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# How reliable is the kinematical evidence for dark matter: the effects of non-sphericity, substructure and streaming motions

## 1 Introduction

There is a long tradition of determining the internal kinematical properties of bound systems based on the Jeans equations, which are velocity moments of the collisionless Boltzmann equation, and which link the 3D velocity moments (e.g. velocity dispersion and kurtosis) to the potential gradient. The Jeans equations are thus used to model the mass and velocity distribution inside elliptical galaxies (e.g. Binney & Mamon, 1982), clusters of galaxies (e.g. Kent & Gunn, 1982; Merritt, 1987), as well as globular clusters (e.g. Merrifield & Kent, 1990). The standard Jeans approach for the determination of the mass and velocity distribution assumes equilibrium and sphericity of the system. However, even in the inner parts of an object, there is non-virialized matter, for example matter falling into a cluster for the first time or smaller clumps in the process of relaxation. Such non-virialized matter could produce misleading results when a cluster is studied through a Jeans analysis. Moreover, clusters of galaxies are not observed to be spherically symmetric (Binggeli, 1982; Wang & Ulmer, 1997), nor are simulated structures of dark matter particles with the masses of clusters of galaxies (Cole & Lacey, 1996; Jing & Suto, 2002).

One way to avoid non-virialized matter within a cluster is to restrict the Jeans analysis to the population of elliptical galaxies, which is thought to be dynamically relaxed (Tully & Shaya, 1984; Biviano et al., 2003; Łokas & Mamon, 2003). The question of how the existing substructure and non-sphericity may affect the results can only be fully addressed by cosmological $`N`$-body simulations including realistic galaxy formation, where all 3-dimensional information would be available.

The effect of incomplete virialization of structures of dark matter particles seen in cosmological $`N`$-body simulations on the estimates of the mass of a single cluster through the Jeans equation has been addressed by Tormen, Bouchet & White (1997). They showed that even for significantly perturbed haloes, the mass $`M(r)`$ at distances larger than 2% of the virial radius inferred by the proper Jeans analysis is within 30% (r.m.s.) of the true mass and departs from it by less than 20% (r.m.s.) for average or relaxed haloes.

In this work, we use cosmological $`N`$-body simulations and analytical modelling to study the effect of departures from equilibrium and non-sphericity of dark matter haloes on the inferred properties of the halo and velocity distribution of its particles. We measure the mass and velocity distribution in the haloes and calculate the projected velocity moments as an observer would do. We then perform a kinematic analysis based on the Jeans equations to check to what extent we can reproduce the properties of the haloes from the second-order (line-of-sight velocity dispersion) and fourth-order (line-of-sight kurtosis) velocity moments.

The paper is organized as follows. In Section 2, we describe the $`N`$-body simulations used and calculate the properties of the haloes chosen for analysis. In Section 3, we estimate projected velocity moments of the haloes. Section 4 is devoted to analytical modelling of those moments based on Jeans formalism and testing its reliability in reproducing the properties of the haloes. The discussion follows in Section 5.

## 2 The simulated dark matter haloes

We have used the $`N`$-body simulations carried out by Hatton et al. (2003) with their GalICS hybrid $`N`$-body/semi-analytic model of hierarchical galaxy formation. The description of this model can be found in Hatton et al. (2003). The $`N`$-body simulation contains $`256^3`$ particles of mass $`8.272\times 10^9`$ M in a box of size 150 Mpc and its softening length amounts to spatial resolution of 29 kpc. The simulation was run for a flat universe with cosmological parameters $`\mathrm{\Omega }_0=0.333,\mathrm{\Omega }_\mathrm{\Lambda }=0.667`$, $`H_0=66.7\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, and $`\sigma _8=0.88`$. Once the simulation is run, haloes of dark matter are detected with a ‘friends-of-friends’ (FOF) algorithm (Davis et al., 1985) using a variable linking length such that the minimum mass of the FOF groups is $`1.65\times 10^{11}`$ M (20 particles) at any time step. With this method, over $`2\times 10^4`$ haloes are detected at the final timestep, corresponding to the present-day ($`z=0`$) Universe.

