`$, thus effectively changing the length unit, all curves in Fig. 1 remain the same. This implies that if, for example, $`M_\mathrm{H}R_\mathrm{H}^2`$, then $`M_{}M_\mathrm{B}R_\mathrm{B}^2R_\mathrm{H}^2`$ are equivalent systems in the sense decribed above (they have the same axis ratio curves for their loop orbits with the same $`p`$ values as a function of rescaled radius). These systems will all follow the $`M_\mathrm{H}\sigma _\mathrm{H}`$ relation for the halo. In this particular case, $`\sigma _\mathrm{H}M_\mathrm{H}^{1/4}`$ implies a similar relationship between $`\sigma _\mathrm{B}`$ and $`M_\mathrm{B}`$, as well as $`M_{}`$.

It is of course possible that, for a given halo, the masses of the SBH and bulge, as well as the bulge lengthscale, are not unique. In other words, the subset of haloes with a given $`M_\mathrm{H}`$ and $`R_\mathrm{H}`$ may contain bulges and SBHs with a distribution of properties. In Section 3.2 we had assumed that the bulge collapse is largely terminated when its density is of the order of the halo core density. This in turn fixes $`K`$, once $`p_{\mathrm{crit}}`$ is determined. In this section we further assume that the value of $`K`$ is not changed as a result of any subsequent bulge growth. That is, the SBH grows in tandem with the bulge (cf. Section 3.4). This relaxes the assumption that the bulge masses are determined by the minimal mass required to create closed loops with $`pp_{\mathrm{crit}}`$ at all radii, allowing for more massive bulges.

One would like to infer to what extent variations in the bulge and SBH properies, within a given halo, affect the homology relations discussed above. We now show that when one accounts for variations of the bulge and the SBH parameters, the departure from the aforementioned relation is not dramatic. This comes about basically because the mass and core radius of the bulge are correlated, under the assumptions of our model. First, we note that the average velocity dispersion of the core of the baryonic component can be written as $`\sigma _\mathrm{B}^2=\alpha GM_\mathrm{B}/R_\mathrm{B}`$, and the average density $`\rho _\mathrm{B}=2^{3/2}M_\mathrm{B}/R_\mathrm{B}^3`$. In this case $`\sigma _\mathrm{B}\rho _\mathrm{B}^{1/6}M_\mathrm{B}^{1/3}`$. Here $`\alpha `$ depends on the functional form of the density distribution. Its exact value is unimportant if all bulges are assumed to have the same functional form for their density distributions. Henceforth we set $`\alpha =1`$.

For a constant bulge-to-halo density ratio $`\widehat{\rho }_\mathrm{B}`$ a relationship between bulge velocity dispersion and mass $`M_\mathrm{B}\sigma _\mathrm{B}^3`$ results. In a toy model where the halo density does not vary at all with radius a constant bulge density determines a unique $`K`$, given $`p_{\mathrm{crit}}`$, and an “$`M\sigma `$” relation between bulge properties within a given halo arises, with index equal to 3. Considering more realistic models for the density distribution raises the index somewhat. When the core radius of the baryonic component is not very small compared to that of the halo, the density of the halo will not be strictly constant in the region of interest. As a result, the slope of the $`M\sigma `$ relationship will further increase.222If $`\rho _\mathrm{B}R_\mathrm{B}^\alpha `$, where $`\alpha 0`$, the slope of $`M_{}\sigma _\mathrm{B}`$ is given by $`2[(3\alpha )/(2\alpha )]`$ which stays between $`35`$ for $`\alpha =01.5`$, and then rises rapidly. The resulting slope of $`M_{}\sigma _\mathrm{B}`$ is some weighted average of $`\rho _\mathrm{B}`$, and greater than 3. This occurs because larger bulges “see” a smaller mean halo density, and therefore smaller bulge densities suffice to produce the same relative contribution to the potential. Since $`M_\mathrm{B}\sigma _\mathrm{B}^3\rho _\mathrm{B}^{1/2}`$, an inverse correlation between density and $`\sigma `$ steepens the $`M_\mathrm{B}\sigma _\mathrm{B}`$ relation. (A marginal effect is already seen in Fig. 1 where the inner maxima produced by bulges with progressively larger $`\widehat{R}_B`$ also have progressively larger inner minima of $`p`$.)

If the baryonic component giving rise to the gravitational potential is significantly flattened there will be an increase in the $`M_{}\sigma _\mathrm{B}`$ slope to 4. In this case, the surface, rather than the volume density, will determine the gravitational field, resulting in a situation where $`M_\mathrm{B}\sigma _\mathrm{B}^4`$.

The fact that the index of the relation between $`M_\mathrm{B}`$ and $`\sigma _\mathrm{B}`$ at constant bulge density is close to that of the Faber-Jackson relationship implies that, even if there is considerable variation in the bulge mass for a given halo, the departure from a Faber-Jackson relation defined by the halo parameters (as described above) is not too large. This is illustrated in Fig. 7, where we plot the relationship between the average velocity dispersion (simply defined as $`\sigma _\mathrm{B}^2=GM_\mathrm{B}/R_\mathrm{B}`$) of the baryonic component and its mass for systems having parameters $`K`$ and $`p_{\mathrm{crit}}`$ corresponding to those in Fig. 2. The plots are obtained by keeping $`K`$ and $`p_{\mathrm{crit}}`$ constant and, for a given bulge mass, decreasing its characteristic radius until $`pp_{\mathrm{crit}}`$ at all radii inside the halo core. To obtain physical parameters we set $`V_\mathrm{H}=200`$ km s-1 and $`R_\mathrm{H}=5`$ kpc.

