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# Current Reversals in a inhomogeneous system with asymmetric unbiased fluctuations

## 1 Introduction

Recently, there has been increasing interest in studying the noise-induced transport of Brownian particles for systems with a spatially periodic potential field. It has been shown that asymmetry of the potential 1 2 , the asymmetry of the driving noise 3 , and the input signal4  are ingredients for the transport. These subjects were motivated by the challenge to explain undirection of transport in biological systems, and several models have been proposed to describe muscle’s contraction5 6 7 , or the asymmetric polymerization of actin filaments responsible of cell motility1 .

Rectification of noise leading to unidirectional motion in ratchet systems has been an active field of research over the last decade. In these systems directed Brownian motion of particles is induced by nonequilibrium noise in the absence of any net macroscopic forces and potential gradients. Several physical models have been proposed: rocking ratchets 8 , fashing ratchets 9 , diffusion ratchets 10 , correlation ratchets 11 , etc. In all these studies the potential is taken to be asymmetric in space. It has also been shown that one can obtain unidirectional current in the presence of spatially asymmetric potentials. For these nonequilibrium systems external random force should be time asymmetric or the presence of space dependent mobility is required.

The study of current reversal phenomena has given rise to research activity on its own. The motivation being possibility of new particle separation devices superior to existing methods such as electrophoretic method for particles of micrometer scale12 . It is known that current reversals in ratchet systems can be engendered by changing various system parameters13 14 , including flatness parameter of the noise15 , the correlation time of nonequilibrium fluctuations16 , the temperature in multinoise cases17 , the power spectrum of the noise source18 , the shape of the potential19 , the number of interacting particles per unit cell20  and the mass of the particles21 . In this paper, we study the current of a Brownian particle in periodic symmetric potential in the presence of asymmetric unbiased fluctuation and the inhomogeneous friction and show when the current reversals occur.

## 2 The current in an inhomogeneous system

The Brownian dynamics of the overdamped particle moving under the influence of a symmetric potential $`V_0(x)`$ and subject to a space dependent friction coefficient $`\gamma (x)`$ and asymmetric unbiased fluctuations at temperature $`T`$, is described by the Langevin equation11

$$\frac{dx}{dt}=\frac{V_0^{^{}}(x)F(t)}{\gamma (x)}k_BT\frac{\gamma ^{^{}}(x)}{[\gamma (x)]^2}+\sqrt{\frac{k_BT}{\gamma (x)}}\xi (t),$$
(1)
where $`\xi (t)`$ is randomly fluctuating Gaussian white noise with zero mean and correlation: $`<\xi (t)\xi (t^{^{}})>=2\delta (tt^{^{}})`$. Here $`<\mathrm{}>`$ denotes an ensemble average over the distribution of the fluctuating forces $`\xi (t)`$. The primes in the Eq. (1) denote the derivative with respect to the space variable $`x`$. It should be noted that the Eq. (1) involves a multiplicative noise with an additional temperature dependent drift term. This term turns out to be important in order for the system to approach the correct thermal equilibrium sate. We take $`V_0(x)=V_0(x+2n\pi )=\mathrm{sin}(x)`$, $`n`$ being any natural integer. Also, we take the friction coefficient $`\gamma (x)`$ to be periodic: $`\gamma (x)=\gamma _0(1\lambda \mathrm{sin}(x+\varphi ))`$, Where $`\varphi `$ is the phase different with respect to $`V_0(x)`$. The evolution of the probability density for $`x`$ is given by Fokker-Planck equation1

$$\frac{P(x,t)}{t}=\frac{}{x}\frac{1}{\gamma (x)}[k_BT\frac{P(x,t)}{x}+(V_0^{^{}}(x)F(t))P(x,t)]=\frac{j}{x}.$$
(2)
where $`j`$ is the probability current and it can be expressed as follows:

$$j(x,t)=\frac{1}{\gamma (x)}[(V_0^{^{}}(x)F(t))+k_BT\frac{}{x}]P(x,t).$$
(3)
If $`F(t)`$ changes very slowly, there exists a quasi-stationary state. In this case, the average current of the particle can be solved by evaluating the constants of integration under the normalization condition and the periodicity condition of $`P(x)`$, and the current can be obtained and expressed as

$$j(t)=\frac{k_BT(1e^{2\pi F(t)/k_BT})}{_0^{2\pi }𝑑y\mathrm{exp}(F(t)y/k_BT)C(y)},$$
(4)
where the space correlation function is given by

$$C(y)=\frac{1}{2\pi }_0^{2\pi }𝑑x\gamma (x+y)\mathrm{exp}(\frac{V_0(x)V_0(x+y)}{k_BT}).$$
(5)
Considering that the external force $`F(t)`$ is slowly changing with the time, the average probability current $`J`$ over the time interval of a period can expression by

$$J=\frac{1}{\tau }_0^\tau j(F(t))𝑑t.$$
(6)
where $`\tau `$ is the period of the driving force $`F(t)`$, which is assumed longer than any other time scale of the system in this adiabatic limit. Here we will consider a driving with a zero mean $`<F(t)>=0`$, but which is asymmetric in time22 , as shown in Fig.1.

$`F(t)={\displaystyle \frac{1+\epsilon }{1\epsilon }}F,(n\tau t<n\tau +{\displaystyle \frac{1}{2}}\tau (1\epsilon )),`$ (7)
$`=F,(n\tau +{\displaystyle \frac{1}{2}}\tau (1\epsilon )<t(n+1)\tau ).`$ (8)
In this case the time average current is easily calculated,

$$J=\frac{1}{2}[(1\epsilon )j(\frac{(1+\epsilon )F}{1\epsilon })+(1+\epsilon )j(F)].$$
(9)
## 3 Results and Discussion

We have calculated the average current about the motion of the Brownian particle in a periodic symmetric potential with the asymmetric unbiased fluctuations.

The average current $`J`$ is plotted in Fig. 2 as a function of temperature $`T`$ for different asymmetry parameters ($`\epsilon `$ is positive ). Here $`\lambda `$=0.9, $`\gamma _0`$=0.1, $`F`$=0.5 and $`\varphi `$=1.3$`\pi `$. The figure shows that the average current is a peaked function of the temperature. With increasing of intensity of the asymmetry parameter the maximal current increases, but the corresponding temperature at which the current takes the maximum is shifted to the lower temperature. For very high temperature the current vanishes just like that of most o the thermal ratchet models 1 2 3 . It is obvious that no current reversals occur at the case $`\varphi >\pi `$ and $`\epsilon >0`$. In Fig. 3 we plotted the average current vs temperature for different asymmetry parameters ($`\epsilon <0`$). The other parameters is the same as the Fig.2. From Fig. 3, we can see that when the asymmetry parameter is negative the current reversal may occur ($`\epsilon `$=-0.3, -0.5, -0.7) and the current vanishes for lower temperature as well as higher temperature.

In Fig. 4, the plot of $`J`$ versus $`F`$ is shown for different asymmetry parameters ($`\epsilon `$ is positive), keeping $`\lambda `$, $`\gamma _0`$, $`T`$ and $`\varphi `$ fixed 0.9, 0.1, 0.5 and 1.3$`\pi `$ respectively. With increasing of the asymmetry parameters, the current increases. For very large value of $`F`$, the current asymptotically goes to a positive constant value depending on the value $`\varphi `$, as was previously shown for the adiabatic case 14 . In the absence of space dependent friction ratchets where the currents saturate to zero in the same asymptotic regime. It is obvious that there are no current reversals in the case $`\varphi >\pi `$, $`\epsilon >0`$. But the current reversals vs $`F`$ may occur (see Fig. 5) when the asymmetry parameters are negative ($`\epsilon =0.3`$, $`\epsilon =0.5`$). In the present case (Fig. 5) $`\epsilon `$ is chosen so that the current goes to negative direction at lower temperature and positive direction at higher temperature which guarantees the current reversal occurs.

In Fig. 6 we plotted $`J`$ for various values of $`\varphi `$ ($`\varphi <\pi `$) at $`\epsilon `$=0.3 as a function of temperature $`T`$. Here $`\lambda `$=0.9, $`\gamma _0`$=0.1 and $`F`$=0.5. When $`0<\varphi <\pi `$ and $`\epsilon `$=0.3($`\epsilon >0`$), the current reversal may occur and the current saturates to zero for high temperature, namely in high temperature the ratchet effect disappears. In the Fig. 7 the average current $`J`$ is plotted vs $`F`$ for $`\varphi `$=0.5$`\pi `$ and $`\epsilon `$=0.3. The other parameters is the same as the Fig. 6. From the Fig. 7 we can see that the current reversal vs $`F`$ occurs at the case $`\varphi `$¡$`\pi `$,$`\epsilon `$¿0. The current saturates to a negative constant for large value of $`F`$ which is similar to the Fig. 4

When the fluctuation is temporally asymmetric, its correlation properties in either direction are different, and a net current can arise even in the absence of a spatial asymmetry and a space dependent friction22 . The positive asymmetric parameters induce a positive direction current while the negative parameters give a negative directional current. On the other hand, the phase difference between the friction coefficient and the symmetric potential is sensitive to direction of the net current. Even in a symmetric potential and symmetric fluctuations14  a net current can arise. The current tends to positive direction for $`\phi >\pi `$ and negative direction for $`0<\varphi <\pi `$. In fact, our ratchet contains these two driving factor. It is found that the current reversals may occur when a negative driving factor meets a positive driving factor: Case A ($`\epsilon <0`$ and $`\varphi >\pi `$ see Fig.3, Fig.5), Case B ($`\epsilon >0`$ and $`0<\varphi <\pi `$ see Fig.6, Fig.7), while no current reversals occur when the two negative (positive) driving factors meet: Case C ($`\epsilon >0`$ and $`\varphi >\pi `$ see Fig. 2, Fig. 4), Case D ($`\epsilon <0`$ and $`0<\varphi <\pi `$).

In a word, in our symmetric potential ratchet, $`\epsilon \varphi <0`$ is the necessary condition for current reversals, the particle never changes its moving direction under the condition of $`\epsilon \varphi >0`$ and even no current occur under the condition of $`\epsilon \varphi =0`$.

## 4 Summary and Conclusion

In present paper, the transport of a Brownian particle moving in spatially symmetric potential in the presence of an asymmetric unbiased fluctuation is investigated. The current of the ratchet is discussed for different cases. We find that the mutual interplay between the opposite driving factors is the necessary term for current reversals. We find current reversal, both as a function of temperature as well as the amplitude of rocking force, when the force is adiabatic and the potential is symmetry.

The phenomena of current reversals may be interest in biology, e. g., when considering the motion of macromolecules. It is known that the two current reversals effect allows one pair of motor proteins to move simultaneously in opposite directions along the microtubule inside the eucariotic cells.