We restrict our analysis to dark matter particles. Although the GalICS simulations we use include galaxy formation and evolution, this part of the simulations is based on a semi-analytical approach, which for our purposes is not yet satisfactory. For example, the isotropic velocity distribution of GalICS galaxies is imposed and is not a result of virialization. We therefore conclude that the galaxies in these simulations are not reliable tracers of the overall dynamical properties of the haloes and cannot be used to infer the density and velocity distributions from the ‘observed’ velocity moments.

For our analysis, we have chosen the ten most massive haloes formed in the simulation box (labelled hereafter in order of decreasing virial mass as halo 1, halo 2 and so forth). We estimated their virial radii, $`r_{100}`$, as the distances from the centre where the mean density is $`100`$ times the present critical density (in agreement with the so-called spherical collapse model, see Kitayama & Suto, 1996; Łokas & Hoffman, 2001). The centres of the haloes are determined as the local density maxima which turn out to be slightly different than the centres of mass found using the FOF algorithm. Within the virial radius, the haloes have $`2\times 10^5`$ particles for the most massive halo and $`4\times 10^4`$ particles for the least massive one of the haloes we have chosen. The masses of the haloes, $`M_{100}=M(r_{100})`$, are listed in Table 1.

All haloes have similar 3D radial phase space distributions. An example of such a distribution for the most massive halo is presented in Figure 1. The Figure shows the radial velocity (with respect to the centre of the halo) of the particles in units of the circular velocity at $`r_{100}`$ ($`v_{100}=v_c(r_{100})=\sqrt{GM_{100}/r_{100}}`$) as a function of radial distance measured in units of $`r_{100}`$. We have divided the phase space into different regions corresponding to different dynamical states that we expect to find in a typical dark matter halo. Inside the virial radius, we can identify three regions. The region with low to moderate absolute velocities is likely to be populated by virialized particles, although there are indications of a group of particles at $`r=0.3r_{100}`$ slowly moving into the halo core. On the outskirts of the velocity distribution we can find particles whose dynamical state is not clear, as they could be either high-velocity outliers of the virialized component or else infalling towards the cluster core or already in a rebound regime after a passage through the centre. Beyond the virial radius, we can also find particles in a rebound trajectory and particles on the infalling branch (which includes particles expanding away from the cluster beyond the turnaround radius at 2.5–4 virial radii). In Figure 1, these five different subsamples are denoted by virialized, rebound, infall, vir-inf? and vir-reb?, respectively, where the question marks indicate the uncertainty in the actual dynamical state of these subsamples.

It is important to note that when studying projected quantities we need to consider all five subsamples, as well as the whole sample (which will be marked hereafter by ‘all’), because, as seen projected on the sky, there are particles belonging to each subsample that fall inside the ‘virial’ cylinder whose projected radius is the virial radius $`r_{100}`$, but there is no way of determining which of these particles are actually within the ‘virial’ sphere of radius $`r_{100}`$ (inscribed in the virial cylinder).

Figure 2 shows the density distribution in the most massive halo 1 as a function of radial distance in units of $`r_{100}`$. We found that the measured density profile is well approximated by the NFW formula (Navarro, Frenk & White, 1997)

$$\frac{\varrho (s)}{\varrho _{c,0}}=\frac{\mathrm{\Delta }_cc^2g(c)}{3s(1+cs)^2},$$
(1)
where $`s=r/r_{100}`$, $`\varrho _{c,0}`$ is the present critical density, $`\mathrm{\Delta }_c=100`$, $`c`$ is the concentration parameter and $`g(c)=[\mathrm{ln}(1+c)c/(1+c)]^1`$. The statistical errors are much smaller than the departures due to substructure in the halo, but the overall fit is satisfactory. We find that the best-fitting concentration parameter for halo 1 is $`c=5.6`$. The virial mass of halo 1 is $`M_{100}=1.67\times 10^{15}`$ M so the concentration we estimated is consistent with the dependence of $`c`$ on mass inferred from $`N`$-body simulations by Bullock et al. (2001), also run with a $`\mathrm{\Lambda }`$CDM cosmology. Similar results are obtained for other haloes. The fitted parameters are summarized in Table 1.

