text:
# Gamma-Ray Bursts environment and progenitors

## 1. Introduction

To understand the properties of the environment of GRBs is of great importance for at least three reasons. First, modelling the afterglow emission in a known environment would allow us to better understand the properties of collisionless shocks; second, it is of great interest to understand how the ISM reacts to the huge ionizing flux of the burst and its afterglow, that ionizes the gas and sublimates dust grains. Finally, and most importantly, different progenitors are expected to be surrounded by sizably different environments, and therefore knowing the environment of GRBs means identifying their progenitors.

I will discuss in this paper three different classes of progenitors which, to some extent, encompass most of the dozens different varieties of progenitors proposed in the literature so far. These three will be called i) binary mergers; ii) hypernovæ and iii) supranovæ.

The first class contains all the progenitor models in which the burst is caused by the collapse of a binary system, in which one or both the components are degenerate. The familiar case is that of binary neutron stars (Eichler et al. 1989). This class predicts a uniform and low density environment, since binary systems travel far from their birth-place before merging. The burst should explode outside of the star formation cocoon where the binary system was born. SN-SN systems would collapse in the host galaxy ($`1n100`$ cm-3, while SN-BH would explode in the IGM. ($`n1`$ cm-3; Perna & Belczynski 2002)

The second class is that of hypernovæ (MacFadyen, Woosley, & Heger 2001), now most popular. Here the burst is supposed to explode at the end of the life of a massive, possibly rotating, star which has gone through a phase of heavy wind ejection, in order to get rid of its hydrogen – and possibly helium – envelope. Such a progenitor, at the moment of the burst explosion, should be surrounded by a complex environment. At small radii (up to $`0.01`$ pc) the pre-explosion stellar wind dominates, with a density scaling with the radius as $`nR^2`$. At larger distances, a rather sharp transition connects the wind with the more uniform density provided by the molecular cloud. A large and uniform density ($`10^2n10^4`$ cm-3) is then expected at large radii.

The properties of the environment of supranovæ are easily the most complex of the lot. In supranovæ, the GRB explosion takes place inside a relatively young supernova remnant (SNR), generated by the explosion of a supernova (SN) that took place several months to several years prior to the GRB (Vietri & Stella 1998). The close environment of the burst progenitor is therefore the inside of a SNR, possibly modified by the emission of a highly magnetized pulsar (Königl & Granot 2002), and likely elongated along the rotational axis of the progenitor star. At the edge of the SNR, a condensation of matter is expected in the form of a shell, possibly clumped similarly to the Crab SNR. The distance of this shell from the burst explosion site depends on the time delay between the SN and GRB explosions and can influence the fireball dynamics as well as the reprocessing of the burst radiation (see below).

## 2. Emission Features

Narrow emission features in the X-ray afterglow of GRBs have been claimed in at least five events to date (see, for a review, Lazzati 2002 and references therein). Similarly to the case of AGNs, the presence and evolution of emission features can be used to map the environment of the burst itself with the reverberation mapping technique. Its application, even if in principle extremely powerful, requires however a data quality which is far beyond what we can hope to have now and in the near future in GRBs. We have in fact to deal with moderately significant detections (still under heavy debate and criticism), and it is not conceivable to measure the evolution of the intensity of these features.

The presence of the lines is not, however, meaningless. Lines with the detected properties can not in fact be produced in a low density environment111Note that I am discussing here the fireball model. The cannonball model can explain the features in a different way. See Dado, Dar, & De Rujula (2002) for details.. Consider an iron $`K_\alpha `$ line with $`L_{\mathrm{line}}10^{44}`$ erg s-1 observed for a time scale $`t_{\mathrm{line}}1`$ day. Since the line emission cannot be beamed (Ghisellini et al. 2002) the total number of line photons produced is $`N_{\mathrm{line}}=L_{\mathrm{line}}t_{\mathrm{line}}/(h\nu _{\mathrm{line}})>10^{57}`$. In a low density environment, recombination is not effective, and this implies a total number of iron atoms $`N_{\mathrm{Fe}}>10^{56}`$; since an isolated iron ion can produce up to $`10`$ $`K_\alpha `$ line photons due to Auger auto-ionization. Considering light-travel effects, one can set a limit to the size of the emitting region by requiring that the total energy in line photons is not larger than the total energy in the burst itself: $`R_{\mathrm{line}}<ct_{\mathrm{line}}<cE_{\mathrm{line}}/L_{\mathrm{line}}<10^{17}`$ cm, where a total energy in line photons $`E_{\mathrm{line}}<10^{51}`$ erg has been assumed. This implies $`n_H>10^7`$ cm-3.

The importance of this limit is in the fact that the fireball cannot be propagating in such a large density, since a non relativistic transition would take place at $`1`$ day. Such an early transition has never been observed (with the possible exception of GRB990705, Lazzati et al. 2001). Explaining this apparent contradiction is the riddle to be solved in order to explain the origin of the lines. Two possible solutions have been found, to date.

### 2.1. Geometry dominated mechanisms

The two solutions to the high density problem outlined above can be identified through the way in which the duration of the line is explained. In the first case the line is thought to be produced in an extended region surrounding the burst progenitor, whose size is large enough to make the line emission observable for $`1`$ day due to light-travel effects. This solution is called “Geometry Dominated” (GD; see left panel of Fig. 1). In order to avoid the density problem, the high density material has to be asymmetrically distributed. Examples of such an asymmetric distribution are an elliptical, pierced of funnel-like SNR (Lazzati, Campana, & Ghisellini 1999; Vietri et al. 2001) or an extended disk or torus surrounding the progenitor (Böttcher 2000). The continuum radiation that provides the ionizing photons is that of the burst and afterglow itself (Lazzati, Ramirez-Ruiz, & Rees 2002a). This line mechanisms is associated to supranovæ, since the SN explosion naturally provides the high density material at the correct distance from the burster.

### 2.2. Engine dominated mechanisms

An alternative solution to the density problem can be envisaged if the high density material is confined in a very small and dense region, which is left behind by the fireball at a very early stage (Rees & Meszaros 2000; see the right panel of Fig. 1). In this case, however, the emitting material cannot be illuminated by the GRB and afterglow, and a tail of emission from the inner engine has to be postulated. For this reason, the line emission lasts as long as the engine is active and this class of models is called “Engine Dominated” (ED). Line production in ED scenario is associated to the hypernova progenitor class, since the dying star naturally provides the compact high density material.

### 2.3. GD or ED?

It is therefore clear that an indication of the progenitor nature would come by understanding which of the two scenarii for line emission is correct. Without invoking extremely accurate datasets, some key observations hopefully performed in the near future should be able to clarify the matter. In the GD-supranova scenario, in fact, the observed line properties strongly depend on the time delay between the SN and GRB explosions. In particular, the detection of Co lines is possible only in this case and should be at some point observed, for a GRB-SN delay $`20<t_\mathrm{\Delta }<100`$ d. In addition, the duration of the line emission is in this model related to $`t_\mathrm{\Delta }`$, and therefore, a correlation between the line variability and the line identifications should be possible. Presently, the sparse evidences point to a GD scenario (Lazzati et al. 2002a), but more accurate measurements are required in order to draw any strong conclusion.

## 3. Absorption Features

In alternative to the detection of emission features, the detection and characterization of absorption features has been proposed as a tool to investigate the burst environment. Absorption by itself, however, is sensitive to the column density ($`N_H`$) along the line of sight, and not to the local density, which is the goal of our discussion. This limitation can be overcome if the absorption process is destructive. If, in fact, the absorption of a photon causes the destruction of the absorber, the opacity of the intervening medium decreases in time, at a speed which is faster the closer is the absorber to the GRB. Detecting a variable absorption can therefore give us precious informations on the radial density and structure of the medium surrounding the GRB.

Different absorption effects have been suggested as a tool: resonant optical lines (Perna & Loeb 1998), X-ray photoionization edges (Lazzati, Perna, & Ghisellini 2001), X-ray continuum absorption (Lazzati & Perna 2002) and dust extinction (Waxman & Draine 2000; Perna, Lazzati, & Fiore 2003). Let us discuss them starting from the lowest frequencies.

### 3.1. Dust destruction

Suppose the burst progenitor, as natural in the hyper- and supranova scenario, explodes within a molecular cloud or, generally speaking, a dense region of gas and dust grains. The dust grains will absorb near UV light from the burst and afterglow, as well as X-ray photons, and will be heated to large $`>3000`$ K temperatures as a result. The grain will also cool by black-body radiation and, if this is not enough to keep the temperature low, by sublimation of its external layers. As a result, the grain will be completely dissolved after a certain lapse of time, which is smaller than the burst duration out to distances of the order of several parsecs. An important characteristic of this process is that the sublimation rate is sensitive to the optical flux (and not to the fluence) and therefore most of the dust evaporation takes place during the most luminous phase of the GRB in the optical: the optical flash. For this reason, detecting a reddening evolution is extremely hard. It requires multiwavelength observations at times smaller than the peak time of the optical flash which, for the only case studied so far (albeit with unfiltered images), is as short as $`T_{\mathrm{OF}}40`$ s. This may explain why, even if reddening and dust destruction have been claimed for many GRB afterglows, this phenomenon has never been caught “on the act”.

An alternative dust destruction process sensitive to the X-ray fluence has been recently proposed. Is is based on the Coulomb Explosion (CE) effect (Fruchter, Krolik, & Rhoads 2001). This effect is in competition with the Ion Field Emission (IFE; see e.g. Perna & Lazzati 2002), which is also based on X-ray photoionization of the grain and can quench the CE completely. It is not clear whether CE or IFE dominate, but their observable consequences are different. Should any reddening evolution be detected during the afterglow phase, it would certainly point to a fluence sensitive mechanism and therefore confirm the role of CE in the grain sublimation. This could give important insight in our understanding of the structure of cosmic dust at high redshift.

### 3.2. Photoionization

The other process that can influence the opacity of the intervening medium is photoionization. The evolution of the opacity due to photoionization can be observed in the optical as a reduction of the equivalent width (EW) of resonant lines and in the X-rays as reduction of the continuum absorption or of the opacity of a single photoionization edge. Since photoionization, for any reasonable density of the intervening medium, is a destructive process (recombination times are much longer than several days or weeks) and is sensitive to the photon fluence, its effects can be observed easily during the afterglow phase.

It is extremely important to stress that in order to understand any possible observation (or non observation) of opacity evolution, an accurate knowledge of the spectral fluence of the whole GRB+afterglow phenomenon up to the moment of the observed evolution is required. It is not possible to constrain the properties of the absorber with the mere knowledge of the afterglow flux at the moment in which the opacity evolution was detected. This is the main reason why I consider soft X-ray opacity evolution (or $`N_H`$ evolution) my best bet as a probe of the GRB environment. In fact, it is much easier to know the fluence of a GRB in the X-rays than it is in the optical and therefore to constrain the amount of evaporation already occurred in the X-rays than in the optical band.

