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# SECULAR EVOLUTION OF SPIRAL GALAXIES

## I INTRODUCTION

It is a generally accepted view that our understanding of the mechanisms and processes responsible for the formation and evolution of galaxies is incomplete. However, the degree of this incompleteness does not come into sharp focus until we assemble our most comprehensive and up-to-date observational knowledge, both on the large-scale distribution as well as on the internal properties of galaxies, and compare these with the predictions of our working theoretical models to try to make a coherent picture.

Take our own home galaxy, the Milky Way, as an example. It is a typical field galaxy of Sbc type (de Vaucouleurs & Pence 1978) in a small group environment. Existing theories offer several possible ways for the formation of this type of galaxy. The scenario offered by the earliest monolithic collapse model (Eggen, Lynden-Bell, & Sandage 1962) is that the Galaxy’s mass distribution acquired most of its shape from the very beginning, i.e. about a Hubble time ago, and subsequently underwent only passive luminosity evolution driven by star formation, nucleosynthesis and element recycling. One problem with this static picture is that the observed kinematics of the different age groups of stars in the Milky Way disk differ systematically, manifesting as the well-known age-velocity dispersion relation of the solar neighborhood stars (Wielen 1977). In the primordial collapse model, there is nothing which could account for this secular increase of the velocity dispersion of disk stars.

Recent deep surveys have found that galaxies in the general field environment similar to that occupied by the Milky Way have undergone significant morphological transformation over the cosmic time, following a similar trend though not to as dramatic a degree as the cluster galaxies we will discuss next. It is found that more field galaxies are of earlier Hubble types in the nearby universe than at the higher redshifts (Lilly et al. 1998). There is also a population of so-called faint-blue galaxies, which are in fact $`L_{}`$ galaxies having luminosities and sizes similar to the Milky Way, which exist at the intermediate redshifts but which have all but disappeared in the nearby universe (Ellis 1997).

Could this observed morphological evolution be due to the hypothesized major/minor merger events? The thinness of the Milky Way disk, the lack of a large population of counter rotating stars, as well as the smoothness of the age-velocity dispersion relation (Figure 1) all argue against either a major merger or the accretion of a satellite of significant mass over the past Hubble time (Ostriker 1990; Wyse 2001). There is indeed a known discontinuity in the Galaxy age-velocity dispersion relation at about 11 Gyr ago (Binney, Dehnen, & Bertelli 2000; Gilmore, Wyse, & Norris 2002). Although a merger has been proposed as its origin, the emergence of the spiral structure on the disk at about the same time seems a more likely cause for this discontinuity and for the creation of the thick disk. Furthermore, the Milky Way bulge stellar populations are distinctively different from its known satellites such as the Magellanic clouds (Gilmore 2001), further arguing against the building of a significant fraction of the Bulge through satellite accretion.

Is the bar-driven gas accretion process (Kormendy 1982, 1993; Pfenniger & Norman 1990; Combes et al. 1990; Pfenniger & Friedli 1991; Friedli & Benz 1993; Norman, Sellwood & Hasan 1996; Courteau, de Jong & Broeils 1996) responsible for Bulge building? It was indeed shown in numerical simulations that gas accretes towards the center after being shocked crossing the galactic bar potential; however, the abundance analyses of stars in the thick disk and bulge of the Milky Way indicate a high \[$`\alpha `$/Fe\] ratio (Gilmore 2001), where $`\alpha `$ elements O and Mg are created primarily in type II supernovae from massive young stars and the Fe is generated in type I supernovae from lower-mass stars of much greater ages. The high \[$`\alpha `$/Fe\] abundance ratio can arise if the Bulge and thick-disk stars all formed within a short time, thereby suppressing enrichment in Fe which requires longer timescales. These timescale considerations suggest that most of the Bulge stars have formed very early on and probably not far from their present locations. This limits the importance of gaseous inflow in building the Bulge, as continuous inflows would extend the star-forming epoch and so enable Fe enrichment from the type I supernovae (B. Waller 2001, private communication; Jablonka, Gorgas & Goudfrooij 2002).

We now turn our attention to dense clusters. This is in fact the environment where the morphological transformation of galaxies was first indicated through the so-called Butcher-Oemler (BO) effect (Butcher & Oemler 1978a,b). When it was discovered, the BO effect referred to a bluing of colors for galaxies in the dense clusters at the intermediate redshifts compared to similar density clusters in the local universe, which contain mostly red early type galaxies. Recent HST observations (Couch et al. 1994; Dressler et al. 1994) have been able to resolve the morphology of the BO galaxies ans show that they are mostly late type disks; therefore the BO effect is now considered not only a color evolution effect but also a morphological transformation effect. Major mergers are not likely to be responsible for the observed morphological transformation of the Butcher-Oemler (BO) cluster galaxies, due to the high-speed nature of the encounters (Dressler et al. 1997), as well as the finding through numerical simulations that dissipationless mergers between preexisting stellar disks cannot account for the kinematics of the early type galaxies, especially the large ratio of the rotational to random velocities (Heyl, Hernquist, & Spergel 1996; Cretton et al. 2001); whereas the spiral disks in BO clusters are found to have formed most of their stars before the observed morphological transformation had taken place (Franx & van Dokkum 2001). Minor mergers are also unlikely to be the main driver because there does not seem to be a large reservoir of dwarf spheroidal satellites in these clusters (Trentham 1997) to cause the simultaneous morphological transformation of the large number of BO galaxies.

The rapid morphological changes of galaxies in clusters are also not likely to be produced by a ram pressure gas-stripping mechanism alone (Gunn & Gott 1972), since stripping could not lead to a change of bulge-to-disk ratio (Sandage 1983), whereas the morphological transformation of the BO galaxies from the late type disks to S0s and ellipticals requires such a change. The so-called “harassment” mechanism had been shown to be effective in stripping away the outer gas and transforming the small late-type disks into early type dwarf galaxies (Moore et al. 1996), yet it was shown to be much less effective on large disks (Gnedin 1999).

Thus we see, for both the field and cluster galaxies, the existing theories are unable to provide satisfactory explanations of their formation and evolution.

## II SECULAR MORPHOLOGICAL EVOLUTION OF GALAXIES

During the past few years, a new mechanism for the secular evolution of galaxies has been proposed (Zhang 1996, 1998, 1999) which operates through large scale coherent patterns in galaxies such as spirals, bars or other skewed mass distributions. This mechanism has been overlooked by past workers in this field due to some subtle features of its operation.

### (a) The Source and Sink of Outward Angular Momentum Transport

Three decades have past since the publication of Lynden-Bell & Kalnajs’ seminal paper (Lynden-Bell & Kalnajs 1972, hereafter LBK) demonstrating that spiral density waves in disk galaxies can transport angular momentum (as well as energy) outward. Associated with this outward angular momentum transport is an expected secular redistribution of disk matter, coinciding with the trend of the entropy evolution of a self-gravitating system; i.e., towards a more and more centrally concentrated core together with the build-up of an extended outer envelope. However, this latter aspect has rarely been discussed, if at all, in the context of the LBK theory since the publication of their paper. One of the reasons for this disparity is the equally well-known second result from the same paper: there is no interaction between a steady amplitude spiral density wave and the basic state (i.e. the axisymmetric part) of the galactic disk except at the inner and outer Lindblad resonances (ILR and OLR). There is thus an apparent lack of consistency in the LBK theory since it is difficult to imagine a spiral wave constantly transporting angular momentum outward without the basic state mass distribution undergoing a corresponding change. One possible way out of the apparent contradiction is if the spiral pattern is a transient phenomenon as was assumed by LBK. The outward angular momentum transport then leads to a temporary and short-lived growth of a wave train between the ILR and OLR: since the wave has negative angular momentum density inside corotation relative to the axisymmetric disk, the outward angular momentum transport leads to its own spontaneous growth.

However, studies of grand design galaxies in groups (Elmegreen & Elmegreen 1983, 1989) suggest that most spiral patterns last for at least 10 revolutions if they are triggered by interactions. Recent N-body simulations have also produced long-lived spiral patterns in isolated stellar disks which lasted more than 10 revolutions with essentially constant pattern speed and wave amplitude (Figure 2).