In Figure 3 we present radial profiles of the mean radial velocity in units of the circular velocity at $`r_{100}`$ and the anisotropy parameter

$$\beta =1\frac{\sigma _\theta ^2(r)}{\sigma _r^2(r)}$$
(2)
for the ten haloes, where $`\sigma _\theta `$ and $`\sigma _r`$ are the velocity dispersions (with respect to the mean velocities) discussed in detail in the next Sections. We show measurements for all particles inside the sphere of radius $`r_{100}`$. The curves represent the anisotropy or mean radial velocity of dark matter particles enclosed in shells of thickness $`0.1r_{100}`$ centered at $`0.05r_{100}`$, $`0.15r_{100}`$ etc. As we can see, the orbits of most of the haloes are mildly radial, with positive mean $`\beta `$. We have calculated the unweighted mean anisotropy inside the virial radius. These values are listed in Table 1, where the uncertainties are the dispersions of the values about the unweighted mean. The anisotropy does not vary strongly with radius so in the modelling which follows we will assume it to be constant and equal to the mean value inside the virial radius. However, it is interesting to note that the variation of $`\beta `$ with distance from the centre is very different for each of the analyzed haloes. As for the mean radial velocity, we can see from Figure 3 that it is consistent on average with zero inside $`r_{100}`$ for most haloes, albeit with non-negligible radial variations caused by internal streaming motions, including some abrupt variations suggesting the presence of smaller haloes (akin to groups of galaxies) falling in or bouncing out of the halo. In Table 1 we list this quantity in units of $`v_{100}`$. The negative sign indicates infall motion towards the centre of the halo.

Since we wish to study the effect of non-sphericity of haloes by choosing different directions of observation, we have determined the principal axes of our haloes from their moments of inertia, using particles at radial distances up to $`r_{100}`$. The ratios of the eigenvalues of the inertia tensor, listed in Table 1, show significant departures from sphericity.

## 3 Velocity moments of dark matter particles

We now study the kinematical properties of haloes as they would be seen by a distant observer. The quantities discussed are all projected along the line of sight. With the Jeans formalism, we can only model the projected velocity moments of objects in equilibrium, and thus we cannot make any prediction about the velocity moments of the regions of phase space called ‘rebound’, ‘infall’, ‘vir-reb?’ and ‘vir-inf?’ in Figure 1. Moreover, not all particles inside $`r_{100}`$ are virialized, as they could be falling into the core for the first time or be on a rebound orbit not yet in equilibrium. However, the division of the phase space into the 5 regions (Fig. 1) was made by eye, with no exact determination of the dynamical state of the particles, and it was only based on the radial component of the particle velocities. This could produce misleading results in the analysis of the velocity moments, which involve all components of the velocity. For these reasons, in what follows, we will restrict ourselves to the study of the velocity moments of all particles inside the virial sphere of radius $`r_{100}`$ and all particles within the virial cylinder of projected radius smaller than $`r_{100}`$. The latter would be the ones used in the Jeans formalism by an observer unable to distinguish which particles actually lie in the virial sphere of radius $`r_{100}`$.

We mimic the observations as follows. For each halo, we place an observer at either $`0^{}`$, $`45^{}`$ or $`90^{}`$ with respect to the major axis (see Table 1) so that the three chosen directions are in the same plane defined by the major axis and the sum of the other two axes. The choice of axes is dictated by the non-sphericity of the set of particles within the virial sphere, but also of the filaments of groups and other matter falling into the virial sphere out to scales $`10r_{100}`$. It turns out that the principal axes on scales of $`10r_{100}`$ are very similar to those computed for $`r<r_{100}`$, so we restrict ourselves to the principal axes obtained from the tensor of inertia of the particles within the virial sphere. We then project all the particle velocities along the line of sight and the distances on the surface of the sky. In Figure 4, we show line-of-sight velocities of dark matter particles in halo 1 projected along the major axis as a function of projected distance from the centre in units of $`r_{100}`$.

Observers remove a fraction of the interlopers of a cluster by excluding the high-velocity outliers. Here, we remove the high-velocity outliers from our mock samples in a similar way as done by Kent & Gunn (1982) and Łokas & Mamon (2003) for clusters of galaxies. The velocity cuts are shown as solid curves in Figure 4. Less than 2% of all particles within the virial cylinder were removed in this fashion. Although the main body of the halo is quite well defined in velocity space, with much more particles than there are galaxies in a cluster, the gaps between the halo and the background are not as visible as found by Łokas & Mamon (2003) for the Coma cluster. After applying this selection procedure, the fraction of particles lying inside the cylinder of projected radius $`r_{100}`$ that are actually outside the sphere of radius $`r_{100}`$ is between 6% and 35%, with a mean of 15%.