The solid line in Fig. 7 is actually a superposition of several lines, corresponding to different values of $`p_{\mathrm{crit}}`$ (and $`K`$), as used in Fig. 2. Its average slope is around 3.2 and increases slowly toward higher dispersion velocities. These lines, however, have different end-points, determined by the minimal bulge masses associated with the different $`p_{\mathrm{crit}}`$ (cf. Section 3.3) which are denoted by circles in Fig 7.333We note here that when the minimal mass is approached, it is necessary to contract the bulge by a large amount to maintain $`pp_{\mathrm{crit}}`$ as the mass decreases. The result is that small “hooks” (not shown here) appear in place of the circles in Fig. 7. In principle, this regime may be of interest, but is not considered in this paper because it occurs for a very small range of bulge masses. The maximum values of the bulge masses in these curves correspond to 2.5 times the halo core mass. It seems unlikely that bulges would be more massive than this. Their characteristic densities or radii would have to be much larger than those of the halo, as would their contribution to the potential. In systems with disks such extreme conditions would violate the shapes of observed rotation curves.

In reality, for a given halo, there is a range of possible bulge densities and associated values of the $`K`$ parameter. This, in principle, affects the normalization of the $`M_\mathrm{B}\sigma _\mathrm{B}`$ relation. Nevertheless, the normalization turns out to be weakly dependent on $`\widehat{\rho }_\mathrm{B}`$ ($`\sigma _\mathrm{B}^3\rho _\mathrm{B}^{1/2}`$). Thus, variations in bulge densities within haloes of given mass and size do not significantly affect the relationship between bulge mass and velocity dispersion. In our model, the central (bulge) density required for the production of loop orbits with $`pp_{\mathrm{crit}}`$ in the scaling regime is also only weakly dependent on $`K`$ (as $`K^{2/5}`$, cf. Fig. 2). The above leads to an important corollary, that large variation in $`K`$ will cause only small changes in $`M_\mathrm{B}\sigma _\mathrm{B}`$, as illustrated in Fig. 8. This relation, therefore, appears to be robust and is not heavily affected by changes in bulge and SBH parameters. Note also that, for less dense bulges the slope of the lines in Fig. 8 tends to $`4`$, especially in the limit of large values of the velocity dispersion (which is also where most of the observations lie). This is due to the the effect described above — massive bulges with smaller densities are more extended, and, therefore probe larger regions of the halo core.

To obtain an $`M_{}\sigma _\mathrm{B}`$ relation, one has to multiply the values of the bulge masses in Fig. 7 by the appropriate $`K`$ factors, arriving at an $`M_{}\sigma _\mathrm{B}`$ relation within a given halo. This introduces “scatter” by shifting the $`K=\mathrm{const}.`$ lines, as can be seen from Fig. 9. For any fixed value of $`\sigma _\mathrm{B}`$, this figure reveals that the (vertical) scatter in $`M_{}`$ is similar to that in $`K`$.

This leads us to an important point. In the present formulation, the $`M_\mathrm{B}\sigma _\mathrm{B}`$ relation is tighter than the $`M_{}\sigma _\mathrm{B}`$ one. This appears to contradict observations suggesting that $`M_{}\sigma _\mathrm{B}`$ is much tighter than the Faber-Jackson relation. However, this result has been obtained under the assumption that there is no scatter in the halo Faber-Jackson relation. A significant scatter in $`M_\mathrm{H}\sigma _\mathrm{H}`$ would result in a corresponding scatter in $`M_\mathrm{B}\sigma _\mathrm{B}`$, which follows from the homology scaling discussed in the beginning of this section. Moreover, if $`p_{\mathrm{crit}}`$ correlates with $`\sigma _\mathrm{B}`$ in such a way that gaseous sustems embedded in haloes with higher velocity dispersion require larger values of $`p_{\mathrm{crit}}`$ to remain stable, the scatter in the $`M_{}\sigma _\mathrm{B}`$ relation due to variations in $`K`$ can be reduced. For example, in Fig. 9, we have assumed a single halo for all the lines with different $`p_{\mathrm{crit}}`$. If, however, lines with higher values of $`p_{\mathrm{crit}}`$ are associated with haloes with larger $`\sigma _\mathrm{H}`$ (and thus $`\sigma _\mathrm{B}`$), the constant $`p_{\mathrm{crit}}`$ lines would be shifted in such a way that the vertical distances between them at a given value of $`\sigma _\mathrm{B}`$ decrease. We illustrate this effect in Fig 10, where a linear relationship is assumed between $`\sigma _\mathrm{B}`$ and $`p_{\mathrm{crit}}`$.

We suggest that the relative tightness of $`M_{}\sigma _\mathrm{B}`$ could result from a loose relation between $`\sigma _\mathrm{B}`$ and $`p_{\mathrm{crit}}`$, coupled with scatter in $`M_\mathrm{H}\sigma _\mathrm{H}`$ comparable to that of the Faber-Jackson relation for bulges. Such $`p_{\mathrm{crit}}\sigma _\mathrm{B}`$ relation can result from a general trend that dissipation is increasing in more concentrated systems. Testing this will require detailed modeling of the way in which the dissipation rate depends on $`p_{\mathrm{crit}}`$, velocity and density, and is outside the scope of this paper. Based on the illustrative example of Fig. 10, we only claim here a plausibility of a loose relationship between $`p_{\mathrm{crit}}`$ and the system velocity dispersion. If the postulated correlation persists for haloes of different masses, a steepening of the $`M_{}\sigma _\mathrm{B}`$ relation relative to the halo (and bulge) mass velocity dispersion relation is expected, implying that the former should have a larger index.

## 5 Discussion and conclusions

In the model presented here, gaseous baryonic material settles inside a mildly non-axisymmetric halo with a nearly constant density core. Initially, no orbits with a definite sense of rotation exist.444Or only very eccentric ones if one allows for slow figure rotation in the halo. The first infalling baryonic material, therefore, efficiently loses its angular momentum to the core. This initial collapse terminates only when the gas becomes self-gravitating and forms stars. The increased central density concentration which is produced in this first phase, however, destroys the harmonic core, paving the way for the existence of non-intersecting closed loops with a definite sense of rotation.