To summarize, it is remarkable that the interplay of asymmetric unbiased fluctuation, in homogeneous friction and thermal noise with spatially symmetric potential generates such a rich variety of cooperation effects as up to current reversals with temperature as well as the rocking forcing.

Acknowledgements
The project supported by National Natural Science Foundation of China (Grant No. of 10275099) and GuangDong Provincial Natural Science Foundation (Grant No. of 021707 and 001182).


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# Reply to “Comment on Renormalization group picture of the Lifshitz critical behavior”

## Abstract

We reply to a recent comment by Diehl and Shpot (cond-mat/0305131) criticizing a new approach to the Lifshitz critical behavior just presented (M. M. Leite, Phys. Rev. B 67, 104415(2003)). We show that this approach is free of inconsistencies in the ultraviolet regime. We recall that the orthogonal approximation employed to solve arbitrary loop diagrams worked out at the criticized paper even at three-loop level are consistent with homogeneity for arbitrary loop momenta. We show that the criticism is incorrect.

Diehl and Shpot (DS)  recently formulated a criticism of a new renormalization-group(RG) picture of the Lifshitz critical behavior . It is based on a scaling hypothesis with two independent relevant length(momentum) scales, which characterize the spatial axes without competition as well as those competing space directions . In momentum space, the Feynman diagrams are calculated up to two-loop order using two different approximations. The theory is renormalized using dimensional regularization in two different renormalization schemes. We first use normalization conditions with two distinct symmetry points characterizing different momenta directions. Then, we check our results using a minimal subtraction scheme.

The dissipative approximation was used to calculate some critical exponents along directions perpendicular to the (quartic) competing directions . The main point of the criticism by DS in  to this approximation was the impossibility to treat the isotropic case. However, it was pointed out in  that it is a good approximation for the anisotropic behaviors, since it preserves the homogeneity of the Feynman integrals in the external quadratic momenta components perpendicular to the competition axes.

The orthogonal approximation to perform loop integrals introduced in  is the most general one consistent with the physical principle of homogeneity. It can address both isotropic and anisotropic cases since the loop integrals are homogeneous functions of arbitrary external momenta scales perpendicular to or along the competing axes. Therefore, the main point of DS in  no longer apply for the orthogonal approximation presented in .

The criticism in  has a different nature: the authors claim that “(i)Leite’s renormalization scheme does not yield an ultraviolet finite renormalized theory, and the structure of the RG he formulates is incorrect.” Let us show now why this statement is wrong. Recall that each vertex part in Ref. has a subscript $`\tau =1,2`$ (see for example Eq.(6)). If $`𝐤`$ is a vector along the $`m`$ competing directions and $`𝐩`$ is a vector along the noncompeting $`(dm)`$ directions, the vector $`𝐪=(𝐤,𝐩)`$ is the most general $`d`$-dimensional momentum. When $`\tau =1`$, the vertex part $`\mathrm{\Gamma }_{R(1)}^{(2,0)}(𝐪)`$ has nonvanishing external momenta components only along directions perpendicular to the competing axes, i.e., $`𝐪=(\mathrm{𝟎},𝐩)`$ . The associated renormalization factors $`Z_{\varphi (1)},Z_{\varphi ^2(1)}`$ and renormalized coupling constant $`u_1`$ are defined through $`(2a)(2e)`$ in such a way that the renormalized vertex part with $`\mathrm{\Gamma }_{R(1)}^{(2,0)}(𝐩)`$ (given by Eq. (193a) for $`\tau =1`$) in  is ultraviolet finite. When $`\tau =2`$, the vertex part $`\mathrm{\Gamma }_{R(2)}^{(2,0)}(𝐪)`$ has nonvanishing external momenta only along directions parallel to the competing axes, i.e., $`𝐪=(𝐤,\mathrm{𝟎})`$. The authors miss that in addition one has the renormalization factors $`Z_{\varphi (2)},Z_{\varphi ^2(2)}`$ and renormalized coupling constant $`u_2`$ which are defined through $`(3a)(3e)`$ with renormalized vertex $`\mathrm{\Gamma }_{R(2)}^{(2,0)}(𝐤)`$ (given by Eq. (193a) for $`\tau =2`$) which is ultraviolet finite. In minimal subtraction, for $`\tau =1`$, the functions $`Z_{\varphi (1)}`$, $`Z_{\varphi ^2(1)}`$ and $`u_1`$ are defined in Eqs. (192a)-(192c). Eq.(193a) defining the renormalized vertex $`\mathrm{\Gamma }_{R(1)}^{(2,0)}(𝐩)`$, and Eqs.(194a), (195d) expressing the bare vertex $`\mathrm{\Gamma }_{(1)}^{(2,0)}(𝐩)`$ eliminates the ultraviolet pole proportional to $`\frac{p^2}{ϵ_L}`$, making the renormalized vertex $`\mathrm{\Gamma }_{R(1)}^{(2,0)}(𝐩)`$ ultraviolet finite as shown explicitly there. The pole proportional to $`\frac{k^4}{ϵ_L}`$ of the bare vertex $`\mathrm{\Gamma }_{(2)}^{(2,0)}(𝐤)`$ is explicitly eliminated in VIB2 using a similar reasoning with $`\tau =2`$. These explicit cancellations in this minimal subtraction scheme first appeared in Ref.. Indeed, the minimal subtraction was carried out up to three-loop level for $`\mathrm{\Gamma }_{R(\tau )}^{(2,0)}(𝐪)`$.

Notice that if one tries to renormalize the theory using minimal subtraction using the vertex $`\mathrm{\Gamma }_R^{(N,L)}(𝐤,𝐩)`$ with arbitrary momenta, without separating each subspace into independent RG transformations, the renormalized vertices are not finite in the ultraviolet regime. Had we not separated the renormalized vertices in that way we would have obtained a renormalized theory with bad ultraviolet behavior. This separation is possible, for the two coupling constants flow consistently to the same fixed point. Given these facts, the claim (i) is incorrect.

Next, the authors make the claim “(ii) Leite’s insufficient choice of counterterms is biased towards giving the incorrect value $`\theta =\frac{1}{2}`$ for the anisotropy exponent $`\theta =\frac{\nu _{L4}}{\nu _{L2}}`$”. As shown in the above paragraph , the choice of counterterms is not insufficient. Moreover, the critical exponents $`\nu _{L4}`$ and $`\nu _{L2}`$ are determined independently in the perturbative framework up to two-loop level. The value $`\theta =\frac{1}{2}`$ is just a simple consequence of this analysis. In the following discussion of this claim, the authors insist that the choice of counterterms is insuficcient. Hence, the claim (ii) is unwarranted.

The following claim is “(iii) Leite obtained incorrect hyperscaling relations because he missed the fact that $`\theta `$ is an independent exponent, not identical to $`\frac{1}{2}`$ for all $`ϵ_L>0`$”. The hyperscaling relation is derived from the specific heat vertex part above the critical Lifshitz temperature, and relates the specific heat exponent with the space dimension and the correlation length exponents, as stated in Eqs.(45) for the anisotropic cases . We recall that the exponent $`\beta _L`$ is obtained when performing the RG analysis below the critical Lifshitz temperature, as shown in Eqs.(54b) and (54d). Of course, since the specific heat critical exponent is the same above and below $`T_L`$, the magnetization exponent $`\beta _L`$ can be related to $`\alpha _L`$ and $`\gamma _L`$ through the Rushbrook law. In  it was explicitly demonstrated that the anisotropic scaling relations are identical to that in the seminal paper . The Eqs. (54b) and (54d) do satisfy Eq. (1) in Ref. for $`\theta =\frac{1}{2}`$, which is the correct value of $`\theta `$, at least at two-loop level. From our scaling analysis $`\theta `$ is not an independent exponent. Therefore, claim (iii) is out of order.

The claim (iv) is about the role of $`\sigma `$. As shown in the text , $`\sigma `$ is not required, since we develop two independent sets of normalization conditions in each subspace. Furthermore, if $`\sigma `$ is set to unit and the external momenta along the competing axes have the same canonical dimension as the components perpendicular to the competing axes, the quartic kinetic term in the Lagrangian accounting for the effect of the competition is inconsistent for it has the wrong canonical dimension (in mass units). This invalidates (iv).

The claim (v) says that the results obtained in Ref.  for the isotropic case are false. Let us first analyse the scaling laws. The scaling laws in  are identical to those obtained in the earlier work  for isotropic cases with arbitrary even momentum powers $`p^{2L}`$ in the propagators when $`L=2`$. It is important to mention that DS treatment was unable to derive these scaling laws.

Consider the one-loop Feynman integral $`I_2(K^{})`$ Eq.(150) from . It can be calculated to order $`ϵ_L^0`$ without any approximation as follows. Using Feynman parameters, Eq.(150) reads:

$$I_2(K^{})=\mathrm{\Gamma }(4)_0^1𝑑xx(1x)\frac{d^mk}{[xk^2+(1x)(k+K^{})^2]^4}.$$
(1)
Using the formula

$$\frac{d^mk}{(k^2+2kk^{}+m^2)^\alpha }=\frac{1}{2}\frac{S_m\mathrm{\Gamma }(\frac{m}{2})\mathrm{\Gamma }(\alpha \frac{m}{2})}{\mathrm{\Gamma }(\alpha )}(m^2k^2)^{\frac{m}{2}\alpha },$$
(2)
we obtain

$$I_2(K^{})=\frac{1}{2}\mathrm{\Gamma }(\frac{m}{2})\mathrm{\Gamma }(4\frac{m}{2})S_m_0^1𝑑xx(1x)[x(1x)K^2]^{\frac{m}{2}4}.$$
(3)
The integral above is different from its analogue in the standard $`\varphi ^4`$ theory for the appearance of the extra factor $`x(1x)`$. By taking $`m=8ϵ_L`$ and expanding the Gamma functions, we find up to $`ϵ_L^0`$ with no approximation the result

$$I_2(K^{})=S_m4\times 3\times 2\frac{(1\frac{13ϵ_L}{24})}{ϵ_L}[\frac{1}{6}\frac{ϵ_L}{2}_0^1𝑑xx(1x)ln[x(1x)K^2]+O(ϵ_L^2)].$$
(4)
Notice that the remaining logarithmic integral in the last equation is momentum dependent. In minimal subtraction this integral does not need to be calculated. Nevertheless, it has to be considered in order to show that the renormalization factors are momentum independent. This condition is achieved provided the cancellations of all the logarithmic integrals take place for arbitrary vertex parts. Thus, any attempt to solve the integrals without doing approximations has to take into account these basic facts.