Such long-lived spiral patterns are related to the spontaneously growing modes in the galactic resonant cavity rather than wave trains. Furthermore, the spiral modes cannot grow indefinitely. The wave amplitude has to be clamped at a finite value as is observed in real galaxies. The two conditions, i.e., the continuous outward angular momentum transport by a long-lived spiral pattern coupled with a finite wave amplitude, imply that at the quasi-steady state of the wave mode the outward-transported angular momentum cannot come from the wave itself (for otherwise the wave amplitude will continue growing without bound), but has to come from the basic state of the galactic disk, since the wave and the basic state are the only two subsystems that we divide the disk into. The secular evolution of the mass distribution of the galactic disk is thus an inevitable consequence of the requirement of global angular momentum conservation and the assumption of a quasi-stationary spiral structure; or, to put it in another way, the globally self-consistent quasi-steady spiral solution is maintained at the expense of a continuous secular basic state evolution. The source and sink of the angular momentum transported by a quasi-stationary spiral mode both reside in the basic state: they are the inner and outer disk, respectively (the dividing line between the loading and unloading of the angular momemtum is at the corotation radius, as we will discuss below). The energy and angular momentum exchange between the wave and the basic state thus serves as a damping mechanism for the spontaneously growing density wave mode: since the wave has negative energy and angular momentum density inside corotation, to receive energy and angular momentum from the basic state in the inner disk limits the wave growth; similarly, since the wave has positive energy and angular momentum denity outside corotation, to dump energy and angular momentum to the basic state also limit the wave growth in the outer disk. In the end the nonlinearity in this exchange process helps to clamp the wave amplitude at a particular value which is mainly determined by the basic state properties (Zhang 1998).

What then is the mechanism through which the outward-transported energy and angular momentum are loaded onto the density wave in the inner disk, as well as unloaded in the outer disk? The relevant mechanism obviously has to involve the interaction of the basic state and the wave mode: Specifically, it has to involve a dissipative energy and angular momentum exchange between the wave and the basic state; i.e., the loading of angular momentum onto the wave from the basic state inside corotation, and unloading of this angular momentum outside corotation, with the wave itself being the carrier for the angular momentum transport. Such a mechanism for wave/basic state interaction was indeed found (Zhang 1996,1998,1999), and we summarize the essential characteristics of this mechanism below.

In was first shown in Zhang (1996) that for a self-sustained spiral mode, the minimum of the gravitational potential of a spiral density wave lags behind the maximum in density in the azimuthal direction inside corotation, and vice versa outside corotation. The phase shift between the potential and density spirals means that there is a torque exerted by the potential spiral on the density spiral, and, at the quasi-steady state of the wave mode, a secular transfer of energy and angular momentum between the disk matter and the density wave. The existence of the phase shift between the potential and density spirals of a self-sustained spiral mode is partly a result of the long range nature of gravitational interaction. It is for this reason that a skewed bar or other skewed large scale patterns will also possess a phase shift and the associated collective dissipation through essentially the same mechanism.

The torque T(r) applied by the spiral potential on the disk density in an annulus of unit width can be written as (Zhang 1996, 1998)

$$T(r)=dL/dt=r_0^{2\pi }\mathrm{\Sigma }(r\times 𝒱)_zd\varphi $$

$$=\pi mr\mathrm{\Sigma }_1(r)𝒱_1(r)\mathrm{sin}(m\varphi _0(r)),$$
(1)
where $`\mathrm{\Sigma }`$, $`𝒱`$, $`\mathrm{\Sigma }_1`$, $`𝒱_1`$ are the disk surface density, potential, the spiral perturbation density and spiral perturbation potential in the annulus, respectively; $`L`$ is the angular momentum of the disk matter in the annulus, $`\varphi _0`$ is the potential-density phase shift, which is found to be positive inside corotation (potential lags density) and negative outside corotation (potential leads density), and $`m`$ is the number of spiral arms. It can be seen from (1) that the torque $`T(r)`$ is non-zero only when the phase shift $`\varphi _0`$ is non-zero. Furthermore, the contributions of both the gravitational and advective torque couplings are included in the single torque integral given in equation (1) at the quasi-steady state of the wave mode. The proof of this fact is given in the Appendices of Zhang (1998,1999).

The energy and angular momentum exchange between the disk matter and the density wave at the quasi-steady state as indicated by equation (1) is achieved through a temporary local gravitational instability at the spiral arms (Zhang 1996). The length scale of this instability at the solar radius is calculated to be about 1 kpc, comparable to the length scale of the giant HI and molecular complexes near the Galactic spiral arm region (Elmegreen 1979).

In Figure 3, we show an image of an N-body spiral mode from Zhang (1996). There we see the density enhancement at the inner edge of the spiral pattern inside corotation (the corotation radius $`r_{co}=30`$ in this case), reminiscent of the dust lanes observed at the leading edges of the spiral arms of physical galaxies which signal the presense of gaseous shocks. However, here in a collisionless particle disk of the N-body simulation we have obtained the signature of a shock wave, which is a phenomenon generally attributed to a dissipative system. In what follows we present further evidence that a spiral density wave is in fact a propagating front of collisionless shock (Zhang 1996).

In Figure 4, the azimuthal variations of the different disk parameters are plotted. We see from (a) that the potential indeed lags the density for this typical radial location inside corotation. Furthermore, from (c) it is seen that Toomre’s Q parameter has a clear minimum in the higher density region of the spiral arms. This sudden drop in Q signals the presence of local gravitational instability at the arm region. (d) shows that the velocity component perpendicular to the spiral arm suffers a sharp jump from supersonic to subsonic (the average sound velocity is about 0.04, as shown in (b)), further reinforcing the impression of the presence of a shock.

The gravitational instability and the associated small-angle scattering of the streaming stars at the arms of a self-sustained spiral wave is what breaks the conservation of the Jacobi for a single stellar orbit in a smooth and steady-amplitude spiral potential, or equivalently the no-wave-basic-state interactionc conclusion of LBK, and this allows the stellar orbit to display secular decay or increase.

Essentially the same result can be obtained for a star-gas two-component disk (Zhang 1998). In the past, discussions of secular evolution in galaxies have focused on the accretion of gas under the influence of a central bar. This originates partly from the mis-conception that “gas is dissipative, whereas stars are not”. However, as is well known, the microscopic viscosity in the gas component is inadequate to support a reasonable accretion rate even for proto-stellar accretion disks (see, e.g. Pringle 1981). Instead, the gravitational viscosity due to the collective dissipation effect of the non-axisymmetric large-scale structures has to be responsible even for the accretion of the gas component. This is because gravity does really distinguish whether the underlying matter is made of stars or gas. The past star-gas two-component N-body simulations have often found that the phase shift between the stellar and gaseous densities are usually small (Carlberg & Freedman 1985), especially incomparison with the phaseshifts of these densites with respect to their common spiral potential (Figure 5). These phaseshifts causes stars and gas to both drift towards the center as well as being heated. We will calculate these spiral induced evolution rates quantitatively in the next subsection.

### (b) Astrophysical Consequences

As a result of the wave-basic state angular momentum exchange, an average orbiting star in the basic state inside corotation loses energy and angular momentum to the wave secularly and tends to spiral inward (Figure 6). Similarly, a star outside corotation gains energy and angular momentum from the wave and drifts outward secularly (Figure 7). The mean orbital radius evolution leads to a corresponding disk surface density evolution which we plot in Figure 8, where the dashed line in each frame indicates the surface density at the earlier time step, and the solid line the later time step. Since the star inside corotation drifts inward, and outside corotation drifts outward, at corotation the surface density decreases with time. Note that as a galaxy evolves, the spiral pattern speed tends to decrease and thus the corotation radius tends to move outward (Toomre 1981). We also see the trend of increasing disk central density together with the build-up of the extended outer envelope, as predicted.

A quantitative estimate of the rate of orbital change can be obtained from equation (1), which turns out to be (Zhang 1998)

$$\frac{dr}{dt}=\frac{1}{2}F^2v_0\mathrm{tan}(i)\mathrm{sin}(m\varphi _0),$$
(2)
where $`F`$ is the fractional wave amplitude, $`v_0`$ is the circular velocity of the star, $`i`$ is the pitch angle of the spiral, and $`m`$ and $`\varphi _0`$ are again the number of spiral arms and the potential-density phase shift, respectively.

To calculate the secular evolution rate for our own Galaxy, we assume a two-armed spiral pattern of 20% amplitude and $`20^o`$ pitch angle (Drimmel 1991), which is appropriate for the average Hubble type that our Galaxy had during the past $`10^{10}`$ years of evolution. This set of values gives an orbital decay rate of 2 kpc per Hubble time using (2); the same set of spiral parameters also nicely fitted the observed age-velocity dispersion curve (Figure 1) using the velocity diffusion equation we will derive later, increasing the credibility of this particular set of choice of spiral parameters.

Therefore, a star in the Sun’s orbit will not make it all the way in to the inner Galaxy in a Hubble time. However, the corresponding mass accretion rate across any Galactic radius inside corotation is given by

$$\frac{dM}{dt}=2\pi r\frac{dr}{dt}\mathrm{\Sigma },$$
(3)
where $`\mathrm{\Sigma }`$ is the disk surface density. Using (3), and a solar neighborhood average disk surface density of $`60M_{}pc^2`$ (Bahcall 1984; Kuijken & Gilmore 1989), the mass accretion rate for the Galaxy disk is found to be about $`6\times 10^9M_{}`$ per $`10^{10}`$ yr. A substantial fraction of the Galactic bulge can thus be built up in a Hubble time. The vertical drift (or velocity dispersion increase) needed for a star to truly become a bulge star is produced by the isotropic heating effect accompanying accretion, which we will discuss a little later.