If the loop orbits are too eccentric, the gas will shock and depopulate them. These orbits, therefore, cannot represent long-lived attractors of the dissipative motion. Thus, if the baryonic component does not possess a central cusp initially, the absence of sufficiently round supporting closed loops will lead to the formation of a central mass concentration including an SBH. At larger radii the potential responsible for creating sufficiently round loop orbits is that of the extended baryonic component, in the form of a bulge. This leads to a linear relationship between the bulge and SBH masses.

It is crucial that both the onset of self-gravity and the appearance of increasingly circular loop orbits are subject to the same condition, both depending on the density ratio of the collapsing gas to that of the background halo core. This limits the allowable range in densities. For bulge core densities of order those of the halo core, and for plausible values of the critical eccentricity, the value of $`K`$ lies in the range $`10^410^2`$, which is compatible with present observations. For densities up to an order of magnitude larger, the range of values is the same, provided that the critical values of the closed loop axis ratios are larger. This can be expected if the dissipation rate along loop orbits is dependent on density — a plausible assumption.

The most important prediction of the model outlined above is that the bulge and SBH parameters are determined by the halo properties. In particular, relationships between SBH and bulge masses and the velocity dispersion of the bulge necessarily arise, and with the right exponents, if the haloes should also exhibit a Faber-Jackson type relation between their masses and velocity dispersions. Moreover, within a given halo, variations in the bulge and SBH properties are not expected to destroy these relations — because imposing the condition of critical eccentricity requires that the bulge and SBH masses are related to the bulge velocity dispersion via a power law, with index also close to that of the Faber-Jackson relationship. Finally, if the Faber-Jackson relationship for the halo exhibits significant scatter and if, as again seems plausible, the critical eccentricities of the loops anti-correlate with the density of the system, less scatter should be present in the relationships between SBH masses and bulge velocity dispersions than the corresponding relationships between bulges masses and their own velocity dispersions — the standard Faber-Jackson relationship.

There is already tentative evidence that halo cores may indeed follow Faber-Jackson type relationships (Burkert 1995; Dalcanton & Hogan 2001). In addition, a halo core produced by flattening out the inner region (where $`\rho r^1`$) of the NFW profile would produce such a relation (El-Zant, Shlosman & Hoffman 2001). The model thus makes testable predictions concerning the relationships among the very inner regions of galaxies, their extended baryonic components, the dark matter haloes they are thought to be embedded in and the cosmology that predicts their existence.

In this framework, larger and more massive halo cores produce, on average, larger and more massive bulges. Disks form outside the core, or later, when the central concentration produced by the baryons destroys the core. If the core is very large, most of the baryonic material is consumed in the first phase and no significant disk forms. This effect is expected to be prominent in larger mass cores, since if these follow the Faber-Jackson relation, more massive haloes should have proportionally larger cores. Other predictions include the requirement that the average density of the bulge in the central region should be close to that of the halo core. There is also a minimal bulge mass associated with a given core, although this varies significantly with the critical loop orbit eccentricity assumed. A number of additional consequences for galaxy formation and evolution will be discussed elsewhere.

To obtain relationships between SBH masses and bulge properties, we have assumed that during the gaseous infall phase the baryonic component did not have a central density cusp. Most observed bulges and ellipticals, however, do have such cusps. One then has to assume that once star formation starts, cold dissipational collapse is initiated. This would lead to a central density cusp, as it does in the case of cosmological haloes. Memory of the initial state is retained via the total energy, which determines the final velocity dispersion.

Merritt & Ferrarese (2001) have suggested that a “self-regulating” mechanism, related to the threshold mass necessary for the loss of triaxiality in the system, may be behind the close correlation between SBH and bulge properties. As these authors point out, however, the SBH masses required for strong chaotic behavior leading to rapid loss of triaxiality are in fact probably too large — being of the order of a few percent of the mass of the system’s baryonic component. This is actually of the order of the SBH mass needed to create round loop orbits at all radii inside the halo core. In our model, however, this is not assumed. Instead, an additional baryonic component plays the role of creating these orbits in the outer region. The collusion between this “bulge” component and the SBH in destroying the harmonic core and creating a situation whereby stable gaseous motion can exist gives rise to the correlations described in this paper.

The correlations obtained here are compatible with the observed ones, and with acceptable scatter, despite our lack of knowledge of the values of such parameters as $`p_{\mathrm{crit}}`$ and its variation with system properties. Detailed modeling of the gas dynamics will be required to further constrain this model. It is also possible that our distinction between the dynamical role played by the SBH and that played by the bulge core is too restrictive. We have introduced this to be able to obtain quantitative results, within the model, solely on the basis of the orbital characterisitics. In general, the roles of the two components, i.e., the SBH and the bulge, may not be too distinct — formation of the SBH can take place simultaneously with a cuspy bulge. For this, the even more ambitious task of a self-consistent treatment, including gas and stellar dynamics and star formation, is required. We believe, however, that our results are generic and arise from fundamental dynamical phenomena which will manifest themselves in any formulation of galaxy formation in mildly triaxial haloes with harmonic cores.

We thank our colleagues, too numerous to mention, for stimulating discussions. This work was supported in part by NASA grants NAG 5-10823, WKU-522762-98-6 and HST GO-08123.01-97A (provided by NASA through a grant from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555) to I.S., NSF grant AST-9876887 to M.C.B., and NSF grant AST-9720771 to J.F.

