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# Supernova Cosmology and the Fine Structure Constant

## I Introduction

Recently, the possibility of the variation of fundamental “constants” (especially the fine structure constant $`\alpha `$ and the gravitational constant $`G`$) has attracted much attention.. Recent evidence that the value of $`\alpha `$ was smaller in the past from observations of a number of absorption systems in the spectra of distant quasars has stimulated interest in this topic. From an anthropic point of view, it is also intriguing to examine how changing physical constants would affect the structure of the universe we observe.

The magnitude of the variation of $`\alpha `$ over time on a cosmological scale is constrained by several observations: those of the absorption/emission lines of distant objects, yielding information on the variation of fine-splitting ($`0.5<z<4`$), those of spectrum of cosmic microwave background anisotropies, yielding information on the variation of the recombination process ($`z=1000`$), and those of Big Bang nucleosynthesis, yielding information on the variation of the masses of the proton and neutron ($`z=10^{10}`$). In this paper, we consider another method to constrain the cosmological time variation of $`\alpha `$, observations of Type Ia supernovae. A Type Ia supernova is considered to be a good standard candle, because its peak luminosity correlates with the rate of decline of the magnitude. Observations of Type Ia supernovae have been used to constrain cosmological parameters. The homogeneity of the peak luminosity is essentially due to the homogeneity of the progenitor mass, and this is primarily determined by the Chandrasekhar mass, which is proportional to $`G^{3/2}`$. The peak luminosity also depends on the diffusion time of photons, which depends on $`\alpha `$ through the opacity. A decrease in opacity reduces the diffusion time, allowing trapped radiation to escape more rapidly, leading in turn to an increase in the luminosity.

## II Type Ia supernovae and $`\alpha `$

Now we consider the effect of changing $`\alpha `$ on the bolometric absolute magnitude of the peak luminosity of Type Ia supernovae. We limit our study to the peak luminosity, because the physics behind the relation between the peak luminosity and the rate of its decline is not fully understood (see Ref.  for a recent attempt). We write the energy deposition rate from the 56Ni $``$ 56Co $``$ 56Fe decay chain inside the photosphere of Type Ia supernovae as

$`F(t)=M_{56}q(t),`$ (1)
where $`M_{56}`$ is the mass of 56Ni in grams ($`0.6M_{}1.2\times 10^{33}\mathrm{g}`$),  and $`q(t)`$ is given by

$`q(t)=\left[S_{\mathrm{Ni}}^\gamma e^{t/\tau _{\mathrm{Ni}}}+S_{\mathrm{Co}}^\gamma \left(e^{t/\tau _{\mathrm{Co}}}e^{t/\tau _{\mathrm{Ni}}}\right)\right]f_{\mathrm{dep}}^\gamma (t)+S_{\mathrm{Co}}^\beta \left(e^{t/\tau _{\mathrm{Co}}}e^{t/\tau _{\mathrm{Ni}}}\right),`$ (2)
with

$`S_{\mathrm{Ni}}^\gamma `$ $`=`$ $`4.03\times 10^{10}\mathrm{erg}\mathrm{s}^1\left(\tau _{\mathrm{Ni}}/8.51\mathrm{days}\right)^1,`$ (3)
$`S_{\mathrm{Co}}^\gamma `$ $`=`$ $`6.78\times 10^9\mathrm{erg}\mathrm{s}^1\left(\tau _{\mathrm{Co}}/111.5\mathrm{days}\right)^1,`$ (4)
$`S_{\mathrm{Co}}^\beta `$ $`=`$ $`0.232\times 10^9\mathrm{erg}\mathrm{s}^1\left(\tau _{\mathrm{Co}}/111.5\mathrm{days}\right)^1.`$ (5)
In Ref. , the most recent value of the mean lifetime of $`{}_{}{}^{56}\mathrm{Ni}`$ ($`{}_{}{}^{56}\mathrm{Co}`$), which is determined by the weak interaction, is stated to be $`\tau _{\mathrm{Ni}}`$= 8.51 days ($`\tau _{\mathrm{Co}}`$ = 111.5 days). For simplicity, in this paper we assume that the differences in energy between the exited states and the ground states of $`{}_{}{}^{56}\mathrm{Ni}`$, $`{}_{}{}^{56}\mathrm{Co}`$ and $`{}_{}{}^{56}\mathrm{Fe}`$ are mainly determined by nuclear forces; the Coulomb part in excitation energy is assumed to be small. In general, this assumption is almost valid. The $`\gamma `$-ray deposition function, $`f_{\mathrm{dep}}^\gamma (t)`$, i.e., the fraction of $`\gamma `$-ray energy deposited in supernova matter, is fitted by

$`f_{\mathrm{dep}}^\gamma (t)=G(\tau )\left(1+2G(\tau )\left[1G(\tau )\right]\left[10.75G(\tau )\right]\right),`$ (6)
with

$`G(\tau )=\tau /\left(\tau +1.6\right),`$ (7)
where $`\tau =\tau (t)`$ is the optical depth.

The peak luminosity of the optical light curve is essentially proportional to the value of $`F(t)`$ at a time $`t_p`$, when the expansion timescale is equal to the diffusion timescale: $`L_{\mathrm{peak}}F(t=t_p)`$ with $`t_pt_{\mathrm{exp}}t_{\mathrm{diff}}`$. Here the diffusion timescale $`t_{\mathrm{diff}}`$ is given by

$`t_{\mathrm{diff}}=\kappa \rho R^2/c,`$ (8)
where $`\kappa `$ is the mean opacity ($`0.1\mathrm{cm}^2\mathrm{g}^1`$ in Ref. ), $`\rho `$ is the matter density, and $`R`$ is the radius. On the other hand, the expansion timescale $`t_{\mathrm{exp}}`$ is given approximately by

$`t_{\mathrm{exp}}=R/v,`$ (9)
where $`v`$ is the expansion velocity of the matter. The total mass of the progenitor is determined by the Chandrasekhar mass and is given by $`M=4R^3\rho /3\pi 3\mu _{e}^{}{}_{}{}^{2}G^{3/2}m_p^21.4M_{}`$, where $`\mu _e`$ is the mean molecular weight of electrons and $`m_p`$ is the proton mass.***Changing $`\alpha `$ causes a change in the nucleon mass through electromagnetic radiative corrections, and hence a change in the Chandrasekhar mass. However, the resulting change in the luminosity is found to be smaller by four orders of magnitude than the value given in Eq.(19). The total energy of the explosion is $`E=Mv^2/210^{51}`$ erg, which is due to the difference between the binding energies of $`{}_{}{}^{56}\mathrm{Ni}`$ and C ($``$ 1 MeV times the number of nucleons). Through the relation

$$t_{\mathrm{diff}}=\frac{3\kappa M}{4\pi cR}=\frac{3\kappa M}{4\pi cVt_{\mathrm{exp}}}=\frac{3\kappa M^{3/2}}{4\sqrt{2}\pi cE^{1/2}t_{\mathrm{exp}}},$$
(10)
we obtain

$`t_p`$ $``$ $`\left({\displaystyle \frac{3}{4\sqrt{2}\pi }}(\kappa /c)\right)^{1/2}\left({\displaystyle \frac{M^3}{E}}\right)^{1/4},`$ (11)
$``$ $`19\mathrm{days}\left({\displaystyle \frac{\kappa }{0.1\mathrm{cm}^2\mathrm{g}^1}}\right)^{1/2}\left({\displaystyle \frac{M}{1.4M_{}}}\right)^{3/4}\left({\displaystyle \frac{E}{10^{51}\mathrm{erg}}}\right)^{1/4}.`$ (12)
In this case we find that $`L_{\mathrm{peak}}0.97\times 10^{43}\mathrm{erg}\mathrm{s}^1`$, and the velocity is given by $`v8.5\times 10^8\mathrm{cm}\mathrm{s}^1\left(E/10^{51}\mathrm{erg}\right)^{1/2}\left(M/1.4M_{}\right)^{1/2}`$.

The mean opacity $`\kappa `$ should be proportional to $`\alpha ^n`$ because emitted photons scatter off ions through the electromagnetic interaction ($`n=2`$ for Thomson scattering). Because the density in the supernova shell is very low ($`10^{13}\mathrm{gcm}^3`$) after 10 days, the opacity may be almost entirely due to electron scattering ($`n=2`$). However, for generality we include the $`n`$ dependence. A photon in the expanding shell suffers a continuous Doppler shift of frequency with respect to the rest frame of the material. Those photons which are redshifted to the frequency of a sufficiently strong line will be absorbed by the corresponding bound-bound transition. This effect would effectively increase the opacity . Such an enhancement factor has a complicated form as a function of the bound-bound transition opacity and is non-linear in $`\alpha `$ . Near the peak luminosity, however, the effective value of $`n`$ modified by the enhancement factor is the same order of magnitude, and therefore this effect should not affect the following analysis significantly.  Then, the uncertainty in $`t_p`$ is related with the change of $`\alpha `$ as

$`{\displaystyle \frac{\mathrm{\Delta }t_p}{t_p}}={\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{\Delta }\kappa }{\kappa }}={\displaystyle \frac{n}{2}}{\displaystyle \frac{\mathrm{\Delta }\alpha }{\alpha }}.`$ (13)
From Eq. (2), we see that the uncertainty in $`q(t_p)`$ caused by the variation of $`t_p`$ or $`\alpha `$ can be expressed by

$`\mathrm{\Delta }q(t_p)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }t_p}{\tau _{\mathrm{Ni}}}}\left[S_{\mathrm{Ni}}^\gamma f_{\mathrm{dep}}^\gamma (t_p)e^{t_p/\tau _{\mathrm{Ni}}}+\left(S_{\mathrm{Co}}^\gamma f_{\mathrm{dep}}^\gamma (t_p)+S_{\mathrm{Co}}^\beta \right)\left({\displaystyle \frac{\tau _{\mathrm{Ni}}}{\tau _{\mathrm{Co}}}}e^{t_p/\tau _{\mathrm{Co}}}e^{t_p/\tau _{\mathrm{Ni}}}\right)\right]`$ (15)
$`+\mathrm{\Delta }f_{\mathrm{dep}}^\gamma (t_p)\left[S_{\mathrm{Ni}}^\gamma e^{t_p/\tau _{\mathrm{Ni}}}+S_{\mathrm{Co}}^\gamma \left({\displaystyle \frac{\tau _{\mathrm{Ni}}}{\tau _{\mathrm{Co}}}}e^{t_p/\tau _{\mathrm{Co}}}e^{t_p/\tau _{\mathrm{Ni}}}\right)\right],`$
where

$`\mathrm{\Delta }f_{\mathrm{dep}}^\gamma (t_p)=\mathrm{\Delta }G(\tau _p)\left[1+4G(\tau _p)10.5G(\tau _p)^2+6.0G(\tau _p)^3\right],`$ (16)
with $`\tau _p\tau (t=t_p)`$, and

$`\mathrm{\Delta }G(\tau _p)={\displaystyle \frac{1.6}{\left(1.6+\tau _p\right)^2}}\mathrm{\Delta }\tau _p.`$ (17)
In our simple treatment, the optical depth ($`\tau =\kappa \rho R`$) is assumed to be proportional to $`\kappa t^2v^2M`$. If we adopt the value of $`\tau `$ in Ref.  ($`\tau `$ 1.0 at $`t`$ = 20 days for $`v=1.5\times 10^9\mathrm{cm}\mathrm{s}^1`$), we obtain

$`\tau _p3.6\left({\displaystyle \frac{E}{10^{51}\mathrm{erg}}}\right)^{1/2}\left({\displaystyle \frac{M}{1.4M_{}}}\right)^{1/2}.`$ (18)
From Eq. (18), we see that $`\tau _p`$ does not depend on $`\kappa `$, and the second term in Eq. (15) disappears. We note that in this case $`f_{\mathrm{dep}}^\gamma (t_p)0.83`$.