We divide the projected radius in ten bins and calculate, in each bin of projected radius, the mean, dispersion, skewness, and kurtosis of the line-of-sight velocities, $`v_i`$, according to the following formulae

$$\overline{v}_{\mathrm{los}}=\frac{1}{N}\underset{i=1}{\overset{N}{}}v_i$$
(3)
$$\sigma _{\mathrm{los}}^2=\frac{1}{N1}\underset{i=1}{\overset{N}{}}(v_i\overline{v}_{\mathrm{los}})^2$$
(4)
$$s_{\mathrm{los}}=\frac{1}{N}\underset{i=1}{\overset{N}{}}\left(\frac{v_i\overline{v}_{\mathrm{los}}}{\sigma _{\mathrm{los}}}\right)^3$$
(5)
$$\kappa _{\mathrm{los}}=\frac{1}{N}\underset{i=1}{\overset{N}{}}\left(\frac{v_i\overline{v}_{\mathrm{los}}}{\sigma _{\mathrm{los}}}\right)^43$$
(6)
where $`N`$ represents the number of particles per bin.

To see the effects of non-sphericity, we show the results for haloes 1, 4 and 5, which have three different shapes: halo 5 is oblate, halo 4 is roughly prolate and halo 1 is triaxial. The results for halo 1 are shown in Figures 57 for observers situated at $`0^{}`$, $`45^{}`$ and $`90^{}`$ with respect to the major axis. The errors were estimated using bootstraps, but since the number of particles in each bin is very large (of the order of $`10^4`$), the errors are small and do not account for the variability of the profiles, which is mainly due to substructure. In each panel, the dashed line shows results for all particles that in projection end up with a projected radius smaller than the virial radius, whether or not they are actually within the virial radius in 3D space. The solid line shows results for the particles really lying inside $`r_{100}`$. In the right-hand panels presenting even moments (velocity dispersion and kurtosis) in Figures 57 we also show dotted lines resulting from the fitting procedure based on the Jeans formalism presented in Section 4.

The variation of the mean velocity with projected radius provides an indication of the amount of substructure present in the halo. For observers at $`0^{}`$ and $`45^{}`$ with respect to the major axis of halo 1, the mean velocity with respect to the centre of the halo is approximately zero for every radial bin, indicating, if not the lack of substructure, at least the compensation of effects of different substructures. This is true for the two subsets of particles studied, especially for particles actually within the virial sphere. For an observer at $`90^{}`$ with respect to the major axis of halo 1, we find a departure of the mean velocity from the velocity of the centre of the halo, which indicates the presence of substructure. As could be expected, this radial variation of the mean velocity is more pronounced for the particles we find in projection inside $`r_{100}`$ that are not necessarily within the virial sphere of radius $`r_{100}`$.

Contrary to the case of elliptical galaxies, where velocity moments are measured from spectra obtained in slits, e.g. along the major axis, and thus do not involve averaging in shells of similar projected radius, here and in the analysis of galaxy motions in clusters the mean projected velocity is less affected by the presence of global motions like rotation or infall. Therefore, the estimation of the bulk velocities requires the 3D information. We find that the mean velocities in the radial and tangential directions inside the virial radius are typically of the order of few percent of $`v_{100}`$, except for halo 4 and halo 10 where significant net radial infall seems to be present (see Table 1).

Figures 8 and 9 illustrate how the velocity moments depend on the shape of the given halo. To save space, we only show the even moments that we will model in the next Section and the mean line-of-sight velocity with respect to the velocity of the centre to test the relaxation of the haloes. For the sake of clarity of the plots, we do not show the fits based on the Jeans equations, although we will discuss them in the following section.