Observationally, bulges are found to be old, and encompass a wide range of metallicities (see, e.g. Goudfrooij, Gorgas & Jablonka 1999), with a clear radial gradient in both the age and metalicity distribution which appears to be the continuation of a similar gradient in the disk (Courteau et al. 1996). The secular evolution process discussed in this work predicts that the abundance gradient will be enhanced with time, since it is effectively an inner disk contraction process which amounts to about 2 kpc of disk scalelength reduction in a Hubble time. This, coupled with the shorter dynamical time scale in the inner disk and the resulting enhanced element recycling rate, leads to an increase of the abundance gradient with time. This is in contrast with the gaseous-bar secular evolution scenario (e.g. Friedli, Benz & Kennicutt 1994 and the references therein) which generally predicts a flattening of the abundance gradient due to gas inflow. Gas accretion also tends to create a bluing of the nuclear region even though early type bulges are often observed to be red. Furthermore, while gas accretion could be important for the morphological transformation among later Hubble types, it is insufficient to explain the transformation of Sb to Sa, and Sa to S0, etc.. Bulge formation also cannot be solely due to the dissolution of a pre-exsiting stellar bar as some theories suggest since observationally the bulge light is found to be added onto the disk light, instead of substrated from it (Wyse, Gilmore,& Franx 1997). Part of the reasons previous secular evolution theories arrived at the above results was due to the unequal treatment of stars and gas, i.e. the relevant numerical simulations usually considered the response of the gas under the applied stellar bar potential; the viscosity of the gas in these calculations were also introduced artificially and its value somewhat arbitrarily.

Another important consequence of spiral-induced wave-basic state interaction is the secular heating of the disk stars, believed to be the main process responsible for producing the age-velocity dispersion relation of the solar neighborhood stars (Figure 1). As we have mentioned above, the secular heating process allows the stars to gradually drift out of the galactic plane as they spiral inward, and eventually become bulge stars.

The secular heating of the disk stars works as follows. Since a spiral density wave can only gain energy and angular momentum in proportion to $`\mathrm{\Omega }_p`$, the pattern speed of the wave, and a disk star which moves on a nearly circular orbit loses its orbital energy and angular momentum in proportion to $`\mathrm{\Omega }`$, the circular speed of the star, an average star cannot lose the orbital energy entirely to the wave; thus, the excess energy serves to heat the star when it crosses the spiral arm. For our Galaxy, the diffusion coefficient due to the spiral-induced secular heating is estimated to be

$$D=(\mathrm{\Omega }\mathrm{\Omega }_p)F^2v_c^2\mathrm{tan}(i)\mathrm{sin}(m\varphi _0)6.0(kms^1)^2yr^1,$$
(4)
if using the same set of spiral parameters as used above for estimating Bulge building (i.e. a 20<sup>o</sup> pitch angle and 20% amplitude two armed spiral). This value of D fits very well the age-velocity dispersion relation for the solar neighborhood stars as can be seen in Figure 1. The above expression for D can be shown to be approximately independent of galactic radius (Zhang 1999), which would reproduce the observed isothermal distribution of the stellar and gaseous mass across the Galaxy (Gilmore, King & van der Kruit 1990). Since the spiral gravitational instability which mediates the wave-star energy and angular momentum exchange is a local instability, the heating of the disk stars is approximately isotropic, and all three dimensions of the velocity dispersion increases at approximately the same rate as is observed (Wielen 1977).

The velocity dispersion of the gas in the high redshift Damped $`L_\alpha `$ systems (DLAs), which are believed to be the candidate primordial disk galaxies, is found to be around 10 km/s (Wolfe 2001). This can be gradually increased to the stellar velocity dispersion of 40 km/s of the thick disk stars of the present-day Milky Way-like galaxy through the above spiral heating mechanism. The metalicity of the DLA systems are found to have evolved little between z=2-4 (Prochaska, Wolfe & Gawiser 2000), consistent with the fact that the disks during this period have not formed prominent spiral patterns and thus the metal enrichment evolution is not prominent. Emergence of the spiral heats the disk immediately, as confirmed in the N-body simulations. This can be a natural explanation for the discontinuity found in the age-velocity dispersion relation of the solar neighborhood stars 11 Gyr ago.

A similar energy injection into the interstellar medium can serve as the top-level energy source to power the subsequent supersonic turbulence cascade (Zhang 2002; Zhang et al. 2001), which naturally explains the size-linewidth relation of the interstellar clouds.

We thus see that the spiral and bar-induced radial mass accretion process leads to the building up of the bulge, and causes the Hubble type of a galaxy to evolve from late to early. Such morphological transformation is observationally most pronounced in dense BO clusters, though its less pronounced counterpart in the field has also been observed (Lilly et al. 1998). The enhanced mass accretion rate for cluster galaxies is in part due to the large amplitude and open spiral patterns induced through tidal interactions of neighboring galaxies, since the effective evolution rate is proportional to wave amplitude squared and the spiral pitch angle squared (equation 2) (note that the phase shift $`\varphi _0`$ itself is approximately proportional to spiral pitch angle). Preliminary evidence has been found that the brightness (or amplitude) of the spiral pattern is signiicantly hight for cluster galaxies compared to the field galaxies of the same rotation curve and size (Aragon-Salamanca et al 2002). Tidal interactions among neighboring galaxies have also been found to produce enhanced disk mass accretion and nuclear activity (Byrd et al. 1986; Zhang, Wright, & Alexander 1993). The necessity of invoking environmental effects to enhance the strength of the spiral structure does not make the process we discuss less interesting or relevant. Just as in the case of the development of a human being, even though the environmental input and nourishment are important, without an innate mechanism for development and maturation, the human growth process would not happen.

### (c) Formation of Coherent Patterns in Disk Galaxies as an Example of Non-Equilibrium Phase Transitions

It is well known that for an isolated system, the direction of entropy evolution is towards an increasing degree of macroscopic uniformity, corresponding to increasing entropy. For open systems at far-from-equilibrium conditions, however, it often happens that the usual near-equilibrium thermodynamic branch of the solution becomes unstable, and new types of highly organized spatial-temporal structures emerge spontaneously. Due to its similarity to equilibrium phase transitions, this kind of spontaneous structure formation in nonequilibrium systems has been termed “nonequilibrium phase transitions”, and the structures thus formed “dissipative structures” (Glansdorff & Prigogine 1977; Nicolis & Prigogine 1977) to emphasize the constructive role of dissipation in the maintenance of these nonequilibrium structures.

The large-scale coherent patterns formed in open and nonequilibrium systems are functional as well as architectural. One of the important functions of these “dissipative structures” is to greatly accelerate the speed of entropy evolution of these systems towards reaching thermodynamic equilibrium, or at least reducing the degree of nonequilibrium. The local highly-ordered structure (which has low entropy) maintains its constant entropy in the meta-stable state by continuously exporting the entropy it produces to its environment. As a result, the entropy of the structure plus the environment increases at a much faster rate than when the system was still on the thermodynamic branch of the solution.

The spiral (or bar) patterns of galaxies have many characteristics of a typical “dissipative structure”. First, as we have shown, a quasi-stationary spiral mode is maintained by the opposing effect of the spontaneous growth tendency and local dissipation, with a continuous flux of energy, angular momentum and entropy through the system carried by the trailing spiral wave itself. Second, it can be shown that the formation of spiral structure accelerates the speed of entropy evolution of a spiral galaxy, compared to that of a uniform disk, by several orders of magnitude (Zhang 1992). Thirdly, since a spiral mode is a global instability in the underlying basic state of the disk, the spontaneous emergence of the spiral pattern (which is obviously a global symmetry-breaking process) happens as long as the disk satisfies certain far-from-equilibrium constraints (i.e. the basic state characteristics must allow the linear growth rate of a spiral mode to be greater than zero). Lastly, the characteristics of the quasi-stationary spiral pattern formed are determined solely by the properties of the basic state, and not by the accidentals of the external perturbations. This last point is reinforced by the N-body simulations of tidal spiral patterns in slightly unstable disks, where it was found that after the initial transient state, the characteristics of the tidally-induced patterns correlate strongly with the properties of the basic state, rather than with the nature of the encounter (Donner & Thomasson 1994). These characteristics of the spiral structure clearly identify it as an example of a “dissipative structure” defined by Glansdorff & Prigogine (1971), and the spontaneous formation and stabilization of a large-scale spiral mode as an example of a nonequilibrium phase transition.