In order to translate possible evidences of opacity evolution into properties of the ambient medium, time dependent simulations are required. As it has been shown by Lazzati & Perna (2003) such simulations must include all the processes discussed above, since their effect intertwines and the result depends on the superposition of them. In Fig. 2 I show the results of two simulations from the code of Perna & Lazzati (2002), for a spherical uniform absorbing cloud of radius $`R=10^{18}`$ cm. The average luminosity of the burst in the \[1 eV–100 keV\] range was $`L=10^{50}`$ erg s-1 and the cloud initial column density was $`N_H=10^{22}`$ cm-2, with a standard dust-to-gas ratio. What can be drawn by comparing the left and right panels of the two figures is that i) the rate of dust sublimation depends strongly on the spectral shape of the prompt emission and ii) the decrease rate of X-ray opacity is less sensitive to it.

### 3.3. Results

Variable absorption techniques have been applied to a handful of GRB and afterglow measurements to obtain constraints on the cloud properties. In the optical Mirabal et al. (2002), using the constancy of the EW of optical lines in two spectra of GRB 010222, derived some constraints on its environment. In the X-rays, Lazzati & Perna (2002) constrain the environment of two GRBs by modelling the possible (a $`3\sigma `$ effect) evolution of soft X-ray absorption during their prompt emission, while Lazzati et al. (2001) derived the size, density and clumpiness of the surroundings of GRB 990705 modelling the transient feature in its prompt X-ray spectrum (Amati et al. 2000). All these X-ray measurements constrain the ambient medium to be compact (a fraction of a parsec) and fairly dense (up to densities $`n10^{10}`$ cm-3 in the clumps).

## 4. Afterglow modelling

The variable absorption techniques discussed above yield a model independent estimate of the ambient density and profile, but are hampered by the lack of accurate measurements of variable absorptions. An alternative way of measuring densities and density profiles for afterglows is provided by the modelling of the afterglow emission itself. In fact, the intensity and position of the spectral breaks of an afterglow, coupled with their temporal evolution, provide us with enough information to constrain most of the afterglow parameters, included the density and density profiles of the ambient medium. Such an estimate can be made with a sufficiently large number of data points of great quality. However, it is highly model dependent, and any numerical value is precise as long as the fireball model is considered accurate. Limitation of the model are its extremely simplified treatment of the magnetic field generation and propagation (Rossi & Rees 2003) and the constancy of the equipartition parameters.

## 5. Summary and Conclusions

Figure 3 shows a collection of measurements of densities of the environment as a function of the distance from the GRB site at which the measure is applicable. To date is not possible to draw an unique conclusion from the collection of all measurements. In fact, measurement derived from the modelling of the afterglow lightcurves suggest a low density uniform medium (Panaitescu & Kumar 2002) possibly with moderate clumping (Lazzati et al. 2002b). They are applicable to large distances ($`1`$ pc), but the indication of uniformity allow us to extend their validity to smaller scales. Consistent measures are obtained by late measurement of the fireball evolution, such as relativistic non-relativistic transitions and radio calorimetry (Frail, Waxman, & Kulkarni 2000).

On the other hand, all the model independent measures of density, based on emission lines and/or transient absorption features, yield environments constrained to be dense and highly clumped at small scales (tenth of pc).

Both methods have their pros and cons. Methods based on afterglow modelling are intrinsically model dependent and therefore require an independent assessment of their validity. On the other hand, methods based on variable absorption are now applied to low quality datasets, and therefore the obtained results are affected by large uncertainties, both statistical and systematic.

With the advent of future missions and the increased quality of the available data, we can foresee that the latter methods will become more and more reliable, and hopefully in the near future we will be able to constrain the GRB environment with absorption measures, plug these results in the afterglow modelling and use the afterglow measurements as a formidable laboratory for the shock physics and hydrodynamics.

#### Acknowledgments.

I am grateful to Gabriele Ghisellini, Rosalba Perna, Luigi Stella and Mario Vietri for their contributions to some of the work presented in this paper.

## References

Amati, L. et al. 2000, Science, Volume 290, Issue 5493, pp. 953-955 (2000)., 290, 953

Dado, S., Dar, A. & De Rujula, A. 2002, ApJ in press (astro-ph/0207015)

Eichler, D., Livio, M., Piran, T., & Schramm, D. N. 1989, Nature, 340, 126

Frail, D. A., Waxman, E., & Kulkarni, S. R. 2000, ApJ, 537, 191

Fruchter, A., Krolik, J. H., & Rhoads, J. E. 2001, ApJ, 563, 597

Ghisellini, G., Lazzati, D., Rossi, E., & Rees, M. J. 2002, A&A, 389, L33

Königl, A. & Granot, J. 2002, ApJ, 574, 134

Lazzati, D., Campana, S., & Ghisellini, G. 1999, MNRAS, 304, L31

Lazzati, D., Ghisellini, G., Amati, L., Frontera, F., Vietri, M., & Stella, L. 2001, ApJ, 556, 471

Lazzati, D., Perna, R., & Ghisellini, G. 2001, MNRAS, 325, L19

Lazzati, D., 2002, to be published in Beaming and Jets in Gamma Ray Bursts, ed. R. Ouyed, J. Hjorth & Å. Nordlund (astro-ph/0211174)

Lazzati, D. & Perna, R. 2002, MNRAS, 330, 383

Lazzati, D., Ramirez-Ruiz, E., & Rees, M. J. 2002a, ApJ, 572, L57

Lazzati, D., Rossi, E., Covino, S., Ghisellini, G., & Malesani, D. 2002b, A&A, 396, L5

Lazzati, D. & Perna, R., 2003, MNRAS in press (astro-ph/0212105)

MacFadyen, A. I., Woosley, S. E., & Heger, A. 2001, ApJ, 550, 410

Mirabal, N. et al. 2002, ApJ, 578, 818

Panaitescu, A. & Kumar, P. 2002, ApJ, 571, 779

Perna, R. & Loeb, A. 1998, ApJ, 501, 467

Perna, R. & Belczynski, K. 2002, ApJ, 570, 252

Perna, R. & Lazzati, D. 2002, ApJ, 580, 261

Perna, R., Lazzati, D., & Fiore, F., 2003, ApJ in press (astro-ph/0211235)

Rees, M. J. & Mészáros, P. 2000, ApJ, 545, L73

Vietri, M. & Stella, L. 1998, ApJ, 507, L45

Vietri, M., Ghisellini, G., Lazzati, D., Fiore, F., & Stella, L. 2001, ApJ, 550, L43

Waxman, E. & Draine, B. T. 2000, ApJ, 537, 796


format: text

text:
# Untitled Document

The Japanese approach to the Shimura - Taniyama conjecture
H. Gopalkrishna Gadiyar1, R. Padma1 and H.S. Sharatchandra2

1 AU-KBC Research Centre, M.I.T. Campus, Anna University,

Chromepet, Chennai 600 044 INDIA

E-mail:gadiyar@au-kbc.org, padma@au-kbc.org

2 Institute of Mathematical Sciences, C.I.T. Campus,Taramani P.O.,

Chennai 600 113 INDIA

E-mail: sharat@imsc.res.in

Abstract

In this note we point out links between the Shimura - Taniyama conjecture and certain ideas in physics. Since all the seminal references are by strange coincidence Japanese we wish to call this the Japanese approach. The note elaborates on some inspired comments made by Barry Mazur in his popular article “Number theory as gadfly.”

In his article “Number theory as gadfly” , Barry Mazur makes certain perceptive comments: As I shall not have the time to make clear, but hope, atleast to make believable, the conjecture of Shimura - Taniyama - Weil is a profoundly unifying conjecture - its very statement hints that we may have to look to diverse mathematical fields for insights or tools that may lead to its resolution.

It does not seem unnatural to look to differential geometry for progress with this conjecture, or to partial differential equations and the study of the eigen value problem for elliptic operators, or to the representation theory of reductive groups…. It would be no surprise if ideas from the classical theory of one complex variable and the Mellin transform were relevant, or of Algebraic Geometry …..But perhaps one should also look in the direction of Kac - Moody algebras, loop groups or $`𝒟`$ \- modules, perhaps to ideas that have been, or will be, imported from Physics……

In this note we point out that such a connection can be easily made. The comments quoted above can be sharpened to the use of the techniques of formal groups, conformal field theory and the theory of nonlinear differential equations.

We view the essence of the Shimura - Taniyama conjecture as extracting arithmetical information from a geometric object defined analytically. An elliptic curve is essentially defined given a function $`\mathrm{}(z)`$. As this function obeys a nonlinear differential equation it is evident that the theory of nonlinear differential equations would be an essential tool.

The conjecture of Shimura - Taniyama says that there is another parametrization which contains arithmetical information. This is given by the mapping

$$\alpha (z)=\mathrm{}(\underset{n=1}{\overset{\mathrm{}}{}}\frac{a(n)}{n}e^{2\pi inz})$$

$$\beta (z)=\mathrm{}^{}(\underset{n=1}{\overset{\mathrm{}}{}}\frac{a(n)}{n}e^{2\pi inz})$$

The $`a(n)`$ are the objects encoding arithmetical information.

We wish to point out that the theory of the KP - hierarchy provides the key to linking the Shimura - Taniyama parametrization to the theory of soliton equations. In the KP - hierarchy the essential object of study is the so called $`\tau `$ function which is essentially $`\theta (_{k=1}^{\mathrm{}}a_kt_k)`$. This has already been used to settle the Schottky problem by Mulase  and Shiota .

The next ingredient is the theory of formal groups. Honda  showed the isomorphism between the formal group arising from the analytic parametrization and the formal group arising from the arithmetical parametrization. In fact, he has even provided explicit constructions. Finally the connection between formal groups and the $`\tau `$ function has been made in the paper . In this paper Hecke like operators are constructed. It essentially involves mappings of the $`t_k`$. One can construct the strict analogue of Hecke operators also.

Hence the observations of Barry Mazur can be made precise. Essentially one goes from $`\mathrm{}(z)`$ to the $`\tau `$ function which contains arithmetical information.

It is well known that the $`\tau `$ function is linked to a rich variety of mathematical objects like conformal field theory, infinite dimensional Lie groups, vertex operators, and so on fulfilling Barry Mazur ’s predictions. The references given are those that influenced the authors and are not meant to be exhaustive.

We have written this brief version to enable the community of mathematical physicists to develop what seems a rich mine.

GHG wishes to thank Professor N. D. Haridass for introducing him to the work of Miwa, Jimbo and Date .