Using Eqs. (1), (13) and (15), we obtain the relation

$`{\displaystyle \frac{\mathrm{\Delta }L_{\mathrm{peak}}}{L_{\mathrm{peak}}}}={\displaystyle \frac{\mathrm{\Delta }q(t_p)}{q(t_p)}}=a{\displaystyle \frac{n}{2}}{\displaystyle \frac{\mathrm{\Delta }\alpha }{\alpha }},`$ (19)
where $`a0.94`$. Thus, we obtain the following relationship between $`\mathrm{\Delta }\alpha `$ and the change in the absolute magnitude $`\mathrm{\Delta }`$ at the peak luminosity:

$$\frac{\mathrm{\Delta }\alpha }{\alpha }=\frac{4\mathrm{ln}10}{5an}\mathrm{\Delta }=0.98\left(\frac{0.94}{a}\right)\left(\frac{2}{n}\right)\mathrm{\Delta }.$$
(20)
This is the main result of this paper. It can be understood as follows. Decreasing $`\alpha `$ causes the opacity to decrease, which allows photons to escape more rapidly, thereby leading to an increase in the luminosity. Thus a smaller (larger) value of $`\alpha `$ would make supernovae brighter (fainter).

Let us now estimate the severity of the constraint derived from observations of Type Ia supernovae. Future experiments like SNAP(SuperNova/Acceleration Probe)http://snap.lbl.gov ae planned to observe thousands of supernovae and should be able to reduce systematic errors to a magnitude of $`0.02`$ mag, which corresponds to $`\mathrm{\Delta }\alpha /\alpha <2\times 10^2`$. This is larger than the current limit for $`0.16<z<0.80`$, $`\mathrm{\Delta }\alpha /\alpha =(2\pm 1.2)\times 10^4`$, although the limit obtained from supernovae could apply to higher redshifts and depends on the nature of the time evolution of $`\alpha `$.

The sensitivity of this “supernova method” to the variation of $`\alpha `$ might be on the same order as that of CMB . (For the case of varying $`G`$ see  and ). In any case, it is important to determine the possible limits of the variation of fundamental constants by various means. As one such effort, we have proposed a method to determine the limit of the time variation of $`\alpha `$ through examination of the variation of the peak luminosity of supernovae. Detailed analysis will be published elsewhere.

## Acknowledgements

K.K. wishes to thank T. Shigeyama and N. Itagaki for useful discussions. T.C. was supported in part by a Grant-in-Aid for Scientific Research (No.13740154) from the Japan Society for the Promotion of Science and by a Grant-in-Aid for Scientific Research on Priority Areas (No.14047212) from the Ministry of Education, Science, Sports and Culture, Japan.


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# Paramagnetic effect in YBa2Cu3O7-x grain boundary junctions.

On leave from \]Department of Solid State Physics, Comenius University, SK-84248 Bratislava, Slovakia.

## Abstract

A detailed investigation of the magnetic response of YBa2Cu3Ox grain boundary Josephson junctions has been carried out using both radio-frequency measurements and Scanning SQUID Microscopy. In a nominally zero-field-cooled regime we observed a paramagnetic response at low external fields for 45 $`asymmetric`$ grain boundaries. We argue that the observed phenomenology results from the $`d`$-wave order parameter symmetry and depends on Andreev bound states.

Superconductors below the transition temperature $`T_c`$ usually expel an external magnetic field. This phenomenon, known as the Meissner effect, leads to diamagnetism. It was therefore quite unexpected that a paramagnetic Meissner effect (PME) was observed in a field cooled regime for ceramic Bi2Sr2CaCu2O8 Braunish ; Heinzel  (BiSCCO). For an explanation, it was proposed that below $`T_c`$ there are randomly distributed spontaneous orbital currents in the sample.Braunish ; Kus  These currents can be oriented by an external magnetic field, providing a paramagnetic signal. Sigrist and Rice Sig  pointed out that the spontaneous orbital currents can be caused by a $`d_{x^2y^2}`$-wave symmetry of the superconducting state. Indeed, the $`d`$-wave scenario predicts the existence of Josephson junctions in which the Josephson energy reaches a minimum for a phase difference across the junction at $`\varphi =\pi `$ ($`\pi `$-contact). In ceramic high-$`T_c`$ superconductors (HTS) the grains can form loops which contain odd numbers of $`\pi `$-contacts, so called frustrated loops.Sig  In such a system the energy is minimized by a configuration with a spontaneous current flowing in the loop.changjohn  In particular, for a $`\pi `$-contact with a “conventional” current-phase relationship $`I=I_c\mathrm{sin}(\varphi +\pi )`$ inserted in a loop, the gain in Josephson energy exceeds the loss of magnetic energy when the parameter $`\beta `$ satisfies $`\beta =2\pi LI_c/\mathrm{\Phi }_0>1`$, where $`\mathrm{\Phi }_0`$ is the flux quantum, $`I_c`$ is the critical current and $`L`$ is a loop inductance. However, a paramagnetic signal in the field-cooled regime has also been observed for conventional superconductors.Thomp ; Geim

In order to distinguish between different origins of paramagnetism Rice and Sigrist Rice  proposed to detect spontaneous orbital currents by a SQUID microscope for zero-field cooled samples. In a granular BiSCCO sample exhibiting a paramagnetic signal, spontaneous magnetization has indeed been observed.Kir  The PME and the presence of spontaneous currents therefore represent two of the main features induced by the $`d`$-wave order parameter symmetry in HTS.

A study of these phenomena on a more controlled system, such as a grain boundary (GB) line, could shed additional light on the relation between these effects and their influence on the properties of the grain boundary Josephson junctions (GBJJ).

In this paper, for the first time, we give evidence of a paramagnetic behavior for zero-field cooled asymmetric 45 YBa2Cu3Ox (YBCO) GBJJ. The paramagnetic signal, that has been previously observed in two-dimensional systems, has been in this case detected in a single GB line and related to basic mechanisms in HTS JJs. Apart from conventional transport properties and Scanning SQUID Microscopy (SSM) measurements, we exploited radio-frequency measurements, which are very sensitive and provide a direct test for paramagnetic signals as demonstrated below. This is a further manifestation of the $`d`$-wave nature of the order parameter, but it is also relevant for the understanding of transport across GBJJs and in particular on the incidence of Andreev bound states.

The idea of the $`rf`$ measurements is the following. The sample of interest is inductively coupled to a high-quality (quality factor $`Q300`$) parallel resonant circuit of inductance $`L_T`$, capacitance $`C_T`$. Experimentally this is realized by flip chip configuration - the sample is placed on the top of a small solenoid coil perpendicular to its axis. For such an arrangement, the effective impedance of the tank circuit coupled to the sample is a function of the external magnetic field $`H_e`$ applied to the sample. This field consists of a $`dc`$ and an $`rf`$ component as induced by a current $`I_{dc}`$ (in fact of very low frequency) and an $`rf`$ oscillating current $`I_{rf}`$ in the tank coil, hence $`H_e=H_{dc}+H_{rf}`$. In order to avoid the nucleation of $`rf`$ “vortices” and other nonlinear effects, the amplitude of $`H_{rf}`$ is small, so that $`H_{rf}H_{c1}`$,$`H_{dc}`$ where $`H_{c1}`$ is the first critical field, therefore $`H_eH_{dc}`$. If $`L_{eff}(H_{dc})`$ and $`R_{eff}(H_{dc})`$ are the effective inductance and the effective resistance of the tank circuit-sample system respectively, the phase angle $`\alpha `$ between the drive current $`I_{rf}`$ and the tank voltage $`U`$ is given by

$$\mathrm{tan}\alpha =\frac{1}{R_{eff}(H_{dc})}\left(\frac{1}{\omega C_T}\omega L_{eff}(H_{dc})\right).$$
(1)
It follows from Eq. 1 for $`H_{dc}=0`$ and at the resonance frequency $`\omega _0=1/\sqrt{L_{eff}(0)C_T}`$ that the parameter $`\alpha `$ is zero. Therefore, by monitoring $`\alpha `$ as a function of $`H_{dc}`$ at the frequency $`\omega _0`$, the $`L_{eff}(H_{dc})`$ dependence can be obtained (note that $`R_{eff}(H_{dc})`$ dependence is controlled independently, by measuring the quality factor $`Q`$ of the tank circuit-sample system). If $`R_{eff}=R_T`$ does not depend on $`H_{dc}`$ then tan $`\alpha `$ can be written as:

$$\mathrm{tan}\alpha =k^2Q\chi _m$$
(2)
where $`k`$ is the coupling coefficient between the tank coil and the sample, and $`\chi _m`$ is ac magnetic susceptibility of the sample. In the experiments we are obviously interested in the regime $`\chi _mconst`$, the only configuration able to provide significant information. Let us analyze Eq. 2 near $`H_e=0`$. When the supercurrent induced by an externally applied field is diamagnetic, a change of $`\chi _m<0`$ will result in a local maximum in $`\alpha (H_e)`$. Similarly, a local minimum of the $`\alpha (H_e)`$ curve indicates a paramagnetic response ($`\chi _m>0`$).

The simplest system which exhibits a similar behavior is the well-known $`rf`$ SQUID. The sensor of this device is a Josephson junction inserted in a superconducting loop. If the inductance $`L`$ of the loop is relatively small (so that $`\beta <1`$), the $`\alpha (H_{dc})`$ dependence has a local maximum at $`H_{dc}=0`$ (see for example Ref. Mal, ). Due to the induced current in the sensor, the magnetic flux $`\mathrm{\Phi }_i`$ inside the loop satisfies $`\mathrm{\Phi }_i<\mathrm{\Phi }_e`$, where $`\mathrm{\Phi }_e`$ is an applied external flux. Therefore, the magnetic response is diamagnetic. If, instead of a conventional junction, a $`\pi `$-contact is inserted in the same sensor, the $`\alpha (H_{dc})`$ dependence has a local minimum at $`H_{dc}=0`$ and $`\mathrm{\Phi }_i>\mathrm{\Phi }_e`$, providing a paramagnetic response. The phase shift $`\alpha `$ can be obtained from Eq. 2 defining $`\chi _m=d\mathrm{\Phi }_i/d\mathrm{\Phi }_e1`$.Ilichev00  The value of $`k^2Q`$ allows the estimation of the resolution of the $`rf`$ measurement, in this case of the order of a few percent of the flux quantum.

As we discussed above, within the framework of the $`d`$-wave scenario, extrinsic effects such as faceting can play a relevant role in the determination of the properties of the junctions and can contribute in particular to causing spontaneous currents and/or a paramagnetic effect. In the case of a strongly meandering interface, the GB exhibits a random parallel array of $`0`$\- and $`\pi `$-contacts. This is somehow the analog of the explanation of the PME in BiSCCO crystals in the 1-dimensional case of a GB line ($`\pi `$-loops model). An alternative mechanism of the PME can be given in terms of the midgap states (MGS) and surface properties of d-wave superconductors (MGS model). In this case, the MGS model is valid even for flat interfaces of a d-wave superconductor.

The interplay between the PME and superconductivity, apart from being an interesting topic itself on $`d`$-wave induced effects, may be crucial to improve understanding of transport properties of GBs. It has been demonstrated that GB transport properties strongly depend on the quality of the substrate,Jia  of the thin film and the type of growth. This led to apparently conflicting behaviors in a wide spectrum of transport regimes. Zig-zag Nb-Au-YBCO junctions isolated the effect of facets by investigating the presence of spontaneous currents and anomalous magnetic patterns.Hans1  We intend to reach the other limit by investigating a morphology with nominal very reduced faceting, and low barrier transparency. To this aim we employed biepitaxial junctions, where “clean” basal plane GBs can be reproducibly obtained.