## III COMPARISON OF THE HIERARCHICAL CLUSTERING AND THE SECULAR EVOLUTION PREDICTIONS

Currently the working paradigm for the formation and evolution of galaxies and structures is the hierarchical clustering or cold dark matter (CDM) model. It has demonstrated successes in reproducing the angular spectrum of the cosmic microwave background (CMB) radiation as well as many of the aspects of the distribution of large scale structure (see, e.g., Bahcall et al. 1999 and the references therein). However, at the individual galaxy level, the CDM model has encountered serious challenges in attempting to reproduce the observed galaxy properties. The standard CDM is now replaced by the $`\mathrm{\Lambda }`$CDM paradigm, though many of the problems still remain.

In a recent article, Peeble (2002a) compared the current state of cosmology with the state of physics at the turn of the 19th/20th century, and commented that several known problems of the CDM could potentially turn out to be the same type of “Kelvin-level clouds” which a century ago resulted in the revolution of modern physics, i.e. the creation of relativity and quantum mechanics theories. These problems include “the prediction that elliptical galaxies form by mergers at modest redshifts, which seems to be at odds with the observation of massive quasars at z $``$ 6; the prediction of appreciable debris in the voids defined by $`L_{}`$ galaxies, which seems to be at odds with the observation that dwarf, irregular, and $`L_{}`$ galaxies share quite similar distributions; and the prediction of cusp-like dark matter cores in low surface brightness galaxies, which is at odds with what is observed” (Peebles 2002a).

Historically, CDM type of theories were invented partly to get around the problem that there does not seem to be sufficient time for the seeds of the anisotropies observed on the cosmic microwave background, about one part in $`10^5`$, to grow into the nonlinear structures we see today by gravitational means alone, which requires seeds of one part in $`10^3`$ at the time of recombination (z=1000). Furthermore, the Big Bang nucleosysthesis model also requires a significant amount of non-baryonic dark matter (Primack 1999) if the universe is flat as the inflation scenario suggests.

Given the partially ad hoc nature of the introduction of the CDM (especially since after 30 years of search, no evidence of the existence of the CDM material has been found), it should not come as a total surprise that problems surface when observational data become available to allow a detailed comparison with the predictions of CDM model. In fact, most of the problems of the CDM scenario (which Peebles had quoted three above, and which we will list several more in the following) can be characterized by that it prescribes a medium for structure formation which is too clumpy (or can easily become too clumpy) on small scales, yet too smooth on large scales. For example, the cusp problem and the satellite abundance problem are all both due to the over-clumpiness of the medium on small scales, so is the problem of small disks or rapid angular momentum loss during disk formation (White & Frenk 1991); on the other hand, the over-smoothness of the medium on large scales underlies the problem of its inability to account for early quasar formation, the early formation of giant high redshift clusters (Francis et al. 1997; Steidel et al. 1998; Williger et al. 2002), as well as the problem of accounting for the observed bubble and void appearance of large-scale structure (Geller and Huchra 1984). Furthermore, in a purely bottom-up structure formation scenario such as the CDM, it is very difficult to account for the alignment of the spin axis of the bright galaxies in a cluster (Ozernoy 1994a and the references therein; Kim 2001), as well as the observed galaxy-cluster-supercluster alignment effect on large scale (West 2001).

In what follows we contrast a number of the major predictions of the hierarchical clustering (CDM)/merger scenario with that of the secular evolution (SE), focusing on individual galaxy properties, and compare both predictions with the known observational facts when available. Through this cross comparison, we wish to demonstrate that secular evolution is indeed a much more natural paradigm in explaining the properties (as well the evolution of these properties) of the observed galaxies:

* The CDM model predicts that the total number of galaxies of all Hubble types per comoving volume should decrease with time due to merger events; whereas SE predicts that the comoving number density of all Hubble types should remain nearly constant, and the number counts for individual Hubble types should evolve according to the morphological transformation picture. Recent large surveys such as the Caltech Faint Galaxy Redshift Survey (CFGRS) and Slone Digical Sky Survey (SDSS) have shown that there is essentially no evolution of the total number density of galaxies per co-moving volume between z=0 and 1 (Cohen 2002; Yasuda et al. 2001).
* According to the CDM paradigm the field galaxies should evolve faster through merger process (since merger is known to happen more frequently in the fields), and rarely happens in clusters due to the relatively high speed nature of cluster galaxy encounters. SE on the other hand predicts that cluster galaxies should show a faster secular evolution rate than field galaxies due to the tidal-interaction-enhanced and spiral-mediated mass redistribution. The well-known Butcher Oemler effect for cluster galaxies (Butcher & Oemler 1978a,b) as well as the observation of field galaxies (Ellis 1997) indicate that the cluster galaxies have a much large morphological evolution rate than field galaxies.
* In the CDM paradigm, there is no direct relation between the kinematics and energetics of the stars and gas in a given spiral disk; whereas the SE theory predicts that stars and gas should appear on the same energetic hierarchy at the 1 kpc spatial scale (Zhang 2002), because the interstellar medium receives similar amount of energy injection per unit mass from the spiral density wave as the stellar component. The observations indicate a clear correlation of stellar and gaseous kinematics on 1 kpc spatial scale (Larson 1979, 1981; Fleck 1982).
* The CDM galaxy formation model (Kauffmann 1996) prescribes that the collapse of gaseous material within the clustering dark matter halo produces disks, mergers of nearly equal mass disks produce ellipticals, and ellipticals subsequently grow disks if left undisturbed. One consequence of this prescription is that late-type spirals, which have a large disk-to-bulge ratio, should have older bulges than do early-type spirals, since to have a larger disk the galaxy must have been undisturbed and be able to accrete gas for a longer time, contrary to the observed trend (Wyse et al. 1997); the SE theory on the other hand predicts that the early type bulges are older since they have accreted mass for a longer time and most of the accreted mass is in stellar form from the local vicinity, since the central region formed stars early due to the deeper potential well and shorter dynamical time.
* The CDM theory does not predict any correlation of the disk heating time scale and the angular momentum transport time scale; whereas in the SE scenario these two time scales are found to be tightly correlated (see equations 2 and 4). The observed continuous change of bulge to disk ratio and other type of bulge-disk connections (Courteau et al. 1996) attest to the correlation of heating and angular momentum transport time scales during the morphological evolution of the disks.
* The disk galaxies produced in the CDM simulations are much too small and rotate much too fast compared to the observed galaxy disks (White & Frenk 1991; Navarro & Steinmetz 2000). This problem is made especially acute by the observational fact that the observed damped $`L_\alpha `$ systems at high z (Wolfe 2001), which are the most likely candidates for primordial disks, are usually quite large. SE starts from the initial condition of large disks at high z, which become the progenitors of today’s large early type galaxies.
* The halo merging scenario tends to create a cuspy mass distribution in the center of a proto galaxy. The observed young galaxy candidates in the nearby universe, i.e,. the low surface brightness (LSB) galaxies (Impey & Bothun 1997) and dwarf galaxies are found not to possess such cuspy cores (de Blok, McGaugh, & Rubin 2001). Even invoking maximum feedback does not solve the cusp problem (Gnedin & Zhao 2002). The SE scenario on the other hand starts from the more flattened morphological distribution of a LSB disk, and the central density of a galaxy is increased gradually through a Hubble time of evolution.
* The CDM simulations of galaxy formation have not been able to fit simultaneously the observed zero point of the Tully-Fisher (TF) relation and the local luminosity function, a problem related to the small-disk problem mentioned above (White & Frenk 1991). Furthermore, the CDM model naturally predicts that the luminosity of an individual galaxy is proportional to the third power of its circular velocity (White 1997; Dalcanton, Spergel & Summers 1997); To arrive at the observed fourth power TF relation requires fine-tuning of the feedback and cooling parameters (van den Bosch 2000). The SE scenario on the other hand predicts that the entire Hubble sequence from the spiral disks to disky ellipticals should follow roughly the same Tully-Fisher/Faber Jackson relation (Zhang 1999). No modified Newtonian dynamics is needed to explain the fact that LSB disks fall onto the same TF relation as normal spirals, as long as the decrease in surface brightness of a LSB galaxy is compensated by the increase of mass-to-light ratio in the usual virial theorem type of derivation of TF relation.
* In the CDM paradigm, large galaxies are formed out of the mergers of smaller ones, and therefore should form last. Recent studies of high z galaxies have shown that exactly the opposite is observed: i.e., the larger the mass of a galaxy, the shorter the time scale of its formation (Thomas, Maraston & Bender 2002; Boissier et al. 2001). In the SE scenario large galaxies tend to form quicker because of the more rapid gravitational collapse to form disks and the faster rate of evolution due to a more prominent spiral structure on the massive disk.
* The observed elliptical galaxies come in two types. While the boxy giant ellipticals have characteristics which indicate that they are likely to be the product of mergers, i.e., being pressure supported, having multiple nuclei, having two populations of globular clusters of different colors, and are radio and X-ray loud, etc., the more numerous disky type ellipticals on the other hand are mostly rotationally supported, show little evidence of mergers, having only one globular cluster population, and being radio and X-day quiet (Zhang 1999 and the references therein; Lee 2002). It is our belief that this dichotomy of characteristics is due to that boxy ellipticals are the true merger products, whereas disky ellipticals are produced mostly by secular evoltion,
* N-body simulations have shown that stellar mergers tend to flatten out the abundance gradient from that of the observed power law shape (Mihos & Hernquist 1994a). Gas rich mergers (i.e., 10% gas) tend to create a distinctive dense core (Mihos & Hernquist 1994b) which is once again not observed in normal ellipticals. The multi-component merger scenario (Weil & Hernquist 1994, 1996) is not relevant to the explanation of the gradual decrease of disk galaxy population with decreasing redshift. The observed density and abundance profiles can be naturally produced and enhanced through secular evolution process.