References

1. B. Mazur, Number theory as gadfly, Amer. Math. Monthly, 98(1991), 593-610
2. D. Goldfeld, Modular elliptic curves and Diophantine problems, Number Theory, Proceedings of the First Conference of the Canadian Number theory Association held at the Banff Centre, Banff, Alberta, April 17-27, 1988, R. Mollin (Ed.), Walter de Gruyter Inc., 157-175
3. M. Mulase, Cohomological soliton equations and Jacobian varieties, J. Diff. Geom., 19 (1984), 403-430
4. T. Shiota, Characterization of Jacobian varieties in terms of soliton equations, Invent. Math. 83(1986), 333-382
5. T. Honda, Formal groups and zeta functions, Osaka J. Math. 5 (1968), 199-213
6. T. Honda, Invariant differentials and L-functions. Reciprocity law for quadratic fields and elliptic curves over Q, Rend. Sem. Math. Univ. Padova 49 (1973), 323-335
7. T. Katsura, Y. Shimizu, amd K. Ueno, Formal groups and conformal field theory over Z, Advanced Studies in Pure Mathematics 19, 1989, Integrable Systems in Quantum Field Theory and Statistical Mechanics, Kinokuniya Shoten and Academic Press, 347-366
8. T. Miwa, M. Jimbo and E. Date, Solitons: Differential equations, symmetries and infinite dimensional algebras, Cambridge University Press, 2000


text:
# A New Approach to Galaxy Morphology: I. Analysis of the Sloan Digital Sky Survey Early Data Release

## 1 INTRODUCTION

In 1926 Hubble introduced his “tuning fork” classification system, which has proved to be admirably suited to classification of the vast majority of nearby bright field galaxies (Hubble 1926). Since all of the galaxy prototypes used by Hubble (1926,1936) are luminous giants or supergiants it is not surprising that his classification system is not well suited to the classification of low-luminosity galaxies (van den Bergh 1960ab; Sandage et al. 1987, 1994). Furthermore Hubble’s classification system loses resolution in the cores of rich clusters, where almost all galaxies belong to classes E, S0 or SB0. Other types of problems arises when one attempts to extend the Hubble classification system to galaxies that are situated at large look-back times. In the first place the dichotomy between normal and barred spirals, which lies at the heart of the Hubble tuning fork classification system, appears to break down at large look-back times (van den Bergh et al. 1996, 2002; Abraham et al. 1999) as bars become increasingly rare at large $`z`$. Secondly, the fraction of peculiar galaxies, i.e. objects that do not fit comfortably within the Hubble scheme increases precipitously with increasing redshift (Griffiths et al. 1994; Cowie, Hu & Songaila 1995; Glazebrook et al. 1995; Driver, Windhorst & Griffiths 1995; Abraham et al. 1996, 1999; van den Bergh et al. 1996, 2000, 2001; Brinchmann et al. 1998; Driver et al. 1998; Marleau & Simard 1998; Dickinson 1999; Dickinson et al. 2000. See Ellis 2001 and Abraham & van den Bergh 2001, 2002 for recent reviews). In view of these difficulties it appears desirable to search for more general types of classification systems that might be applicable to dwarf and giant galaxies, to both field and cluster galaxies, and to objects at large redshifts.

A first attempt to formulate such a very general classification system was made by Morgan (1958,1959) and codified in the Yerkes system. In the Yerkes system galaxies are classified primarily on the basis of their central concentration of light on the sequence $`aafffgggkk`$, where objects of type $`k`$ have the highest central concentration of light and late-type integrated spectra, whereas galaxies of type $`a`$ have a low central concentration of light and early-type integrated spectra. By design, Morgan’s system tracks the principal correlation internal to the Hubble sequence, namely that between bulge-to-disk ratio and integrated color.

The Yerkes system has never been widely adopted, but the fundamental idea behind it has recently undergone a renaissance. The basis for Morgan’s system is the estimation of a single parameter (central concentration of light), that is both fully quantifiable (using techniques unavailable to Morgan, who estimated concentration by eye) and robust at low signal-to-noise levels. Both of these qualities are highly desirable in morphological investigations (particularly those of distant galaxies based on data from the Hubble Space Telescope). A number of studies have therefore used central concentration as a de facto stand-in measure for bulge-to-disk ratio, and, by inference, a measure of position on the Hubble sequence (Doi et al. 1993; Abraham et al. 1994, 1996, 1999; Brinchmann et al. 1998; Glazebrook et al. 1998; Takamiya 1999; Menanteau et al. 1999; 2000; Bershady, Jangren & Conselice 2000; Volonteri et al. 2000; Trujillo et al. 2001; Kuchinski et al. 2001; Corbin et al. 2001; Shimasaku et al. 2001). Concentration measures are also used as a tracer of morphology in the Sloan Digital Sky Survey (SDSS) database. (We refer the reader to York et al. 2000 for an overview of the SDSS). A comparison of SDSS concentration measures to visual morphological classifications is given in Shimasaku et al. (2001), who find them well-correlated with Hubble type. And in what might (in some respects) be considered a modern re-appraisal of the fundamental basis of the Yerkes system, Kauffmann et al. (2002) has shown that central concentration is strongly correlated with luminosity-weighted stellar age and star-formation history for 80,000 galaxies in the SDSS.

In both the low-redshift and high-redshift contexts we have just described, measurements of central concentration have been based on simple aperture photometry. Such concentration index measurements therefore rely upon two key assumptions: Firstly, the measurements depend upon an assumed symmetry in the galaxies. (In the case of concentration measures based on elliptical apertures it is assumed that galaxy isophotes can be well described by ellipses, while in studies which use circular apertures it is assumed that inclination effects are small.) The second assumption that underlies aperture-based concentration index measurements is that galaxy images have a well-defined center. Inspection of the images of high-redshift galaxies (many of which are strongly asymmetric and distorted) shows that neither of these assumptions is likely to be fulfilled when studying galaxies in the distant Universe. This has lead us to seek out an alternative, more general, formulation of galaxy concentration that does not involve any kind of aperture photometry.

In §2 we present our proposed alternative definition of galaxy concentration, based on measurement of the Gini coefficient (Gini 1912), a familiar tools of econometrics which does not appear to have been used in an astronomical context before now. We describe how the Gini coefficient can be viewed as a generalized measure of concentration that is applicable to galaxies of arbitrary shape, and which does not even require that a galaxy image have a single well-defined nucleus. We show that the Gini coefficient can be used to describe the morphology of all galaxy types, from perfectly symmetric nearby objects to the most distant, most wildly distorted images of strongly gravitational-lensed background galaxies.

In §3 we measure the Gini coefficient for a magnitude-limited sample of 930 $`g^{}<16`$ mag galaxies taken from the SDSS111We follow the convention of using asterisks following filter names to indicate that magnitudes are given in the preliminary SDSS AB system. The reader is referred to Fukugita et al. (1996), Hogg et al. (2001) and Smith et al. (2002) for a discussion of the SDSS filter system and its calibration., and explore the relationship between the Gini coefficient and central concentration. We will show that these parameters are strongly correlated, but that they do not measure precisely the same thing. In cases where it is meaningful to measure both the Gini coefficient and central concentration (e.g. in nearby undistorted systems with well-defined centers), the difference between these two quantities is strongly correlated with mean surface brightness. Even more surprising is the fact that all galaxies in the nearby Universe (irrespective of age, mass, star-formation history, dynamical state or morphology) fall on a two-dimensional surface within the three dimensional parameter space defined by the Gini coefficient, mean surface brightness, and central concentration. The implications of this are are considered in §4, where we also describe our plans for future papers in this series. Our main conclusions are summarized in §5.

## 2 THE GINI COEFFICIENT

The Lorenz curve (Lorenz 1905) is commonly used in economics to describe the inequality in a population’s distribution of wealth. In this context the curve is constructed by plotting the cumulative proportion of income as a function of population rank. In a population where all individuals have exactly the same income (where, for example, $`20`$% of the population has $`20`$% of a country’s total wealth), the Lorenz curve is a straight diagonal line with a slope of unity, called the line of equality. If there is any inequality in income, then the Lorenz curve falls below the line of equality. For example, in the extreme case where a tiny proportion of the population has nearly all the income, the Lorenz curve is flat and near zero for most of its length until rising precipitously near its end (see Figure 1).

The total amount of inequality is conveniently parameterized using a summary statistic of the Lorenz curve, the Gini coefficient, $`G`$. The geometric meaning of $`G`$ is illustrated in Figure 1. The Gini coefficient is simply the ratio between area A (the area enclosed between the line of equality and the Lorenz curve), to the total triangular area under the line of equality (A+B). The Gini coefficient ranges from a minimum value of zero, when all individuals are equal, to a maximum of one in a population where all the wealth is concentrated in a single individual222In other words, $`G=0`$ for a perfect communist society and $`G=1`$ for an absolute monarchy where all riches belong to the king!.

A more formal statistical description of the Lorenz curve and Gini coefficient complements the intuitive description given above, by highlighting the close connection between the Gini coefficient and the absolute mean difference in a population, and by showing how the statistic can be computed with trivial computational cost. Let $`X`$ be a positive random variable with a cumulative distribution function $`F(x)`$, and let $`X_i`$ denote one of $`n`$ random deviates drawn from $`X`$. The Lorenz curve is then given by:

$$L(p)=\frac{1}{\overline{X}}_0^pF^1(u)𝑑u.$$
(1)
The Gini coefficient is defined as the mean of the absolute difference between all combinations of $`X_i`$:

$$G=\frac{1}{2\overline{X}n(n1)}\underset{i=1}{\overset{n}{}}\underset{j=1}{\overset{n}{}}|X_iX_j|$$
(2)
where $`\overline{X}`$ is the mean value over all $`X_i`$. Numerical tests have shown that the estimated error on a measurement of $`G`$ can be reliably obtained using a statistical bootstrap (Efron & Tibshirani 1993; Dixon et al. 1987), so it is desirable to use a faster algorithm for calculating $`G`$ than is provided by this formula. A very efficient way to calculate $`G`$ (Glasser 1962) is to first sort the $`X_i`$ into increasing order and then do a simple summation:

$$G=\frac{1}{\overline{X}n(n1)}\underset{i=1}{\overset{n}{}}(2in1)X_i(n>2).$$
(3)
The computational cost of calculating $`G`$ is therefore dominated by the computational cost of a single one-dimensional sort (which rises as $`n\mathrm{log}n`$ for an efficient sorting algorithm).

In the context of galaxy morphology, $`G`$ is calculated by applying Equation (3) to a list of pixel values sorted by intensity. Can a connection then be made between measures of $`G`$ as defined above and more conventional morphological parameters? To a first approximation, treating $`G`$ as a sort of generalized concentration index is not too far off the mark. As shown in the next section, there is a strong correlation between the Gini coefficient and central concentration for local galaxies. This suggests that $`G`$ might be a suitable replacement for concentration measures in studies of high-redshift galaxies, as a large fraction of these objects are distorted and peculiar. Measurements of $`G`$ are completely independent of galaxy shape, do not rely on any kind of aperture photometry, and do not even require that the galaxy image have a single well-defined center. (The implications of the fact that many distant galaxy images do not have a well defined centers will be investigated in Paper II of this series). However, the use of $`G`$ as a straightforward substitute for concentration indices is something of an oversimplification, at least for nearby galaxies where the fraction of peculiar systems is small. As illustrated in Figure 2, it is easy to show that galaxy images can be transformed in many ways which preserve $`G`$ while completely changing measures of concentration. Clearly these two quantities do not simply measure the same thing, and $`G`$ captures something fundamentally new in the image that is not probed by concentration measures alone.