The biepitaxial technique allows the fabrication of various GBJJs by growing different seed layers and using substrates with different orientations.tafuri ; tafurib  In this experiment we have used CeO2 as a seed layer material deposited on (110) SrTiO3 substrates. Details of the fabrication procedure can be found elsewhere.tafurib  YBCO grows along the  direction on CeO2 seed layers, while it grows along the / direction on SrTiO3 substrates. By using CeO2 as a seed layer we were able to induce a 45 rotation of the $`ab`$ plane of the YBCO with respect to the in-plane direction of the SrTiO3 substrate, and as a consequence the $`\pi `$ contact is formed.tafuriprl  The measurements shown below are for the case where a 45 $`c`$-axis tilt accompanies the 45 $`a`$-axis tilt (Fig. 1a.) This configuration in principle leads to interfaces where effects due to faceting can be very reduced, as shown for instance in the Scanning Electron Microscope image of Fig. 1b, and the relative sketch Fig. 1c. For biepitaxial junctions in the tilt case,tafuri  the YBCO growth kinetics and the junction interface orientation determine that the long side of the  grains faces the $`c`$-axis counter-electrode, and this leads to a more controlled GB (basal plane GB). This has been confirmed by cross section Transmission Electron Microscope investigations.tafuri

The sample had originally a typical $`SQUID`$ geometry with a central hole of 50 $`\mu `$m $`\times `$ 50 $`\mu `$m. Rf and $`SSM`$ measurements were performed on a configuration where one of junctions was removed and the other was reduced to about 60 $`\mu `$m.

Results of $`rf`$ measurements as a function of an externally applied magnetic field at the temperature range from $`T`$= 4.2 K up to 40 K are presented in Fig. 2 for nominally zero field cooled samples (the rest field is below 0.2 mOe). The sharp minimum at $`H_{dc}`$=0 in Fig. 2 represents an unusual feature with respect to most GB systems, which exhibit a maximum for zero field. The minima at a finite magnetic field are originated by the redistribution of the magnetic flux into the GB as extensively discussed in Ref. Sige, .

According to the discussion above, the minimum of $`\alpha `$ at $`H_{dc}=0`$ is direct evidence of paramagnetic behavior of this type of GB. Furthermore the paramagnetic response was absent after the removal of YBCO from the GB region, demonstrating that the effect is only due to the GB. In other words we just repeated the same measurement on the same sample after removing only a narrow region of YBCO along the grain boundary line in order to prove that the paramagnetic signal was caused by the grain boundary and not by any uncontrolled environmental reason (substrate or sample holder) or possible impurities in the YBCO thin film far from the GB line. The absence of hysteresis for $`\alpha (H_{dc})`$-dependence with respect to external field means that there is no spontaneous surface current or flux generated in the GB. This is analogous to the situation in $`rf`$ SQUID with $`\pi `$-contact for $`\beta <1`$. As a matter of fact, in the case of finite fluctuations the jumps of $`\mathrm{\Phi }_i`$ can occur with a certain probability when $`\mathrm{\Phi }_e`$ falls in a hysteresis region.kur  When the distribution width of the jump probability is larger than the width of the hysteresis, the flux jumps many times during the measurements. As a result the apparent time-averaged $`\mathrm{\Phi }_i(\mathrm{\Phi }_e)`$ dependence presents a finite slope rather than hysteresis even for $`\beta >1`$ (see Fig. 3). This situation has already been observed experimentally.il98

A detailed insight into the problem of the paramagnetic effect and of spontaneous currents in facetted GB’s has been given in Refs. Hans, ; Mints, . In this model the current density $`j_S(x)`$ ($`x`$ is the coordinate in the plane of the contact) is a random and alternating function of $`x`$, $`j_c(x)=j_c[1+g_0f(x)]`$ with $`f(x)=0`$, max\[ $`f(x)`$\]=1 and $`g_0=`$ max\[$`j_c(x)/j_c`$\]. The length scale $`l`$ of $`g(x)`$ variations is of the order of the grain boundary meandering, typically $`l`$ is in the range of 0.01-0.1 $`\mu `$m.Hans  For a conventional current-phase relationship $`j_c(x)=j_c\mathrm{sin}\phi (x)`$, the properties of the GBJJ are determined by the parameterMints  $`\gamma =g_0^2l^2/8\pi ^2\mathrm{\Lambda }_j^2`$. Here $`\mathrm{\Lambda }_j=(c\mathrm{\Phi }_0/16\pi ^2\lambda j_c)^{1/2}`$ is the effective Josephson penetration depth and $`\lambda `$ is the London penetration depth. Within this model, for $`\gamma <1`$ there is no created flux in GBJJ and the microjunctions stay in a “excited currentless state”.Cop  In principle, such junctions can exhibit a paramagnetic response. When $`\gamma >1`$ there is flux generated in the GBJJ. Qualitatively, this requirement is similar to the condition $`\beta >1`$ for the $`rf`$ SQUID, as discussed above. Thus the same arguments concerning thermal fluctuations can be done for our experiments. If at $`\mathrm{\Phi }_e=0`$ and $`T=0`$ there is spontaneous flux in the GB, one should observe hysteresis of the $`\mathrm{\Phi }_i(\mathrm{\Phi }_e)`$ dependence (see Fig. 3, curve 1). However, at finite temperature fluctuations wash out the hysteresis, therefore there is no spontaneous current (see Fig. 3, curve 2).

The above scenario relies on a macroscopic approach to the GB, which is a random array of parallel 0 and $`\pi `$-junctions, $`i.e.`$ the “extrinsic” effect of faceting.

The other possible scenario is based on microscopic arguments, and mainly on mechanisms based on Andreev reflection at the surface.wendin ; Tan ; hasci ; low1  The $`d`$-wave symmetry of the gap leads to the formation of the surface state at zero energy (so-called midgap states - MGS Hu94 ). This MGS is degenerate with respect to the direction along the surface of the superconductor ($`\pm k_y`$). Any mechanism which is able to split the MGS will lower the energy of the system.sig  The splitting of the MGS leads to spontaneous currents along the surface and therefore to time reversal symmetry breaking.

Different mechanisms of the MGS splitting were proposed in the literature (see Ref. low1,  and Refs. therein). Apart from suggestions based on the presence of an imaginary component of the order parameter (like $`d\pm is`$, see for example Ref. am, ), there are at least two scenarios based only on a pure d-wave symmetry of order parameter.

The first scenario takes into account the Josephson effect. For asymmetric 45 GBJJ the energy of the MGS can be written aswendin

$$\epsilon _{\mathrm{MGS}}(\phi ,k_y)=\mathrm{sgn}(k_y)E_0(\vartheta )\mathrm{sin}(\phi ),$$
(3)
where $`E_0=\mathrm{\Delta }_L|\mathrm{\Delta }_R|D(\vartheta )/(2|\mathrm{\Delta }_L|+D(\vartheta )[|\mathrm{\Delta }_R||\mathrm{\Delta }_L|])`$, $`D(\vartheta )`$ is the angle-dependent barrier transparency and $`\mathrm{\Delta }_L`$, $`\mathrm{\Delta }_R`$ are superconducting energy gaps for the angle $`\vartheta =\mathrm{arcsin}k_y/k_F`$ in the left and right superconductor, respectively. For asymmetric 45 GBJJ the Josephson energy minimum corresponds to the equilibrium phase difference across the junction $`\phi =\pi /2`$ which leads to the splitting of the MGS.Ilichev01  Hence, the spontaneous paramagnetic current flows in the surface layer $`\xi _0`$. This current is screened by the Meissner supercurrent on the scale of $`\lambda `$ and the system pays for the gain in the Josephson energy at the expense of the energy of the magnetic field.

Within the framework of the second scenario the free surface of a $`d`$-wave superconductor has been found to be responsible for the appearance of the paramagnetic effect. In this case the paramagnetic quasi-particle current tries to compensate the Meissner supercurrent.hasci  As a matter of fact the supercurrent causes a redistribution of quasi-particles in $`𝐤`$-space due to the shift $`E_𝐤=E_𝐤^0+𝐩_𝐤𝐯_s`$ in the quasiparticle excitation energy, where $`E_𝐤^0`$ is the excitation energy in the absence of a supercurrent, $`𝐯_s`$ is the velocity of the supercurrent and $`𝐩_𝐤`$ is momentum of the quasiparticle. This is obviously relevant for a (110) oriented HTS surface due to the existence of the MGS.

The key feature for both of the described approaches is the presence of a mechanism able to split the MGS and produce a gap $`E_0`$, or in other words to populate the $`\pm k_y`$ MGS unequally. This phenomenon is accompanied by a phase transition to a broken time reversal symmetry (TRSB) state. The transition temperature $`T_{TRSB}`$ can be evaluated and in both approaches $`T_{TRSB}`$ have been estimated to be below 1 K, in agreement with tunneling experiments.Covington97  $`T_{TRSB}`$ will be apparently the relevant parameter also for the PME. However, in analogy with $`rf`$ SQUID properties, above $`T_{TRSB}`$ one should observe no hysteresis but steep slope of $`\mathrm{\Phi }_i(\mathrm{\Phi }_e)`$ at $`\mathrm{\Phi }_e=0`$ (again see Fig. 3). This explains why we observed PME in a wide temperature range well above the $`T_{TRSB}`$ values but no hysteretic behavior.

Additional information has been provided by SSM investigations, which revealed the absence of spontaneous currents, as shown in the SSM images of the GBJJ region in Fig. 4. Fig. 4(a) and Fig. 4(b) are SSM images of a wide area around the GB ”in zero field cooling, and in non-zero field cooling respectively, both at $`T`$=4.2 K. Figure 4(a) confirms in zero field cooling the absence of any spontaneous magnetization for this sample. This result is different from other measurements on 45 asymmetric bicrystal Man  and biepitaxial GBJJ.kirtley1  We attribute this difference to the concomitance of reduced faceting along the GB and the low barrier transparency of this junction, characterized by low values of the critical current density $`j_C`$ about $`10^2`$A/cm2.tafuriprb  Fig. 4 (b) gives evidence of vortices in both the electrodes, and in particular of anisotropic vortices in the (103) electrode. As a consequence, it seems to be not the case that the PME is originated by $`\pi `$-loops across the GB ($`\pi `$-loops model, see above). Moreover, the observed narrow dip on $`\alpha vs.H_{dc}`$ characteristics at $`H_{dc}=0`$ (see Fig. 2) requires $`\gamma 1`$. Simple estimations show that $`\gamma 1`$ corresponds to critical current densities across the GBJJ of the order of $`10^5`$A/cm2, which seems to be unrealistic, given that the average critical current density for our junction are of the order of $`10^2`$A/cm2. On the other hand the MGS model is apparently consistent with our results.

In conclusion, we have measured the magnetic-field response of an asymmetric $`45^0`$ grain boundary in a YBa2Cu3Ox thin film. The results of these investigations allow us to identify Andreev bound states as the cause of the paramagnetic effect, confirming theoretical predictions. Andreev bound states have been studied in detail theoretically in $`HTS`$ Josephson junctions and systems. However, due to their extreme localization and stringent survival conditions, experimental detection has been basically confirmed only by one type of measurement, zero bias anomalies in tunneling spectra.Covington97  Our method is complementary and direct, and relies on the comparison of various types of measurements realized on the same samples. The contribution to the existing state of knowledge on d-wave order parameter symmetry in $`HTS`$ superconductors is to demonstrate experimentally the occurrence of bound states through an innovative approach, shedding light on the paramagnetic effect in a novel topological configuration.

A paramagnetic response at low external fields was found in a zero-field-cooling regime. We have shown that the observed phenomena can be explained by the paramagnetic response of MGS surface currents.

The authors would like to thank V. Zakosarenko, A. Golubov and Yu. Barash for numerous illuminating discussions. E.I. and M.G. were partially supported by the D-wave Systems Inc. M.G. wants to acknowledge the support of Grants No. VEGA 1/9177/02 and APVT-51-021602. This work has been partially supported by the ESF project ”$`\mathrm{\Pi }`$-Shift”.


text:
# Geometric construction of the Quantum Hall Effect in all even dimensions

## 1 Introduction

Recently there is a flurry on a generalization of the Quantum Hall Effect (QHE) to four dimensional flat space , inspired by a paper  by Zhang and Hu. In view of its significance to the condensed matter physics and to the fundamental physics (see the conclusion and the introduction in ), it is worth the effort to have a closer examination of this generalization of the QHE.