The above comparison, as well as the fact (see, e.g. Peebles 2002b and the references therein) that it appears difficult to reproduce simultaneously the spectrum of $`L_\alpha `$ forest (which requires plenty of small-scale CDM power) and the individual galaxy properties (which are troubled by too much small scale power) indicate that the true underlying structure formation theory may not be purely gravitational, but in addition may include other nonlinear processes such as primordial turbulence (von Weisacker 1951; Gamov 1952; Ozernoy 1974b). The supersonic shocks associated with turbulence can solve the time-of-growth problem of the high-z quasars and high z ellipticals without the need of dark matter (though it does not necessarily exclude it); it also naturally produces the bubble and void appearance of the large scale distribution. Turbulence cascade can produces the observed scale-invariant mass spectrum (Ozernoy 1974b) just as the CDM theories. It also allow small scale structure to be present but not condense and collapse to form cusps and cores. The problem with the primordial turbulence scenario is of course why such supersonic motion has not left significant imprints on the cosmic microwave background: the observed CMB fluctuation of $`10^5`$ does not leave room for significant velocity fluctuation at the recombination time if the turbulent matter was coupled to radiation then. Recently, the first evidence of primordial turbulence in the form of a Kolmogorov scaling relation between temperature increment and angular separation on the CMB has been detected (Bershadskii & Screenivasan 2002). The issue of whether this indicates a real turbulent state of the matter at decoupling, or else it is rather the fossil of an earlier turbulent stage before decoupling (Gibson 2000) is not yet clear.

## IV FUTURE RESEARCH

Even though the analytically derived evolution rates (2) (4) indicate that bulge formation through secular evolution is realistic if one adopts a realistic set of spiral parameters for pitch angle and wave amplitude, the past 2D N-body simulations have often produced much smaller spiral amplitude compared to those actually observed in physical galaxies and thus a relatively low evolution rate, especially when the adopted (bulge+halo) mass to disk mass ratio is high (a comparison of the 2D N-body simulation results of Zhang 1996 and Zhang 1999 shows clearly the effect of the spheroidal-to-disk ratio to the evolution rates obtained). This result is believed to be partly an artifact due to the enforcement of a rigid spheroidal component in the 2D simulations. Recent studies by Athanassoula (2002) found that making the halo active leads to enhanced bar formation. It is thus expected that an enhanced spiral formation and enhanced secular evolution rate will also be obtained in a full 3D and live halo simulation of spiral disks. Placing a galaxy under the tidal influence of neighboring galaxies in realistic group or cluster environment will also help to obtain a larger spiral amplitude and thus a higher evolution rate. Another issue which can be explored by a 3D simulation is the secular evolution caused by a skewed mass distribution such as found in the high-z field galaxies in the Hubble Deep Fields. These skewed 3D mass distribution should produce the same kind of phase-shift and torque relations as in spiral galaxies. The secular evolution produced by these structures may also played a role for the direct formation of some high-z elliptical galaxies (Peebles 2002c and the references therein) without going through the disk formation phase.

The secular evolution theory we presented here describes a morphological transformation process of individual galaxies. By itself it does not uniquely specify a cosmology, though it does hint at the elements and consequences of such a cosmology. For example, it favors large disks to form early, and subsequently undergo morphological transformation mainly due to the mediation of global structures such as spirals, bars, and three dimensional twisted isophotes. Environmental effect accelerates the evolution speed, but it operates mainly through the mediation of internal global structure, and not through the actual merging of galaxies. As we gradually elliminate uncertain elements from our knowledge of the galaxy formation process we will be able to better constrain the elements of earlier cosmological processes.

I would like to express my sincere gratitude to professor Hong Bae Ann, professor Hyung Mok Lee, as well as the Local Organizing Committee for inviting me to participate in this fruitful workshop which I benefited much from. The writing of the current manuscript is supported in part by funding from the Office of Naval Research.

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# Avalanche exponents and corrections to scaling for a stochastic sandpile

## Abstract

We study distributions of dissipative and nondissipative avalanches in Manna’s stochastic sandpile, in one and two dimensions. Our results lead to the following conclusions: (1) avalanche distributions, in general, do not follow simple power laws, but rather have the form $`P(s)s^{\tau _s}(\mathrm{ln}s)^\gamma f(s/s_c)`$, with $`f`$ a cutoff function; (2) the exponents for sizes of dissipative avalanches in two dimensions differ markedly from the corresponding values for the Bak-Tang-Wiesenfeld (BTW) model, implying that the BTW and Manna models belong to distinct universality classes; (3) dissipative avalanche distributions obey finite size scaling, unlike in the BTW model.

email: dickman@fisica.ufmg.br

Sandpile models are the prime examples of self-organized criticality (SOC) , a control mechanism that forces a system with an absorbing-state phase transition to its critical point , leading to scale-invariance in the apparent absence of parameters . Of central interest in the study of SOC are avalanche distributions, which are expected to exhibit scale invariance. It is generally assumed that the avalanche size and duration distributions follow simple power laws in the infinite-size limit, and that departures from such power laws reflect finite-size effects. Such effects complicate the estimation of critical exponents, since the estimates are senstive to the choice of fitting interval.

Recently, Drossel showed that in the Bak-Tang-Wiesenfeld (BTW) sandpile, distributions of dissipative avalanches (in which one or more particles leave the system), follow clean power laws . Nondissipative avalanche distributions must also follow power laws in the infinite-size limit , but are subject to much stronger corrections to scaling. The avalanche exponents for the two cases are very different, and the proportion of dissipative avalanches decreases $`L^{1/2}`$ with increasing system size $`L`$. Thus power-law fits to the total avalanche distribution represent a superposition of two distinct scaling behaviors (with $`L`$-dependent weights), and would appear to have no fundamental significance.

In light of these findings, it is of interest to study dissipative and nondissipative events separately in the stochastic sandpile as well. Our principal results are that avalanche distributions for Manna’s sandpile are in general not pure power laws, but rather include a logarithmic correction, and that the dissipative avalanche exponents for the Manna model are quite different from those for the BTW model. The latter serves to resolve the issue of distinct universality classes for the two models, which has attracted considerable attention .

The version of the Manna sandpile  studied here is defined on a hypercubic lattice with open boundaries: a chain of $`L`$ sites in one dimension, a square lattice of $`L\times L`$ sites in $`2d`$. The configuration is specified by the number of particles $`z_i`$, at each site $`i`$; sites with $`z_i2`$ are active, and have a toppling rate of unity. When site $`i`$ topples, two particles move to randomly chosen nearest neighbors $`j`$ and $`j^{}`$ of $`i`$. ($`j`$ and $`j^{}`$ need not be distinct.) In 1d we report results for $`L=500`$, 1000, 2000, 5000, and 10 000 sites; in two dimensions the linear system sizes are $`L=160`$, 320, 640, 1280, and 2560. For the largest system sizes our results are based on samples of about 106 avalanches, while for the smallest systems about 107 avalanches are generated. In 1d the simulations use sequential dynamics ; in 2d studies with both parallel and sequential updating were performed, yielding identical results to within uncertainty.

We study the distributions $`P_s(s)`$ and $`P_d(t)`$ of avalanche sizes $`s`$ and durations $`t`$. The data are binned to equal intervals of $`\mathrm{ln}s`$ and $`\mathrm{ln}t`$. The fraction of dissipative avalanches decays $`L^{1/2}`$ in both one and two dimensions. (In 2d, for $`L=2560`$, only 2% of avalanches are dissipative.)