Finally, we conclude this section by noting that the Gini coefficient may prove of general interest to astronomers in a number of areas unrelated to galaxy morphology. As a robust measure of dispersion that is insensitive to outliers and constrained to the unit interval, we suggest that it might prove a useful replacement for the variance in quantifying the spread of distributions that are strongly non-gaussian

## 3 APPLICATION TO THE SLOAN DIGITAL SKY SURVEY

### 3.1 Sample Definition

Measurements of the Gini coefficient were made from the $`g^{}`$-band and $`i^{}`$-band “Atlas” images of all 930 galaxies with known redshifts and Petrosian magnitudes $`g^{}<16`$ mag in the Early Data Release (EDR) of the Sloan Digital Sky Survey (SDSS). We refer the reader to Stoughton et al. (2002) for a description of the SDSS EDR, and simply note here that the Atlas images are small calibrated “postage stamp” images of individual galaxies in the EDR database. The galaxies investigated span a broad range of morphological types and luminosities. Measurements were made using software written by one of us (RGA) which determines $`G`$, as well as central concentration $`C`$, and mean surface brightness $`\mu `$, and many other photometric and morphological parameters. $`C`$ is determined using the procedure outlined in Abraham et al. (1994; 1996). In this procedure second-order image moments are used to define a best-fitting outer elliptical aperture whose area is equivalent to that of the galaxy above an isophotal threshold. A smaller inner aperture is also defined with the same shape but with a semi-major axis length that is 30% of that of the outer ellipse. The concentration index is then given as the ratio of the flux in the inner and outer apertures. The mean surface brightness $`\mu `$ is determined in the most straightforward manner possible by simply dividing the total galaxy flux above an isophotal treshold over the galaxy area enclosed within the same threshold. The same isophotal threshold was used for measurements of $`C`$, $`G`$, and $`\mu `$, and the isophotal level chosen for each filter is described below.

We decided to forego analysis of the SDSS $`u^{}`$-band and $`z^{}`$-band data, which are shallow. For simplicity we will not discuss measurements obtained from the $`r^{}`$-band Atlas images in the present paper, because the salient trends obtained with this filter are are simply intermediate between the $`g^{}`$ and $`i^{}`$-band trends presented here. A summary of measurements obtained for each object is presented in Table 1 (an electronic supplement to this paper). We have assumed $`H_0=70`$ km sec-1 Mpc-1, $`\mathrm{\Omega }_M=0.3`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ when computing the distance moduli and absolute magnitudes in this paper.

Each SDSS Atlas image encompasses only a single object and is “segmented” from the sky background to retain only those pixels assigned to the galaxy333In the lexicon of image processing “segmentation” refers to the process in which pixels are tagged as belonging to the galaxy or to the sky or to superposed objects. The EDR Atlas images are segmented by the SDSS Photo image processing pipeline (Lupton et al. 2001), retaining data values only for pixels assigned to the galaxy. The remaining pixels in the Atlas image are assigned a uniform pedestal value of 1000 ADU.. The images have been pre-processed to remove foreground stars and other contaminants. Our magnitude limit of $`g^{}=16`$ mag was chosen on the basis of visual inspection of the galaxy images, and represents what is in our view the limit beyond which detailed morphological work becomes challenging in the SDSS data. Our impression is that at $`g^{}=16`$ mag reliable Hubble types can only be assigned within very broad bins, and luminosity classifications on the basis of spiral structure is impossible, but simple classification into broad early-vs-late or spiral-vs-elliptical-vs-peculiar bins remains relatively straightforward.

We now turn to our choice of isophotal threshold level used in our measurements of $`C`$, $`G`$, and $`\mu `$. Images from the SDSS EDR Atlas dataset are already segmented from the sky, so it is worthwhile to first consider why an additional thresholding step is needed. The SDSS photometric pipeline is optimized for the processing of galaxies somewhat fainter than those studied in this paper. Some Atlas images of bright galaxies exhibit artifacts which prevent direct use of the images without additional pre-processing to better extract the galaxy from the background sky. The main problem is that in many cases too much sky is assigned to the galaxy images. This problem manifests itself as poor sky definition; for example long streaks of sky sometimes dominate the area of the some Atlas frames, leaving the galaxy lying in a corner of the postage stamp image. We estimate that problems of this sort occur in at least 15% of the images. Small errors such as these result in little overall additional light being assigned to the galaxy (and thus they make negligible difference to inferred total magnitudes), but by inflating measured galaxy areas they can skew morphological measurements. In addition, separating galaxy pixels from sky pixels by using a cut at a pre-defined isophotal threshold is a fairly standard part of most morphological investigations, so the small amount of post-processing we have done might also be viewed as simply a standardization of the Atlas data which enables us to more easily compare them with previous work444It is worth noting that we were unable to locate photometric zeropoints for each Atlas image in the SDSS EDR database, and consequently these were “reverse engineered” using the Petrosian radii and Petrosian magnitudes in the database. By definition, the Petrosian magnitude for an SDSS galaxy is determined from the total flux inside twice the $`r^{}`$-band Petrosian radius. We determined the total flux within this aperture and computed the zeropoint needed to recover the Petrosian magnitude in the SDSS database. We therefore still rely on the existing SDSS photometric calibration (Fukugita et al. 1996; Hogg et al. 2001; Smith et al. 2002) for the accuracy of our photometry..

We chose to measure our morphological parameters at fixed isophotal thresholds of $`g^{}=24.5`$ mag arcsec-2 and $`i^{}=24.0`$ mag arcsec-2 for the $`g^{}`$ and $`i^{}`$ images, respectively. These isophotal levels were intentionally chosen to be rather bright, for two reasons: Firstly, we wanted the isophote in question to be reachable for all galaxies in the dataset, even those imaged under comparatively poor conditions. Secondly, we wanted to ensure that the isophote in question remained attainable in the rest frame under moderately deep imaging of high-$`z`$ galaxies with HST, so that the measurements in this paper might be compared with those for high redshift galaxies in a future paper.

### 3.2 The relationship between Gini coefficient and central concentration.

Figure 3 illustrates the relationship between the Gini coefficient and central concentration for both the $`g^{}`$-band and $`i^{}`$-band images in our sample. Error bars on $`G`$ ($`\pm 1\sigma `$) are shown, and were determined from 100 bootstrap replications (Efron & Tibshirani 1993) of the pixel distribution for each galaxy. Bootstrap replication cannot be used to estimate the errors on $`C`$, and no error bars on $`C`$ are shown. However, on the basis of the Monte Carlo simulations described in Abraham et al. (1994) we expect error bars on $`C`$ to be approximately similar in size to the error bars on $`G`$ (and this expectation will be reinforced by results presented below in §3.3). The effects of seeing on these measurements is also small, because even at the limits of our data the galaxies are large relative to the seeing disk. By convolving synthetic point-spread functions against a set of 10 objects representative of the faintest galaxies in our sample, we estimate that in the extreme case of moving from an object with the best seeing in the sample to the worst seeing in the sample, faint galaxies studied here would have $`G`$ altered systematically downward by about the same size as the $`1\sigma `$ random error bar shown in the figure.

The straight line in Figure 3 corresponds to a slope of unity and a $`y`$-axis intercept of 0.1 (i.e. a given galaxy has a slightly greater value of $`G`$ than $`C`$). There is clearly a very strong correlation between $`G`$ and $`C`$ in both $`g^{}`$-band and $`i^{}`$-band. The slope of the $`G`$ vs. $`C`$ relation remains similar in both bands. The trend is linear with weak curvature at the low-$`C`$, low-$`G`$ end, and a slope near unity at the high-$`C`$, high-$`G`$ end. More high-$`G`$, high-$`C`$ systems are seen in the $`i^{}`$-band, as expected from the increased prominence of bulges relative to disks as one moves further into the red. We conclude on the basis of this figure that, on the whole, $`G`$ makes an excellent substitute for $`C`$ and relies on fewer basic assumptions about the shape of the galaxy being measured.

Another obvious feature of these plots is that the $`g^{}`$-band images exhibit somewhat greater scatter relative to the $`i^{}`$-band images about the line of unit slope. The crucial point to note, however, is that in both bands the scatter is far larger than the errors on individual measurements of $`G`$. Therefore at least one additional parameter is needed to explain the relationship between the Gini coefficient and central concentration. To learn more about the nature of the scatter in the $`G`$ vs. $`C`$ relationship, Figure 4 presents a multi-panel plot of $`G`$ vs. $`C`$ parameter space in the $`i^{}`$-band with plot symbol colors keyed to a range of intrinsic physical quantities (mean surface brightness, absolute magnitude, integrated color) and possible sources of bias (redshift, apparent axial ratio, apparent magnitude). This figure demonstrates three important points:

1. The scatter in the $`G`$ vs. $`C`$ relationship is not dominated by systematic biases in the sample selection, redshift distribution, or galaxy inclination.
2. The weak trends we expect to see as a function of apparent magnitude and color, which are described below, are in fact seen. Objects with very low central concentration are expected to be very late-type and therefore mostly blue and faint. One therefore expects a gradient in color and apparent magnitude, with mostly blue galaxies at low $`C`$ and mostly red galaxies at high $`C`$. Somewhat more interesting is the observation that, over the range of $`C`$ dominated by spirals, the bluest galaxies (at a given concentration) tend to have the highest $`G`$. This can also be interpreted in a manner consistent with our understanding of how star formation occurs in galaxies: At a given concentration (which is closely connected with bulge-to-disk ratio), the more unequal the distribution of starlight (i.e. the more irregular the structure), the more star-formation is occurring.
3. There is a rather obvious and very surprising trend with mean surface brightness that would seem to explain nearly all the scatter in the $`G`$ vs. $`C`$ plane. If this scatter is really a function of only a single parameter, then all galaxies in nearby regions of the Universe (regardless of morphology, luminosity, mass or star-formation history) might turn out to lie on a single surface in $`G`$ vs. $`C`$ vs. $`\mu `$ parameter space.

### 3.3 A universal structural surface for nearby galaxies

Figure 5 focuses on the parameters explored in the first panel in the previous figure. The figure shows in greater detail the distribution of galaxies in $`G`$ vs. $`C`$ vs. $`\mu `$ parameter space in both $`g^{}`$-band and $`i^{}`$-band, and explores in a little greater detail the sensitivity of the trends seen to redshift and inclination. Symbol colors are once again keyed to mean surface brightness, and cover the full range of this $`\mu `$ spanned by the data. The top row in the Figure shows the full dataset, while the bottom row shows$`G`$ vs. $`C`$ vs. $`\mu `$ for a “clean” subset of galaxies with axial ratios $`b/a>0.5`$ and $`z<0.05`$.

The systematic variation with $`\mu `$ in the scatter of the $`G`$ vs. $`C`$ plane is obvious in data from both filter bands. A given mean surface brightness maps nearly perfectly onto a well-defined stratum on this diagram, so that at any central concentration, the spread in $`G`$ is a purely monotonic function of mean surface brightness. Each stratum of galaxies delineated by $`\mu `$ appears to follow a linear relationship on the $`G`$-$`C`$ plane. Little difference is seen between the full sample and the “clean” subset in either band. These trends are seen to be quite robust. The idea that the stratified distribution of galaxies seen in Figure 5 is the manifestation of the points lying on a single surface in a three dimensional parameter space is investigated in Figures 6 and 7. These show projections of the galaxy distribution in $`G`$ vs. $`C`$ vs. $`\mu `$ space. The right-hand panel in each figure shows the parameter space seen from a view obtained by rotating the coordinate system in a manner to illustrate the thinness of the surface defined by the data points. The very marked decrease in the scatter of the points from this perspective confirms that the galaxies lie on a thin surface which is well-fit by a plane. To quantify this, we determined the equations of the minimum variance planes using a principal component analysis. Results from this analysis are shown at superposed on the data points in each of the panels of the figure. The best fitting planes are described by the following formulae:

$`g^{}`$-band:

$$\mu =22.451+5.366\times C7.010\times G$$
(4)
$`i^{}`$-band:

$$\mu =22.149+5.373\times C7.627\times G$$
(5)
These formulae are useful in two obvious ways. Firstly, they allow us to describe the entire SDSS $`g^{}`$-band and $`i^{}`$-band samples using two pairs of three numbers: {22.451, 5.366, 7.010} ($`g^{}`$-band) and {22.149, 5.373, 7.627} ($`i^{}`$-band). Secondly, they represent convenient formulae that allow one to compute a purely photometric quantity, $`\mu `$, from two non-parametric global morphological quantities.