In their search for QHE on four-space (i.e., $`^4`$), Zhang and Hu follow Haldane’s approach of the QHE problem in . There are two steps in this approach: 1) study the quantum mechanics problem of a single charged particle under the influence of a natural background magnetic field of strength $`I`$ on the sphere of radius $`R`$; 2) map the sphere to the flat Euclidean space by the standard stereographical mapping and then take the thermodynamic limit as both $`I`$ and $`R`$ go to infinity while keeping $`I/R^2`$ constant to recover QHE on the plane. Put it differently, QHE on two-sphere devised by Haldane is just a family of spherical approximations to QHE on two-space (i.e., $`^2`$), and the strategy adopted in  is to generalize the spherical models of Haldane to dimension four (using an earlier work of C. N. Yang ) and then take the thermodynamic limit to obtain QHE on four-space.

As a matter of fact, the natural generalization of QHE on two-sphere goes beyond dimension four. This observation was also independently made (but not carried out) by M. Fabinger in  from the point of view of fuzzy spheres .

It is well known that, to understand the QHE, a key step is to understand the Hamiltonian and the ground state wave-functions for a single particle on flat space. However, to our best understanding of the references cited above, this very important question for QHE on four-space has not been explicitly addressed so far. Our answer to this question for QHE on higher dimensional flat spaces turns out to be rather simple mathematically. This simplicity immediately tells us that QHE on higher dimensional flat space shares the common features such as incompressibility with QHE on two-space.

I would like to thank the referees and the Board Member for their helpful suggestions. I would like to thank J. S. Li, X. R. Wang and S.C. Zhang for helpful discussions. Especially I would like to thank Y.S. Wu for very helpful and very constructive discussions on the physical meaning of the main result of this paper. This work is supported by the Hong Kong Research Grants Council under the RGC project HKUST6161/97P.

## 2 QHE on even dimensional spheres

Here we formulate the quantum mechanics model111Before going into the mathematical details, I would like to point out that, physically, it is the quantum mechanics of a charged particle in $`2n`$-dimensional sphere under the influence of a canonical background $`\text{Spin}(2n)`$-gauge field. For more explanation, please consult appendix A.  for QHE problem on even-spheres in clean geometric language. The approach in , where the ground state wave-functions are given first and the Hamiltonian is derived later, while works in dimension four, does not seem to work in higher even dimensions. Our approach starts with the Hamiltonian and is more straightforward and works in any even dimension. However, the discussion here may not be really new in a broad sense, and it could be known long time ago to mathematicians in the context of representation theory of compact Lie groups. In any case, similar discussions in more general settings appeared (partially or fully) in the mathematical physics literature repeatedly in the past .

Following , a point $`X_i`$ on $`\text{S}^{2n}(R)`$ (the $`2n`$-sphere centered at the origin with radius $`R`$) can be described by dimensionless vector coordinates $`x_i=X_i/R`$, with $`i=1,2,\mathrm{},2n+1`$, which satisfy $`x_i^2=1`$. Now, $`\text{S}^{2n}\text{S}^{2n}(1)`$ is the homogeneous space $`\text{Spin}(2n+1)/\text{Spin}(2n)`$, and the principal bundle

$`\text{Spin}(2n)\text{Spin}(2n+1)\text{S}^{2n}`$ (1)
has a canonical connection

$`A=Pr_{so(2n)}(g^1dg),`$ (2)
where $`g^1dg`$ is the Cartan-Maurer form on $`\text{Spin}(2n+1)`$ and $`Pr_{so(2n)}`$ is the orthogonal projection onto the Lie algebra of $`\text{Spin}(2n)`$. Let $`\mathrm{\Delta }`$ be the fundamental spin representation of $`\text{Spin}(2n+1)`$, then $`\mathrm{\Delta }=\mathrm{\Delta }^+\mathrm{\Delta }^{}`$ as representations of $`\text{Spin}(2n)`$, where $`\mathrm{\Delta }^\pm `$ are the positive/negative spin representation of $`\text{Spin}(2n)`$. The highest weight state of $`\mathrm{\Delta }^\pm `$ is $`|\underset{n1}{\underset{}{\frac{1}{2}\mathrm{}\frac{1}{2}}}\frac{\pm 1}{2}`$. Let $`I`$ be a positive half integer, $`\mathrm{\Delta }_I^+`$ be irreducible representation of $`\text{Spin}(2n)`$ with highest weight state $`|\underset{n}{\underset{}{I\mathrm{}I}}`$. (In general $`\mathrm{\Delta }_I^+`$ is an irreducible component of the $`2I`$-fold symmetric tensor product of $`\mathrm{\Delta }^+`$) Form the complex vector bundle $`\xi _I`$: $`\text{Spin}(2n+1)\times _{\text{Spin}(2n)}\mathrm{\Delta }_I^+\text{S}^{2n}`$, then $`\xi _I`$ has an induced canonical $`\text{Spin}(2n)`$-connection $`A_I`$. The quantum mechanics problem is the study of a charged particle under the presence of background magnetic potential $`A_I`$, so the Hamiltonian222Here is a remark for QHE on four-sphere. Note that $`\text{Spin}(4)=\text{SU}(2)\times \text{SU}(2)`$, so the background gauge field splits into two components. However, since the particle is neutral with respect to the 2nd component gauge field, physically, the particle only sees $`\text{SU}(2)`$ — a component of $`\text{Spin}(4)`$. So the effective principal bundle used here is just a $`\text{SU}(2)`$-bundle which can be seen to be precisely the Hopf bundle used in . (These observations have already appeared in a series of papers of Y.S. Wu and his collaborators which are published in some Chinese journals in the seventies.) The advantage of our construction is that the $`\text{Spin}(5)`$(not $`\text{SO}(5)`$) symmetry of the system is manifest from the very beginning. Please compare with . is

$`\widehat{H}={\displaystyle \frac{\mathrm{}^2}{2MR^2}}d_{A_I}^{}d_{A_I},`$ (3)
where $`d_{A_I}`$ is the covariant derivative: $`\mathrm{\Gamma }(\xi _I)\mathrm{\Gamma }(\xi _IT^{}\text{S}^{2n}),`$ and $`d_{A_I}^{}`$ is the formal adjoint of $`d_{A_I}`$.

To compute the spectrum of $`\widehat{H}`$ in equation (3), we note that

$`d_{A_I}^{}d_{A_I}=c_2\left(\text{Spin}(2n+1)\right)c_2(\text{Spin}(2n),\mathrm{\Delta }_I^+)`$ (4)
where $`c_2(\text{Spin}(2n+1))`$ is the quadratic Casimir operator of $`\text{Spin}(2n+1)`$ and $`c_2(\text{Spin}(2n),\mathrm{\Delta }_I^+)`$ is the value of quadratic Casimir operator of $`\text{Spin}(2n)`$ on $`\mathrm{\Delta }_I^+`$. Therefore we have

$`\widehat{H}={\displaystyle \frac{\mathrm{}^2}{2MR^2}}[c_2(\text{Spin}(2n+1))c_2(\text{Spin}(2n),\mathrm{\Delta }_I^+)]`$ (5)
Note that equations (3) and (5) have appeared in  in slightly different form. (see Appendix A for more details)

The Hilbert space of this quantum system is the space of square integrable sections of $`\xi _I`$ and it decomposes into the direct sum of the eigenspaces of $`\widehat{H}`$. These energy eigenspaces, indexed by integer $`q0`$, are all irreducible representation spaces of $`\text{Spin}(2n+1)`$. The $`q`$-th energy eigenspace $`_I(q)`$ is labelled by its highest weight state $`|(q+I)\underset{n1}{\underset{}{I\mathrm{}I}}`$, and the corresponding eigenvalue is $`E(q)=\frac{\mathrm{}^2}{2MR^2}\left[2I(q+\frac{n}{2})+q(q+2n1)\right]`$. The ground state, which is the lowest $`\text{Spin}(2n+1)`$ level for a given $`I`$, is obtained by setting $`q=0`$, and is $`d_0_{1ijn}\left(1+\frac{2I}{2n+1ij}\right)`$-fold degenerate. (All of these are standard results in mathematics and can be found in a textbook on group representations, for example ) Therefore, $`I`$ plays the role of the magnetic flux, while $`q`$ plays the role of the Landau level index. States with $`q>0`$ are separated from the ground state by a finite energy gap. Note that in the limit $`I\mathrm{}`$ and $`R\mathrm{}`$ while keeping $`l_0\frac{R}{\sqrt{2I}}`$ and $`q`$ constant,

$`E(q){\displaystyle \frac{\mathrm{}^2}{2Ml_0^2}}(q+{\displaystyle \frac{n}{2}}),`$ (6)
and the single particle energy spacing is finite. This can also be seen from the thermodynamic limit of $`\widehat{H}`$ in the below.

## 3 QHE on even dimensional flat spaces

Here we shall see that $`\widehat{H}`$ in equation (3) is rather simple in the thermodynamic limit. As a first step, we shall find the expression for $`\widehat{H}`$ on $`\text{S}^{2n}\{S\}`$ (i.e., the sphere with the south pole $`S`$ removed). To do this, we need to fix a gauge on $`\text{S}^{2n}\{S\}`$, i.e., a smooth section $`\varphi `$ on $`\text{S}^{2n}\{S\}`$ of the principal bundle in (1). We prefer to choose an $`\text{SO}(2n)`$-equivariant gauge, for example, we may take

$$\text{Landau gauge}:\varphi (\stackrel{}{y})=\left(\begin{array}{cc}I\frac{2\stackrel{}{y}\stackrel{}{y}^T}{1+y^2}& \frac{2\stackrel{}{y}}{1+y^2}\\ \frac{2\stackrel{}{y}^T}{1+y^2}& \frac{1y^2}{1+y^2}\end{array}\right),$$
(7)
where $`\stackrel{}{y}`$ is the standard stereographical map $`\text{S}^{2n}\{S\}^{2n}`$, viewed as a coordinate map. Then the connection form on $`\text{S}^{2n}\{S\}`$ under the Landau gauge is

$`\varphi ^{}(A)=2\left(\stackrel{}{y}d\stackrel{}{y}^Td\stackrel{}{y}\stackrel{}{y}^T\right)+O(|\stackrel{}{y}|^3),`$ (8)
where $`O(|\stackrel{}{y}|^3)`$ is a term whose coefficient in each $`dy^i`$ is of the order $`|\stackrel{}{y}|^3`$ as $`\stackrel{}{y}\stackrel{}{0}`$.

For the purpose of taking limit, it is convenient to have another representation of $`𝔰𝔬(2n)`$ : a complex $`2n\times 2n`$-matrix $`X`$ is in $`𝔰𝔬(2n)`$ if and only if it is anti-hermitian and $`JX^TJ+X=0`$, where $`J=\left(\begin{array}{cc}0& I_n\\ I_n& 0\end{array}\right)`$ with $`I_n`$ being the $`n\times n`$-identity matrix. In this representation, the natural connection form in equation (8) becomes

$`B=\left(\begin{array}{cc}zdz^{}dzz^{}& zdz^Tdzz^T\\ & \\ \overline{zdz^Tdzz^T}& \overline{zdz^{}dzz^{}}\end{array}\right)+O(|z|^3),`$ (9)
where $`z=\left(\begin{array}{c}z^1\\ \mathrm{}\\ z^n\end{array}\right)`$ with $`z^\mu =y^\mu +\sqrt{1}y^{n+\mu }`$ for $`1\mu n`$ and bar means complex conjugation. Then the Hamiltonian operator (in the Landau gauge) is

$$\widehat{H}=\frac{1}{2MR^2}\frac{1}{\sqrt{h}}(_j+B_j)\left[h^{jk}\sqrt{h}(_k+B_k)\right],$$
(10)
where $`h`$ is the following Riemannian metric on $`^n=^{2n}`$:

$$h_{ij}(\stackrel{}{y})=\frac{c}{1+\stackrel{}{y}^2}\delta _{ij},$$
(11)
where $`c`$ is a constant which can/will be set to be $`1`$.