## Appendix A Perturbation analysis

Let the potential $`\mathrm{\Phi }`$ be a function of the Cartesian coordinates in the halo symmetry plane, $`\mathrm{\Phi }=\mathrm{\Phi }(x^2,y^2)`$ with $`\mathrm{\Phi }(0,0)=0`$. We follow de Zeeuw & Merritt (1983, hereafter dZM) and expand the potential in even powers of the coordinates:

$$\mathrm{\Phi }=\frac{1}{2}\kappa _1^2x^2+\frac{1}{2}\kappa _2^2y^2+\frac{1}{4}a_5x^4+\frac{1}{2}a_7x^2y^2+\frac{1}{4}a_9y^4+\mathrm{}$$
(A1)
If no bulge exists, inside the halo’s harmonic core only the terms quadratic in the coordinates are important. If, due to an additional component, or at the boundaries of the core, weak nonlinearity is present the series can be truncated, as above, to second order, as higher order terms are unimportant. The coefficients are given by: $`\kappa _1^2=2_{x^2}\mathrm{\Phi }`$, $`\kappa _2^2=2_{y^2}\mathrm{\Phi }`$, $`a_5=2_{x^2}^2\mathrm{\Phi }`$, $`a_7=2_{x^2y^2}^2\mathrm{\Phi }`$, $`a_9=2_{y^2}^2\mathrm{\Phi }`$, where the derivatives are taken at $`x=y=0`$. In terms of these one defines the auxilliary variables $`\mu _{11}=\frac{3}{4}\frac{a_5}{\kappa _1^2}`$, $`\mu _{12}=\frac{1}{2}\frac{a_7}{\kappa _1\kappa _2}`$, $`\mu _{22}=\frac{3}{4}\frac{a_9}{\kappa _2^2}`$.

The condition for stability of the loop orbits is (see dZM; Table 2A third row)

$$\mu _{12}(\mu _{11}\mu _{12}+\mu _{22})>0.$$
(A2)
We will be interested in systems that are both mildly nonlinear and mildly nonaxisymmetric: thus $`\kappa _1\kappa _2`$ and $`a_5a_9a_7<0`$. The above condition reduces to

$$a_7>\frac{3}{2}\left(\frac{\kappa _2}{\kappa _1}a_5+\frac{\kappa _1}{\kappa _2}a_9\right),$$
(A3)
which, under the above conditions, is always satisfied.

It is, therefore, the condition for the existence of loop orbits and not their stability that will be of interest to us. In the absence of a central mass (SBH) or density cusp these cannot be found arbitrarily close to the center, instead there is a bifurcation radius beyond which these exist. This determines the effective core radius of the system. To second order, the condition for the existence of loop orbits is

$$\mu _{22}\frac{1}{2}\mu _{12}\frac{\kappa _2\delta }{Q}\frac{1}{2}\mu _{12}\mu _{11},$$
(A4)
with $`\delta =\kappa _1/\kappa _21`$ and (to first order) $`Q=H/\kappa _2`$, where $`H`$ is the Hamiltonian. For $`H>0`$ (first order potential terms dominate in eq. A1) and $`\kappa _1\kappa _2`$, the above requires

$$H\frac{4\kappa _1\kappa _2^3(\kappa _2\kappa _1)}{\kappa _2a_73\kappa _1a_9}.$$
(A5)
In the unperturbed case, the action variables (e.g., Binney & Tremaine 1987) are time-independent and (exact) solutions can be written in terms of these in Cartesian coordinates as $`x=\sqrt{2I_1/\kappa _1}\mathrm{cos}\theta _1`$, etc. In the mildly nonlinear case the solutions of the equations of motion, averaged over a dynamical time (denoted below by a “bar”), approximate the true solution to first order in the (relative amplitude of the) perturbation and for a number of dynamical times inversely proportional to this (dZM; see also Bogoliubov & Mitropolsky 1961; Arnold 1989). In this case analogous approximate solutions can be given in terms of the corresponding action variables. In particular, for loop orbits in mildly nonlinear potentials one finds

$$\overline{I}_1=\frac{Q(\frac{1}{2}\mu _{12}\mu _{22})+\kappa _1\kappa _2}{\mu _{11}+\mu _{12}\mu _{22}}$$
(A6)
and

$$\overline{I}_2=Q\overline{I}_1.$$
(A7)
Eliminating $`Q`$ one gets

$$\overline{I}_1=\frac{\overline{I}_2+F_2/F_3}{F_1/F_31},$$
(A8)
where $`F_1=\mu _{11}+\mu _{12}\mu _{22}`$, $`F_2=\kappa _1\kappa _2`$ and $`F_3=\mu _{12}\mu _{22}`$.

At bifurcation, to first order,

$$\overline{I}_2=Q=H/\kappa _2,$$
(A9)
where $`H`$ is given by eq. (A5). These orbits are infinitely thin and represent oscillations along the $`y`$-axis, with amplitude

$$y_{\mathrm{max}}=\sqrt{2\overline{I}_2/\kappa _2},$$
(A10)
which is the effective core of the bulge-halo system, as mentioned above. As one increases $`H`$ these become thicker with axis ratio $`x_{\mathrm{max}}/y_{\mathrm{max}}=\sqrt{\frac{\overline{I}_1\kappa _2}{\overline{I}_2\kappa _1}}`$. The view we have taken in this paper is that when this ratio becomes large enough, $`p_{\mathrm{crit}}`$, such loop orbits can support gaseous motion, and that stars formed on these orbits can constitute populations of stellar disks, thus ending the bulge formation stage. We note here that, beyond the bifurcation point, the above relation predicts a rather rapid (as a function of radius) transition to round loop orbits. This is confirmed by orbital integration, even though if the bulge mass is smaller than a certain minimal mass, in the fully nonlinear treatement, the orbital axis ratio can decrease again. The second minimum in axis ratio curves (e.g., Fig. 1) is thus not reproduced by this perturbation analysis.