## 4 DISCUSSION

### 4.1 Interpretation of the the characteristic surface

The finding that nearby galaxies map out a unique surface in a parameter space constructed from $`G`$, $`C`$ and $`\mu `$ is surprising. Our experience from many studies of local galaxies has generally been that the diversity of galaxy ages, masses, morphologies and star formation histories results in scatter diagrams when the physical parameters for these galaxies are plotted against each other, unless carefully defined subsamples are first taken. The mapping of all nearby galaxies onto a single surface in this particular parameter space regardless of variations in morphology and other obvious differences between the galaxies seems an unexpected link between all these systems. How much of this effect is simply due to internal correlations between $`G`$, $`C`$, and $`\mu `$ introduced by our techniques for measuring them?

To test whether the characteristic surface is entirely artificial and due to subtle internal correlations in the definitions of our parameters, we generated two sets of simulated galaxies using different distributions of bulge-to-disk ratios (described below) and determined $`G`$, $`C`$ and $`\mu `$ from these using exactly the same procedure used in analysing the SDSS observations. We emphasize that the toy models we are about to describe are not intended to in any way model the real SDSS data — our purpose is simply to ask whether very different models converge to the observed surfaces in $`G`$, $`C`$ and $`\mu `$-space because of some underlying fundamental degeneracy. For simplicity, each family of galaxies was described as an exponential disk with an exponential bulge, with one set of models having a distribution of bulge-to-total flux ratios that is skewed heavily to late type galaxies while the other set has a distribution of bulge-to-total flux ratios that is nearly uniform. The distributions of bulge-to-total flux ratios for our models are shown in Figure 8. The corresponding distributions in $`G`$ vs. $`C`$ vs. $`\mu `$ space are shown in Figure 9, along with best-fit planes to the simulated data determined using principal components analysis.

Several interesting things can be gleaned from Figure 9. Firstly, the thinness of the surface $`C`$ vs. $`G`$ vs. $`\mu `$-space should be viewed as somewhat artificial, since quite thin distributions in multi-parameter parameter space are also recovered from both sets of simulations with totally different bulge-to-total flux distributions. However, the shape of the surface is clearly a strong function of the assumed bulge-to-total flux ratio, differing not only for the two simulations when compared against each other, but also differing markedly from the observed data. For example, the direction of slope (tilting toward the observer in this orientation) of both best-fit model planes in the left-hand panel of Figure 9 is different to that seen in the SDSS data (tilting away from the observer when viewed at the same orientation). Each model seems to result in points that can be reasonable well fitted to a plane, but when both models are combined the fit to the plane becomes quite poor, as seen in the right hand panel of the figure. We conclude then that the topology and orientation (but not necessarily the thinness) of the characteristic surface is not degenerate. Therefore the $`C`$ vs. $`G`$ vs. $`\mu `$ parameter space may provide a useful tool for quantifying the overall structural distribution of galaxies, and we very tentatively suggest that the flatness of the surface seen in our observed data might be associated with an underlying homology in the underlying galaxy distributions.

### 4.2 Sensitivity of results to different methods used to compute central concentration

There is at present no standard definition of central concentration that is universally used in the analysis of galaxy images. The plots presented here have been based on $`C`$ as determined from the moment-based technique described in Abraham et al. (1994). This concentration measure is computed from flux ratios within elliptical apertures determined from second-order image moments. It is interesting to consider whether any of the results presented in this paper depend on the precise definition of central concentration we have used. More specifically, could the results obtained here also be found using the alternative definition of central concentration determined by the SDSS Photo pipeline? The SDSS concentration indices are based upon ratios of Petrosian radii determined using circular apertures, and have the benefit of distance independence but the disadvantage of not accounting for the effects of galaxy inclination. The top panel of Figure 10 shows $`C`$ vs. $`G`$ vs. $`\mu `$ parameter space determined using SDSS Petrosian concentration indices. The trends presented in earlier figures remain, but they are washed out, and the stratification of scatter as a function of surface brightness is less clear. We conclude that the SDSS concentration indices are certainly useful, but retain a decided preference for our own definition of $`C`$ for use in studying very bright galaxies. The galaxies studied in the present paper span only a tiny redshift range, so the major benefits of Petrosian-based SDSS concentration indices do not yet outweigh the noise added by the use of circular apertures. In any case, the important point is that our general results do not appear to depend strongly on the precise definition of central concentration used in this paper.

### 4.3 Applications of the characteristic surface to studies of galaxy evolution

A promising avenue for using the ideas presented in this paper to quantify galaxy evolution is to use the narrow surface in $`C`$ vs. $`G`$ vs. $`\mu `$ parameter space as a fiducial benchmark. Placing galaxies in the relevant parameter space can be done without dynamical measurements (which are difficult to obtain at high redshifts). Position relative to the surface defined at low redshift might then be used to calibrate evolution in the same manner that position relative to the local Tully-Fisher and Fundamental Plane relations have provided robust calibrators for evolution in size, surface brightness, and mass-to-light ratio (Vogt et al 1997; Vogt 2001; van Dokkum et al. 2001; van Dokkum & Franx 2001). Evolutionary changes could manifest themselves as either a displacement of points on the surface (if we assume that all high-redshift galaxy forms are represented somewhere within the SDSS EDR, with a changing mix but no fundamentally new forms represented at high redshifts), or as a distortion of the surface itself. Observation of the latter effect would provide concrete evidence for new classes of high-redshift systems that have since disappeared. In any case, reproducing this surface poses a concrete and simple test of galaxy formation models, with obvious application to calibrating $`n`$-body/hydro simulations.

As redshift increases, measurements of $`C`$ become ever less meaningful as the galaxy population becomes increasingly distorted. However, since measurements of $`G`$ and $`\mu `$ are possible for galaxies of arbitrary shape, we expect that mapping the loci of galaxy distributions in the parameter space defined by these two quantities alone will prove interesting. A particularly useful application would be to map out strongly lensed background galaxies onto such a parameter space. Such a program might allow morphological work to be extended to the extremes of redshift space, though of course the important issue of synchronization to a uniform rest wavelength and accounting for cosmological dimming over a range of redshifts would still need to be addressed. Extension of the present study to higher redshifts will be the subject of future work.

## 5 CONCLUSIONS

In this paper we have introduced the Gini coefficient as a new tool for characterizing the morphologies of galaxy images. This statistic is a robust measure of dispersion that is confined to the unit interval. To a first approximation the Gini coefficient of a galaxy image can be viewed as a type of generalized concentration index that does not rely on any underlying symmetry in a galaxy, and which does not even require a galaxy’s center to be well-defined. While the Gini coefficient does not measure exactly the same thing as a conventional concentration index, it does appear to be sufficiently close to concentration that it can probably be used as a meaningful substitute for concentration in studies of high-redshift systems where many galaxies are expected to be distorted or peculiar. For local galaxies the Gini coefficient should be viewed as a useful supplement to, and not a replacement for, measures of concentration.

On the basis of an analysis of 930 $`g^{}<16`$ mag nearby galaxies from the Early Data Release of the Sloan Digital Sky Survey, we have quantified the relationship between the Gini coefficient and central concentration of galaxies. We find that the scatter in the tight $`G`$ vs. $`C`$ relationship is surprisingly well-correlated with mean surface brightness $`\mu `$, and show that nearby galaxies occupy a thin two-dimensional surface embedded within the three-dimensional $`G`$ vs. $`C`$ vs. $`\mu `$ space, and present equations describing the best-fit plane describing this surface. By associating each galaxy sample with the equation of this plane, we encode the morphological composition of the entire SDSS $`g^{}`$-band sample as {22.451, 5.366, 7.010}, and the $`i^{}`$-band sample as: {22.149, 5.373, and 7.627}. We have demonstrated that a thin surface in this parameter space is a generic feature of simulated galaxy distributions, although the detailed topology and orientation of the surface depends on the structural distribution of the galaxies in the sample. By defining a simple point of reference for evolutionary studies of changing morphology, position relative to the universal surface in $`G`$ vs. $`C`$ vs. $`\mu `$ space provides an objective zero-point defining the structural distribution of nearby galaxies. In this context, it will be interesting to learn how this surface is shifted (or distorted) as a function of redshift and environment.

Acknowledgments

It is a pleasure to thank Karl Glazebrook, Henk Hoekstra, Howard Yee and Richard Ellis for useful suggestions. We are grateful to the referee, Matt Bershady, for many useful comments which greatly improved this paper. Timely assistance in the production of 3D figures was received from the technical staff at Wavemetrics Inc., and is gratefully acknowledged. Finally, we would also like to thank the many members of the SDSS team for their years of hard work and dedication in putting the survey together.

Funding for the creation and distribution of the SDSS Archive has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society. The SDSS Web site is http://www.sdss.org/.

The SDSS is managed by the Astrophysical Research Consortium (ARC) for the Participating Institutions. The Participating Institutions are The University of Chicago, Fermilab, the Institute for Advanced Study, the Japan Participation Group, The Johns Hopkins University, Los Alamos National Laboratory, the Max-Planck-Institute for Astronomy (MPIA), the Max-Planck-Institute for Astrophysics (MPA), New Mexico State University, Princeton University, the United States Naval Observatory, and the University of Washington.


text:
# X–ray emission line gas in the LINER galaxy M81 Based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA Member States and the USA (NASA)

## 1 Introduction

M81 is an Sab spiral galaxy hosting a low luminosity Seyfert nucleus which shows the characteristics of a “low ionization nuclear emission-line region” (LINER, Heckman heckman80 (1980)). LINERs make up a significant fraction of all galaxies (between 1/5 and 1/3; Ho et al. ho97 (1997)), and because M81 is the nearest LINER it is an important target with which to investigate the X–ray emission from such objects.

M81 has been the subject of a number of X–ray studies. It was first observed with Einstein (Elvis & van Speybroeck elvis82 (1982), Fabbiano fabbiano88 (1988)) which resolved several discrete sources in M81, the brightest of which was associated with the active nucleus. An apparently diffuse emission component associated with the bulge of M81, spatially extended over a few arc-minutes was detected first with ROSAT (Roberts & Warwick roberts00 (2000), Immler & Wang immler01 (2001)) and confirmed using Chandra data (Tennant et al. tennant01 (2001)). Low resolution X–ray spectroscopy of M81 from the Einstein MPC and IPC suggested that the nuclear X–ray source has an intrinsic column density of $`>10^{21}\mathrm{cm}^2`$ (Elvis & van Speybroeck elvis82 (1982), Fabbiano fabbiano88 (1988)). Later, spectra from ROSAT (Immler & Wang immler01 (2001)), BBXRT (Petre et al. petre93 (1993)), ASCA (Ishisaki et al. ishisaki96 (1996)) and BeppoSAX (Pellegrini et al. pellegrini00 (2000)) indicated the presence of a soft ($`<`$ 1 keV) thermal component in addition to an absorbed power law component ($`\mathrm{\Gamma }2`$) from the nucleus. In this paper we present the soft X–ray spectrum of M81 at much higher resolution, from an observation with the XMM-Newton reflection grating spectrometer (RGS, den-Herder et al. denherder01 (2001)).