To find the thermodynamic limit of the Hamiltonian in equation (10), we write $`B=B_\mu dz^\mu +B_{\overline{\mu }}d\overline{z}^\mu `$, replace $`z`$ by $`z/\sqrt{2I}`$, $`\stackrel{}{y}`$ by $`\stackrel{}{y}/\sqrt{2I}`$ and $`R^2`$ by $`2I`$, and observe that as $`I\mathrm{}`$,

$`B_\mu /\sqrt{2I}{\displaystyle \frac{1}{2}}\overline{z}^\mu ,B_{\overline{\mu }}/\sqrt{2I}{\displaystyle \frac{1}{2}}z^\mu `$ (12)
as operators, and

$`h_{ij}\delta _{ij},`$ (13)
therefore,

$`\widehat{H}\widehat{H}_{\mathrm{}}={\displaystyle \underset{1\mu n}{}}{\displaystyle \frac{1}{M}}\left(_\mu _{\overline{\mu }}+_{\overline{\mu }}_\mu \right),`$ (14)
where $`_\mu =_\mu \frac{1}{2}\overline{z^\mu }`$ and $`_{\overline{\mu }}=_{\overline{\mu }}+\frac{1}{2}z^\mu `$. In other words, the Hamiltonian for a single charged particle in QHE on $`2n`$-space is

$`\widehat{H}_{\mathrm{}}={\displaystyle \underset{1\mu n}{}}\left(_\mu _{\overline{\mu }}+{\displaystyle \frac{1}{2}}\right)\mathrm{}\omega _c.`$ (15)
Roughly speaking, equation (15) says that $`\widehat{H}_{\mathrm{}}`$ is just the sum of $`n`$ copies of the Hamiltonian for a single particle in QHE on two-space.

Main results333Before taking limit, the physics is about a charged particle on a sphere under the influence of a natural background gauge field. However, the limit does not have this kind of interpretation anymore. In the semiclassical picture, a $`2n`$-dimensional QHE droplet is a finite ball in the configuration space (not $`^{2n}`$) whose Landau levels up to the boundary are all filled. That is clear from our explicit description of the ground-state wave-functions. for QHE on even dimensional spaces. Let $`\widehat{h}`$ be the Hamiltonian of a single particle in QHE on two-space in the Landau gauge, $`V`$ be the Bargmann-Fock space  of holomorphic functions on $``$. Then the Hamiltonian of a single particle in QHE on four-space (in the Landau gauge) is

$`\widehat{H}_{\mathrm{}}=\widehat{h}II+I\widehat{h}I,`$ (16)
and it acts on the Hilbert space $`L^2(^2)L^2(^2)V`$. ( here $`I`$ is the identity operator) The spectrum of this Hamiltonian is

$`E(q)=(q+1)\mathrm{}\omega _c`$ (17)
where $`q=0,1,2,\mathrm{}`$ and the Hilbert space of ground states is the Bargmann-Fock space of holomorphic functions on $`^3`$ with orthonormal basis (when we take the magnetic length be $`1`$)

$`\psi _𝐤(z)={\displaystyle \frac{z^{[𝐤]}}{\sqrt{\pi ^3𝐤!}}}\mathrm{exp}\left({\displaystyle \frac{1}{2}}|z|^2\right),`$ (18)
where $`𝐤(k_1,k_2,k_3)_+^3`$, $`|z|^2|z_1|^2+|z_2|^2+|z_3|^2`$, $`z^{[𝐤]}z_1^{k_1}z_2^{k_2}z_3^{k_3}`$and $`𝐤!k_1!k_2!k_3!`$.

Similar conclusion also holds for QHE on $`2n`$-space with $`n>2`$. In particular, the spectrum of the Hamiltonian is

$`E(q)=(q+{\displaystyle \frac{n}{2}})\mathrm{}\omega _c`$ (19)
where $`q=0,1,2,\mathrm{}`$ and the Hilbert space of ground states is the Bargmann-Fock space of holomorphic functions on $`^{\frac{n(n+1)}{2}}`$ — the configuration space.

One may wonder whether the spectrum and the ground state wave-functions for a single particle in QHE on $`2n`$-space would be the same if they are obtained as the thermodynamic limit of their counterparts in QHE on $`2n`$-spheres. The answer is yes. The spectrum is seen to be the same by comparing equation (19) with equation (6), and the ground state wave-functions can be seen to be the same by doing a little further work. ( see Appendix B)

## 4 Conclusion

The recent generalization of the QHE to four-space has been viewed as a significant attempt to fundamental questions in physics , and it has attracted a lot of attentions from physicists. In this paper, a clean geometric construction for this generalization is presented; and it actually yields a sequence of models of the QHE type:

*QHE on $`2`$-space, Zhang-Hu Model, QHE on $`6`$-space, QHE on $`8`$-space444In dimension 8k, if we use real chiral spinor in our construction, the configuration space will be smaller, its dimension will be reduced from $`8k+4k(4k1)=4k(4k+1)`$ to $`8k+\frac{4k(4k1)}{2}=2k(4k+3)`$, i.e., from 20 to 14 when k = 1. Please compare with ., ….*

Contrary to the accounts in , the existence of Quantum Hall Effects does not crucially depend on the existence of division algebras.

Moreover, the Hamiltonian and the ground state wave-functions for a single particle on flat space are derived and explicitly described. The simplicity of this description immediately tells us that QHE on higher dimensional flat space shares common features such as incompressibility with QHE on two-space. We hope the simplicity of this description can also remove some mystery surrounding QHE on higher dimensional spaces and thus facilitate the search for the grand unification based on QHE on four-space.

## Appendix A Quantum mechanics of a charged particle on homogeneous spaces

The quantum mechanics of a charged particle on homogeneous spaces has been discussed in many recent papers in mathematical physics journal  from more algebraic or computational point of view. Here we give a short presentation of it in geometric language. No originality is claimed because the construction is tautological and obvious to a modern geometer and has already appeared explicitly in  (at least) in the special case.

### A.1 Generality

Let $`(\text{X},h)`$ be a Riemannian manifold with Riemannian metric $`h`$. Consider the quantum mechanics of a neutral particle of mass $`M`$ freely moving in X, it is well-known that the hamiltonian operator is

$`\widehat{H}={\displaystyle \frac{\mathrm{}^2}{2M}}\mathrm{\Delta }`$ (20)
where $`\mathrm{\Delta }`$ is the semi-positive definite Laplace operator. (In flat Euclidean space, $`\mathrm{\Delta }=_i_i^2`$) The Hilbert space of this quantum mechanics problem is the space of square integrable complex-valued functions on X. Following Hodge, we write

$`\mathrm{\Delta }=d^{}d`$ (21)
where $`d`$ is the exterior differential operator on complex-valued functions and $`d^{}`$ is its formal adjoint. In a local coordinate system, we have

$`\mathrm{\Delta }={\displaystyle \frac{1}{\sqrt{h}}}_i(h^{ij}\sqrt{h}_j)`$ (22)
where $`h=det(h_{ij})`$.

Next we assume the particle is charged, and there is a background gauge field. Geometrically, a background gauge field is just a connection $`A`$ on certain hermitian vector bundle $`\xi `$ on X. A connection $`A`$ is equivalent to linear operator

$`d_A:\mathrm{\Gamma }(\xi )\mathrm{\Gamma }(T^{}\text{X}\xi )`$ (23)
satisfying the Leibnitz rule: $`d_A(fs)=dfs+fd_As`$, where $`s`$ is a section of $`\xi `$ and $`f`$ is a function on X. The Riemannian metric on X together with the hermitian metric on $`\xi `$ makes possible the definition of the formal adjoint of $`d_A`$ (denoted by $`d_A^{}`$). The obvious generalization of $`\mathrm{\Delta }`$ in equation (2) is

$`\mathrm{\Delta }_A=d_A^{}d_A.`$ (24)
In a local coordinate system, with a choice of a gauge, we have

$`\mathrm{\Delta }_A={\displaystyle \frac{1}{\sqrt{h}}}(_j+A_j)\left(h^{jk}\sqrt{h}(_k+A_k)\right)`$ (25)
where $`A_idx^i`$ is the Lie algebra-valued one-form representing the connection $`A`$ in the fixed gauge.

The obvious generalization of equation (1) is

$`\widehat{H}={\displaystyle \frac{\mathrm{}^2}{2M}}\mathrm{\Delta }_A.`$ (26)
For a general $`(\text{X},h)`$ and a general $`(\xi ,A)`$, the quantum mechanics problem is difficult to solve. However, for homogeneous space X and the associated canonical $`(\xi ,A)`$, the quantum mechanics problem is exactly soluble.

### A.2 Quantum mechanics on homogeneous space

Let G be a reductive Lie group, H be a compact Lie subgroup. The Cartan-Killing metric on G give rise to a canonical Riemannian metric on the homogeneous space G/H. The principal H-bundle

$`\text{H}\text{G}\text{G/H}`$ (27)
has a canonical connection:

$`A(g)=Pr_\text{h}(g^1dg)`$ (28)
where $`Pr_\text{h}`$ is the orthogonal projection onto h (the Lie algebra of H) using the Cartan-Killing metric on g (the Lie algebra of G).

Let V be an irreducible unitary representation of H, form the vector bundle

$`\xi _V:\text{G}\times _\text{H}\text{V}\text{G/H}`$ (29)
The quantum mechanics problem discussed in previous subsection, when applied in this setting, is completely soluble. It turns out, the problem can be fully described in terms of the representation theory of Lie groups: The Hilbert space, being the square integrable sections of $`\xi _\text{V}`$, is called the induced representation of G (induced from V), and the hamiltonian is

$`\widehat{H}={\displaystyle \frac{\mathrm{}^2}{2M}}(c_2(\text{G})c_2(\text{H},\text{V}))`$ (30)
where $`c_2(\text{G})`$ is the quadratic Casimir operator of G and $`c_2(\text{H},\text{V})`$ is the value of quadratic Casimir operator of H on $`V`$. Here we have used equation

$`d_A^{}d_A=c_2(\text{G})c_2(\text{H},\text{V})`$ (31)
The proof of this equation is a simple exercise. The key observation is that both sides commutes with the induced left action by G on space of H-equivariant map from G to V. (Note that a section of $`\xi _\text{V}`$ is just an H-equivariant map from G to V.) Based on this observation, we just need to check that $`d_A^{}d_A\varphi =(c_2(\text{G})c_2(\text{H},\text{V}))\varphi `$ at the identity $`e`$ of G. Next we choose an orthonormal basis $`\{X_i\}`$ at $`T_e\text{G}`$, such that the first $`p`$ of the basis vectors form an orthonormal basis for the orthogonal complement $`P`$ of $`T_e\text{H}`$ in $`T_e\text{G}`$, so $`P^p`$. Locally around $`e\text{H}`$, G/H is diffeomorphic to $`P`$ under the exponential map, so it is also diffeomorphic to $`^p`$, and this defines a local coordinate map. The next observation is that these local coordinates are geodesic normal coordinates at $`e\text{H}`$. Then, using the definition of covariant derivatives, we have $`d_A^{}d_A\varphi |_e=_{i=1}^pX_iX_i\varphi |_e=c_2(\text{G})\varphi |_ec_2(\text{H})\varphi |_e`$. The proof is completed by observing that $`c_2(\text{H})\varphi |_e=c_2(\text{H})\varphi (e)`$ (here $``$ is the action of Uh on V).

Remark that the hamiltonian discussed in  is

$`\widehat{H}^{}=c_2(\text{G}),`$ (32)
and the one we use here appears explicitly in  in the case $`\text{G}=\text{SU}(2)`$ and $`\text{H}=\text{U}(1)`$.

## Appendix B Concrete Description of wave-functions of a single particle in QHE on even-spheres

The main purpose here is to describe the wave-functions of a single particle in QHE on even-spheres at a fixed energy level as certain polynomials on the decompactified configuration space of QHE on even-spheres.

For this purpose, we choose the Landau gauge on $`\text{S}^{2n}\{S\}`$ and identify $`\text{S}^{2n}\{S\}`$ with $`^n`$ under the standard stereographical projection map. Also, for each $`k1`$ we let $`Z_k`$ denote the space of complex $`k\times k`$-matrices that are skew-symmetric about the second diagonal, and identify $`^k\times Z_k`$ with $`Z_{k+1}`$ via

$`(z,z_k)Z\left(\begin{array}{cc}z& z_k\\ 0& \stackrel{~}{z}\end{array}\right).`$ (33)
Here, for $`z=(z_1,\mathrm{},z_k)^T`$—a column vector, we use $`\stackrel{~}{z}`$ to denote $`(z_k,\mathrm{},z_1)`$—a row vector.