It is clear from last equation that the remaining logarithmic integrals in the isotropic case are not the same from those in the standard $`\varphi ^4`$ theory. In Ref. the validity of Eq.(A1) for arbitrary external momenta imply that the logarithmic integrals do not cancell out in the calculation of the renormalization factors, making them momentum-dependent in contradiction to Eqs.(12)-(14) in . This shows that the results in  are inconsistent. On the other hand, the use of the orthogonal approximation in  provides all the cancellations of logarithmic integrals for arbitrary vertex parts making the renormalization factors momentum-independent as explicitly shown there.

Let us compare our findings for the isotropic case using normalization conditions. Taking $`K^2=1`$, the integral above can be easily calculated giving the result

$$I_2(K^2=1)=4S_m\frac{(1\frac{ϵ_L}{24})}{ϵ_L}.$$
(5)
In  it was incorrectly asserted that a choice of a convenient factor to be absorbed in the coupling constant would affect universal quantities. Then, if we choose the factor $`F_{m,ϵ_L}=4S_m(1\frac{7ϵ_L}{24})`$, the exact result above and approximate form Eq.(157) from  of $`I_2(K^2=1)`$ are the same and only differ by an ultraviolet finite reparametrization of the theory. Thus, the orthogonal approximation for $`I_2`$ is the same as the exact solution up to a finite ultraviolet reparametrization which does not change universal ammounts. This invalidates the sentences “… due to his incorrect calculation… he gets even the simple one-loop integral $`I_2(K)`$ defined in (150) wrong”. The discussion above implies that (v) is false. The advantage of the orthogonal approximation is that it permits to treat the anisotropic and isotropic loop integrals within the same mathematical footing.

In (vi), the authors actually “… fail to see… $`ϵ`$-expansion results qualify as acceptable approximations.” In fact Ref. achieved the two goals: (a) homogeneity is the physical principle which justifies the orthogonal approximation; (b) the independent flow of the two coupling constants along different momenta subspaces to the same fixed point in the anisotropic cases is consistent and yields a well-defined theory. The critical exponents and other universal ammounts for the anisotropic cases  reduce correctly to the cases $`m=0`$ using this approximation.

DS see no need to make approximations, but there is a point in their formulation that deserves at least un update to correct a wrong result. Consider the two-loop integral $`I_4(𝐏,𝐊^{})`$ contributing to the coupling constant at two-loops. Since $`𝐏`$ is a $`(dm)`$-dimensional momentum vector perpendicular to the competing axes and $`𝐊^{}`$ is a momentum vector parallel to the $`m`$-dimensional competing axes the equations (148) and (137) for the solution of this integral using the orthogonal approximation in  depends on both external momenta. In Ref. Eq. (B.14), the integral $`I_4(𝐏,𝐊^{})`$ only depends on $`P`$ when “performing” the calculations either in momentum space (as they “did” in appendix B) or in coordinate space (see appendix C). This is obviously incomplete and wrong, since the most general situation should include both momentum scales. In Ref. they tried to defend their result with a falacious argument in appendix B. The simple orthogonal approximation presented in  for this integral Eq.(148) simply rules out Eq. (B.14) in Ref. as a valid equation, making it unacceptable. As was already pointed out in  the incorrect behavior of this integral, for instance, prevents the transition from the anisotropic to the isotropic case.

To summarize, the renormalized field theory in  is free of ultraviolet pathologies for both the isotropic and anisotropic cases. DS’s misconceptions of the method proposed in that reference lead them to make a incorrect criticism.

I acknowledge support from FAPESP, grant number 00/06572-6.


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# Rashba spin splitting in different quantum channels

## Abstract

Rashba precession of spins moving along a one-subband quantum channel is calculated. The quantitative influence of unoccupied higher subbands depends on the shape of the transversal confinement and can be accounted for perturbatively. Coulomb interactions are included within the Tomonaga–Luttinger model with spin-orbit coupling incorporated. Increasing interaction strength at decreasing carrier density is found to enhance spin precession.

Complete understanding of the Datta-Das spin transistor  requires to know how different physical parameters influence the precession of spins which is caused by the spin-orbit coupling

$$H^{\mathrm{so}}=\alpha (\sigma _xp_z\sigma _zp_x).$$
(1)
$`H^{\mathrm{so}}`$ breaks spin rotation invariance proportional to the momentum of spins moving along the ‘active’ $`xz`$–plane. For isotropic single particle energy dispersions $`\epsilon (|k|)`$ in the plane, ignoring Coulomb interactions, this yields the well known spin split bands $`\epsilon _\pm (|k|)=\epsilon (|k|)\pm \alpha |k|`$. The Rashba parameter $`\alpha `$ is proportional to the intrinsic or by means of gates externally applied electric field perpendicular to the layer , here taken as the $`y`$–direction. Spin precession occurs then on the length scale $`|k_+k_{}|^1`$ of the spin split momenta at the Fermi energy. It is special to the effective mass approximation $`\epsilon (|k|)=k^2/2m`$, describing many semiconductors, that the Rashba length $`2/|k_+k_{}|=(m\alpha )^1`$ does not depend on the Fermi energy nor the carrier density.

Coherent precession of many spins down to the spin selective drain of the transistor requires to diminish the directional spread of the electron momenta by introducing quasi one-dimensional (1D) ‘wave guides’ . To leading order in $`\alpha `$ the wave guide simply projects the momenta in $`\epsilon _\pm (|k|)\epsilon _\pm (k_x)`$ onto the $`x`$–axes, leaving the basic features of the 1D case valid, cf. Fig. 1. In particular will the linear kinetic energy dispersion in carbon nanotubes or in narrow gap semiconductors lead to enhanced precession with carrier density.

To higher order $`H^{\mathrm{so}}`$ will mix different transport channels in each wave guide. Up to O$`(\alpha ^5)`$ this effect can be accounted for by a renormalizing $`\alpha \alpha ^{}`$ in $`\epsilon _\pm (k)`$ and, within the effective mass approximation, by $`mm^{}`$. In this latter case the Rashba length modifies according to $`(m\alpha )^1(m^{}\alpha ^{})^1`$. A quantitative estimate requires the intra-subband eigenfunctions

$$\psi _{kns}(x,z)=\mathrm{e}^{\mathrm{i}kx}\varphi _n(z)(\mathrm{cos}(m\alpha z)|s+\mathrm{i}\mathrm{sin}(m\alpha z)|s).$$
(2)
which are plane waves of momentum $`k`$ along the wave guide and, without inter-subband scattering, slightly modified subband states $`\varphi _n`$ (subband index $`n`$) in $`z`$–direction of the spin polarization $`s=\pm `$ on the axes. For a harmonic confinement (subband energy $`\omega _0`$), as relevant for example in gated samples , a perturbative estimate yields $`\alpha ^{}=\alpha (1\eta )`$ and $`m^{}=m(1+8\eta ^2)`$ in the ground subband. Here, the dimensionless parameter $`\eta =(mw\alpha /2)^2`$ compares the wave guide width $`w=2/\sqrt{m\omega _0}`$ with the Rashba length. For a hard wall confinement on the other hand (again of width $`w`$), as possibly more relevant for wires fabricated by the cleaved edge technique , the renormalizations become $`\alpha ^{}=\alpha (1(1/61/\pi ^2)\eta )`$ and $`m^{}=m(1+3(4/3\pi )^6\eta ^2)`$, i.e. they are significantly reduced compared to the soft wall case since $`1/61/\pi ^20.065`$ and $`3(4/3\pi )^6/80.002`$.

Changing the gate voltage of the transistor when intending to vary the electrical field and therewith $`\alpha `$ changes at the same time the carrier density. Without interactions and when $`\epsilon (k)=k^2/2m^{}`$ this would be unimportant. Interactions on the other hand depend sensitively on the carrier density. Regarding interaction effects the Tomonaga-Luttinger (TL) model  provides the most precise low energy description of 1D metals. Though some of its characteristic power laws can affect spin properties  we rather focus here on the question how interactions influence the length over which coherent spin rotation takes place.

As a second striking property quantum wires exhibit spin–charge separation which, interestingly and contrary to statements in the literature , is not spoiled unless spin-orbit coupling is not exceedingly strong $`\eta 1`$ if the effective mass description applies. On the other hand, for non-quadratic dispersion relations, spin charge separation is in general destroyed, similar as is the case with Zeeman splitting . An example are carbon nanotubes where $`v_\pm =v_\mathrm{F}\pm \alpha `$ with $`\alpha `$ originating in this case from the curved surface  instead of the Rashba mechanism.

How to include the Rashba term in the TL-model ? In previous work  the Fermi velocities $`v_+`$ and $`v_{}`$ have been set to different values, which for $`\epsilon (k)=k^2/2m^{}`$ does not describe $`H^{\mathrm{so}}`$ as can be seen also in Fig. 1. Rather both velocities change slightly but obey $`v_+=v_{}`$ leading immediately to charge–spin separation. Thus, in effective mass systems $`H^{\mathrm{so}}`$ acts solely in the topological spin sector of the corresponding TL low energy model (of length $`L`$),

$$\frac{\pi }{4L}\left(v_\text{N}N_\sigma ^2+v_\text{J}J_\sigma ^2\right)m^{}\alpha ^{}v_\mathrm{F}J_\sigma .$$
(3)
$`N_\sigma `$ and $`J_\sigma `$ denote the usual currents of velocities $`v_{\text{N/J}}`$ where the latter both differ from $`v_\mathrm{F}`$ to account for the Coulomb repulsion . In strictly spin isotropic systems $`v_\text{N}=v_\text{J}`$. Since we expect this isotropy being broken only weakly, both of these velocities should be similar in magnitude and also similar to the spin velocity $`v_\sigma `$. This latter quantity has been determined recently by extensive quantum Monte–Carlo simulations . With increasing interaction strength, equivalent to a decreasing carrier density, $`v_\sigma /v_\mathrm{F}`$ was found to decrease. With parameters for existing quantum wires  $`v_\sigma /v_\mathrm{F}`$ can drop below 0.5 .

Many quantities of interest can be calculated exactly using (3). In particular it can be shown  that spins polarized in $`x`$–direction along the wire precess over a length scale

$`m^{}\alpha ^{}{\displaystyle \frac{v_{\sigma \text{J}}}{v_\mathrm{F}}}.`$

With $`v_\text{J}=v_\sigma `$ we see that this length decreases with increasing interaction strength or decreasing particle density. A similar conclusion has been drawn for two-dimensional electrons after treating the interactions perturbatively . This trend is opposite to what is expected for linear single electron dispersions but agrees with experimental observations .


text:
# Systematic identification of statistically significant network measures

## Abstract

We present a novel graph embedding space (i.e., a set of measures on graphs) for performing statistical analyses of networks. Key improvements over existing approaches include discovery of “motif-hubs” (multiple overlapping significant subgraphs), computational efficiency relative to subgraph census, and flexibility (the method is easily generalizable to weighted and signed graphs). The embedding space is based on scalars, functionals of the adjacency matrix representing the network. Scalars are global, involving all nodes; although they can be related to subgraph enumeration, there is not a one-to-one mapping between scalars and subgraphs. Improvements in network randomization and significance testing–we learn the distribution rather than assuming gaussianity–are also presented. The resulting algorithm establishes a systematic approach to the identification of the most significant scalars and suggests machine-learning techniques for network classification.