## 2 RGS data reduction and spectral analysis

### 2.1 Data reduction

M81 was observed by XMM-Newton on the 22nd and 23rd April 2001 for a total of 138 ks. The RGS data were reduced using the XMM-Newton science analysis system (SAS) public release version 5.2 and the latest calibration files (as of December 2001). The source spectrum was extracted from a region centred on the nucleus, enclosing 90% of the point spread function in the cross dispersion direction, while first and second order selection was performed so as to include 93% of the expected CCD pulse height distribution of the source photons. Background regions were selected in the cross-dispersion direction so as to exclude 99% of the nuclear point spread function; identical order selection was performed on nuclear and background regions. Instrumental features such as that near the oxygen edge at $``$23 Å were corrected by dividing the effective area calibration in each response matrix by the model/data ratio from a power law fit to the RGS spectrum of the continuum source Mrk 421 (this correction is $`<10\%`$ over most of the wavelength range). First and second order spectra from RGS1 and RGS2 and their corresponding response matrices were resampled to match the RGS1 first order spectrum, combined, and rebinned by a factor of 3 (to $`30`$ mÅ bins) to improve signal to noise ratio before spectral analysis using XSPEC.

### 2.2 X-ray emission line gas

Fig. 1 shows the RGS spectrum. A number of prominent emission lines from H-like and He-like N, O, and Ne as well as L shell lines from Fe XVII – Fe XXIII are visible above the continuum; these are labelled in Fig. 1, and the most significant lines are listed in Table. 1. The lines are considerably broader than the RGS line spread function for a point source ($``$ 70 mÅ FWHM; den Herder et al. denherder01 (2001)). For example, O VIII Ly$`\alpha `$ at $`19`$Å is expected to have relatively little contamination from neighbouring lines, but a gaussian fit to this line shows that its intrinsic width is inconsistent with $`\sigma =0`$ at $`>99\%`$. This level of line broadening could occur if the gas is extended over a region of $``$ 2 arc-minutes, because the RGS is a slitless dispersive spectrograph and its resolution is degraded for extended objects. Alternatively, the broadening could be due to kinematic motions in the gas, for example if it is associated with the active nucleus.

To distinguish between these alternatives, we have examined the spatial distribution of the emission line gas in the RGS cross dispersion direction by constructing spectra in 40 arc-second wide strips at a range of distances from the nucleus of M81 (for comparison, the cross dispersion region used in Sect. 2.1 varies from $`52`$ arc-seconds wide around 20Å to $`75`$ arc-seconds wide near the ends of the spectrum). The spectra were binned to 60 mÅ and a background spectrum was constructed from the average of the two most off-axis strips; this was subtracted from all the spectra. The emission-line rich 14-20 Å parts of these spectra are shown in Fig. 2. The emission line gas, and in particular O VIII Ly$`\alpha `$, is extended over more than an arc-minute implying that the excess broadening of the emission lines is due to their spatial extent, rather than kinematic motions.

We further investigate the nature of the emission line gas using plasma diagnositics from the He-like OVII triplet, as described in Porquet & Dubau (porquet00 (2000)). Taking the 21-23 Å portion of the RGS spectrum, and assuming an underlying power law continuum ($`\mathrm{\Gamma }=2`$, see Sect. 2.3), we fitted the OVII lines as 3 gaussians with the relative wavelengths of the resonance (w), intercombination (x+y) and forbidden (z) lines fixed at their theoretical ratios. The best fit has an acceptable $`\chi ^2/\nu =56/51`$, and is shown superimposed on the 21-23 Å RGS spectrum in Fig. 3a. In Fig. 3b we show the confidence contour of the (x+y+z) against w line strength, a diagnostic of the ionization mechanism. The solid line shows the line ratio G = (x+y+z)/w = 4. As shown in figure 7 of Porquet & Dubau (porquet00 (2000)), plasmas in which photoionization is the dominant ionization mechanism are expected to have ratios to the left of this line (i.e. G $`>`$ 4); this is ruled out at 95% confidence ($`\mathrm{\Delta }\chi ^2>4`$ for one interesting parameter G) in M81. For plasmas with line ratios to the right of this line, such as that observed in M81, collisional excitation is important and may be the dominant emission mechanism. If the O VII lines arise in a collisionally ionized plasma, the G ratio provides a temperature diagnostic; by comparison with Porquet et al. (porquet01 (2001)) we find that the lines arise in a plasma with $`kT<0.26`$ keV at 90% confidence.

Fig. 3c shows confidence contours of the density diagnostic z against (x+y). The line shown on the plot corresponding to ratio R = z/(x+y) = 1 is excluded at $`>95\%`$ along with all of parameter space to the right of this line, implying (see Porquet & Dubau porquet00 (2000) figure 8) that the line emitting plasma has a density of $`\mathrm{n}_e<10^{11}\mathrm{cm}^3`$. The best fit has very weak x+y lines relative to z, and consequently lies to the left of the line R = 3.5, hence the line ratio observed in M81 is best reproduced by a low density ($`\mathrm{n}_e<10^9\mathrm{cm}^3`$) plasma.

### 2.3 Modelling the whole RGS spectrum

It is evident from Fig. 1 that the emission lines in the soft X–ray spectrum of M81 are superimposed on a strong continuum source, almost certainly from the active nucleus at the heart of M81. Therefore we began by fitting a power law model with absorption (using the XSPEC model TBabs of Wilms et al. wilms00 (2000)) by the line of sight Galactic column density $`\mathrm{N}_\mathrm{H}=`$ 4.16 $`\times 10^{20}`$ cm-2 (Dickey & Lockman dickey90 (1990)). The parameters of this fit, and subsequent fits, are given in Table 2. We found that the power law model is a poor fit with $`\chi ^2/\nu =1289/993`$; the model overpredicts the data at both the high and low wavelength ends of the spectrum, and has too small an O I edge at 23 Å. We therefore added additional cold absorption, and obtained a much better fit ($`\chi ^2/\nu =1085/992`$), with an additional $`\mathrm{N}_\mathrm{H}`$ 5 $`\times 10^{20}`$ cm-2. This additional column density confirms, and is consistent with, previous results (e.g. Pellegrini et al. pellegrini00 (2000)) that the nucleus of M81 has some intrinsic absorption.

We then attempted to model the emission line component of the spectrum. As shown in Sect. 2.2 the O VII triplet is consistent with an origin in a collisionally ionized gas, and the line emission comes from a region extended over several kpc. We therefore began modelling the emission lines by adding a single-temperature, solar-abundance ‘Mekal’ thermal plasma model to the absorbed power law model. This resulted in a significant improvement in the fit ($`\chi ^2/\nu =876/990`$) for a plasma temperature of $`0.66\pm 0.04`$ keV.

However, the emission lines are too narrow in this model (the excessive width of the emission lines has already been pointed out in Sect. 2.2), and some emission lines, particularly those from OVII, have much lower intensities in the model than in the observed spectrum (see Fig. 4). We addressed the first of these two problems by adding 2 extra Mekal components, shifted by $`\pm 0.5\%`$ in wavelength, with temperatures tied to that of the first Mekal component, but with normalisations allowed to vary. This broadened the line profile of the model to mimic the degraded resolution of the RGS for the extended emission line region. We then added a second, lower temperature, broadened Mekal component to the model. This resulted in another significant improvement in $`\chi ^2`$, reproducing most of the emission lines well, with the second plasma component at a best fit temperature of $`0.2`$ keV, consistent with the temperature deduced from the O VII lines (Sect. 2.2). However, although $`\chi ^2`$ is good, the blend of Ne X with Fe XXI-XXIII at $`12.1`$ Å is still underproduced by this model, and so a third, higher temperature, broadened Mekal plasma was added. This resulted in yet another significant improvement in the fit, to a final best $`\chi ^2/\nu =803/980`$, with a best fit temperature for the third Mekal component of $`1.7_{0.5}^{+2.1}`$ keV. The model reproduces the spectrum well, as shown in Fig.4.

We have not attempted to derive elemental abundances for the soft X-ray emission line gas, because the abundance ratios are somewhat degenerate with the temperature structure of the gas. However, we have verified that our assumption of solar abundance is reasonable as follows. Fe and O are responsible for the strongest soft X–ray lines in M81, so the ratio of Fe to O will be the most important abundance ratio in terms of the resultant emission line spectrum, and the easiest to determine. We have therefore repeated the three-Mekal fit, once with the Fe abundance halved, and once with the Fe abundance doubled, but with the abundances of other elements (including O) fixed at the solar values (Anders & Grevesse anders89 (1989)). We find that with the Fe abundance halved, the best fit is worse by $`\mathrm{\Delta }\chi ^2=4`$, while doubling the Fe abundance results in a best fit that is worse by $`\mathrm{\Delta }\chi ^2=9`$, with respect to the three-Mekal, solar-abundance fit in Table 2. This suggests that the thermal plasma in M81 has an Fe to O ratio reasonably close to solar.

## 3 Discussion

In Sect. 2.2 we showed that the soft X–ray emission lines in M81 come from a region which is extended in both the dispersion direction (evidenced by the excess width of the lines) and cross dispersion direction (see Fig.1) of the RGS. We also showed that the diagnostic OVII triplet is emitted by a low density plasma and is not powered by photoionization from the central AGN. Furthermore, in the previous section we showed that a 3 temperature thermal plasma model provides a good description of the emission line component of the M81 RGS spectrum in conjunction with absorbed power law emission from the nucleus. Two of the plasma components have well constrained temperatures of $`0.18\pm 0.04`$ keV and $`0.64\pm 0.04`$ keV, which are characteristic of the hot interstellar medium produced by supernova explosions; in this case we would expect these emission lines to come from a genuinely diffuse region (or regions) in the bulge of M81.

X-ray imaging studies, first using ROSAT (Roberts & Warwick roberts00 (2000), Immler & Wang immler01 (2001)) and later using Chandra (Tennant et al. tennant01 (2001)) have indeed found apparently diffuse emission associated with the bulge of M81. Furthermore, Immler & Wang (immler01 (2001)) extracted a PSPC spectrum of the M81 bulge using a 1 arc-minute radius source circle, including both the active nuclues and the diffuse emission. They found a good fit using an absorbed power law to represent the nucleus and a two temperature thermal plasma to represent the apparently diffuse emission. Their best fit plasma temperatures, $`0.15\pm 0.02`$ keV and $`0.63\pm 0.11`$ keV, are in extremely good agreement with the temperatures obtained from the RGS spectrum. However the spatial resolution of ROSAT ($`5`$ arc-second for the HRI and $`20`$ arc-second for the PSPC) was such that the emission from a large population of weak point sources could easily be confused with genuinely diffuse emission.

The much higher resolution observation performed with Chandra provides a much more accurate determination of the truly diffuse emission from the nucleus. Tennant et al. (tennant01 (2001)) found that of the bulge emission, even excluding the nucleus, 64% comes from the resolved point source population. The remaining unresolved bulge emission reported by Tennant et al. (tennant01 (2001)) has a countrate of 0.092 s-1 in the Chandra ACIS-S3 chip. The 0.18 keV and 0.64 keV thermal plasma components from our best fit model in Table 1 would correspond to countrates of 0.036 s-1 and 0.158 s-1 in the same chip. The lowest temperature component alone is unable to account for all the unresolved bulge emission, but the combinaton of the two exceeds it.