Even with significant noise from substructure, such as the trend for high mean velocity at $`R0.5r_{100}`$ for halo 5 (Fig. 9) probably arising from a group bouncing out of the halo, we can see some common trends in Figures 59. First, the line-of-sight velocity dispersion and kurtosis profiles can differ substantially for a given halo seen along three different axes (especially in halo 4). Moreover, the velocity moments are not strongly affected by the presence of particles outside the virial radius, i.e. the solid and dashed lines typically do not differ significantly. This is understandable as the virial sample is a subsample of the ‘all’ sample and the mean difference in the number of particles is less than 20% as previously noted. The discrepancies between the velocity moments are more important for larger projected distances from the centre of a halo, as the surface density of the 3D haloes decreases faster than that of the surrounding material.

## 4 Modelling of the velocity moments

We now briefly describe the Jeans formalism for modelling the projected velocity moments of virialized objects and apply it to recover the properties of the haloes. The detailed description of the calculations involved can be found in Łokas (2002) and Łokas & Mamon (2003) (see also Merrifield & Kent, 1990; van der Marel et al., 2000).

Our purpose here is to reproduce the projected velocity moments discussed in the previous Section by solving the Jeans equations for the second and fourth velocity moments and adjusting the parameters describing the mass and velocity distribution in the haloes. We will then verify whether the fitted parameters match the real properties of the haloes. The Jeans analysis assumes that the system is spherically symmetric and in equilibrium, that there are no net streaming motions (no infall and no rotation) so that the odd velocity moments vanish. As we have seen in the previous Section, none of these is exactly the case for dark matter haloes. We want to check to what extent violating these assumptions affects the recovered properties of the haloes.

One difference with respect to the analysis of galaxies is that the dark matter particles are very numerous in our simulations (of order $`10^5`$ per halo) while the number of galaxies in a cluster usually does not exceed a thousand. This is the reason why the errors due to substructure will be more significant here than sampling errors which are the dominant ones in measured velocity moments of galaxies.

The second order velocity moments are $`\overline{v_r^2}`$ and $`\overline{v_\theta ^2}=\overline{v_\varphi ^2}`$ and we will denote them hereafter by $`\sigma _r^2`$ and $`\sigma _\theta ^2`$ respectively. They can be calculated from the lowest order Jeans equation (e.g. Binney & Mamon, 1982)

$$\frac{\mathrm{d}}{\mathrm{d}r}(\nu \sigma _r^2)+\frac{2\beta }{r}\nu \sigma _r^2=\nu \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r},$$
(7)
where $`\nu `$ is the 3D density distribution of the tracer population and $`\mathrm{\Phi }`$ is the gravitational potential. Since in our case dark matter particles trace their own gravitational potential, we have $`\nu (r)=\varrho (r)`$. We assume that the dark matter distribution is given by the NFW profile (1) characterized by its virial mass $`M_{100}`$ and concentration $`c`$. We solve equation (7) assuming the anisotropy parameter of equation (2) to be constant with $`\mathrm{}<\beta 1`$. This model covers all interesting possibilities from radial orbits ($`\beta =1`$) to isotropy ($`\beta =0`$) and circular orbits ($`\beta \mathrm{}`$).

The solution of the lowest order Jeans equation with the boundary condition $`\sigma _r0`$ at $`r\mathrm{}`$ for $`\beta =\mathrm{const}`$ is (e.g. Łokas & Mamon, 2003)

$$\nu \sigma _r^2(\beta =\mathrm{const})=r^{2\beta }_r^{\mathrm{}}r^{2\beta }\nu \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}dr.$$
(8)
As discussed in the previous Section, the quantity an observer would measure is the line-of-sight velocity dispersion obtained from the 3D velocity dispersion by integrating along the line of sight (Binney & Mamon, 1982)

$$\sigma _{\mathrm{los}}^2(R)=\frac{2}{I(R)}_R^{\mathrm{}}\left(1\beta \frac{R^2}{r^2}\right)\frac{\nu \sigma _r^2r}{\sqrt{r^2R^2}}dr,$$
(9)
where $`I(R)`$ is the surface distribution of the tracer and $`R`$ is the projected radius. In our case $`I(R)`$ is given by the projection of the NFW profile (see Łokas & Mamon, 2001). Introducing equation (8) into equation (9) and inverting the order of integration, the calculation of $`\sigma _{\mathrm{los}}`$ can be reduced to one-dimensional numerical integration of a formula involving special functions for arbitrary $`\beta =\mathrm{const}`$.