Background: Recent studies of real-world biological, social, and technological networks have catalyzed an explosion of research from a broad range of disciplines. Much of the effort in this emerging field has focused on characterizing the structure of networks using various statistical properties that are local (analysis relies on subset of nodes) or global (relying on all nodes) in scope. The former analysis includes subgraph census (comparing frequency of subgraph occurrences in a given graph with those over a distribution of graphs Holland and Leinhardt (1976); Shen-Orr et al. (2002)), while examples of the latter include path lengths and degree distributions (see citations in Newman (2003)).
To study local structure statistics, sociologists developed the $`k`$-subgraph census, an enumeration of all possible subgraphs of $`k`$ nodes appearing in networks. For example, sociologists used the 3-subgraph census, compared with 3-subgraph distributions in randomized graphs, to quantify network transitivity Wasserman et al. (1994); Holland and Leinhardt (1970); Davis and Leinhardt (1972) (in the context of a social network, high transitivity means that many of your friends are friends with each other). Applying such techniques first to the *E. coli* genetic network Shen-Orr et al. (2002) and later to various biological and physical networks Milo et al. (2002), Milo et al showed that different networks have different “most significant” subgraphs.
Major limitations of these subgraph approaches include computational cost and generalizability. The number of isomorphism classes of digraphs grows rapidly with graph size Harary (1955); Wasserman et al. (1994) and subgraph isomorphism is an NP-complete problem Cook (1971) 111Digraphs (directed graphs, or graphs whose edges have directionality) are ismorphic if there exists a relabeling of their vertices such that the two graphs are identical. NP class consists of decision problems whose solution can be found in polynomial time on a non-deterministic Turing machine. NP-complete problems are a subset of NP which are particularly hard. Given $`2`$ graphs, $`G_1`$ and $`G_2`$, subgraph isomorphism asks, if $`G_1`$ is isomorphic to a subgraph of $`G_2`$. . These computational limitations bias results, since structures with more than three or four nodes would not be counted. Moreover, it is not readily obvious how to extend subgraph census to weighted and/or signed graphs. This is particularly relevant for genetic regulatory networks in which the interactions can be described quantitatively via binding affinities and qualitatively as activating or repressing, or similarly neuronal networks, in which the interactions are often weighted by the number of synapses between neurons and can also exhibit excitatory and inhibitory behaviors.
In their groundbreaking work, Shen-Orr et al. identified three significant motifs in the *E. coli* genetic network. However, rather than counting all structures up to a given size, the authors had to resort to posing putative significant structures, thus making prior assumptions about which subgraphs are important. One topology was found by enumerating all $`3`$-node subgraphs in the network; a second by searching for single regulator genes regulating at least $`13`$ distinct operons; and the third by presenting a clustering algorithm based on several new parameters. Similarly, in Lee et al. (2002) six different subgraphs were defined using six different algorithms. Rather than finding subsets of motifs via tailored, parameterized, and thresholded algorithms, a single, generalizable method for identifying motifs is needed.
In this manuscript, we first present a novel embedding space for networks, which is (i) computationally efficient as compared to subgraph census for naturally-occurring networks and (ii) easily applicable to weighted and signed graphs. We then employ this space in a single, generalizable algorithm to discover arbitrarily-large, statistically significant network measures in the *E. coli* and the *S. cerevisiae* genetic regulatory networks. New results are presented about the structure of these networks, including the presence of overlapping significant subgraphs. We also introduce a new randomization scheme which generates independent identically distributed samples rather than a markov chain, and we integrate density estimation into our significance testing rather than asserting Gaussianity.
Motivation: As a motivating example, we consider the $`3`$-subgraph, $`𝒯`$030, defined as the triad of nodes $`i`$, $`j`$, and $`k`$, and edges $`i`$$``$$`j`$, $`j`$$``$$`k`$, $`i`$$``$$`k`$ (See 1a), which we represent by its adjacency matrix, $`A`$ ($`A_{ij}1`$ if the $`j^{th}`$ node is the parent of $`i^{th}`$ node, and 0 otherwise). This nomenclature references the earliest work in subgraph census Holland and Leinhardt (1976); Wasserman et al. (1994). We observe that the number of $`𝒯`$030 in this graph is trivially found by simple matrix manipulation of its adjacency matrix as follows. The trace of the square of $`A`$ multiplied by its transpose yields $`1`$. Indeed, a count of $`𝒯`$030 subgraphs in $`\mathrm{𝑎𝑛𝑦}`$ graph can be obtained in this way. Similarly, other subgraphs can be enumerated in terms of the adjacency matrix, $`A`$, its transpose, $`A^T`$, diagonal projection operator D and its complement U defined for any matrix Q by $`[D(Q)]_{ij}=Q_{ij}\delta _{ij}`$, and $`U(Q)=QD(Q)`$, respectively. Note that we do not use Einstein’s summation convention and $`D`$ is not the trace.
$`A,A^T,D,U`$ can be visualized as motion on the digraph: $`A`$ or $`A^T`$ represent moving one step forward or backward, respectively; $`D`$ represents restriction to closed paths; $`U`$ represents open paths. In terms of the adjacency matrix and the functions that act on it, we can enumerate $`𝒯`$030 as $`(D(A^T(A^2)))`$. Reading this expression from right to left, we start at a node, move two steps forward ($`A^2`$), then one step backward ($`A^T`$), and arrive at the original starting node ($`D`$). By summing all $`n^2`$ elements of the resulting matrix, we obtain a count of $`𝒯`$030. Instead of summing, we could also count the number of nonzero elements, $`𝒩`$. These operations on the resulting matrix, $``$ or $`𝒩`$, yield the number of distinct paths between all pairs of endpoints or the number of distinct pairs of endpoints, respectively.
We define a *word* to be the matrix built from the letters, $`A`$, $`A^T`$, $`D`$ and $`U`$, and a *scalar* as the integer obtained from the operations, $``$ or $`𝒩`$ on a word. An enumeration of words and subsequent evaluation of scalars allows us to embed a given network in an infinite-dimensional space. To enumerate words we systematically combine letters. Obvious redundancies can be eliminated (*e.g.* $`U^2=U`$, $`D^2=D`$, $`UD=DU=0`$). We construct words by combining letters such that each letter acts on *everything* to its right. As an example, the word $`D(A^T(A(A)))`$ is constructed from the letter $`D`$ acting on $`A^T`$ acting on $`A`$ acting on $`A`$. The scalar is obtained by evaluating either $``$ (the sum over) or $`𝒩`$ (the number of nonzero elements in) the word. Other choices for construction of words are possible (e.g., using different combinations of parentheses, $`D(A^T)(A^2)`$). Our method can easily generalize to include these words. For simplicity, herein we will assume parentheses are implicit and write words without the parentheses. Thus, $`D(A^T(A(A)))`$ will be written $`DA^TAA`$.
Proposal: Given this embedding space for networks, essentially a set of measures on a network, one can then employ standard tools from statistics and machine learning to characterize a network of interest. For the specific application of identifying statistically significant features of a network, this tantalizing observation motivates the technique presented here:

1. systematically enumerate words;
2. evaluate the scalars obtained from these words for a graph of interest;
3. compare scalars with the distribution obtained by evaluating scalars over a randomly-generated distribution of matrices, thus finding statistically significant scalars.

The fact that scalars are based on combinations of functionals of the adjacency matrix makes our method easily extendable to weighted and signed graphs. For example, in the former one could simply use the weight matrix in place of the adjacency matrix; in the latter, one could use two adjacency matrices representing the two types of interactions.
As stated above, a major limitation of subgraph census is computational efficiency. Here we present analytic and numerical comparisons between subgraph census and our scalars technique. Traditional algorithms count subgraphs by performing walks Milo et al. (2002); S. Wuchty (2002). Given a graph with $`N`$ nodes and $`M`$ edges, the computational cost of subgraph counting grows exponentially in the size of the subgraph, $`n`$, worse than exponentially in the density, $`M/N`$, and is traditionally infeasible for $`n>4`$, especially in scale-free networks Milo et al. (2002); S. Wuchty (2002); Spirin and Mirny (2003). In scalar calculation, computational complexity is upper bounded by $`N^3_i(\mathrm{}_i1)`$, where $`\mathrm{}_i`$ is the number of letters in scalar $`i`$ and the sum is performed over all scalars. While complexity grows exponentially in the number of letters, the exponential term is independent of the density and the degree distribution. Thus feature selection using scalars is especially suited for dense, clustered, or scale-free networks.
This observation is particularly relevant as many naturally-occuring networks have heterogenous degree distributions Barabasi and Albert (1999). To quantify the effect of degree distributions on the performance of the two algorithms, we benchmark subgraph census against our scalars method using randomly-generated networks. We generate multiple graphs of the same size and density as the *E. coli* genetic regulatory network, but with different degree distributions, using the class of growing random network (GRN) models with tunable parameter $`\gamma `$, first proposed by Krapivsky *et al.* Krapivsky (2003) as a generalization of the cumulative advantage or preferential attachment models Price (2003); Barabasi and Albert (1999). In the GRN model, at every time step a new node is added, and with probability $`A_k`$, an edge is created between the new node and an existing node with $`k`$ edges, where $`A_k=k^\gamma `$. The preferential attachment parameter, $`\gamma `$ acts to tune the degree of heterogeneity in the degree distribution. As $`\gamma `$ approaches $`1`$, or linear preferential attachment, the degree distribution becomes more heavy-tailed, and thus more similar to naturally-occuring networks. In Figure 2 we show degree distributions for graphs generated at three different values of $`\gamma `$. In Figure 3, we demonstrate how the scalars method significantly improves computational time for these types of degree distributions, which many biological (as well as technological and sociological) networks evidence.
Background Ensemble: A vast literature discusses different randomly generated network models Wasserman et al. (1994); Katz and Powell (1957); Sjniders (1991); Rao and Bandyopadhyay (1996); Roberts (2000); Molloy and Reed (1995); Bender and Canfield (1978); Newman (2003). In Shen-Orr et al. (2002) a random model was used which preserved $`N(k_+,k_{})`$: in-degree and out-degree of each node (random matching of a given in- and out-degree sequence is also known as the configuration model Newman (2003); Molloy and Reed (1995)). This can be done efficiently by representing the graph as ordered lists of parents and children. The number of times the node occurs in the parent (child) list is the node’s out (in) degree. Permuting one of the two lists, one attains the configuration model. Pathological permutations give rise to multiple edges and self-interactions. Individual pathologies can be corrected at little additional computational expense (see fixpath in Ziv et al.  for details). In this case, we preserve $`N(k_+,k_{},k_0)`$, the joint distribution for in- and out-degree and self-interactions. In Maslov and Sneppen (2002); Spirin and Mirny (2003) a similar ensemble is used where multiple edges are disallowed; however, our approach differs in the following respects: (i) our algorithm is a more efficient single shuffle rather than multiple swaps, (ii) iteratively rewiring requires the introduction of another cut-off parameter, defining how many rewiring steps are needed; shuffling obviates the need for this additional parameter, (iii) iterative swapping generates markov chain realizations whereas shuffling generates independent, identically distributed samples (iv) we preserve self-interactions.
Statistical Significance: In the past, statistical analyses of subgraphs have relied on $`z`$-scores or empirical sample estimates of probabilities. In Figure 4 we show that many features (both for subgraphs and for scalars) are not gaussian, so $`z`$-scores are inappropriate measures of deviation from the background ensemble. Empirical sample estimates are also problematic, for example, if the distribution is under-sampled. Instead we apply standard tools from machine learning, namely *kernel density estimation* and *cross-validation* to learn the distribution from the sample data. Cross-validation is a model evaluation method where model learning relies on part of the data, while model testing relies on the rest of the data, the holdout set. K-fold cross-validation repeats the holdout method $`k`$ times. To quantify a network’s deviation from the background ensemble, we learn the distribution for each scalar and measure deviation as the likelihood that an observation was drawn from the background distribution. Given a graph and our model, we collect $`m`$ realizations and estimate the probability density $`p(W_j=w)`$ for a scalar $`j`$ to have a value $`w`$ using Gaussian kernel density estimation T. Hastie (2001):