This implies that some of the emission associated with the 0.64 keV thermal plasma, and all of the emisson associated with the highest of the three plasma temperatures ($`1.7_{0.5}^{+2.1}`$ keV) must arise in part of the bulge population resolved by Chandra. We therefore propose low-mass X–ray binaries as the most likely origin of this higher temperature emission.

The line-of-sight velocity dispersion in the bulge of M81 is $`165\pm 10`$ km s-1 (Prichet pritchet78 (1978), Pellet & Simien pellet82 (1982)), so the 0.2 keV plasma has similar energy per unit mass to the stellar component and is bound to the bulge. Using the cooling curves from Landini & Monsignori Fossi (landini90 (1990)) we find that the cooling time for the 0.2 keV component is $`4\times 10^7/\sqrt{f}`$ years where $`f`$ is the filling factor of the gas. This is much shorter than the time since the last M81–M82 perigalactic passage ($`5\times 10^8`$ years ago, Brouillet et al. brouillet91 (1991); Chandar et al. chandar01 (2001)) and hence the 0.2 keV gas, which has a mass of $`10^6/\sqrt{f}M_{\mathrm{}}`$, cannot be a relic of a nuclear starburst induced by the passage of M82 because the gas must have been replenished or reheated much more recently. The 0.64 keV component has a mass of $`1.4\times 10^6/\sqrt{f}M_{\mathrm{}}`$, and potentially has a much longer cooling time, $`3\times 10^5/\sqrt{f}`$ years, but it is too hot to be bound by the virial mass of the bulge. The sound crossing time for the bulge of M81 is less than $`10^7`$ years, so the 0.64 keV gas must also be replenished or reheated on a timescale of a few $`\times 10^7`$ years.

The simulations of Shelton (shelton98 (1998)) allow us to estimate the approximate supernova rate that would sustain the diffuse X-ray luminosity of the bulge of M81. The combined flux from our two lowest temperature thermal components, compared to the predicted ROSAT countrates from section 7.4 of Shelton (shelton98 (1998)) corresponds to supernova rates of between $`4\times 10^3`$ year-1 and $`4\times 10^2`$ year-1, where the lower estimate comes from the predicted countrate in the lower energy R1 ROSAT band and the higher estimate comes from the predicted countrate in the higher energy R4 ROSAT band. The flux in the ROSAT R4 band is dominated by the 0.64 keV plasma; if we assume that half of this emission is due to resolved sources then the R4-band estimate of the supernova rate is reduced to $`2\times 10^2`$ year-1. If the supernova rate in the bulge of M81 is $`4\times 10^3`$ year-1 or higher we expect there to be tens of supernova remnants within the bulge with ages $`<10^4`$ years, although in the gas-poor environment of the bulge they may have very low X-ray luminosities. There are 41 sources detected by Chandra within the bulge of M81, of which $`30\%`$ have spectra which are softer than typical X-ray binaries (Tennant et al. tennant01 (2001)). The collective flux of these sources is sufficient to contribute significantly to the 0.64 keV plasma emission; further Chandra observations will be required to determine whether these sources are persistent and thus potential supernova remnants.

UV imaging carried out with the Hubble Space Telescope failed to reveal any individual massive stars in the bulge (Devereux et al. devereux97 (1997)), and this lack of a young, massive stellar population leaves only type 1a supernovae as the possible origin of the X-ray emitting gas. We obtain the canonical ‘expected’ rate for type 1a supernovae in M81 from table 8 of Van den Bergh & Tammann (vandenbergh91 (1991)). Assuming a distance of 3.6 Mpc, B magnitude of 7.31 after correction for Galactic extinction (de Vaucouleurs et al. devaucouleurs91 (1991)) and $`\mathrm{H}_0=75`$ km s-1 Mpc-1, we expect $`6\times 10^3`$ type 1a supernovae year-1 for the whole galaxy, consistent with the rate of supernovae required to support the diffuse X-ray emission.

The diffuse X-ray emission may well relate to the optical line emission which gives M81 its LINER classification. The bulge of M81 is bright in H$`\alpha `$ emission (Devereux et al. devereux95 (1995), Greenwalt et al. greenawalt98 (1998)), and in the absence of young massive stars Devereux et al. (devereux97 (1997)) conclude that the diffuse H$`\alpha `$ emission must be powered either by old post-AGB stars or by shocks, both of which are compatible with the observed UV surface brightness. If the diffuse X-ray emission is indeed produced by supernova remnants, then fast shocks must be propagating through the bulge.

There are three pieces of evidence that suggest shocks related to the X-ray emitting gas, rather than post-AGB stars, ionize the diffuse optical emission line gas. Firstly, the H$`\alpha `$ emission region has a similar spatial extent to the X-ray line emitting plasma, but it has an asymmetric, possibly spiral structure (Devereux et al. devereux95 (1995), Greenwalt et al. greenawalt98 (1998)), and hence does not trace the underlying distribution of stars in the bulge, as might be expected if the gas is ionized by old post-AGB stars. Secondly, the ionized H$`\alpha `$ emitting gas shows complex, non-rotational motion of up to 200 km s-1, as well as rotation at up to 300 km s-1 (Goad goad76 (1976)). The non-rotational motion could be driven by the expansion of hot bubbles and suggests mechanical heating of the gas. Thirdly, the optical emission line ratios suggest that photoionization by hot stars is not the ionization mechanism in the bulge. For example, the \[S II\]/(H$`\alpha `$+\[N II\]) ratio is much higher in the bulge of M81 than in any of the H II regions, (Greenawalt et al. greenawalt98 (1998)), suggesting that photoionization by hot stars is not the ionization mechanism in the bulge. However shock heating, with shock velocities of a few hundred km s-1, can result in large \[S II\]/H$`\alpha `$ ratios (Baum et al. baum92 (1992), Dopita & Sutherland dopita95 (1995)) as observed. Furthermore, the strength of \[O III\] $`\lambda `$5007 observed in the central few hundred pc of M81 cannot be reproduced by photoinization from hot stars (Golev et al. golev96 (1996); Wang et al. wang97 (1997)), but the \[O III\]/H$`\beta `$ ratio is similar to the predictions of the shock model of Dopita & Sutherland (dopita95 (1995)) for shock velocities of 300 km s-1. In this model, \[O III\] $`\lambda `$5007 is emitted by gas which is photoionized by the shock-heated material. For a shock velocity of 300 km s-1 the shocked material has an electron temperature similar to the 0.2 keV plasma found in the RGS spectrum (Dopita & Sutherland dopita96 (1996)). This suggests that the optical line-emission is related to the soft X-ray line-emitting plasma, and that the ISM in the bulge of M81 is shock-heated, possibly by supernovae.

## 4 Conclusions

The XMM-Newton RGS soft X-ray spectrum of M81 shows emission lines from H-like and He-like N, O and Ne as well as Fe-L lines superimposed on a strong continuum from the nucleus. The excessive width of the emission lines in the dispersion direction, and their detection outside the nucleus in the cross dispersion direction implies that the emission lines originate in a region of a few arc-minutes spatial extent, corresponding to a few kpc in M81. The OVII triplet line ratios suggest that photoionization is not the main ionization mechanism and that collisional processes must be important in producing the observed lines. The RGS spectrum can be fitted with a model consisting of an absorbed power law from the nucleus and a 3 temperature optically thin thermal plasma. Two of the thermal components have temperatures ($`0.18\pm 0.04`$ keV and $`0.64\pm 0.04`$ keV) which are consistent with the hot interstellar medium produced by supernovae; the combined flux from these two components fully accounts for (in fact exceeds) the unresolved bulge emission seen with Chandra. The X-ray emission could be produced by type 1a supernova rates of $`420\times 10^3`$ year-1, which is not unreasonable for M81. We propose that the shocks generated by the supernova remnants could also be responsible for the observed optical line emission in the bulge of M81. The third X-ray emitting thermal plasma component has a higher temperature ($`1.7_{0.5}^{+2.1}`$ keV) and in order not to exceed the unresolved X-ray emission found with Chandra we propose X–ray binaries in the bulge of M81 as a likely origin of this emission, as well as $``$half of the 0.64 keV emission.


text:
# On a new notion of regularizer key words: ill-posed problems, regularizer, stable numerical differentiation, new notion of regularizer AMS subject classification: 47A52, 65F22, 65J20

## 1 Introduction

Let

$$A(u)=g,$$
(1.1)
where $`A:XY`$ is a closed, possibly nonlinear, map from a Banach space $`X`$ into a Banach space $`Y`$. Problem (1.1) is called ill-posed if $`A`$ is not a homeomorphism of $`X`$ onto $`Y`$, that is, either equation (1.1) does not have a solution, or the solution is non-unique, or the solution does not depend on $`g`$ continuously. Let us assume that (1.1) has a solution $`u`$ and this solution is unique but $`A^1`$ is not continuous. Given noisy data $`g_\delta `$, $`g_\delta g\delta `$, one wants to construct a stable approximation $`u_\delta `$ of the solution $`u`$, $`u_\delta u0`$ as $`\delta 0`$. This is often done with the help of a regularizer. Traditionally (see, e.g., ) one calls a family of operators $`R_h`$ a regularizer for problem (1.1) if:

a) $`R_hA(u)u`$ as $`h\mathrm{}`$ for any $`uD(A)`$,
b) $`R_hg_\delta `$ is defined for any $`g_\delta Y`$ and there exists $`h(\delta )0`$ as $`\delta 0`$ such that

$$R_{h(\delta )}g_\delta u0\text{ as }\delta 0,$$
($``$)
where $`u`$ solves (1.1).

In this definition $`u`$ is fixed and ($``$1) must hold for any $`g_\delta B(g,\delta ):=\{g_\delta :g_\delta g\delta \}`$.

In practice one does not know the solution $`u`$. The only available information is a family $`g_\delta `$ and some priori information about the solution $`u`$. This information very often consists of the knowledge that $`u𝒦`$, where $`𝒦`$ is a compactum in $`X`$. Thus $`uS_\delta :=\{v:A(v)g_\delta \delta ,v𝒦\}`$. We assume that the operator $`A`$ is known exactly, and we always assume that $`g_\delta B(g,\delta )`$, where $`g=A(u)`$.

It is natural to call a family of operators $`R(\delta )`$ a regularizer (in the new sense) if

$$\underset{vS_\delta }{sup}R(\delta )g_\delta v\eta (\delta )0\text{ as }\delta 0.$$
(1.2)
There is a crucial difference between our definition (1.2) and the standard definition ($``$1): in ($``$1) $`u`$ is fixed, while in (1.2) $`v`$ is any element of $`S_\delta `$ and the supremum, over all such $`v`$, of the norm in (1.2) must go to zero as $`\delta 0`$.

The new definition is more realistic and fits more computational needs because not only the solution $`u`$ to (1.1) satisfies the inequality $`A(u)g_\delta \delta `$, but many $`v`$ satisfy such an inequality $`Avg_\delta \delta `$, $`v𝒦`$, and the data $`g_\delta `$ may correspond, in fact, to any $`vS_\delta `$, and not only to the solution of equation (1.1). Therefore it is more natural to use definition (1.2) than ($``$1).