## Appendix B Application to the potential used in this paper

We now apply the perturbation analysis to the superposition of potentials given by eqs. (1) and (3) with the goal of calculating the bifurcation radii of the loops. This is the effective harmonic core radius of the bulge-halo system. Since we are only interested in orbit shapes, we set $`V_H^2=G=1`$ and use scaled variables, as defined in Section 2. For the halo, we use

$$\mathrm{\Phi }_H=\frac{1}{2}\mathrm{log}(1+x^2+qy^2),$$
(B1)
where $`q`$, corresponding to $`\beta ^2`$ in eq. (1), parametrizes the nonaxisymmetry. For the bulge, we have

$$\mathrm{\Phi }_B=\frac{\widehat{M}_B}{\sqrt{\widehat{R}_B^2+x^2+y^2}}.$$
(B2)
With the above definitions for the potential we have

$$\kappa _1^2=2_{x^2}\mathrm{\Phi }=1+\frac{\widehat{M}_B}{\widehat{R}_B^3},$$
(B3)
$$\kappa _2^2=2_{y^2}\mathrm{\Phi }=q+\frac{\widehat{M}_B}{\widehat{R}_B^3},$$
(B4)
$$a_7=2_{x^2y^2}^2\mathrm{\Phi }=q\frac{3}{2}\frac{\widehat{M}_B}{\widehat{R}_B^5},$$
(B5)
and

$$a_9=2_{y^2}^2\mathrm{\Phi }=q^2\frac{3}{2}\frac{\widehat{M}_B}{\widehat{R}_B^5}.$$
(B6)
From equations (A5), (A9), and (A10) bifurcation happens when the value of the long axis of the loops satisfies

$$y_{\mathrm{max}}^2=\frac{8\kappa _1\kappa _2(\kappa _2\kappa _1)}{\kappa _2a_73\kappa _1a_9}.$$
(B7)
Substituting from the expressions above and taking the limits $`\widehat{M}_B/\widehat{R}_B^3(\widehat{\rho }_B)1`$, $`\widehat{M}_B/\widehat{R}_B^51`$, and assuming $`q1`$, we obtain

$$y_{\mathrm{max}}\frac{2(q1)^{1/2}}{\sqrt{3}}\frac{\widehat{R}_B^{5/2}}{\widehat{M}_B^{1/2}}.$$
(B8)
This is the effective harmonic core radius of the bulge-halo system.


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# The phase coherence of light from extragalactic sources - direct evidence against first order Planck scale fluctuations in time and space

## The phase coherence of light from extragalactic sources - direct evidence against first order Planck scale fluctuations in time and space

Richard Lieu and Lloyd W. Hillman

Department of Physics, University of Alabama, Huntsville, AL 35899, U.S.A.

Abstract

We present a method of directly testing whether time continues to have its usual meaning on scales of $`t_P=(\mathrm{}G/c^5)^{\frac{1}{2}}5.4\times 10^{44}`$ s, the Planck time. According to quantum gravity, the time $`t`$ of an event cannot be determined more accurately than a standard deviation of the form $`\sigma _t/t=a_o(t_P/t)^\alpha `$, where $`a_o`$ and $`\alpha `$ are positive constants $`1`$; likewise distances are subject to an ultimate uncertainty $`c\sigma _t`$, where $`c`$ is the speed of light. As a consequence, the period and wavelength of light cannot be specified precisely; rather, they are independently subject to the same intrinsic limitations in our knowledge of time and space, so that even the most monochromatic plane wave must in reality be a superposition of waves with varying $`\omega `$ and $`𝐤`$, each having a different phase velcocity $`\omega /k`$. For the entire accessible range of the electromagnetic spectrum this effect is extremely small, but can cumulatively lead to a complete loss of phase information if the emitted radiation propagated a sufficiently large distance. Since, at optical frequencies, the phase coherence of light from a distant point source is a necessary condition for the presence of diffraction patterns when the source is viewed through a telescope, such observations offer by far the most sensitive and uncontroversial test. We show that the HST detection of Airy rings from the active galaxy PKS1413+135, located at a distance of 1.2 Gpc, secures the exclusion of all first order ($`\alpha =1`$) quantum gravity fluctuations with an amplitude $`a_o>0.003`$. The same result may be used to deduce that the speed of light in vacuo is exact to a few parts in $`10^{32}`$.

1. INTRODUCTION - THE PLANCK SCALE

It is widely believed that time ceases to be well-defined at intervals $`t_P`$, where quantum fluctuations in the vacuum metric tensor renders General Relativity an inadequate theory. Both $`t_P`$ and its corresponding distance scale $`l_P=ct_P`$, the Planck length, play a vital role in the majority of theoretical models (including superstrings) that constitute innumerable papers attempting to explain how the universe was born, and how it evolved during infancy (see e.g, Silk 2000 and references therein). Given this background, we desperately lack experimental data that reveal even the slightest anomaly in the behavior of time and space at such small scales. Although the recent efforts in utilizing gravitational wave interferometry and the observation of ultra-high energy (UHE) quanta carry potential (Amelino-Camelia 2001, Ng et al 2001, Lieu 2002), they are still some way from delivering a verdict, because the conclusions are invariably subject to interpretational issues. Here we wish to describe how an entirely different yet well established technique has hitherto been overlooked: not only would it enable direct tests for Planck scale fluctuations (and revealing the detailed properties of any such effects), but also the measurements performed to date could already be used to eliminate prominent theories.

Owing to the variety of proposed models we begin by describing the common feature that define the phenomenon being searched: if a time $`t`$ is so small that $`tt_P`$ even the best clock ever made will only be able to determine it with an uncertainty $`\delta tt`$. To express this mathematically we may write the intrinsic standard deviation of time as $`\sigma _t/t=f(t_P/t)`$, where $`f1`$ for $`tt_P`$ and $`f1`$ for $`tt_P`$. Over the range $`tt_P`$ the (hitherto unknown) function $`f`$ can be expanded as follows:

$$f(x)=x^\alpha (a_o+a_1x+a_2x^2+\mathrm{})a_ox^\alpha \mathrm{for}x1,$$
(1)
where $`x=t_P/t`$, and both $`a_o`$, $`\alpha `$ are positive constants ($`1`$ for all reasonable scenarios). Since for the rest of this paper we shall be concerned only with times $`tt_P`$ we may take an approximate form of Eq. (1) as:

$$\frac{\sigma _t}{t}a_o\left(\frac{t_P}{t}\right)^\alpha $$
(2)
Our appreciation of how Eq. (2) may affect measurements of angular frequencies and wavevectors $`(\omega ,𝐤)`$ arises from the realization that if a quantity $`\omega >\omega _P=2\pi /t_P`$ can be determined accurately such a calibration will lead to a ‘superclock’ that keeps time to within $`\delta t<t_P`$. Thus as $`\omega \omega _P`$, $`\omega `$ should fluctuate randomly such that $`\delta \omega /\omega 1`$. Indeed for the case of $`\sigma _tt_P`$ (i.e. Eq. (2) with $`\alpha =1`$) the following Eq. was shown by Lieu (2002) to be an immediate consequence:

$$\frac{\sigma _\omega }{\omega }a_o\frac{\omega }{\omega _P},\mathrm{or}\frac{\sigma _E}{E}a_o\frac{E}{E_P},$$
(3)
where $`E=\mathrm{}\omega `$ and $`E_P=\mathrm{}\omega _P=h/t_P8.1\times 10^{28}`$ eV. Further, for any value of $`\alpha `$ it can be proved (see Ng & van Dam 2000) that Eq. (2) leads to:

$$\frac{\sigma _\omega }{\omega }a_o\left(\frac{\omega }{\omega _P}\right)^\alpha ,\mathrm{or}\frac{\sigma _E}{E}a_o\left(\frac{E}{E_P}\right)^\alpha .$$
(4)
The same reasoning also applies to the intrinsic uncertainty in data on the wavevector $`𝐤`$ (note also that for measurements directly taken by an observer $`\delta \omega `$ and $`\delta 𝐤`$, like $`\delta t`$ and $`\delta 𝐫`$, are uncorrelated errors), for if any component of $`𝐤`$ could be known to high accuracy even in the limit of large $`p`$ we would be able to surpass the Planck length limitation in distance determination for that direction. Thus a similar equation may then be formulated as:

$$\frac{\sigma _k}{k}a_o\left(\frac{\omega }{\omega _P}\right)^\alpha $$
(5)
where $`k`$ is the magnitude of $`𝐤`$ and the right side is identical to the previous equation because $`\omega =k`$ for photons. Note indeed that Eqs. (4) and (5) hold good for ultra-relativistic particles as well.

About the value of $`\alpha `$, the straightforward choice is $`\alpha =1`$, which by Eq. (2) implies $`\sigma _tt_P`$, i.e. the most precise clock has uncertainty $`t_P`$. Indeed, $`\alpha =1`$ is just the first order term in a power series expansion of quantum loop gravity. However, the quantum nature of time at scales $`t_P`$ may be manifested in other (more contrived) ways. In particular, for random walk models of space-time, where each step has size $`t_P`$, $`\alpha =1/2`$ (Amelino-Camelia 2000). On the other hand, it was shown (Ng 2002) that as a consequence of the holographic principle (which states that the maximum degrees of freedom allowed within a region of space is given by the volume of the region in Planck units, see Wheeler 1982, Bekenstein 1973, Hawking 1975, ’t Hooft 1993, Susskind 1995) $`\sigma _t`$ takes the form $`\sigma _t/t(t_P/t)^{\frac{2}{3}}`$, leading to $`\alpha =2/3`$ in Eqs. (3) and (4). Such an undertaking also has the desirable property (Ng 2002) that it readily implies a finite lifetime $`\tau `$ for black holes, viz., $`\tau G^2m^3/\mathrm{}c^4`$, in agreement with the earlier calculations of Hawking.

Although the choice of $`\alpha `$ is not unique, the fact that it appears as an exponent means different values can lead to wildly varying predictions. Specifically, even by taking $`E=10^{20}`$ eV (i.e. the highest energy particles known, where Planck scale effects are still only $`(E/E_P)^\alpha 10^{9\alpha }`$ in significance), an increment of $`\alpha `$ by 0.5 would demand a detection sensitivity 4.5 orders of magnitude higher. The situation gets much worse as $`E`$ becomes lower. Thus if an experiment fails to offer confirmation at a given $`\alpha `$, one can always raise the value of $`\alpha `$, and the search may never end. Fortunately, however, it turns out that all of the three scenarios $`\alpha =1/2,2/3`$, and $`1`$ may be clinched by the rapid advances in observational astronomy.

2. THE PROPAGATION OF LIGHT IN FREE SPACE

How do Eqs. (4) and (5) modify our perception of the radiation dispersion relation? By writing the relation as:

$$\omega ^2k^2=0$$
(6)
the answer becomes clear - one simply needs to calculate the uncertainty in $`\omega ^2k^2`$ due to the intrinsic fluctuations in the measurements of $`\omega `$ and $`𝐤`$, viz. $`\delta (\omega ^2k^2)=2\omega \delta \omega 2k\delta k`$, bearing in mind that $`\delta \omega `$ and $`\delta k`$ are independent variations, as already discussed. This allows us to obtain the standard deviation

$$\sigma _{\omega ^2k^2}=2\sqrt{2}\omega ^2a_o\left(\frac{\omega }{\omega _P}\right)^\alpha $$
(7)
Thus, typically Eq. (6) will be replaced by:

$`\omega ^2k^2\pm 2\sqrt{2}\omega ^2a_o\left({\displaystyle \frac{\omega }{\omega _P}}\right)^\alpha `$ (8)
In the case of a positive fluctuation on the right hand term of Eq. (6) by unit $`\sigma `$, the phase and group velocities of propagation will read, for $`E/E_P1`$, as:

$`v_p={\displaystyle \frac{\omega }{k}}1+\sqrt{2}a_o\left({\displaystyle \frac{\omega }{\omega _P}}\right)^\alpha ;v_g={\displaystyle \frac{d\omega }{dk}}1+\sqrt{2}(1+\alpha )a_o\left({\displaystyle \frac{\omega }{\omega _P}}\right)^\alpha `$ (9)
The results differ from that of a particle - here $`\omega ^2k^2`$ is a function of $`\omega `$ and not a constant, so that both $`v_p`$ and $`v_g`$ are $`>1`$, i.e. greater than the speed of light $`v=1`$. On the other hand, if the right side of Eq. (6) fluctuates negatively the two wave velocities will read like:

$`v_p={\displaystyle \frac{\omega }{k}}1\sqrt{2}a_o\left({\displaystyle \frac{\omega }{\omega _P}}\right)^\alpha ;v_g={\displaystyle \frac{d\omega }{dk}}1\sqrt{2}(1+\alpha )a_o\left({\displaystyle \frac{\omega }{\omega _P}}\right)^\alpha `$ (10)
and will both be $`<1`$.