The morphology of avalanche distributions in sandpiles generally includes a plateau-like region for small $`s`$ or $`t`$, and a rapidly decaying portion for large events; between these two limiting regimes there is a power-law-like interval. The power-law interval is expected to grow with the system size, so that the probability distribution in the second and third regimes follows:

$$P_s(s)=s^{\tau _s}f_s(s/s_c),$$
(1)
where $`f_s`$ is a scaling function that decays rapidly when its argument is $`1`$, and the cutoff size $`s_cL^{D_s}`$. For $`ss_c`$, the scaling function takes a constant value $`f_0`$. Analysis usually consists in selecting (in a plot of $`P_s`$ versus $`s`$ on log scales) a reasonably linear portion, and performing a linear regression to the data to determine $`\tau _s`$. Fig. 1 illustrates the problematic nature of this procedure. We have plotted the size distribution of nondissipative avalanches in two dimensions (with the parallel update scheme), along with a polynomial fit to the data; the derivative of the latter, $`\tau `$, is shown in the inset. Evidently we may have our choice of $`\tau `$ values ranging from 1.25 to 1.41!

Any hope of extracting simple, power-law scaling from a distribution of the kind shown in Fig. 1 (which is in fact typical of both size and duration distributions for nondissipative avalanches, regardless of system size or dimension), hinges on finding a suitable correction to scaling term. A natural choice, based on experience with critical phenomena, would be to include a factor of the form $`(1as^\mathrm{\Delta })`$ on the r.h.s. of Eq. (1). Attempts to fit such a form to the data consistently yield values of $`\mathrm{\Delta }`$ very near zero, suggesting instead a logarithmic correction to scaling, so that Eq. (1) becomes

$$P_s(s)=s^{\tau _s}(\mathrm{ln}s)^\gamma f_s(s/s_c).$$
(2)
This expression may be further generalized by writing the logarithmic term as $`\mathrm{ln}(s/s_0)`$; for reasons explained below we set $`s_0=1`$ in the present analysis.

We find that good fits to nondissipative avalanche distributions can only be obtained including the logarithmic correction. Our analysis consists in (1) making a preliminary estimate of the fitting interval $`[x_0,x_1]`$ (here $`x\mathrm{ln}s`$); (2) adjusting parameters $`\tau `$ and $`\gamma `$ so as to minimize the variance of $`f^{}=s^\tau P_s(s)/(\mathrm{ln}s)^\gamma `$ on the interval (ideally $`f^{}`$ would be constant and the variance zero); (3) checking for any systematic trend in $`f^{}`$, and refining the fitting interval accordingly. In practice we use the largest possible interval, excluding the small-$`s`$ plateau regime and the large-$`s`$ cutoff. For each kind of distribution, we use the same $`x_0`$ for each system size, while $`x_1`$ increases linearly with $`\mathrm{ln}L`$.

Fig. 2 shows the result of this procedure, using $`\tau =1.386`$ and $`\gamma =0.683`$, for the data shown in Fig. 1. $`f^{}`$ fluctuates about a constant value over the optimum fitting interval, which in this case turns out to be $`[2.8,10.3]`$. (The derivative $`\tau `$ evaluated as in Fig. 1 varies between 1.18 and 1.31 on this interval.) For comparison we show the result of a pure power-law fit using the estimate $`\tau _s=1.25`$ . The latter yields a strongly curved function $`f^{}(x)`$, showing the inadequacy of a simple power law.

The best-fit parameters for sizes of nondissipative avalanches in two dimensions are listed in Table I, with the final row indicating the result of an extrapolation to infinite size (the data fall close to a straight line when plotted versus $`L^{1/2}`$). The parameters vary considerably with $`L`$, but in a systematic manner. Our estimate $`\tau _{s,n}=1.30(1)`$ (here the subscript denotes size, nondissipative; figures in parentheses denote uncertainties), is consistent with previous estimates of 1.28(2) , 1.25(2) , 1.27(1)  and 1.28(1) . (Note that these studies include both dissipative and nondissipative avalanches in the analysis, which leads to a smaller exponent estimate, since $`\tau `$ is smaller for dissipative avalanches than for nondissipative ones.) Another important conclusion from the data in Table I is that the logarithmic correction does not dissappear as $`L\mathrm{}`$. The asymptotic avalanche distribution, while scale invariant, does not follow a simple power law.

The duration distribution for nondissipative avalanches in 2-d, and both size and duration distributions in the one-dimensional case, follow the pattern described above. In each instance the best-fit parameters $`\tau `$ and $`\gamma `$ decrease systematically with $`L`$, leading to the exponent estimates in Table II. Also listed are the exponents $`D`$ governing the mean size and duration, defined via $`\overline{s}_nL^{D_{s,n}}`$ (and similarly for the mean avalanche duration $`\overline{t}_nL^{D_{d,n}}`$).

For dissipative avalanches some intriguing differences appear. In two dimensions, the size distributions can be fit to high accuracy using $`\gamma =0.5`$, and the duration distributions using $`\gamma =1`$. Thus the logarithmic correction is generally weaker than in the nondissipative case, and shows no significant size dependence. This is reminiscent of the observation of clean power laws for dissipative avalanches (but not for nondissipative ones) in the BTW model . In one dimension, no logarithmic correction is required to fit the dissipative avalanche distributions. (In all other cases, $`\gamma `$ approaches a nonzero limiting value as $`L\mathrm{}`$). Finally, the best-fit values for $`\tau `$ show much less size dependence than in the nondissipative case. For avalanche sizes in 2-d, for example, we find $`\tau =1.004`$, 0.988, 0.985, 0.978, and 0.975, for $`L=160`$, …,2560, respectively. In one dimension the exponent estimates for dissipative avalanches show no systematic size dependence.

Exponent values for dissipative avalanches are listed in Table III. Since $`\tau <1`$ for dissipative avalanches (as is also the case for the BTW model ), the distributions $`P_s`$ and $`P_d`$ will not be normalizable if the scaling function $`f`$ in Eq. (2) attains an $`L`$-independent limiting value as $`L\mathrm{}`$. In fact, we find that $`f_0L^{0.8}`$ in one dimension, and $`L^{0.2}`$ in 2-d.

We have also performed a fitting analysis allowing the value of $`s_0`$ (mentioned in the discussion following Eq. (2)) to vary. While inclusion of an additional parameter leads to marginally improved fits, the best-fit values of $`s_0`$ do not differ greatly from unity, and follow no systematic trend with system size. (In the nondissipative case we tried fixing $`\gamma =2`$ or 3, and allowing $`s_0`$ to vary; there is no significant improvement in the fit.) Thus we find no advantage to including $`s_0`$ as a further adjustable parameter.

An important consequence of our results is that the Manna model belongs to a different universality class than the BTW sandpile. This follows by comparing the two-dimensional Manna values, $`\tau _{s,d}=0.98(2)`$ and $`D_{s,d}=2.74(6)`$, with the known values of $`\tau _{s,d}=7/9`$ abd $`D_{s,d}=2`$ for BTW . Our findings strengthen the conclusion reached by Biham et al. , on the basis of SOC sandpiles, and by Vespignani et al. , who studied “fixed energy” sandpiles.

In the 2-d case, the exponents $`\tau _{s,d}`$ and $`\tau _{d,d}`$ are so similar, and so near unity, that one might conjecture that they are both equal to 1. It is therefore useful to determine the relation between sizes and durations of dissipative avalanches, which is expected to follow a power law, $`ts^{x_d}`$. A study using $`L=2560`$ yields $`x_d=0.57(1)`$. Recalling the scaling relation $`x=(1\tau _s)/(1\tau _d)`$ , we see that $`\tau _{d,d}<\tau _{s,d}`$ in this case. (The values quoted in Table III yield $`x_d=0.6(6)`$; the uncertainty is too great to permit a meaningful comparison.) In the one dimensional case, $`\tau _{d,d}`$ and $`\tau _{s,d}`$ are sufficiently different from unity that a quantitative comparison is possible. Simulations ($`L=10^4`$) yield $`x_d=0.681(5)`$, while $`(1\tau _s)/(1\tau _d)=0.682(6)`$. For nondissipative avalanches the comparisons are, in 1-d, $`x_n=0.692(5)`$ (simulation) and 0.47(27) (scaling); in 2-d, $`x_n=0.593(5)`$ (simulation), 0.55(6) (scaling).

In Figs. 3 and 4 we show size distributions for dissipative avalanches in 1d and 2d, respectively. We find that finite-size scaling holds for dissipative avalanches in the Manna model, unlike the BTW sandpile . In each case, we achieve a clean data collapse by scaling the size $`s`$ to its mean, which is proportional to $`L^{D_{s,d}}`$. In one dimension, the probability must be multiplied by $`L^{D_{s,d}}`$ to ensure collapse, so that the avalanche distribution has the scaling form $`P_s(s)=L^D𝒫(L^Ds)`$, with $`𝒫`$ a normalized scaling function. In two dimensions $`P`$ must be multiplied by $`L^{2.88}`$ to obtain a collapse.

In summary, we find that for Manna’s stochastic sandpile, simple power-law avalanche distributions are the exception rather than the rule, and are observed only for nondissipative avalanches in the one-dimensional system. (Since our conclusions are based entirely on simulation data, we cannot rule out other, slowly decaying correction to scaling forms.) Our results for $`\tau _{s,d}`$ and $`D_{s,d}`$ clearly place the Manna and BTW models in distinct universality classes.