Note that $`\mathrm{\Delta }_I^+`$ has a concrete realization as the space of certain polynomials on $`Z_n`$ . Then a smooth section of $`\xi _I`$, being uniquely specified by a smooth map from $`^n`$ to $`\mathrm{\Delta }_I^+`$, can be realized as a smooth map from $`^n\times Z_n`$ to $``$ or a smooth map from $`Z_{n+1}`$ to $``$.

Therefore, $`_I(q)`$ can be viewed as the space of certain smooth maps from $`Z_{n+1}`$ to $``$ in a natural way. On the other hand, $`_I(q)\mathrm{\Delta }_I(q)`$—the irreducible representation space of $`\text{Spin}(2n+1)`$ labelled by the highest weight state $`|(q+I)\underset{n1}{\underset{}{I\mathrm{}I}}`$. Since $`\mathrm{\Delta }_I(q)`$ has a concrete realization as the space of certain polynomials on $`Z_{n+1}`$ , the description of $`_I(q)`$ would be complete if we know the natural identification $`_I(q)\mathrm{\Delta }_I(q)`$. For this purpose, we define a self diffeomorphism $`\varphi `$ of $`Z_{n+1}`$: For $`Z=\left(\begin{array}{cc}z& z_n\\ 0& \stackrel{~}{z}\end{array}\right)`$, we have

$`\varphi (Z)=\left(\begin{array}{cc}z& (I_n+zz^{})z_n(I_n+\stackrel{~}{z}^{}\stackrel{~}{z})\\ 0& \stackrel{~}{z}\end{array}\right)`$ (34)
where $`I_n`$ is the $`n\times n`$-identity matrix, and $``$ means hermitian conjugation. We are now ready to state our conclusion: The one-to-one correspondence $`_I(q)\psi _ff\mathrm{\Delta }_I(q)`$ is

$$\psi _f(Z)=f(\varphi (Z)).$$
(35)
Moreover, the integration measure used in defining the inner product on the space of wave-functions is

$`d\mu _I={\displaystyle \frac{N_I(n)dZ}{\left(1+|z|^2\right)^{2I+2n}|det(I_n+z_nz_n^{})|^{I+(n1)}}}`$ (36)
where $`N_I(n)`$ is the normalization constant chosen such that $`_{Z_{n+1}}𝑑\mu _I=1`$.

Upon replacing $`Z`$ by $`Z/\sqrt{2I}`$ and taking the limit $`I\mathrm{}`$, we have

$`d\mu _Id\mu _{\mathrm{}}=\pi ^{\frac{n(n+1)}{2}}e^{|Z|^2}dZ,`$ (37)
i.e., the limit of the integration measure is the integration measure of Bargmann-Fock space . It is then easy to see that as $`I\mathrm{}`$, $`\mathrm{\Delta }_I(0)`$ approaches a subspace of the Bargmann-Fock space of holomorphic functions on $`^{n(n+1)/2}`$, and this subspace is the whole Bargmann-Fock space in the case $`n=1`$ and $`n=2`$. An induction argument actually shows that this subspace is the whole Bargmann-Fock space in the general case, too.


text:
# Long Term Variability of SDSS Quasars

## 1 Introduction

It has been known for a long time that quasars are variable, both on short (days to weeks) and long (10’s of years) timescales (e.g., Heckman 1976). There seems to be a consensus that the mechanisms causing these variations are distinct: the large amplitude short time-scale variations (mainly in BL Lac and OVV sources) are thought to be due to relativistic beaming effects (e.g., Bregman 1990, Fan & Lin 2000, Vagnetti et al. 2003), whereas the long-term small amplitude variations could possibly be due to accretion disk instabilities (e.g., Rees 1984, Siemiginowska & Elvis 1997, Kawaguchi et al. 1998), bursts of supernovae close to the nucleus (e.g., Terlevich et al. 1992, Cid Fernandes, Aretxaga, & Terlevich 1996), or even micro-lensing events by Galactic compact objects (e.g., Hawkins 1993). Disentangling the various proposed models from observations has been particularly hard, partly because of the non-uniformity of the observations, samples, and applied methods in the literature (cf. Table 1 of Giveon et al. (1999) for a nice summary).

The classical approach tackling the variability problem is to monitor a relatively small sample of quasars (up to a few 100) over long periods of time, up to 20 years in cases. While this provides a well (time) sampled database of light-curves, it does so for a select set of objects. Given the wide range of correlations, anti-correlations, or the lack thereof, found for particular parameters across different data-sets and monitoring programs, sample selection is clearly an issue. In this Paper, therefore, we used the largest public quasar data-set that has both multi-epoch optical photometry and redshift information. Only by enlarging the sample enough we feel that results are not going to be dominated by a few number of atypical objects.

We chose to use the Sloan Digital Sky Survey (SDSS) Early Data Release (EDR, Stoughton et al. 2002) quasar list, cross-correlated with the Second Generation Guide Star Catalog111The Guide Star Catalogue-II is a joint project of the Space Telescope Science Institute and the Osservatorio Astronomico di Torino. (GSC2, McLean et al. 1998) and the Palomar Optical Sky Survey (POSS, Reid et al. 1991) imaging data. This resulted in a set of 3791 quasars, for which we have on average 7 epoch measurements over 2 passbands (cf. Sect. 2). While our approach does not provide very well sampled light-curves for individual quasars, or even accurate photometry, is does have a few distinct advantages. First of all, the sample is at least an order of magnitude larger than previous studies, minimizing the impact of peculiar sources. Secondly, all our sample quasars have redshift information, so we can correct for time-dilation effects. The time-baseline over which we have photometric data is $`50`$ years, larger than previous work. But most importantly, the sample can be easily enlarged by significant factors, which has the potential to improve on the work presented here by quite a bit. The SDSS collaboration is preparing to make its first public data release soon.

The Paper is structured as follows: in Sect. 2 we present the careful calibration needed before one can use the variability data-set. Section 3 will discuss the results of our data analysis, its comparison to literature data and Monte Carlo modeling. The final Section (4) discusses the SDSS optical properties of the most variable subset of our sample.

## 2 Sample Selection and Calibration

Our sample is based on the SDSS EDR quasar list, which was cross- correlated with the GSC2 catalog. This resulted in a list of 3791 quasars (out of 3814 from the EDR list) with positional matches better than 3″. The epoch base-line was extended by including POSS data from the 1950’s. Not all of the 3791 quasars were retrieved from the older data, so for a subset of the quasars (1347 objects) the maximum base-line is limited to $`10`$ years. Due to the spectroscopic requirements, our sample has an r-band limit of $`20.5`$ magnitude (the mean is $`\overline{r}=18.94`$), considerably fainter than for instance work done on the Palomar Green (PG) quasars ($`B<16`$, e.g., Giveon et al. 1999, Trevese & Vagnetti 2002). The quasar sample is drawn from a $`348`$ square degree region of sky around zero declination (between $`1.5\mathrm{°}`$ and $`1.5\mathrm{°}`$), and a small patch of $`33`$ square degrees around 17h20m and $`+60\mathrm{°}`$ declination.

The data for the GSC2 was provided to us by the Space Telescope Science Institute, and the POSS data were taken from the USNO-A2 catalog server at Flagstaff. The more recent (and larger) USNO-B1 catalog (Monet et al. 2003) does not have a lot of 1950’s era photometry, whereas USNO-A2 contains uniquely data from that epoch.

### 2.1 Passband Calibration

Given that none of the photometric data have been taken with the same telescope, detectors, and passbands, the relative calibration is particularly important. Even though both the photographic USNO-A2 and GSC2 catalogs have been calibrated with modern CCD measurements, various uncontrollables, like plate material sensitivity changes / degradation, render photographic plate calibration very difficult (see, for instance, Gal et al. 2003). Instead of relying on the cataloged magnitudes, we extracted all the stars within a 5 arcminute radius around each quasar position. These stars can then be used to calibrate and transform their magnitude (B and R for USNO-A2, and J and F for the GSC2 catalog) into the corresponding SDSS g and r-bands. The implicit assumption we make is that stars, on average, are not variable. With mean numbers of calibration stars per quasar of: 59 for USNO-A2, 47 for the GSC2, and 332 for the SDSS catalogs, we feel confident we are not affected by a small number of variable stars. All the extracted calibration stars were then position matched to within 3 arcseconds of each other to make sure the same stars are compared at the different epochs. This resulted in on average 36 position constant calibration stars per quasar (present in each epoch), for a total of $`0.5`$ million calibration points. For each of the quasar fields, iterative least squares fits to the rsdss to Rusno-a2, rsdss to Fgsc2, gsdss to Busno-a2, and gsdss to Jgsc2 color transformations were made, fitting both the (linear) slope and offset. To suppresses the impact of stellar variability (and measurement errors) even further, 2$`\sigma `$ outliers were excluded at each iteration.

The effectiveness of this calibration and passband transformation can be seen in Fig. 1, where the uncorrected (rsdss$``$Fgsc2) color versus redshift distribution is plotted in the left panel. The thick solid line represents the sample median (per redshift bin), illustrating the redshift independent color offset for the quasars. This apparent offset vanishes after applying our stellar passband calibration (Fig. 1, right panel). All that remains are the “wiggles” due to various emission lines moving in and out of the passband (and which are very well modeled / removed by synthetic passbands and a quasar composite spectrum), and the apparent problem of measuring accurate magnitudes of extended sources on the POSS and GSC2 plates. The automated routines work well on point-sources, but they systematically overestimate resolved object magnitudes, resulting in large, positive, (rsdss$``$Fgsc2) values. This is illustrated by the upturn in the median curve toward low redshifts. With the decrease in optical size with increasing redshift, this effect becomes less important, and is essentially absent beyond $`z>0.6`$.

While this calibration does take out plate-to-plate variations and gross color terms, it does not remove slight offsets due to the intrinsically different spectral shapes of quasars and stars. Fitting the best color transformation using the stars actually ensures that the color distribution (for the stars) has minimal scatter around a mean of zero, which is exactly the presumption we made. This minimization, while optimal for the stars, is not necessarily the best for the quasars. The Busno-a2 and Jgsc2 filters222effective photographic bandpasses, not physical filters have bandpasses bluer than gsdss, whereas both the Rusno-a2 and Fgsc2 bands are redder than the corresponding rsdss (references for the photometric systems: Reid et al. (1991) for POSS and GSC2; and Stoughton et al. (2002) for the SDSS). Clearly, differences in spectral slopes for quasars and field stars will give rise to offsets in the color distributions, and of opposing signs between the blue and red bands.

This can be directly tested by plotting up the relevant histograms, as has been done in the left panel of Fig. 2. If we assume that the variations are random and distributed in a Gaussian fashion (the histograms in Fig. 2 are actually well fitted by Gaussians), we can measure the centroid offset accurately. The best fitting Gaussian functions, using a least squares (simulated annealing) minimization code, have means of: $`+0.38`$, $`0.02`$, $`+0.08`$, and $`0.10`$, for the color distributions (gsdss$``$Busno-a2), (rsdss$``$Rusno-a2), (gsdss$``$Jgsc2), and (rsdss$``$Fgsc2) respectively. The first indication that we are on the right track is that the offset signs behave in the expected way: the same on the blue (B and J to g) and red (R and F to r) side individually, and opposite across the blue and red side for each epoch. We can, however, do better. Assuming further that, since we are looking at mean properties, we can use mean quasar and stellar spectra (folded with the relevant passbands) to calculate what the offset values are supposed to be.