Is it possible to force a re-interpretation of Eq. (8) in another (more conventional) way, viz., for a particular off-shell mode $`\omega ^2k^2`$ typically assumes a constant value different from zero by about the unit $`\sigma `$ of Eq. (7)? The point, however, is that even in this (highly artificial) approach, the quantities $`v_p=\omega /k`$ and $`v_g=d\omega /dk=k/\omega `$ will still disagree with each other randomly by an amount $`(\omega /\omega _P)^\alpha `$, so that the chief outcome of Eqs. (9) and (10) is robust.

3. STELLAR INTERFEROMETRY AS AN ACCURATE TEST

But is such an effect observable? Although an obvious approach is to employ the highest energy radiation, so as to maximize $`\omega /\omega _P`$, such photons are difficult to detect. More familiar types of radiation, e.g. optical light, have much smaller values of $`\omega /\omega _P`$, yet the advantage is that we can measure their properties with great accuracy. Specifically we consider the phase behavior of 1 eV light received from a celestial optical source located at a distance $`L`$ away. During the propagation time $`\mathrm{\Delta }t=L/v_g`$, the phase has advanced from its initial value $`\varphi `$ (which we assume to be well-defined) by an amount:

$`\mathrm{\Delta }\varphi =2\pi {\displaystyle \frac{v_p\mathrm{\Delta }t}{\lambda }}=2\pi {\displaystyle \frac{v_p}{v_g}}{\displaystyle \frac{L}{\lambda }}`$
According to Eqs. (9) and (10), $`\mathrm{\Delta }\varphi `$ should then randomly fluctuate in the following manner:

$$\mathrm{\Delta }\varphi =2\pi \frac{L}{\lambda }\left[1\pm \sqrt{2}\alpha a_o\left(\frac{\omega }{\omega _P}\right)^\alpha \right]$$
(11)
In the limit when

$$\sqrt{2}\alpha a_o\left(\frac{\omega }{\omega _P}\right)^\alpha \frac{L}{\lambda }1;\mathrm{or}\frac{\sqrt{2}\alpha a_o}{h}E^{1+\alpha }E_P^\alpha L1$$
(12)
the phase of the wave will have appreciable probability of assuming any value between $`0`$ and $`2\pi `$ upon arrival, irrespective of how sharp the initial phase at the source may be. Since $`a_o`$ and $`\alpha `$ are free parameters, Eqs. (11) and (12) are a common consequence of many quantum gravity models - both equations can be derived in a variety of ways - though the approach presented here may be taken as representative.

From the preceding paragraph, a way towards testing the behavior of time to the limit has become apparent. In stellar interferometry (see e.g. Baldwin & Haniff 2002 for a review) light waves from an astronomical source are incident upon two reflectors (within a terrestrial telescope) and are subsequently coverged to form Young’s interference fringes. By Eq. (11), however, we see that if the time ceases to be exact at the Planck scale the phase of light from a sufficiently distant source will appear random - when $`L`$ is large enough to satisfy Eq. (12) the fringes will disappear. In fact, the value of $`L`$ at which Eq. (12) holds may readily be calculated for the case of $`\alpha =2/3`$ and $`\alpha =1`$, with the results:

$$L_{\alpha =\frac{2}{3}}2.47\times 10^{15}a_o^1(E/1\mathrm{eV})^{\frac{5}{3}}\mathrm{cm};L_{\alpha =1}7.07\times 10^{24}a_o^1(E/1\mathrm{eV})^2\mathrm{cm}.$$
(13)
For $`a_o=1`$ and $`E=1`$ eV these distances correspond respectively to 165 AU (or $`8\times 10^4`$ pc) and 2.3 Mpc.

4. EXAMINING THE TEST IN MORE DETAIL

Since the subject of our search is no small affair we provide here an alternative (and closer) view of the proposed experiment.

In a classical approach to the ‘untilted’ configuration of Young’s interferometry the phase of a plane wave (from a distant source) at the position $`𝐫`$ of the double slit system may be written as $`\omega t𝐤𝐫`$ where $`t`$ is the arrival time of the wavefront. The electric fields $`_1`$ and $`_2`$ of the waves at some point P behind the slits where they subsequently meet may then assume the form:

$$_\mathrm{𝟏}=ϵ_\mathrm{𝟏}|_1|e^{i(\omega t𝐤𝐫+\varphi _1)};_\mathrm{𝟐}=ϵ_\mathrm{𝟐}|_2|e^{i(\omega t𝐤𝐫+\varphi _2)},$$
(14)
where $`||`$ denotes the modulus of the (complex) magnitude of vector $``$, $`ϵ_\mathrm{𝟏}`$ and $`ϵ_\mathrm{𝟐}`$ are unit vectors, and $`\varphi _1`$, $`\varphi _2`$ are the advances in the wave phase during the transits between each of the two slits and P. The intensity of light at P is proportional to $`|_\mathrm{𝟏}+_\mathrm{𝟐}|^2`$, which contains the term essential to the formation of fringes, viz. $`2|_1||_2|cos\varphi `$, where $`\varphi =\varphi _1\varphi _2`$ and $`ϵ_\mathrm{𝟏}`$, $`ϵ_\mathrm{𝟐}`$ are taken to be parallel (as is commonly the case).