Our aim is to illustrate the practical difference in these two definitions by an example, and to construct regularizer in the sense (1.2) for problem (1.1) under the following assumptions:

A1) $`A:XY`$ is a closed, possibly nonlinear, injective map, $`g(A)`$,

and

A2) $`\varphi :D(\varphi )[0,\mathrm{})`$, $`\varphi (u)>0`$ if $`u0`$, domain $`D(\varphi )D(A)`$, the set $`𝒦=𝒦_c:=\{v:\varphi (v)c\}`$ is compact in $`X`$ and contains a sequence $`v_nv`$, and $`\varphi (v)lim\; inf_n\mathrm{}\varphi (v_n)`$.

The last inequality holds if $`\varphi `$ is lower semicontinuous. Any Hilbert space norm and norms in reflexive Banach spaces have this property.

Examples in which assumptions A1) and A2) are satisfied are numerous.

Example 1. $`A`$ is a linear injective compact operator, $`g(A)`$, $`\varphi (v)`$ is a norm on $`X_1X`$, where $`X_1`$ is densely imbedded in $`X`$, the embedding $`i:X_1X`$ is compact, and $`\varphi (v)`$ is lower semicontinuous.

Example 2. $`A`$ is a nonlinear injective continuous operator $`g(A)`$, $`A^1`$ is not continuous, $`\varphi `$ is as in Example 1.

Example 3. $`A`$ is linear, injective, densely defined, closed operator, $`g(A)`$, $`A^1`$ is unbounded, $`\varphi `$ is as in Example 1, $`X_1D(A)`$.

In section 2 it is shown that a regularizer in the sense ($``$1) may be not a regularizer in the sense (1.2). In section 3 a theoretical construction of a regularizer in the sense (1.2) is given.

## 2 Example: stable numerical differentiation.

Here we use the results from  \- .

Consider stable numerical differentiation of noisy data. The problem is:

$$Au:=_0^xu(s)𝑑s=g(x),g(0)=0,0x1.$$
(2.1)
The data are: $`g_\delta `$ and $`M_a`$, where $`g_\delta g\delta `$, the norm is $`L^{\mathrm{}}(0,1)`$ norm, and $`u_aM_a`$, $`a0`$. The norm

$$u_a:=\underset{\begin{array}{c}x,y[0,1]\\ xy\end{array}}{sup}\frac{|u(x)u(y)|}{|xy|^a}+\underset{0x1}{sup}|u(x)|\text{ if }0a1,$$

$$u_a:=\underset{0x1}{sup}(|u(x)|+|u^{}(x)|)+\underset{\begin{array}{c}x,y[0,1]\\ xy\end{array}}{sup}\frac{|u^{}(x)u^{}(y)|}{|xy|^{a1}},1<a2.$$

If $`a>1`$, then we define

$$R(\delta )g_\delta :=\{\begin{array}{cc}\frac{g_\delta (x+h(\delta ))g_\delta (xh(\delta ))}{2h(\delta )},\hfill & h(\delta )x1h(\delta ),\hfill \\ \frac{g_\delta (x+h(\delta ))g_\delta (x)}{h(\delta )},\hfill & 0x<h(\delta ),\hfill \\ \frac{g_\delta (x)g_\delta (xh(\delta ))}{h(\delta )},\hfill & 1h(\delta )<x1,\hfill \end{array}$$
(2.2)
where

$$h(\delta )=c_a\delta ^{\frac{1}{a}},$$
(2.3)
and $`c_a`$ is a constant given explicitly (cf ).

We prove that (2.2) is a regularizer for (2.1) in the sense (1.2), and $`𝒦:=\{v:v_aM_a,a>1\}`$. In this example we do not use lower semicontinuity of the norm $`\varphi (v)`$ and do not define $`\varphi `$.

Let $`S_{\delta ,a}:=\{v:Avg_\delta \delta ,v_aM_a\}`$. To prove that (2.2)-(2.3) is a regularizer in the sense (1.2) we use the estimate

$`\underset{\begin{array}{c}vS_{\delta ,a}\end{array}}{sup}`$ $`R(\delta )g_\delta v\underset{\begin{array}{c}vS_{\delta ,a}\end{array}}{sup}\{R(\delta )(g_\delta Av)+R(\delta )Avv\}{\displaystyle \frac{\delta }{h(\delta )}}+M_ah^{a1}(\delta )`$ (2.4)
$`c_a\delta ^{1\frac{1}{a}}:=\eta (\delta )0\text{ as }\delta 0.`$
Thus we have proved that (2.2)-(2.3) is a regularizer in the sense (1.2).

If $`a=1`$, and $`M_1<\mathrm{}`$, then one can prove that there is no regularizer for problem (2.1) in the sense (1.2) even if the regularizer is sought in the set of all operators, including nonlinear ones. More precisely, it is proved in  (see also ) that

$$\underset{R(\delta )}{inf}\underset{vS_{\delta ,1}}{sup}R(\delta )g_\delta vc>0,$$

where $`c>0`$ is a constant independent of $`\delta `$ and the infimum is taken over all operators $`R(\delta )`$ acting from $`L^{\mathrm{}}(0,1)`$ into $`L^{\mathrm{}}(0,1)`$, including nonlinear ones. On the other hand, if $`a=1`$ and $`M_1<\mathrm{}`$, then a regularizer in the sense ($``$1) does exist, but the rate of convergence in (\*) may be as slow as one wishes, if $`u(x)`$ is chosen suitably , .

## 3 Construction of a regularizer in the sense (1.2)

Assuming A1) and A2) (see Section 1) throughout this Section, let us construct a regularizer for (1.1) in the sense (1.2). We use the ideas from . Define $`F_\delta (v):=Avg_\delta +\delta \varphi (v)`$ and consider the minimization problem of finding the infimum $`m(\delta )`$ of the functional $`F_\delta (v)`$ on a set $`S_\delta `$, defined below:

$$F_\delta (v)=inf:=m(\delta ),vS_\delta :=\{v:Avg_\delta \delta ,\varphi (v)c\},$$
(3.1)
so that $`𝒦=𝒦_c:=\{v:\varphi (v)c\}`$. The constant $`c>0`$ can be chosen arbitrary large and fixed at the beginning of the argument, and then one can choose a smaller constant $`c_1`$, specified below. Since $`F_\delta (u)=\delta +\delta \varphi (u):=c_1\delta `$, $`c_1:=1+\varphi (u)`$, where $`u`$ solves (1.1), one concludes that

$$m(\delta )c_1\delta .$$
(3.2)
Let $`v_j`$ be a minimizing sequence, such that $`F_\delta (v_j)2m(\delta )`$. Then $`\varphi (v_j)2c_1`$. By assumption A2), as $`j\mathrm{}`$, one has:

$$v_jv_\delta ,\varphi (v_\delta )2c_1.$$
(3.3)
Take $`\delta =\delta _m0`$ and denote $`v_{\delta _m}:=w_m`$. Then (3.3) and assumption A2) imply existence of a subsequence, denoted again $`w_m`$, such that:

$$w_mw,A(w_m)A(w),A(w)g=0.$$
(3.4)
Thus $`A(w)=g`$ and, since $`A`$ is injective, $`w=u`$, where $`u`$ is the unique solution to (1.1).

Define now $`R(\delta )g_\delta `$ by the formula $`R(\delta )g_\delta :=v_\delta `$.

###### Theorem 3.1.

$`R(\delta )`$ is a regularizer for problem (1.1) in the sense (1.2)

###### Proof.

Assume the contrary:

$$\underset{vS_\delta }{sup}R(\delta )g_\delta v=\underset{vS_\delta }{sup}v_\delta v\gamma >0,$$
(3.5)
where $`\gamma >0`$ is a constant independent of $`\delta `$. Since $`\varphi (v_\delta )2c_1`$ by (3.3), and $`\varphi (v)c`$, one can choose convergent in $`X`$ sequences $`w_m:=v_{\delta _m}\stackrel{~}{w}`$, $`\delta _m0`$, and $`v_m\stackrel{~}{v}`$, such that $`w_mv_m\frac{\gamma }{2}`$, $`\stackrel{~}{w}\stackrel{~}{v}\frac{\gamma }{2}`$, and $`A(\stackrel{~}{w})=g`$, $`A(\stackrel{~}{v})=g`$. Therefore, by the injectivity of $`A`$, $`\stackrel{~}{w}=\stackrel{~}{v}=u,`$ and one gets a contradiction with the inequality $`\stackrel{~}{w}\stackrel{~}{v}\frac{\gamma }{2}>0`$. This contradiction proves Theorem 3.1.

Note that the conclusions $`A(\stackrel{~}{w})=g`$ and $`A(\stackrel{~}{v})=g`$ follow from the inequalities $`A(v_\delta )g_\delta \delta `$ and $`A(v)g_\delta \delta `$ after passing to the limit $`\delta 0`$, using assumption A2). $`\mathrm{}`$

###### Remark 3.2.

Our argument is closely related to a generalization of a classical result  which says that an injective and continuous map of a compactum in a Banach space has continuous inverse. The generalization of this result, given in  (Chapter 5, Section 6, Lemma 2), says that the same conclusion holds if $`A`$ is an injective and closed map. This generalization, in other words, claims that if $`A`$ is an injective and closed map of a compactum $`𝒦`$ in a Banach space into a Banach space, then the modulus of continuity $`\omega (\delta )`$ of the inverse operator $`A^1`$ on the set $`A(𝒦)`$ tends to zero:

$$\underset{\begin{array}{c}AvAw\delta \\ v,w𝒦\end{array}}{sup}vw:=\omega (\delta )0\text{ as }\delta 0.$$

Therefore, in our proof of Theorem 3.1, one has $`sup_{vS_\delta }v_\delta v0`$ as $`\delta 0`$.

Indeed, $`vS_\delta `$ and $`v_\delta S_\delta `$, so $`A(v)g_\delta \delta `$ and $`A(v_\delta )g_\delta \delta `$. Thus $`A(v)A(v_\delta )2\delta .`$ Since $`v_\delta `$ and $`v`$ belong to a compactum $`𝒦_{c_1}:=\{v:\varphi (v)2c_1\}`$, Theorem 3.1 follows from the property $`\omega (\delta )0`$ as $`\delta 0`$.

###### Remark 3.3.

We have assumed that $`A`$ is injective, that is, equation (1.1) has at most one solution. This assumption can be relaxed: one may assume that $`u`$ solves (1.1) and there is an $`r>0`$, such that in the ball $`B(u,r):=\{v:vur\}`$ the solution $`u`$ is unique, but globally (1.1) may have many solutions. Our arguments remain valid if the compactum $`𝒦:=\{v:\varphi (v)c,vB(u,r)\}`$.

One may drop the injectivity of $`A`$ assumption in A1) in Section 1. In this case (3.4) yields $`wU`$, where $`U:=\{w:A(w)=g\}`$. Thus, $`lim_{\delta 0}\rho (R(\delta )g_\delta ,U)=0`$, where $`\rho (w,U)`$ is the distance from an element $`w`$ to the set $`U`$.

In applications, when a physical problem is reduced to equation (1.1), one wants to have a unique solution to (1.1). If the solution is non-unique, that is, $`U`$ contains more than one element, then one wants to impose additional conditions which select a unique solution in the set $`U`$, thus making the operator $`A`$ injective.