We present both the quasars composite spectrum, and a mean-sequence stellar spectrum (taken from the HILIB stellar flux library, Pickles 1998) in Fig. 3. Since the stars are always observed at zero redshift, and the quasar slope is not depending on source redshift (at least up to $`z3`$ for the blue), redshift effects on the color terms can be ignored. The best fit to the measured values is with a K2 stellar template, but even for a mean field star as blue as G8, or red as K7, we get decent fits, cf. Table 1. A mean stellar type of K2 is reasonable, given the combination of their relative frequency and observed brightnesses of the calibration stars (between R = 12 and R = 20), and is consistent with, for instance, the Bahcall & Soneira model for our Galaxy (Bahcall & Soneira, 1980, 1981). We do note, however, that the calculated color offsets between the stars and quasars are minimal (though still not zero for gsdss$``$Busno-a2) with a mean F6 spectrum.

Given the predicted color offset values, and the reasonable assumption of a K type dwarf as our mean stellar classification, we feel confident that the bulk of the offsets are accounted for by this quasar–stellar color offset. There may be other effects at work though, like the Malmquist bias. This bias represents the fact that for a population with a negative number density gradient (i.e., the number of sources increases with decreasing brightness), on average more sources cross a selection limit toward increasing brightness, than the other way around. So variable sources tend to be closer to their peak brightness at their moment of selection (in our case, the SDSS epoch), which in turn means that the color distributions should have slightly negative mean values. Unfortunately, this weak signature is lost in the color offset signal, as it is clear that we have both positive and negative mean offsets in our uncorrected colors. The values listed in Table 1 (and the ones for our adopted mean spectrum of K2) have too many intrinsic uncertainties, like unknown and variable details of the passbands, to be able to determine their values with precision better than $``$0.05 magnitudes. Therefore, retrieving a magnitude for the Malmquist offset from these particular plots (like Helfand et al. 2001) is not feasible (but see Sect. 4).

It is very important for our structure function analysis (cf. Sect. 3) to have symmetric color distributions with means around zero, so we removed the color offset (including possible Malmquist offsets) by applying the fitted means, and not just the modeled values from Table 1. For the remainder of the Paper these constants should be considered subtracted from each quasar color individually, resulting in the corrected distributions in Fig. 2, right panel.

## 3 Structure Function

Structure Functions (SF hereafter) provide a tool to investigate the time-dependence of variations. It is not very sensitive to aliasing problems due to discrete (and sometimes sparse) time sampling, which makes it well suited to our particular data-set. See Hughes, Aller, & Aller (1992, and references therein) for an introduction to SFs. We define the SF as:

$$S(\tau )=\left(\frac{1}{N(\tau )}\underset{i<j}{}[m(i)m(j)]^2\right)^{\frac{1}{2}}$$
(1)
analogously to Hawkins (2002). The summation is made over the $`N(\tau )`$ measurement pairs for which $`t_it_j=\tau `$. In practice one calculates all the possible (positive) time-lag permutations, amounting to $`n(n1)/2`$ difference measurements, with n being the total number of measurements. After rebinning these into discrete time-lag bins, the SF for each bin is simply given by the rms in the magnitude variations. Since one usually has a large number of difference measurements, a subsequent binning of the bins provides an indication on the error in the SF measurement. This is typically what we have employed in this paper.

### 3.1 Stellar Structure Function

There is some concern our data, since it has been taken at different epochs with different equipment, may have a systematic bias toward higher measurement noise with increasing age of the data. It is quite clear that the most recent SDSS data have by far the best photometric accuracy, and if for one reason or other, the 1950’s era data would happen to have a larger spread in their photometry compared to the GSC2 data, we would have no trouble finding an increase in the rms as a function of epoch. This would slant the SF upward with increasing time-lag, away from the anticipated constant level. Any interpretation based on such a SF would be suspect.

It is therefore that we set out to measure the SF for the calibration stars separately. Again assuming our stars are not variable (on average), their SF should be a constant, reflecting the overall mean magnitude measurement uncertainty. One of the nice side-effects of the quasar redshift distribution is that the time-sampling gets smeared out from its initial measurement lumps around the 1950’s, 1980’s, and 2000, to a more or less uniform sampling by virtue of the $`(1+z)`$ time-frame correction. Since our calibration stars are all at $`z=0`$, no such smoothing out is provided for. We therefore assigned a “redshift” to the individual stars to mimic this effect, randomly selected from the quasar redshift distribution function333We also assigned the calibration stars the redshift of their associated quasar to test for possible hidden systematics. The resulting SF is indistinguishable from the one presented here..

The resulting SF is plotted in Fig. 4, for the combined photometric data and the g- and r-bands separately. The plotting ranges are identical to the other SF plots so it is easy to compare them. While there is a slight increase in SF with increasing time-lag, both the magnitude and slope do not affect our quasar SF to any level of significance (cf. Fig. 8 for example). We feel confident that the trends in the quasar SF reflect real quasar variability behavior.

### 3.2 Structure Function Noise Dependencies

Analyses by Kawaguchi et al. (1998) and Hawkins (2002) rely heavily on the slope of the structure function. In the absence of noise (as noted by Kawaguchi et al.), the slope can be correlated to different light-curves, either due to star-formation, accretion disk instabilities, or micro-lensing events. Since we know that our data have significant ($`\sigma 0.2`$ mag) photometric measurement uncertainties, we need to know the effects of (white) noise on the measurements. For this purpose, we calculated structure functions from a particular light-curve, each with varying degrees of measurement noise (cf. Fig. 5). Aliasing effects due to a fixed time sampling, which would affect the shorter time-lags preferentially, have been minimized by randomly sampling the light-curve. The noise, as added to the analytic form of the light-curve, has a Gaussian distribution with a mean of 0, and the $`\sigma `$ as indicated in the plots in Figs. 5 and 6.

The light-curves presented in Fig. 5 are given by the analytical expression (which prescribes both the rise and decay of an outburst, and reaches its peak at $`t=T`$):

$$L(t,T)=A\left(\frac{e}{T}\right)te^{t/T}$$
(2)
with $`t`$ in years, and $`L(t,T)`$ in magnitudes. The values of $`A`$ and $`T`$, which represent the peak variation and brightness decay timescale, have been set to 1.1 (mag) and 1.7 (years) respectively. We chose this particular exponential declining light-curve since it appeared to fit our data particularly well (see Sect. 3.3). Even though our data are actually very sparsely sampled light-curve measurements of individual quasars (on average 3 measurements per band per quasar), the large number of quasars in the sample do allow for an adequate statistical sampling.

Figure 6 depicts the effects of random (Gaussian) photometric measurement noise on the resulting SF. Each light-curve has been quasi randomly sampled in time (with $`0<\mathrm{\Delta }t<0.3`$ years) to minimize aliasing effects in the SF due to a fixed sampling. Our quasar data, once corrected for the source redshifts, exhibits a fairly uniformly spaced light-curve sampling, with on the order of 5 measurements per year over the 50 year base-line. The model light-curve is sampled at a comparable rate of $`7`$ measurements per year. The four panels in the plot have increased noise levels in the light-curves, starting at 0.05 mag in the bottom panel to 0.30 magnitudes in the top panel. A thing to keep in mind is that a uniform noise level of 0.05, 0.10, 0.20, and 0.30 magnitudes translates into a constant SF with values of $``$1.15, $``$0.85, $``$0.55, and $``$0.37 respectively. It is immediately obvious that this addition of a constant to the SF impacts the curve at short time-lags (where its values are comparable in magnitude) the most: the SF slope decreases significantly, up to the point where it is essentially zero in the top panel. A slightly more subtle effect is also present, in that small (time-scale) structure will get smoothed out.

Given our data quality, both of these effects have to be considered in SF analyses, and obviously limit the extent to which we can push the interpretation.

#### 3.2.1 Measurement Noise Levels

We can use the quasar SF, as plotted in Fig. 7, to estimate the intrinsic photometric measurement uncertainties in our data. Since at short time-lags the SF will be dominated by the measurement noise, we can read off the $`\mathrm{log}(S)`$ level of this “plateau” directly. This is related to the measurement noise (see, e.g., Hughes et al. 1992) through:

$$\sigma _{\text{noise}}=\frac{1}{\sqrt{2}}10^{\mathrm{log}(S_p)}\text{[mag]}$$
(3)
which for a value of $`\mathrm{log}(S_p)0.58`$ translates into a photometric measurement noise of 0.18 magnitudes. So before any model light-curve can be compared to our data, we have to add 0.18 magnitudes of noise.

### 3.3 Quasar Structure Function

Kawaguchi et al. (1998) correlated various SF slopes to different intrinsic light-curves. For instance, their accretion disk instability model results in typical SF slopes of 0.5, whereas models based on variability due to starburst / supernovae have much steeper slopes ($`\alpha 0.9`$). The relative robustness of these slopes with respect to other model variables led Hawkins (2002) to compare the SF of a sample of 401 quasars with light-curve and redshift information to these predicted model slopes. As another possible variability mechanism, Hawkins suggested (micro)-lensing events, which produce an SF slope $`\alpha =0.25`$ (cf. Table 1 of Hawkins). It is this slope that is consistent with the Hawkins quasar data, suggesting a micro-lensing origin of variability.

In Fig. 7, we present our SF and compare it to the Hawkins data set. Since we have redshift information for all our quasars, we can correct for time-dilation effects. Obviously, if the variations are due to intervening micro lensing events, this correction does not apply. The $`(1+z)`$ time-lag correction has the nice side-effect of improving our time baseline sampling. Whereas the non-corrected time-lags are necessarily quantized by the historic observation dates, the corrected ones get spread out nicely. This accounts for most of the difference between the two SF curves in Fig. 7. The non-corrected data have gaps in their time-lag coverage, resulting in a much less uniform data distribution. The key information from this plot is that both distributions have the same slope, and are consistent with the much better time-sampled Hawkins data set. Effectively, the time-dilation correction shifts the SF over toward shorter time-lags by 0.25 dex along the x-axis. This translates into an inferred redshift of 0.78, which is somewhat less than the median redshift of the sample ($`z_{\text{med}}=1.46`$, $`z_{\text{ave}}=1.49`$).

Unfortunately, unlike periodic photometric monitoring programs (e.g., the quasar light curve data base of Hawkins 1996) where each quasar is observed multiple times and therefore provides input for each particular time-lag bin (if sampled adequately), our data is much less uniform. We can, however, combine both the g- and r-band datasets to increase the time-sampling a bit, since the POSS and GSC2 surveys in some cases did not take the green and red plates at the same night. Even this only results in about 27 000 magnitude permutations which can be used to construct the SF. So, on average each quasar only adds about 7 data points to the combined light curve. This also implies that the set of quasars contributing to a particular time-lag bin is not constant, which may be partly responsible for the larger spread in the data (cf. Fig. 7) when compared to the Hawkins (2002) data-set.

An added complication is that we do not have any idea about the actual light-curve for each quasar. This does not mean that we cannot infer anything about their shape however. If we assume that to first order all quasar outbursts have comparable shapes (i.e. comparable half-life timescales $`T`$), and occur on similar characteristic timescales $`P`$, we can use the SF to constrain these parameters. For this purpose we created artificial SFs based on Monte-Carlo simulations of randomly sampled light-curves. Each quasar gets assigned a randomly generated light-curve with multiple outbursts of the form given in Eqn. 2. These outbursts are spaced in time with a characteristic time-scale $`P`$. The probability of an outburst occurring between $`t`$ and $`t+dt`$ is given by

$$\text{Prob(}t\text{)}dt=\left(\frac{1}{P}\right)e^{t/P}dt$$
(4)
(which is identical to the Poisson distribution for the probability that no event occurs in time $`t`$). This exponential distribution is typical for shot noise models of variability, see e.g., Lochner et al. (1991).

Since our model light-curves are noiseless, we added white noise (with $`\sigma =0.18`$ mag, cf. Sect. 3.2.1) to match the observed noise characteristics. The resulting individual light-curves are more similar to actual light-curves (e.g., Giveon et al. 1999) than the ones presented in Fig. 5 for instance. From these light-curves we then randomly selected 4 measurement points over a $`50/(1+z)`$ year time period444This is assuming the variations are intrinsic. For external variations (e.g., lensing), one has to use the observed 50 year period., resulting in 6 time-lag permutations which are entered into the database. This is done for all 3791 quasars, resulting in an artificial time-lag data-set which is otherwise identical to the actual one, save for the fact that we know it depends on the typical variation amplitude $`A`$, decay time $`T`$, and characteristic outburst time-scale $`P`$.