Our findings raise several questions regarding avalanche distributions. First, What is the physical origin and theoretical basis for the logarithmic correction? Second, Do such corrections appear in other models exhibiting SOC? Finally, Which are the essential features of the Manna and BTW models leading to their rather different scaling properties? We hope to investigate these issues in future work.

Acknowledgements

We thank Deepak Dhar, Alessandro Vespignani and Kim Christensen for helpful comments. This work was supported by CNPq and CAPES, Brazil.

FIGURE CAPTIONS

FIG. 1. Main graph: avalanche size distribution for the two dimensional model, $`L=1280`$; data points: simulation; smooth curve: cubic fit to the data on the interval $`4<\mathrm{ln}s<13`$. Inset: slope $`\tau `$ of the cubic fit, versus $`\mathrm{ln}s`$.

FIG. 2. Plot of $`f^{}=s^\tau P_s(s)/(\mathrm{ln}s)^\gamma `$ versus $`\mathrm{ln}s`$ for the data shown in Fig. 1. Lower curve: best-fit for $`3<\mathrm{ln}s<10`$ using $`\tau =1.385`$ and $`\gamma =0.672`$; upper curve: pure power-law fit using $`\tau =1.25`$.

FIG. 3. Finite size scaling plot of dissipative avalanche size distributions in one dimension, $`L=500`$,…,$`10^4`$.

FIG. 4. Finite size scaling plot of dissipative avalanche size distributions in two dimensions, $`L=160`$,…,2560.


text:
# Rotating superfluid turbulence

## Abstract

Almost all studies of vortex states in helium II have been concerned with either ordered vortex arrays or disordered vortex tangles. This work studies numerically what happens in the presence of both rotation (which induces order) and thermal counterflow (which induces disorder). We find a new statistically steady state in which the vortex tangle is polarized along the rotational axis. Our results are used to interpret an instability which was discovered experimentally by Swanson et al. years ago and the vortex state beyond the instability that has been unexplained until now.

Most configurations of quantized vortices  which have been investigated in helium II can be grouped into two types: ordered vortex arrays and disordered vortex tangles. An ordered array is made when helium II is rotated with angular velocity $`\mathrm{\Omega }`$ exceeding a certain small critical value. The resulting quantized vortices are aligned along the rotation axis and form an array whose areal number density is given by Feynman’s rule $`L_{\mathrm{rot}}=2\mathrm{\Omega }/\kappa `$, where $`\kappa =9.97\times 10^4\mathrm{cm}^2/\mathrm{sec}`$ is the quantum of circulation. A spatially disordered tangle is obtained  when helium is made turbulent under thermal counterflow velocity $`V_{\mathrm{ns}}`$ faster than some small critical value, or, more in general , using grids  or propellers . In this work we concentrate on counterflow because this form of turbulence is simpler (no need to worry about large scale motion and effects induced by normal fluid eddies). In turbulent counterflow the vortex line density (length of vortex line per unit volume) is $`L_{\mathrm{flow}}=\gamma _H^2V_{\mathrm{ns}}^2`$ where $`\gamma _H`$ is a temperature dependent coefficient . This vortex system is almost isotropic, provided that one neglects a small anisotropy induced by the imposed counterflow.

An important question naturally arises: what happens if vortices are created by both rotation and counterflow along the rotational axis? We are aware of only one experiment which addressed this issue, which was performed by Swanson, Barenghi and Donnelly  years ago. The counterflow channel was mounted on a rotating cryostat, so it was possible to create vortices by independent combination of rotation and counterflow. The absolute value of the vortex line density $`L`$ was determined from the measurement of the attenuation of a second sound along the channel, which was calibrated against the known density in rotation . Swanson et al. found that at slow rotation the critical counterflow velocity above which the flow became turbulent was greatly reduced. Furthermore two critical velocities $`V_{c1}`$ and $`V_{c2}`$ were observed. For $`V_{\mathrm{ns}}<V_{c1}`$ the measured vortex line density $`L=L_{\mathrm{rot}}`$ was independent of the small values of $`V_{ns}`$ and in agreement with Feynman’s rule, which was evidence for an ordered vortex array. The value of $`V_{c1}`$ was consistent with the critical velocity of a vortex wave instability which had been first observed by Cheng et al.  and then explained by Glaberson et al. . This instability, hereafter referred to as the Donnelly-Glaberson(DG) instability, takes the form of Kelvin waves (helical displacements of the vortex cores) which are destabilized by the component of the counterflow velocity in the direction along the vortices.

Unfortunately, it was not clear to Swanson et al.  what was the nature of the flow beyond the DG instability ($`V_{\mathrm{ns}}>V_{c1}`$). Their experiment showed that rotation added fewer than the expected $`2\mathrm{\Omega }/\kappa `$ vortex lines to those made by the counterflow. Lacking any direct flow visualization the nature of the flow was a mystery. Theoretically, the linear stability analysis of Glaberson determines only the value $`V_{c1}`$ of the instability of the vortex array. What happens beyond the instability can be studied only by nonlinear analysis. Thus the pioneering experiment of Swanson et al. has lacked a theoretical interpretation.

Motivated by their work, we study numerically quantized vortices under both rotation and counterflow using the vortex filament model. First we prepare an initial vortex array in rotation, then we apply a counterflow $`V_{\mathrm{ns}}`$ along the rotational axis. We find that when $`V_{\mathrm{ns}}>V_{c1}`$ Kelvin waves are excited and grow (DG instability), and the vortex array becomes unstable. Then we show the first numerical evidence for a polarized vortex tangle (polarized superfluid turbulence).

Our work is relevant to other contexts of current interest, such as superfluid 3He and atomic Bose- Einstein condensates . In general, our problem is concerned with the competition between order (here induced by rotation) and disorder (here induced by the heat flow).

For superfluid 4He, the vortex filament model is very useful, because the vortex core radius $`a_010^8`$ cm is microscopic and the circulation $`\kappa =9.97\times 10^4`$ cm2/sec is fixed. Neglecting the normal fluid, according to Helmholtz’s theorem, a superfluid vortex at a point moves with velocity which depends on the shape of the vortex and on the velocity field $`\dot{𝒔}_0`$ at that point which is induced by other vortices . Therefore, in order to study a rotating tangle, we need to formulate the laws of vortex dynamics in a rotating frame .

The natural way to perform the calculation in a rotating frame would require to consider a cylindrical container. We do not follow this approach for two reasons. Firstly, our formulation is implemented using the full Biot - Savart law, not the localized-induction approximation often used in the literature. This would require to place image vortices beyond the solid boundary to impose the condition of no flow across it. This has been done in cartesian (cubic) geometry, but it is difficult to do in cylindrical geometry, Secondly, the original experiment by Swanson et al.  was carried out in a rotating channel with a square cross section.

In a rotating vessel the equation of motion of vortices is modified by two effects. The first effect is the force acting upon the vortex due to the rotation. According to Helmholtz’s theorem, the generalized force acting upon the vortex is balanced by the Magnus force as

$$\rho _\mathrm{s}\kappa (𝒔^{}\times \dot{𝒔}_0)=\frac{\delta F^{}}{\delta 𝒔},$$
(1)
where $`F^{}=F𝛀𝑴`$ is the free energy of a system in a frame rotating around a fixed axis with angular velocity $`𝛀`$ and angular momentum $`𝑴`$. Taking the vector product with $`𝒔^{}`$, we obtain the velocity $`\dot{𝒔}_0`$. The first term $`F`$ due to the kinetic energy of vortices gives that Biot - Savart law, and the second term $`𝛀𝑴`$ leads to the velocity $`\dot{𝒔}_{\mathrm{rot}}`$ of the vortex caused by the rotation. The second effect is the superflow induced by the rotating vessel. For a perfect fluid we know the analytical solution of the velocity $`𝒗_{\mathrm{cub}}`$ inside a cube of size $`D`$ rotating with angular velocity $`𝛀=\mathrm{\Omega }\widehat{𝒛}`$ . By taking into account both effects, we eventually obtain the velocity $`\dot{𝒔}_0`$ in a rotating frame which is

$`\dot{𝒔}_0`$ $`=`$ $`{\displaystyle \frac{\kappa }{4\pi }}𝒔^{}\times 𝒔^{\prime \prime }\mathrm{ln}\left({\displaystyle \frac{2(l_+l_{})^{1/2}}{e^{1/4}a_0}}\right)`$ (3)
$`+{\displaystyle \frac{\kappa }{4\pi }}{\displaystyle ^{}}{\displaystyle \frac{(𝒔_1𝒓)\times d𝒔_1}{|𝒔_1𝒓|^3}}+\dot{𝒔}_{\mathrm{rot}}+𝒗_{\mathrm{cub}}.`$
where the first term at the right hand side is the usual de-singularization of the Biot - Savart integral which is well known in the literature. Here the vortex filament is represented by the parametric form $`𝒔=𝒔(\xi ,t)`$. The symbols $`l_+`$ and $`l_{}`$ are the lengths of the two adjacent line elements after discretization, and the prime denotes differentiation with respect to the arc length $`\xi `$. The second term represents the nonlocal field by carrying out the integral along the rest of the filament on which $`𝒔_1`$ refers to a point.