$`p_\lambda _{}(w)={\displaystyle \frac{1}{m}}{\displaystyle \underset{i=1}{\overset{m}{}}}{\displaystyle \frac{e^{\frac{1}{2}(|w_iw|/\lambda _{})^2}}{(2\pi \lambda _{}^2)^{1/2}}}`$ (1)
where $`w_i`$ $`(i=1\mathrm{}m)`$ are the scalar values of the randomizations, and $`\lambda _{}`$ is a real-valued smoothing parameter. By partitioning the data into five “folds” and holding out one fold at a time to calculate the average probability of a hold-out set according to the other 4/5 of the data (“5-fold cross-validation” T. Hastie (2001)), we define the function

$$Q(\lambda )\frac{1}{5}\underset{i=1}{\overset{5}{}}\mathrm{\Pi }_{j=1}^{\frac{4}{5}m}p_\lambda (w_{f_i(j)}).$$
(2)
where $`\{f_i(j)\}_j`$ is the set of indices associated with fold $`i`$ ($`i=1\mathrm{}5`$) We then determine $`\lambda _{}`$ as $`\lambda _{}\text{argmax}_\lambda Q(\lambda )`$. For a real-world graph of interest, ranking of likelihoods reveals the most significant measures of the network–the scalars which are least like the background ensemble. Figures 5 and 6 show the results of density estimation on the two most significant scalars.
Localization: Consider the set of scalars for digraphs, $`(B_1B_2\mathrm{}B_n)`$ ($`B_i\{A,A^T\}`$, $`n`$). These scalars perform a census which includes all possible walks and therefore all possible subgraphs. The operators $`D`$ and $`U`$ constrain the set of all subgraphs so that a given scalar only counts a small subset simultaneously. In this way scalars inherit statistical significance from subgraphs. While some scalars count an individual subgraph, other scalars count combinations of subgraphs. The mapping of scalars to subgraphs is thus many-to-many.
While the analysis proceeds independently of subgraphs, it is possible, given a graph, to find any scalar’s most representative set of subgraphs. We call this process localization. We define a skeleton to be the smallest subgraph with nonzero value of the scalar. As an approximate, greedy algorithm to find a most representative set of skeletons, given a graph $`A`$ with nonzero value of a scalar $`𝒲`$, we:

1. build a subgraph, $`s`$, by adding nodes from $`A`$ until $`𝒲`$ evaluated on $`s`$ gives a nonzero value (soft-localization) or the original value (hard-localization);
2. distill this subgraph by removing nodes from $`s`$ until we arrive at a subgraph, $`s^{}`$, such that removing any additional nodes would cause the value of $`𝒲`$ to vanish;
3. repeat on $`As^{}`$ until all nodes have been exhausted.

The resulting algorithm yields a set of representative subgraphs for a given scalar. Each $`s^{}`$ subgraph in the set is labeled according to its isomorphism class. The most representative subgraph is simply the subgraph class which has the highest relative fraction of the total recovered set of subgraphs. Multiple iterations of the localization algorithm should be run since the algorithm depends on the order of the nodes; however, in practice, we do not see differences in results using different orderings.
As an example, hard and soft localization of the scalar $`(DAUA^TA)`$ from the *E. coli* genetic network reveals the $`𝒯`$030 triad (Figure 1a) familiar from Shen-Orr et al. (2002). Arbitrarily large substructures may emerge from a given scalar, highlighting another methodological advantage to the algorithm: the search for significant scalars does not impose any constraints regarding the size of resulting subgraphs. An upper bound on the computational complexity is $`(\mathrm{}1)_i^si^3`$, where $`s`$ is the size of the resulting substructure and $`\mathrm{}`$ is the length of the scalar. In general, however, the efficiency of the localization algorithm is of less concern, as we localize only on a small set of statistically significant scalars.
*E. coli* Data Set: We implemented our algorithm on the *E. coli* genetic network. The database includes $`577`$ interactions between $`423`$ nodes, combining an existing database Salgado et al. (2002) with additional nodes and edges included from a literature search as described by Alon *et al.* Shen-Orr et al. (2002). We exclude self-interactions for a total of $`519`$ edges. Density estimations (see Figures 5, 6, 7) demonstrate how *E. coli* deviates from our background ensemble. Three of the top-ranking statistically significant scalars, $`(DAUA^TA)`$, $`(DA^TAUA^TA)`$, and $`(DA^TAA^TA)`$, localize to several structures consistent with Shen-Orr et al.’s earlier findings with this data set (see Figure 1). However, we highlight that identification of these three significant structures was done using one algorithm without the need to pose thresholds or parameters or to provide tailored algorithms. No property of the network was assumed to be of interest beforehand. Of interest, $`(AA^TDA^TAA)`$ was the highest scoring scalar. Upon soft-localization, we recovered the two 4-node subgraphs (Figure 8), which we call “FFB” (feed-forward box) and “+FFL” (feed-forward loop with an input). The 4-node structures are more significant than the related 3-node $`𝒯`$030 topology. The methodology thus assigns significance to a scalar without biasing the size of the resulting subgraphs.
Closer inspection of the top-scoring scalars reveals some unexpected architectural features. Hard-localization of the significant scalar, $`(AA^TDA^TAA)`$, yields a 14-node topology (Figure 9). We observe that the $`𝒯`$030 topology, defined by the genes $`hns`$, $`flhDC`$, and $`fliA`$, is a motif shared by five overlapping FFB’s. Inspecting the word, $`DA^TAA`$, on the *E. coli* data, we find that there are $`42`$ distinct $`𝒯`$030 paths, but only $`10`$ distinct $`𝒯`$030 grandparents. That is, the operation $``$ evaluates to $`42`$, while the operation $`𝒩`$ evaluates to $`10`$. In fact, the gene $`crp`$ appears in $`16`$ ‘distinct’ $`𝒯`$030. In this way the network evidences motif hubs–individual nodes which appear in numerous, overlapping identical motifs, a result first noted in Manuel et al.  using a more primitive significance test and more recently reported in Dobrin et. al. (2004). Importantly, this result is obtained with a single algorithm without posing any prior assumptions about the network.
Scalars which are significantly smaller relative to the background ensemble also reveal interesting topological features of the graph. For example, we find the scalar $`𝒩`$$`(UA^TA)`$ is statistically underrepresented in the *E. coli* network (see Figure 7). Localizations reveal structures with nodes that have two or more incoming edges. This “fan-in” structure, the opposite of the “SIM” topology, thus appears less often in the network, a finding with important ramifications. For example, recently researchers attempting to infer genetic regulatory interactions have imposed priors which restrict the number of edges converging on a node, but leave unrestricted the number of edges leaving a node Husmeier (2003). This prior on a general “fan-out” topology is thus supported by our findings.
*S. cerevisiae* Data Set: The yeast dataset is based on the Yeast Proteome Database (YPD) Costanzo et al (2000) and this particular part of the network consists of $`688`$ nodes with $`1079`$ edges Alon et al. . Analysis of this network shows the most significant word, $`(DAAA^TDAA)`$, contains a mutual dyad (a term which we borrow from the sociological network literature, referring to a pair of vertices mutually linked, such that, $`ab`$) as the rightmost $`DAA`$ indicates. Upon hard-localization we find that only four nodes in the network contribute to the word; these four nodes make up a dense cluster which includes a mutual dyad and a 3-cycle (see Figure 10). Another significant feature, $`(DAAAUA^TA)`$, hard-localizes to a 22-node substructure (Figure 11) with a fascinating topology which includes two parent genes which have a large and almost identical set of children. In the soft-localization of this feature, a minimal subgraph emerges with a compound topology: the “parent” layer of an FFL is itself an FFL (Figure 12). Obviously this $`5`$-node subgraph would not be identified with subgraph census methods which only count up to $`3`$\- and $`4`$\- node subgraphs.
Interpretation: We have presented a generalizable method for enumerating measures of a network and have demonstrated an application of this method for finding statistically significant features of the *E. coli* and *S. cerevisiae* genetic regulatory networks. The method has the advantages of *computational efficiency* as compared to subgraph census for naturally-occurring networks, particularly clustered or scale-free networks, and *flexibility* in that it can be easily applied to weighted and signed graphs. For example, many biological networks are published with a “p value” associated with each edge Olga Troyanskaya (2003); Manuel et al. , i.e., a probability that a certain edge exists (implicit in such publications is the assumption that the existence of each edge is independent of all other edges). In this case, $`\mathrm{\Sigma }`$ refers to the expected value of that scalar, over all realizations of the graph. Alternatively, neuronal networks have weighted edges describing the number of synapses and thus the strength of the interaction. In this case, $`\mathrm{\Sigma }`$ calculates the functionality of a particular word. While the $`𝒩`$ operation does not differentiate between weighted and unweighted edges, we could easily imagine other useful quantities of interest that we can also use in our space that would be functions of the weighted edges, such as the standard deviation. Some of our results on *E. coli* confirm earlier findings from previous methods, but unlike those methods, this approach is a single, systematic algorithm which does not require any previous assumptions about the network being analyzed. Moreover, new results regarding the structure of the *E. coli* network are presented, including the presence of “motif-hubs,” “feed-forward boxes” and a general “fan-out” topology.
It is worth highlighting that under a different randomization scheme with a different set of conditionals, the results may differ substantially. For example, in the case of the yeast dataset, if the number of 3-cyles or mutual dyads was also preserved, we expect the ranking of scalars to be different. We note, then, that one must take great care in selecting the background ensemble to avoid the possibility that one’s choice of randomization predetermines which scalars are the most significant. While the configuration model and its variants have been used as the appropriate ensemble distribution for networks in the past, many other random network models exist which may be more appropriate. Potentially, the network embedding space we present here will elucidate these issues further. For example, given multiple realizations of two random network models, one can use this space to investigate whether the resulting distributions are separable and which features make them distinguishable.
While motivated by work in which the subgraphs are the primitive degrees of freedom, scalars do not have a one-to-one mapping to subgraphs. However, every subgraph contributes to at least one scalar. Subgraph counting is computationally expensive, particularly for clustered, scale-free, and dense networks, but our method alleviates this issue because its exponential term is independent of these properties. The trade-off is that with localization, we can only find sets of subgraphs that a given scalar counts. A more systematic alphabet could further constrain the set of subgraphs for a scalar.
Closer investigation into the mapping between scalars and subgraphs is needed. The heuristic we develop, localization, appears to work well. The scalars are easily mapped to their most representative subgraphs, and some of these subgraphs confirmed earlier findings on the same dataset. However, while in our studies the interpretation of the most representative subgraphs of the significant scalars was straightforward, some scalars may have more difficult interpretations. We note that our focus here was not on subgraphs per se, but rather on a data space, a set of measures on a graph from which one can perform various statistical studies. In general, if one is interested in a particular subgraph, then the best approach is to identify that subgraph in the network. If one does not have any preconceptions about which feature of the network is important to study, than the scalar space offers an alternative, systematic, efficient, and effective approach to census and/or listing properties deemed relevant. Indeed, the space may not only be related to subgraphs, but also to more global measures such as various orders of transitivity Newman (2003).
Finally we note additional utilities of the enumeration of words. First, given an algorithm which purports to model a real-world network, one could find statistically significant scalars to identify in what ways the model fails to model the real-world data. Second, given a training set of many graphs of multiple classes, this data space could be used to build a classifier using machine learning algorithms (e.g., SVMs Vapnik (1992); N. Cristianini (2001), Boosting Freund and Schapire (1999)) which could then assign new graphs to one of the classes (see Manuel et al. ; Manuel et al.  for recent work in this direction), providing a modern machine learning approach for diagnosing networks (e.g., robust vs fragile economies, graphs with different growth laws, etc.).
It is a pleasure to acknowledge useful conversations with U. Alon, C. Stein, J. Gross, R. Albert, and M. Newman. We thank the organizers of the LANL/CNLS conference on “Networks: Structure, Dynamics, and Function” 5/03. CW was supported in part by NSF ECS-0332479, NSF DMS-9810750, NIH GM36277, NIH LM07276.