To get a feel for how particular sets of these randomly sampled light-curves translate into SFs, we note the following: 1) if $`P`$ is small (on the order of 50 years or less), the SF shape is determined by the signal due to the typical half-life time $`T`$. But since the outbursts occur fairly regularly, there is a noticeable lack of “variability contrast” at time-scales close to (and beyond) $`P`$: the SF flattens out. 2) the SF at short time-scales is controlled by the half-life time $`T`$. For a given $`T`$, there is basically no real SF signal at time-lags shorter than $`T`$. 3) if $`P`$ is large (on the order of a few 100 years), and $`T`$ is relatively short ($`<10`$ years) the outburst quickly become “too rare” on the large $`P`$ time-scale, and noise starts dominating toward longer time-lags. 4) very short $`T`$’s ($`1`$ year) are progressively less time resolved given our time-sampling and noise properties. This lessens our ability to make any distinction between their cases.

We can attain acceptable fits to the SF for $`T`$ values ranging from 1 to 3 years, and $`P`$ values between 100 and 300 years. The “best” values are $`T2`$, $`P200`$ years, and $`A2.1`$. The value of $`T`$ is determined by the presence of signal in the observed SF at time-lags of 1 to 3 years; modeled SFs with larger values of $`T`$ do not have enough power at short time-lags to match the observed SF, irrespective of the value of $`P`$. The upper limit on $`P`$ is basically set by our noise limits, and therefore a significant increase in sample size will result in a much harder limit. Lower values of $`P`$ (at about 50 years) are ruled out since the SF starts to lose power at comparable time-lags; it starts to flatten out beyond what is seen in the data (Fig. 7). It should be noted that a value of $`P100`$ years is of the same magnitude as the sound-crossing time for an accretion disk of a $`10^9`$ M black hole (cf. Courvoisier & Clavel 1991, Trevese & Vagnetti 2002); any variations in the accretion rate would even out across the disk on these time-scales. Also, the $`T2`$ year value is remarkably consistent with time-scales found by e.g., Cid Fernandes et al. (1996 and 2000, $`1.53.0`$ years), Cristiani et al. (1996, $`2.4`$ years), Trevese et al. (1994, $`1`$ year), using a variety of data and models. Even though our simulations (and data quality) do not allow for an accurate assessment of $`T`$ and $`P`$, it is reassuring that our results are close. It also implies that our initial assumption of the existence of characteristic values for $`T`$ and $`P`$ for our quasars is valid.

For non-source intrinsic variations (e.g., lensing), fits to the SF tend to be less constrained because of the less uniform sampling of our actual SF. None of the observed time-lags get corrected by their uncorrelated source redshift, and therefore tend to cluster around a few, $`15`$, and $`40`$ years respectively. Modeling results are comparable to the ones for the intrinsic case, though much less constrained, with a slightly higher likelihood for the combination $`T3`$, $`P400`$, and $`A2.2`$. This is consistent with the log 0.25 offset between the SF distributions (cf. Fig. 7), which translates into a factor of 1.78 toward longer periods. With a larger data-set it might be possible to discriminate between the intrinsic and external sources of variation based on the SF. This is not possible with the current data-set, however.

Finally, as a consistency check, we can calculate the number of quasars expected to have a variation more than $`5\sigma =0.90`$ magnitudes, given their characteristic light-curve and sample size. This is done in Sect. 4, but first we will investigate the possible source intrinsic properties that may relate to the SF shape.

#### 3.3.1 Color Dependencies

It has been pretty well established that the magnitude of quasar variation is a function of observed (and intrinsic) wavelength. Giveon et al. (1999), for instance, noted a $`0.02`$ magnitude rms difference between B- and R-band variability in a sample of 42 Palomar Green (PG) quasars. The rms in the B$``$R color variations was found to be $`0.05`$ mag. Variability shifts between the blue and red of this magnitude have been found to be consistent over a range of samples (cf. Trevese & Vagnetti 2002). Wavelength variations in the near-IR tend to be smaller, and are possibly too small to be measured (Enya et al. 2002).

Possible mechanisms for these spectral variations include nuclear star-bursts / supernovae which are predominantly blue (e.g., Aretxaga et al. 1997, Cid Fernandes et al. 2000), and instabilities in the nuclear accretion disk (e.g., Kawaguchi et al. 1998, Giveon et al. 1999, Trevese et al. 2002). Even variations due to micro-lensing (which are inherently non-intrinsic) could produce a wavelength dependency if there is a spatial dependency on wavelength: different parts will be amplified differently, giving rise to the spectral variations. This would occur naturally for accretion disks with a radial temperature gradient.

The two SFs for the g- and r-band are presented in Fig. 8. Both SFs have the same slope, but are offset (vertically) by $`0.03`$ in $`\mathrm{log}(S)`$, which is very close to the Giveon et al. (1999) value. This translates into a 7% (or $`0.08`$ mag) larger variation in $`g`$ than in $`r`$, again numbers consistent with ones quoted from the literature. The fact that both SFs are consistently offset beyond $`3`$ year time-scales does not reflect any physical color variability dependence (i.e. blue having different time-scales than red), but more underlines the interdependence of the points in SF plots. The slope is a far more robust discriminator (cf. Kawaguchi et al. 1998), and is identical for both bands.

#### 3.3.2 Source Intrinsic Dependencies

Our sample contains about $`8.5\%`$ each of radio-loud and X-ray luminous quasars (322 radio-loud, 328 X-ray luminous, with an overlap of 52 quasars), so we can test whether these are more variable than their radio-quiet and X-ray quiet counterparts. Evidence for this has been found by e.g., Eggers et al. (2000). Furthermore, we can divide the sample up in redshift bins to test for redshift (and consequently luminosity, which is tightly coupled to the redshift) dependencies. Unfortunately, this exercise cannot be carried too far, as pretty quick systematic noise starts to dominate the signal of the small number of quasars per bin.

The median redshift of our sample is $`z=1.46`$, so we divided our sample up in a low- and high-redshift subset, with the median redshift as discriminator. The resulting SFs are identical to the ones plotted in Fig. 8, and no statistically significant offset is seen. The only difference between the low- and high-redshift SFs is that the latter does not extend toward long time-lags as much as the low-redshift subset. This reflects the intrinsically smaller time-lags for the high redshift bin compared to the low-redshift base-lines (akin to the offset in Sect. 3.3). Given the correlation between redshift and (absolute) luminosity (cf. Fig. 10), it does not come as a surprise that we do not detect any significant difference between the SFs of faint and bright quasars either. This is further compounded by the fact that brighter quasars (which are on average at higher redshifts) are found to be less variable (e.g., Hook et al. 1994, Trevese et al. 1994), but are also sampled (given our fixed bandpasses) progressively bluer, and more variable. These two (small) effects therefore tend to cancel each other. Improved photometry and a larger sample may help in this respect.

The situation does not improve by isolating just the radio-loud and/or X-ray luminous subsets of our sample. We cannot use the present data-set to separate the radio-loud / X-ray loud SF from their quiet counterpart.

## 4 Optical Properties of Variable Quasars

From our initial quasar sample of 3791, we selected the 51 sources with a g- and r-band rms in the variability of more than 0.9 magnitude, which corresponds to a variation of more than $`5\sigma `$. These sources are tabulated in Table 2. This number of 51 sources is roughly consistent with the expectation based on a typical light-curve with $`T=2,P=200`$ years. The length of time this light-curve exhibits more than an 0.9 magnitude variation is about $`2.5\%`$ of the time. This then linearly translates into $`90`$ or so quasars in our sample which would have a variability amplitude of more than 5$`\sigma `$.

This most-variable (MV) subsample can be investigated in two ways. First, the MV sources can be compared in its entirety to the main set, and secondly, the MV source set can be intercompared with itself by splitting it up in the ones that are brightest and the ones that are faintest in the SDSS epoch (the epoch with the best photometry).

Based on work by e.g., Trevese & Vagnetti (2002), one expects a color shift during outbursts. Since the quasars in the sub-set which is brighter in the SDSS epoch are presumably undergoing an outburst (in contrast to the fainter set), their colors should be offset from the quasars in the fainter set. Unfortunately, we do not have the non-outburst photometry for each particular quasar individually (at least not to the required accuracy), so we have to fall back to comparing the statistical properties of the samples. As can be seen in Fig. 9, the quasars span a large range in colors, and simple average quantities will have large uncertainties associated with them. This is further compounded by the very small number of sources in each bin: 34 objects that are brighter in the SDSS epoch, and 17 that are fainter by more than 5$`\sigma `$. This apparent disparity between the numbers is due to the Malmquist Bias (as discussed in Sec. 2.1).

We can minimize the impact of outlier points on average values by applying proper weights. In this case we weight the points by their distance from the simple means $`\overline{ur}`$ and $`\overline{rz}`$. This results in weighted means of: $`\overline{ur}_B=0.44`$, $`\overline{ur}_F=0.65`$, $`\overline{rz}_B=0.28`$, and $`\overline{rz}_F=0.28`$, where the $`B`$ and $`F`$ indices indicate whether the sub-set was brighter or fainter at the SDSS epoch. The weighted means for the complete quasar sample are: $`\overline{ur}=0.52`$ and $`\overline{rz}=0.23`$. The color offset between the faint and bright set in $`\overline{ur}`$ (0.21 magnitudes) is probably real, but their absolute value appears to be less certain, given the fact that the overall sample weighted mean falls in between the two. The effects in the $`rz`$ colors are smaller due to the smaller color range and the smaller color variability dependence. A spectral variability dependence, like B to R in the optical (Trevese & Vagnetti, 2002) disappears (or becomes too small to measure) in the near infrared (Enya et al., 2002). Given the uncertainty in the average numbers, studies of the spectral dependencies of variability are best done on a small sample of quasars followed through their outburst, instead of recovering the signal from a large sample of quasars.

Figure 10 illustrates the lack of absolute luminosity dependence on variability. There is no evidence for less luminous sources being more variable (as found by e.g., Hook et al. 1994), at least not based on our data. Cristiani et al. (1996) find no correlation between variability time-scales and absolute luminosity, which would be more consistent with our findings. However, disentangling the correlated effects of sample selection, detection limits, and redshift-luminosity effects have been proven to be notoriously difficult (cf. Giallongo, Trevese, & Vagnetti 1991).

The main result of this section is to show that the (optical) properties of quasars in outburst do not differ from their quiescent phase, at least not in their average sense. The relative fraction of highly variable quasars (both the bright and faint sets) is constant over the range of absolute luminosities. The SDSS photometry should be more than accurate enough to detect small deviations between the two sub-sets, but revealed nothing beyond a small color dependency signal, one that has been measured before (Trevese & Vagnetti, 2002).

## 5 Summary

We have demonstrated the applicability of large photometric databases in the long-term variability studies of quasars. The big advantage of this method over detailed monitoring of a smaller set of sources is its scalability. More sources, more catalogs, and more epochs can be added to the existing data-set in a straightforward manner, all of which will improve the robustness of the results.

Our SF analysis of the initial set of 3791 quasars, as retrieved on photographic plates dating from the 1950’s through the 1980’s, combined with the SDSS era CCD photometry, yielded the following results: 1) the variability as function of time-lag is totally consistent with data-set based on close monitoring of quasars, underlining the usefulness of the method; 2) quasars are more variable toward shorter wavelengths, at least beyond time-lags of a few years; 3) their variability is consistent with an exponentially decaying light-curve with a typical half-life time-scale of $`2`$ years; and 4) these outbursts occur on typical time-scales of $`200`$ years.

In a follow-up paper we will discuss the results of a much larger sample of quasars, pending SDSS release of their first data-set.

It is a pleasure to thank Uriel Giveon and the referee, Dr. Trevese, for useful comments that helped improve the paper. WDVs work was performed under the auspices of the U.S. Department of Energy, National Nuclear Security Administration by the University of California, Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48. This research has made use of the NASA/IPAC extragalactic database (NED) which is operated by the Jet Propulsion Laboratory, Caltech, under contract with the National Aeronautics and Space Administration.