At a finite temperature, a quantized vortex is also affected by the mutual friction, as the vortex core is dragged by the normal flow. Taking this effect into account the velocity of a vortex line at the point $`𝒔`$ is given by

$$\dot{𝒔}=\dot{𝒔}_0+\alpha 𝒔^{}\times (𝒗_{\mathrm{ns}}\dot{𝒔}_0)\alpha ^{}𝒔^{}\times [𝒔^{}\times (𝒗_{\mathrm{ns}}\dot{𝒔}_0)],$$
(4)
where $`\alpha `$ and $`\alpha ^{}`$ are the temperature-dependent friction coefficients.

Two quantities are useful for characterizing the rotating tangle. The first is the vortex line density $`L=(1/\mathrm{\Lambda })𝑑\xi `$, where the integral is taken along all vortices in the sample volume $`\mathrm{\Lambda }`$. The second is the polarization of the tangle, which we define by $`<s_z^{}>=(1/\mathrm{\Lambda }L)𝑑\xi 𝒔^{}(\xi )\widehat{𝒛}`$ where $`\widehat{𝒛}`$ is the unit vector along the $`z`$ direction. Note that $`<s_z^{}>`$ is unity for a vortex array and zero for a randomly oriented tangle.

We now describe briefly how to perform the numerical calculation . A vortex filament is represented by a single string of points at a distance $`\mathrm{\Delta }\xi `$ apart. When two vortices approach within $`\mathrm{\Delta }\xi `$, they are assumed to reconnect. The computational sample is taken to be a cube of size $`D=1.0`$ cm. We adopt periodic boundary conditions along the rotating axis and rigid boundary conditions at the side walls. All calculations are made under the full Biot - Savart law, placing image vortices beyond the solid boundaries. Our space resolution is $`\mathrm{\Delta }\xi =1.83\times 10^2`$ cm and the time resolution is $`\mathrm{\Delta }t=4.0\times 10^3`$ sec. The counterflow $`𝑽_{\mathrm{ns}}`$ is applied along the $`z`$ axis. The normal fluid is assumed to be at rest in the rotating frame, and, to make comparison with the experiment , we use $`\alpha =0.1`$ and $`\alpha ^{}=0`$ for the temperature $`T=1.6`$ K.

Swanson et al.  found that the first critical velocity $`V_{c1}`$ is proportional to $`\mathrm{\Omega }^{1/2}`$, in agreement with the DG instability of Kelvin waves. Glaberson et al.  modelled a vortex array rotating at angular velocity $`\mathrm{\Omega }`$ as a continuum and found that, in the absence of the friction, the angular velocity of the Kelvin wave of wavenumber $`k`$ is given by the dispersion relation $`\omega =2\mathrm{\Omega }+\nu k^2`$, where $`\nu =(\kappa /4\pi )\mathrm{ln}(b/a_0)`$ and $`bL^{1/2}`$ is the average distance between vortices. This dispersion law has a critical velocity $`V_{DG}=(\omega /k)_{min}=2(2\mathrm{\Omega }\nu )^{1/2}`$ at the critical wavenumber $`k_{DG}=\sqrt{2\mathrm{\Omega }/\nu }`$. Therefore, if the axial flow $`V_{\mathrm{ns}}`$ exceeds $`V_{\mathrm{DG}}`$ for some value of $`k`$, Kelvin waves with that wavenumber $`k`$ become unstable and grow exponentially in time. Physically, the phase velocity of the mode $`k`$ is equal to the axial flow, so energy is fed into the Kelvin wave by the flow.

Figure 1 illustrates the DG instability. The computation was performed with angular velocity $`\mathrm{\Omega }=9.97\times 10^3\mathrm{rad}/\mathrm{sec}`$, for which $`V_{\mathrm{DG}}=0.010\mathrm{cm}/\mathrm{sec}`$. The vortex lines remain stable when $`V_{ns}=0.008\mathrm{cm}/\mathrm{sec}<V_{\mathrm{DG}}`$ (Fig.1a), while at $`V_{ns}=0.015\mathrm{cm}/\mathrm{sec}>V_{\mathrm{DG}}`$ Kelvin waves become unstable and grow (Fig.1b), as predicted. Figure 1c shows that Kelvin waves of larger wavenumber become unstable at higher counterflow velocity. This is the first numerical confirmation of the DG instability in a rotating vortex system.

The key question is: what happens to the vortices beyond the DG instability? Because of the computational cost of the Biot - Savart law, it is not practically possible to compute vortex tangles with densities which are as high ($`L=𝒪(10^4)\mathrm{cm}^2`$) as those achieved in the experiment. Nevertheless the following numerical simulations can shed light into the physical processes involved. The time sequence contained in Fig. 2 illustrates the evolution of a vortex array at $`\mathrm{\Omega }=4.98\times 10^2\mathrm{rad}/\mathrm{sec}`$ under the counterflow $`V_{ns}=0.08\mathrm{cm}/\mathrm{sec}`$. Figure 2a shows the initial $`N=33`$ parallel vortex lines; they have been seeded with small random perturbations to make the simulation more realistic. As the evolution proceeds, perturbations with high wavenumbers are damped by friction, whereas perturbations which are linearly DG-unstable grow exponentially, hence Kelvin waves become visible (Fig. 2b). When the amplitude of the Kelvin waves becomes of the order of the average vortex separation, reconnections take place (Fig. 2c). The resulting vortex loops disturb the initial vortex array, leading to an apparently random vortex tangle (Fig. 2d). After the initial exponential growth (which is predicted by the theory of the DG instability), nonlinear effects (vortex interactions and vortex reconnections) become important and nonlinear saturation takes place. The two effects are apparent in Figure 3a, which shows the initial exponential growth of $`L`$ (linear instability) and the successive equilibration to a statistical steady state (nonlinear saturation).

Looking carefully at the saturated tangle in Fig. 2d we notice that there are more loops oriented vertically than horizontally. Figure 3b shows how the polarization $`<s_z^{}>`$ changes with time in the calculation presented in Fig.2. During the exponential growth (linear phase) $`<s_z^{}>`$ decreases from unity (ordered vortex array), but it never becomes zero (random tangle), settling instead to the finite value $`<s_z^{}>0.5`$ as soon as nonlinear saturation takes place at about $`t100\mathrm{s}\mathrm{e}\mathrm{c}`$.

Figure 4 shows the calculated dependence of the vortex line density $`L`$ on the counterflow velocity $`V_{ns}`$ at different rotation rates $`\mathrm{\Omega }`$. The dependence of $`L`$ on $`V_{ns}`$ is similar to what appears in the Figure 1 of the paper by Swanson et al . The only difference is that the scale of the axes in the paper by Swanson et al. is bigger - in this particular figure they report vortex line densities as high as $`L2500\mathrm{c}\mathrm{m}^2`$, whereas our calculations are limited to $`L80\mathrm{c}\mathrm{m}^2`$. Despite the lack of overlap between the experimental and numerical ranges, there is clear qualitative similarity between the figures. It is apparent that the critical velocity beyond which $`L`$ increases with $`V_{ns}`$ is much reduced by the presence of rotation, which is consistent with the experiment. Figure 5 shows the calculated polarization $`<s_z^{}>`$ as a function of counterflow velocity $`V_{ns}`$ at different rotation rates $`\mathrm{\Omega }`$. It is apparent that the polarization decreases with the counterflow velocity and increases with the rotation.

In conclusion, we have studied numerically vortex tangles under the effect of rotation for the first time. At velocities higher than the onset of the DG instability we have determined the existence of a new state of superfluid turbulence (polarized turbulence) which is characterized by two statistically steady state properties, the vortex line density and the degree of polarization. Although the computed range of vortex line densities does not overlap with the much higher values obtained in the experiments, we find the same qualitative dependence of vortex line density versus counterflow velocity at different rotations.

Further work will investigate other aspects of the problem, particularly the nature of $`V_{c2}`$ and what happens at very high counterflow velocities. We also hope that this work will stimulate more experiments. For example, it should be possible to observe the polarization of turbulence by using simultaneous measurements of second sound attenuation along and across the rotation axis.

The authors thank W.F. Vinen for useful discussions. C.F.B. is grateful to the Royal Society for financially supporting this project. M.T. is grateful to Japan Society for the Promotion of Science for financially supporting this Japan-UK Scientific Cooperative Program(Joint Research Project).