If, however, there exist intrinsic and independent uncertainties in one’s knowledge of the period and wavelength of light on scales $`t_P`$ and $`ct_P`$ respectively, the most monochromatic plane wave will have to be a superposition of many waves, each having slightly varying $`\omega `$ and $`𝐤`$, and the phase velocity $`v_p=\omega /k`$ will fluctuate according to Eqs. (9) and (10). For optical frequencies the only measurable effect is the phase separation between these waves after travelling a large distance at different speeds, i.e. Eq. (14) will be replaced by:

$`_\mathrm{𝟏}=ϵ_\mathrm{𝟏}|_1|{\displaystyle \underset{j}{}}a_je^{i(\omega _jt𝐤_𝐣𝐫+\varphi _1+\theta _j)}ϵ_\mathrm{𝟏}|_1|e^{i(\omega t𝐤𝐫+\varphi _1)}{\displaystyle \underset{j}{}}a_je^{i\theta _j},`$
and:

$`_\mathrm{𝟐}=ϵ_\mathrm{𝟐}|_2|{\displaystyle \underset{l}{}}a_le^{i(\omega _lt𝐤_𝐥𝐫+\varphi _2+\theta _l)}ϵ_\mathrm{𝟐}|_2|e^{i(\omega t𝐤𝐫+\varphi _2)}{\displaystyle \underset{l}{}}a_le^{i\theta _l},`$
where {$`a_i`$} are real coefficients (not to be confused with the $`a_o`$ of Eq. (1)) normalized such that $`a_i^2`$ equals the occurrence probability of the $`i`$th wave, which of course is governed by how far $`\theta _i`$ differs from its zero mean value when compared with the standard deviation in Eq. (11) (viz. $`2\sqrt{2}\pi \omega /\omega _P`$ when $`\alpha =1`$). Note that this time the intensity at P depends on many ‘cross’ terms, each of the form $`2a_ja_l|_1||_2|cos\varphi `$, where now $`\varphi =(\varphi _1\varphi _2)+(\theta _j\theta _l)`$. If the propagation length $`L`$ is large enough to satisfy Eq. (12) $`\theta _j`$ and $`\theta _l`$, hence $`\theta _j\theta _l`$, will spread over one phase cycle, so that the original term $`2|_1||_2|cos(\varphi _1\varphi _2)`$ will no longer be characteristic of the point P. This is the mathematical demonstration of why no appreciable fringe contrast across the detector can be expected. Obviously, the argument can readily be generalized to conclude that if Eq. (12) is fulfilled interference effects from multiple slits (or a single large slit as limiting case) will also disappear.

5. THE DIFFRACTION OF LIGHT FROM EXTRAGALACTIC POINT SOURCES - ABSENCE OF ANOMALOUS BEHAVIOR IN TIME AND SPACE AT THE PLANCK SCALE

Let us now consider the observations to date. The Young’s type of interference effects were clearly seen at $`\lambda =`$ 2.2 $`\mu m`$ ($`E`$ 0.56 eV) light from a source at 1.012 kpc distance, viz. the star S Ser, using the Infra-red Optical Telescope Array, which enabled a radius determination of the star (van Belle, Thompson, & Creech-Eakman 2002). When comparing with Eq. (13) we see that this result can already be used to completely exclude the $`\alpha =2/3`$ model, because for such a value of $`\alpha `$ and for all reasonable values of $`a_o`$, $`\mathrm{\Delta }\varphi `$ carries uncertainties $`2\pi `$, and the light waves would not have interfered. It is also evident from Eq. (13), however, that no statement about $`\alpha =1`$ can be made with the S Ser findings.

Within the context of the previous section’s development, it turns out that the well recognized presence of diffraction pattern in the image of extragalactic point sources when they are viewed through the finite aperture of a telescope provides even more stringent constraints on $`\alpha `$. Such patterns have been observed from sources located at distances much larger than 1 kpc, implying, as before, that phase coherence of light is maintained at the aperture entrance despite the contrary prediction of quantum gravity. In particular, to clinch the first order prediction $`\alpha =1`$ we note that Airy rings (circular diffraction) were clearly visible at both the zeroth and first maxima in an observation of the active galaxy PKS1413+135 ($`L=`$ 1.216 Gpc) by the HST at 1.6 $`\mu m`$ wavelength (Perlman et al 2002). Referring back to Eq. (13), this means exclusion of all $`\alpha =1`$ quantum gravity fluctuations that occur at an amplitude $`a_o3.14\times 10^3`$ (moreover the speed of light does not fluctuate fractionally by more than $`\lambda /L`$, or several parts in $`10^{32}`$). To facilitate those who wish to explore the implications in full we offer the following inequality, derivable directly from Eq. (12), which the reader can use to readily find for any value of $`\alpha `$ the range of $`a_o`$ still permitted by the PKS1413 result:

$$a_o<3.14\times 10^3\frac{(10^{29})^{\alpha 1}}{\alpha }$$
(15)
That Eq. (15) is highly sensitive to $`\alpha `$ has already been discussed. Two consequences immediately emerge from Eq. (15): (a) for any of the $`\alpha <1`$ models to survive, they must involve ridiculously small values of $`a_o`$, (b) $`\alpha >1`$ remains essentially unconstrained.

Further investigation of sources that lie beyond PKS1413 will scrutinize the $`\alpha 1`$ scenarios more tightly than what is already a very stringent current limit. More sophisticated ways of pursuing stellar interferometry are necessary to test the cases of $`\alpha >1`$, or systematic effects where the dispersion relation of Eq. (6) is modified by definite rather than randomly varying terms.

Nevertheless, the obvious test bed for quantum gravity has indeed been provided by this Gpc distance source; the outcome is negative. No doubt one anticipates interesting propositions on how time and space may have contrived to leave behind not a trace of their quanta. Thus, from Michelson-Morley to extragalactic interferometry there remains no direct experimental evidence of any sort that compels us to abandon the structureless, etherless space-time advocated by Einstein. These points, together with in-depth discussions on how Planck scale phenomenology affects the appearance of the extragalactic sky, will be the subject matter of a paper by Ragazzoni and colleagues.

The authors are grateful to Gerard van Belle, Roberto Ragazzoni, Jonathan Mittaz, Sir Ian Axford, and Lord James McKenzie of the Hebrides and Outer Isles for discussions. They also wish to thank an anonymous referee for helpful comments.

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