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# ALICE experience with GEANT4

## I ALICE detector

ALICE ALICE , A Large Ion Collider Experiment, is one of the four experiments that will run in the LHC (Large Hadron Collider). Specially designed for heavy-ion physics its main aim is to study the properties of strongly interacting matter at extreme energy densities, where the formation of the quark-gluon plasma is expected.

## II Geant4

Geant4 GEANT4  is the successor of the very popular and successful simulation package Geant3 GEANT3 . Geant4 has been completely written in C++ using Object Oriented technologies to achieve a greater degree of transparency, flexibility and extensibility. Its target application areas include high energy physics, as well as nuclear experiments, medical, accelerator and space physics studies. Thanks to its rich set of physics processes it is expected to supersede the Geant3 package, which is not updated anymore.

## III ALICE Software

### III.1 AliRoot

AliRoot is the ALICE off-line framework for simulation, reconstruction and analysis. It uses the ROOT ROOT  system as a foundation on which the framework and all applications are built. For the simulation both the actual transport code (see subsection III.2) and the generators have been factorized into abstract classes so that changing between all the possible choices can be done very easily. A schematic view of the internal structure of AliRoot is shown in figure 1.

### III.2 Virtual Monte Carlo

The Virtual Monte Carlo (VMC), thoroughly described in another paper at this conference VMC , is a simulation framework developed within the ALICE collaboration in close contact with the ROOT team. It is based on the ROOT system and isolates the code needed to perform a given detector simulation from the real transport code that is used. Once the user application is built, changing between any of the MCs can be done by changing just one line of code in a ROOT macro. Geant3 and Geant4 are currently fully integrated in the VMC. The integration of FLUKA is almost finished.

The VMC is now being integrated with the new, more neutral and efficient, Geometrical modeller developed for HEP by the ALICE Offline project in a close collaboration with the ROOT team. The native geometry package in each MC is going to be replaced with this new geometry package. Figure 2 shows the structure of the experiment software framework based on the VMC and the Geometrical Modeller.

The Geant4 implementation of the VMC, the Geant4 VMC, is completed and full simulation is posible even in complex geometries. Among the characteristics in Geant4 VMC the following can be found:

* It is a layer between VMC and Geant4 independent of the ALICE software.
* It provides an easy and tranparent transition from a Geant3 based simulation to a Geant4 based simulation.
* It uses the G3toG4 package (included in Geant4 and developed with a substantial contribution by ALICE), so it provides full support for reflections and limited support for Geant3 geometries using “MANY” option.
* It has the capability to switch between the ROOT user interface and the Geant4 user interface, processing foreign commands or macros in both UIs.
* It includes a Geant4 geometry browser.
* It has an XML export module.

The VMC examples, provided with the VMC VMCweb , allow comparisons between all the MC implementations. Besides, AliRoot is an example of the possible use of the VMC concept in a complex HEP application.

### III.3 ALICE Geant4 Simulation

At present, the ALICE simulation code based on the VMC can be run with Geant4 including the geometry of all 12 subdetectors and all structure modules. However, two detector subsystems are still excluded from hits production: the first one (ITS) since it uses not yet supported “MANY” positions, and the second one (RICH) because of a special requirement for adding its own particles to the stack (not yet available in the Geant4 VMC).

Runs of 5000 primary particles with the HIJING parameterisation event generator (representing 5.8 % of a full background event) and with the standard AliRoot magnetic field map were performed. The kinetic energy cuts equivalent to those in Geant3 simulations were applied, using a special process and user limits objects. The hit distributions in x and z distributions were compared for all included subdetectors and for Geant3 and Geant4. They were found to be compatible.

## IV Hadronic Benchmarks

### IV.1 Reasons

In the context of ALICE, Geant4 is considered as a possible replacement for Geant3. The hadronic processes are of capital importance for the physics that will be studied in this detector.

Low momentum particles are of great concern for the ALICE detectors covering the central rapidity zone and the forward muon spectrometer since ALICE has a rather open geometry with no calorimetry to absorb particles and a small magnetic field. At the same time low momentum particles appear at the end of hadronic showers. Residual background which limits the performance in central Pb-Pb collisions results from particles ”leaking” through the front absorbers and beam-shield.

Therefore, we are performing a set of benchmarks of the hadronic Geant4 processes against experimental data.

### IV.2 Proton thin-target benchmark

The proton thin-target benchmark aims at establishing the capabilities of Geant4 to reproduce the single hadronic interactions on nuclei in the so called intermediate energy range ($`100\mathrm{MeV}<\mathrm{E}_{lab}<1\mathrm{GeV}`$).

These studies were started with the release 3.0 of the Geant4 code. During the running of the benchmark we experienced several problems including some crashes of the program. They were reported to the Geant4 team. In ALICE-note  we published the results obtained with the official release 3.2 . Our current revision of these results was obtained with the latest release available at the time of the conference: 5.0 with patch 1.

#### IV.2.1 Experimental setup

The data used in this benchmark was collected at Los Alamos National Laboratory (New Mexico, USA) in the Weapons Neutron Research Facility. A schematic representation of the experimental setup is shown in Figure 3. A proton beam is directed towards a thin target, therefore no more than one collision is expected for most of the cases. The selected target materials are aluminum, iron and lead. The proton energies vary from 113 $`\mathrm{MeV}`$ to 800 $`\mathrm{MeV}`$. Neutrons are detected at several polar angles ranging from 7.5 to 150. A detailed description of the experiment can be found in experiment .

#### IV.2.2 Geant4 simulation

Due to the low hadronic interaction cross section, the probability of having a single interaction in a thin target is small. Most of the times, the protons traverse the target material without interacting. For this reason, to speed up computation, a setup different from the real one was simulated with Geant4. A big box made of the target material was built to make sure that one hadronic interaction would take place. Only transportation and proton inelastic processes (class G4ProtonInelasticProcess) were activated. Immediately after the interaction, the kinematic properties of the secondaries produced were stored for further analysis, and the next primary interaction was generated. The direction of each neutron produced was compared with the position of the detectors in the experimental setup.

Two physics models inside Geant4 were used for this benchmark:

1. The first model studied is the Parameterized model. This is more or less the Geant4 implementation of the GHEISHA GHEISHA  model (G4LEProtonInelastic and G4HEProtonInelastic classes). Some improvements with respect to the Geant3 implementation of the model are claimed. As it is a parameterized model, the nuclear fragments remaining from the inelastic collision are not calculated. To be able to verify the model we have deduced the fragment properties from the known conservation laws.
2. The second model used is the Geant4 implementation of the precompound Precompound  model (G4PreCompoundModell class). It is a microscopic model which is supposed to complement the hadron kinetic model in the intermediate energy region for nucleon–nucleus inelastic collisions. From Geant4 release 5.0 a new intranuclear cascade model is available in Geant4 (G4CascadeInterface class). The latest studies were done with this model activated in our code.

Finally, 200K events were generated for each model, energy and material, and the full statistics was used in the following studies.

#### IV.2.3 Consistency checks

The first exercise that we did consisted in a set of consistency checks, namely conservation laws and azimuthal distributions.

There are four systems in the reaction: the incident proton, the target nucleus, the emitted particles and the residual fragments. Four fundamental conservation laws can be checked: Energy, momentum, charge and baryon number. The parameterized model does not generate a residual fragment making these checks impossible. However the fundamental correlation laws allow us to determine the energy and the momentum of the of residual fragments, and hence the square of its total mass, while barion and charge conservation can give us the number of protons and neutrons in the fragments. Performing the calculation, we found that up to 1.5% of the events have unphysical states with a residual having a negative number of protons or neutrons (see table 1 or figure 4), or with a negative value of $`\mathrm{M}^2`$.

Some violations of the conservation laws were observed in the initially tested versions of Geant4, where the precompound model had to be used alone (there was no cascade model). They were solved and only a small energy non-conservation remained, apparently coming from the final de-excitation phase of the model. Surprisingly when adding the cascade model available since the 5.0 release we observed that neither momentum, nor energy are conserved as can be seen in figure 5.

Azimuthal distributions had a known bug in the old Geant3 implementation of GHEISHA. For this reason we checked them for the parameterized and precompound model finding several azymuthal asymmetries in the first versions of Geant4. The latest release corrects all of them and the distributions are flat as expected.

#### IV.2.4 Double differentials

The double differential distribution, $`\frac{d^2\sigma }{d\mathrm{E}d\mathrm{\Omega }}`$, of the emitted neutrons was calculated for all the cases. The parameterized model is not able to correctly reproduce most of the distributions. The same applies to the precompound model alone. Adding the cascade model improves a lot the agreement between data and MC (see figure 6), though some discrepancy still persists for low incident energy and light targets (see figure 7).

### IV.3 Neutron transmission benchmark

Here we describe a second benchmark on the neutron transport inside iron and concrete in the very low energy region ($`10\mathrm{MeV}<\mathrm{E}_{lab}<100\mathrm{MeV}`$). For this benchmark the 4.1 (patch 1) release of Geant4 was used.

#### IV.3.1 Experimental setup

In this test we use the data coming from an international benchmark TIARA  that took place at the TIARA facility of JAERI.

A cross section view of the TIARA facility with the experimental arrangement can be seen in figure 8. 43 $`\mathrm{MeV}`$ and 68 $`\mathrm{MeV}`$ protons bombard a 7Li target, producing a quasi-monoenergetic source of 40 $`\mathrm{MeV}`$ and 65 $`\mathrm{MeV}`$ neutrons. Iron and concrete shields of different widths were placed 401 $`\mathrm{cm}`$ away from the neutron source. The neutron flux was measured in three different positions on the horizontal direction: at 0, 20 and 40 $`\mathrm{cm}`$ from the beam axis.

The details on how the neutron intensity and energy spectra was measured can be found in TIARA .

#### IV.3.2 Geant4 simulation

There are two main parts which define the Geant4 simulation: the definition of the geometry and the choice of the appropriate set of active physic processes, i.e. the so called physics list.

The full geometry of the experimental setup, as described in the previous section was not implemented for the simulation. A simpler instance (see figure 9) was used. A block of the material being studied was built at 401 $`\mathrm{cm}`$ from the source in the z direction, inside a big vacuum hall. In order to measure the flux three empty spherical sensitive detectors were constructed just behind the target at 0 $`\mathrm{cm}`$, 20 $`\mathrm{cm}`$ and 40 $`\mathrm{cm}`$ from the beam axis in the x direction.

The energy and angular neutron spectra of the source was simulated. For the energy, the distribution obtained from the measures after the lithium target was used. The input spectrum was reproduced accurately.

A selection of the available processes was done in order to match our physics requirements. The physics list was divided in five major blocks:

1. General processes: This block includes only the decay process. It was activated only for neutrons.
2. Electromagnetic processes: The electromagnetic processes were activated only for $`\gamma `$, $`\mathrm{e}^\pm `$, protons and alpha particles. The processes activated were, for all mentioned particles, multiple scattering and ionization. For photons, the photo electric effect, the Compton scattering, and the $`\gamma `$ conversion were added. Bremsstrahlung was included for $`\mathrm{e}^\pm `$ and $`\mathrm{e}^+`$ annihilation was included for $`\mathrm{e}^+`$.
3. Hadronic elastic processes: These processes were switched on for protons, neutrons, deuterons, tritons and alphas only. The default low energy hadronic elastic model (class G4LEElastic) was used alone, except for neutrons where its limit of applicability was set to 19 $`\mathrm{MeV}`$ and the more specialized high precision model (class G4NeutronHPElastic) was also activated.
4. Hadronic inelastic processes: The same particles as in the previous block had these kind of processes activated. The precompound model was selected. For neutrons, the cross-sections provided by the Geant4 class G4NeutronInelasticCrossSection were used together with the inelastic high precision model below 19 $`\mathrm{MeV}`$.
5. Other hadronic processes: These are only special neutron processes like neutron fission and neutron capture. The default models, together with their high precision version for energies below 19 $`\mathrm{MeV}`$, were used.

#### IV.3.3 Flux Estimation

The track length method was used to estimate the flux after the target. Three spheres of 5.08 $`\mathrm{cm}`$ filled with vacuum were placed tangent to the target at x = 0 $`\mathrm{cm}`$, x = 20 $`\mathrm{cm}`$ and x = 40 $`\mathrm{cm}`$, and y =0, being z the axis of the beam perpendicular to the shielding. For every neutron entering each sphere its entry point, exit point, energy, $`\mathrm{E}`$, and track length, $`\mathrm{}(\mathrm{E})`$, inside the volume of the sphere ($`V_S`$) is stored. The flux in a given energy interval, $`\mathrm{\Delta }\varphi (\mathrm{\Delta }\mathrm{E})`$, is then calculated as the track length normalized with the sphere volume. So for $`N`$ events we have:

$$\mathrm{\Delta }\varphi (\mathrm{\Delta }\mathrm{E})=\frac{\underset{\mathrm{E}ϵ\mathrm{\Delta }\mathrm{E}}{\overset{}{}}\mathrm{}(\mathrm{E})}{V_sN}$$

The final quantity takes into account the intensity, $`I`$, of the incident flux, and is normalized with the lethargy, $`L=\mathrm{\Delta }\mathrm{log}(\mathrm{E})`$. Therefore, the final quantity studied becomes:

$$\varphi (\mathrm{E})[\mathrm{n}\mathrm{cm}^2\mathrm{L}^1\mu \mathrm{C}^1]=\frac{I\mathrm{}(\mathrm{E})}{V_sN\mathrm{\Delta }\mathrm{log}(\mathrm{E})}$$

#### IV.3.4 Results

We remark a large and consistent discrepancy between experimental data and Geant4 results. In particular we notice how the transmission peak is overestimated by Geant4 and there seems to be an overestimation of the fluency again around 15 $`\mathrm{MeV}`$. These differences might come from the simplified geometry and further investigation is needed. See figures 10 and 11 for some results.

All these results have been communicated to the Geant4 experts as they were produced.

### IV.4 Conclusions

Two sets of experimental data on proton-thin target and neutron transmission experiments were used to benchmark Geant4. During the exercise several inconsistencies were found and reported to the Geant4 experts. This fact, together with the lack of some models in the MC toolkit limited the precision with which the experimental results could be reproduced. Most of the problems are now corrected though it seems there is still space for more improvement, specially in the energy-momentum conservation laws of the recently added cascade model.

## V G4UIRoot

G4UIRoot G4UIRoot  is a new Geant4 GUI built using the ROOT libraries. It fully integrates into Geant4 and brings together the strengths of the Geant4 user interface and ROOT capabilities.

### V.1 Motivations

Geant4 has already several GUIs (Xm, OPACS, GAG). Nevertheless, none of them was found completely satisfactory. Xm is more a UI, and the fact that uses Motif gave rise to several problems on different platforms. The OPACS GUI was difficult to integrate in a program, and, though it seems extremely customizable, working with it was not found comfortable. Java GAG was very user-friendly. However the fact that it was written in Java made it slow.

On the other hand the growing ROOT community feel comfortable with it and gets used to its particular way of interacting with the programs through the C++ interpreter. This GUI aims at bridging both worlds allowing at the same time access to the Geant4 sophisticated high level commands and to the code itself through the ROOT interpreter.

A capture of the main G4UIRoot window together with some output windows can be seen in figure 12. It is easy to realize that this GUI is highly influenced by GAG. Its look and feel is similar, and, although many enhancements have been added, the basic functionality is common. GAG code was taken as a starting point and showed very helpful.

### V.2 Features

This GUI was constructed using the ROOT toolkit and profiting from its GUI capabilities. It is fully integrated into the Geant4 compilation framework. Some of its features are:

* Command tree: The full command tree can be inspected in a tree-like structure where the availability of the commands is clearly marked and updated according to the Geant4 state.
* Direct command typing: Commands may be executed by directly typing them in a space at the bottom of the main window. This is very much like the normal Geant4 user interface with some extensions (tabbing, history). Typing a command here updates the selection in the command tree.
* Parameters frame: The list of parameters for a given selected command is displayed in a frame with the default values and the possibility of modifying them.
* Command help: The full command help is also displayed in the parameters frame and the short command help appears in pop-up windows and the status bar.
* Main window customization: Pictures and titles in the main window may be customized. Geant4 also provides a way to add new menus to access already registered Geant4 commands.
* Access to external Geant4 macros and ROOT TBrowser.
* Output windows: Normal and error output are shown in different windows with saving capabilities.
* History: History is logged to another window and may be saved. It may also be recalled at any point from the command line.
* ROOT interpreter: The terminal from which the application is launched runs the typical ROOT interpreter. It provides run-time access to the objects for which the ROOT dictionaries were generated (all ROOT objects and the user objects based on the ROOT framework). For the time being, this is not the case for Geant4 objects.

### V.3 Conclusions

The first version of G4UIRoot was developed in a very short time thanks to both the good desing of the ROOT GUI and the Geant4 interface categories. A useful GUI for new-comers, people used to ROOT and interactive users is now available. It has most of the capabilities of other Geant4 user interfaces and some more extensions not found in any of them. Some interest has been shown from other people and very usefull contributions have been provided from some of them.


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# The X-ray spectrum of the black hole candidate GX339-4 in a low state

## 1 Introduction

GX 339-4, discovered in 1971 by Markert et al. (1973a , 1973b ), was proposed to be a black hole candidate by Samimi et al. (samimi (1979)), because of its spectral features and its short term variability similar to sources like Cyg X-1.

GX 339-4 was observed in five different spectral states, each one with well defined features (Tanaka & Lewin tanaka (1995)). Most observations detected the source in the hard-low state, and often with such a low count rate to properly call it an off state; less often the source was detected in the high-soft state, only twice in the very high state (before 2001) and twice in the intermediate state (for a recent re-consideration of the nature of the intermediate state see Homan et al. homan (2001)). In the first half of 1999, the source entered an extended off-state, and it remained undetectable by the All-Sky Monitor on board RossiXTE (see Kong et al. kong (2000), Corbel et al. Corbel (2003)). During 2002 GX 339-4 started a new outburst (Smith et al. smith (2002)) with more state transitions (Belloni et al. belloni2 (2003)) The light curve from the RXTE/ASM is shown in Fig. 1.

In its low state GX 339-4 shows power law spectra, with photon index $`\mathrm{\Gamma }`$=1.62-2.30 (Dolan et al. dolan (1987); Bouchet et al. bouchet (1993); Ueda et al. ueda (1994); Mendez & van der Klis mendez (1997); Zdziarski et al. zdziarski (1998); Belloni et al. belloni (1999); Wilms et al. wilms (1999)). Higher values for $`\mathrm{\Gamma }`$ were detected in spectra observed up to 200 keV ($`\mathrm{\Gamma }=2.0\pm 0.3`$; Dolan et al. dolan (1987)) and to 1.3 MeV (Bouchet et al. bouchet (1993)). Most observations in the low state indicate the presence of the fluorescence Fe line (Ueda et al. ueda (1994); Zdziarski et al. zdziarski (1998); Dolan et al. dolan (1987)), with an equivalent width of about 50-100 eV.

Several authors (Zdziarski et al. zdziarski (1998); Wilms et al. wilms (1999); Revnivtsev et al. revnivtsev (2001); Nowak et al. nowak (2002); Wardziński et al. wardzinski (2002)) give indication of a reflection component in the X spectra, described according to the model of Magdziarz & Zdziarski (magdziarz (1995)) and provide evidence for the Fe abundance being greater by a factor 2-3 relative to solar abundance.

GX 339-4 high states have also well defined spectral features. In this state the spectrum shows a soft component, due to the thermal emission by an accretion disk (Makishima et al. makishima (1986); Belloni et al. belloni (1999)), described by a multicolour blackbody model (Makishima et al. makishima (1986)). Inner temperatures of the disk were estimated to be 0.77 keV (Makishima et al. makishima (1986)) and 0.63-0.72 keV (Belloni et al. belloni (1999)). The high energy part of the observed spectra has a powerlaw behaviour, with a photon index $`\mathrm{\Gamma }`$ of 2.0 (Makishima et al. makishima (1986)) and of 2.12-2.57 (Belloni et al. belloni (1999)).

In the high state the fluorescence Fe line at 6.4 keV is present, with an equivalent width of 319-350 eV. There is also evidence for an absorption edge, although its central energy is uncertain: Makishima et al. (makishima (1986)) report a value of 8.8 keV, while Belloni et al. (belloni (1999)) one of 6.69 keV.

The source is very active also in the radio band, with radio flux strictly correlated to the X-ray intensity (Corbel et al. Corbel (2003); Markoff et al. Markoff (2003)).

In this paper we report results from four observations of GX 339-4, taken during 1997 with the BeppoSAX satellite, when the source was in a low-hard state. Using all four narrow field instruments available in the satellite scientific payload, we obtained and analysed data in the 0.4–140.0 keV band. In Sect. 2 we present the four observations with a summary of the reduction procedure; in Sect. 3 we describe the data analysis and in Sect. 4 we discuss our results.

## 2 Observations and data reduction

We observed GX 339-4 with BeppoSAX (Boella et al. boella (1997) and references therein) at four epochs during 1997, with the primary aim to study the spectral variability on the 1-month and 6-month time scale. A journal with basic data is reported in Table 1, while the state of the source at the epoch of our observations with respect to the historical light curve is visible in Fig. 1. Preliminary results on the first two observations have been previously reported by Chiappetti et al. (lucio0 (1998)).

From the figure it is apparent that we observed the source at only slightly different intensity levels during a low state.

We detected GX 339-4 with all the four Narrow Field Instruments on board BeppoSAX, obtaining a simultaneous coverage with an excellent signal to noise from 0.4 to 140 keV. MECS (Medium Energy Concentrator Spectrometer) observations used all three MECS units for the first two observations, and only two units for the last two, due to a failure of unit MECS1 in late spring 1997.

Data reduction for MECS, HPGSPC (High Pressure Gas Scintillation Proportional Counter) and PDS (Phoswich Detector System) was performed using the XAS software (Chiappetti & Dal Fiume lucio1 (1997)), while for LECS (Low Energy Concentrator Spectrometer) data we used the cleaned event files supplied by the ASI Science Data Centre (ASDC). In general the reduction followed the standard prescriptions described e.g. in Chiappetti et al. (lucio2 (1999)), with only slight differences and peculiarities due to the higher intensity of GX 339-4. A summary is given below. The reader not interested in reduction details may wish to proceed directly to Sect. 3.

We examined the light curves of GX 339-4 during our (relatively short) observations, but, since we found no indication of large variability, we proceeded accumulating a single spectrum per instrument for each observation.

LECS gross spectra were extracted from event files in a circular area of radius 8 arcmin. Background subtraction was performed linking each data file to a standard background file (the latest available at ASDC111calibration files repository: ftp.asdc.asi.it/pub/sax/cal/ in November 1999). ASDC standard response matrices were also used. In our analysis we used data in the 0.4–4.0 keV energy band.

A larger extraction radius of 13 arcmin was used for MECS. Background subtraction was performed using a 1120 ks background file derived from blank field pointings taken during the satellite Performance Verification phase. Response matrices were generated with XAS according to the source location in the field of view. In our analysis we used data in the 4.0–10.0 keV energy band for MECS1, in the 1.8–10.0 keV energy band for MECS2 and MECS3.

HPGSPC background subtraction was performed using data taken during our observations (but not simultaneously) with the rocking collimator offset in the negative direction. ASDC standard response matrices were used. In our analysis we used data in the 7.0–70.0 keV energy band.

PDS background subtraction used simultaneous data taken with the rocking collimators in offset position (Frontera et al. frontera (1997)). In consideration of the source strength the threshold for spurious spike filtering has been 32 cts/s (instead of the customary 25 cts/s), and the PSA correction was not applied. Response matrices were computed with XAS from the configuration recorded in the spectra. In our analysis we used data in the 20.0–140.0 keV energy band.

Given the brightness of the source, the systematics in the calibrations of the instrument play an important role when matching spectra taken with different instruments. This is customarily handled using the standard response matrices and introducing cross-normalisation constants in the spectral fit. Unit MECS3 was used as reference (constant fixed to unity). Obtained cross-normalisations for the other instruments are in good agreement with values widely reported in the literature and recommended by the BeppoSAX team.

## 3 Data analysis

Spectral fits were performed with the software package XSPEC v. 10.0. In the remainder of the paper we refer to all additive or multiplicative spectral components, as well as their parameters, with the mnemonic used in the XSPEC handbook.

Preliminary fits were made with the model WABS (DISKBB + POWERLAW), to account for the direct emission from the two main structures around a black hole accreting matter from a companion in a binary system: the optically thick, geometrically thin, accretion disk (DISKBB, Makishima et al. makishima (1986)) and an optically thin Comptonising corona (POWERLAW). The component WABS describes photoelectric absorption due to the interstellar matter (Morrison & McCammon morrison (1983), Anders & Ebihara anders (1982)).

Values of the $`\chi ^2`$ (see Table 2) indicate that such a simple model does not describe satisfactorily the observed spectra, and Fig. 2 (bottom panel) shows that the main deviations from the model are in the high energy tail of the spectra: the model underestimates the observed spectra at energies around 30-60 keV, and overestimates the spectra at higher energies.

A first possible interpretation of such deviations would be that the spectra have a high energy cutoff, which has not been taken into account in such a simple model : the underestimate at medium energies could be interpreted as the attempt to compensate the lack of a cutoff in the model. A less important deviation is seen at energies around the fluorescence Fe line.

Therefore, a new series of fits were performed with the model WABS (DISKBB + CUTOFFPL + GAUSSIAN): the component CUTOFFPL was introduced to account for the high energy cutoff in the hard tail of the spectra and the component GAUSSIAN for the profile of the Fe fluorescence line. The Fe line energy was kept fixed to the value of 6.4 keV (see Table 3). $`\chi ^2`$ values improved for all observations, but they were still too high to indicate good fits. Fig. 3 (bottom panel) shows the presence of non negligible modulations, indicating that this improved model cannot describe satisfactorily the shape of the observed spectrum. Fig. 3 (top panel) shows clearly that data remain above the model curve in the range about 20–50 keV and are definitely below the model in the hard tail.

The behaviour at energies above 30 keV is suggestive of the presence of a reflected component in the spectra. To test this scenario, we introduced the additive model PEXRIV (Magdziarz & Zdziarski magdziarz (1995)), which describes the Compton effect on a possibly ionized disk, when the incident spectrum is well described by a power law with a high energy cutoff. In conjunction with the PEXRIV component, we performed fits representing the Fe fluorescence line with the component LAOR (Laor laor (1991)), which describes the line profile from an accretion disk.

Fitting results (see Table 4) indicate clearly that the Compton reflection scenario gives a good description of our data, and Fig. 4 shows how good is the agreement of the assumed model with the data.

## 4 Discussion

Our results clearly show that the source was in the hard-low state during all four observations (see Table 4 for numerical results and Fig. 4 for the unfolded spectrum). Count rates and luminosities for each observation are all within a factor of two from each other (see Tables 1 and 4) and are typical of GX 339-4 in its hard-low state (Zdziarski et al. zdziarski (1998); Ilovaisky et al. ilovaisky (1986); Mendez & van der Klis mendez (1997); Belloni et al. belloni (1999); Wilms et al. wilms (1999)). The spectra are also resemblant of black hole candidates in such spectral state, being mainly dominated by a power law, with a weak soft excess at lower energies (around 1 keV). The spectral indices of such power laws are also typical of hard-low states, and confirm that the spectra are generated in an optically thin region, assuming they are due to Comptonisation. The large solid angle required by the reflection component suggests the presence of an extended accretion disk, despite the fact that the direct emission from it accounts only for a small fraction of the soft flux (about 3-6% in the 0.4-10 keV band).

Very little we can argue from the ionisation parameter: all confidence intervals are consistent with zero, but at the same time have very high upper limits. Equivalent widths of the Fe line (from Tables 3 and 4) are also consistent with previous value in litterature (Ueda et al. ueda (1994); Zdziarski et al. zdziarski (1998); Dolan et al. dolan (1987)), lying in the range 50–106 eV.

The values of the high energy cutoff of the incident spectrum require some comments. Such values are clearly outside of the energy range of BeppoSAX instruments, but their determination is needed, in order to constrain accurately the reflected spectrum. They seem not unreasonable. If the cutoff energy were inside the BeppoSAX energy range, the incident spectrum at higher energies would not provide enough photons to generate such an intense reflected component. The absence of a cutoff below 140 keV agrees with previous results (Dolan et al. dolan (1987); Bouchet et al. bouchet (1993)). In order to confirm the presence of a high energy cutoff in the near MeV range further investigations, e.g. with Integral, are required.

###### Acknowledgements.

The BeppoSAX satellite has been funded and operated by the Italian Space Agency (ASI). The Rossi XTE ASM data have been retrieved from MIT RXTE web site.