It has been established that systems with different densities and velocity anisotropies can produce identical $`\sigma _{\mathrm{los}}(R)`$ profiles (see e.g. Merrifield & Kent, 1990; Merritt, 1987). This degeneracy can be partially lifted through the modelling of the fourth-order moment. With $`\beta =\mathrm{const}`$, the solution of the Jeans equation for the fourth-order moment

$$\frac{\mathrm{d}}{\mathrm{d}r}(\nu \overline{v_r^4})+\frac{2\beta }{r}\nu \overline{v_r^4}+3\nu \sigma _r^2\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}=0,$$
(10)
is (see Łokas, 2002; Łokas & Mamon, 2003)

$$\nu \overline{v_r^4}(\beta =\mathrm{const})=3r^{2\beta }_r^{\mathrm{}}r^{2\beta }\nu \sigma _r^2(r)\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}dr.$$
(11)
By projection, we obtain the line-of-sight fourth moment

$$\overline{v_{\mathrm{los}}^4}(R)=\frac{2}{I(R)}_R^{\mathrm{}}\frac{\nu \overline{v_r^4}r}{\sqrt{r^2R^2}}g(r,R,\beta )dr,$$
(12)
where $`g(r,R,\beta )=12\beta R^2/r^2+\beta (1+\beta )R^4/(2r^4)`$.

Introducing equations (8) and (11) into (12) and inverting the order of integration, the calculation can be reduced to a double integral. In the following, we use the fourth projected moment scaled with $`\sigma _{\mathrm{los}}^4`$ in the form of projected kurtosis

$$\kappa _{\mathrm{los}}(R)=\frac{\overline{v_{\mathrm{los}}^4}(R)}{\sigma _{\mathrm{los}}^4(R)}3,$$
(13)
where the value of $`\kappa _{\mathrm{los}}(R)=3`$ valid for a Gaussian distribution has been subtracted.

We can now calculate the predictions of equations (9) and (12) for a given mass distribution and velocity anisotropy $`\beta `$. As already discussed, we assume that the mass is given by the NFW distribution. For halo 1 we found the concentration of $`c=5.6`$. For this value and different $`\beta `$ we obtain the profiles of $`\sigma _{\mathrm{los}}(R)`$ and $`\kappa _{\mathrm{los}}(R)`$ shown in Figure 10. The values of $`\sigma _{\mathrm{los}}`$ are expressed in units of $`v_{100}`$ and distances are in units of $`r_{100}`$. With these scalings, the predictions do not explicitly depend on the mass of the halo. The lines show results for different values of $`\beta =0.3,0,0.3,0.6`$ and $`0.9`$, as indicated.

We see that for increasingly radial orbits (increasing $`\beta `$), the profile of $`\sigma _{\mathrm{los}}`$ turns steeper (e.g. Tonry, 1983). Moreover, the kurtosis profile becomes more convex for increasingly radial orbits as opposed to the concave shapes in the case of isotropic and circular orbits. Since our measured kurtosis profiles in the previous Section have a concave shape and are slightly negative we do not expect the orbits to depart significantly from isotropic, which is consistent with the measured anisotropy parameter (see Table 1).

Mimicking the procedure used by observers to infer the mass and anisotropy profiles of galaxies and clusters, we fit the measured profiles of $`\sigma _{\mathrm{los}}`$ and $`\kappa _{\mathrm{los}}`$ of the ten haloes by solving equations (9) and (12) and adjusting the parameters $`M_{100}`$, $`c`$ and $`\beta `$, assuming that the objects are spherical and that their dark matter distribution is given by the NFW density profile. The fit is done by minimizing $`\chi ^2`$ for the $`20`$ ‘data points’ of $`\sigma _{\mathrm{los}}`$ and $`\kappa _{\mathrm{los}}`$ together (the data points are independent because the number of particles in each radial bin is very large, see the discussion in the Appendix of Łokas & Mamon, 2003). The data points were weighted by the assigned bootstrap errors although they do not account for the real variability of the data and therefore the quality of the fits in terms of $`\chi ^2`$ is very bad. The best-fitting velocity moments found for halo 1 are shown as dotted lines in Figures 57.

In reality, when dealing with real galaxy data for clusters, the bins would include a few tens of objects instead of thousands, resulting in errors larger by at least an order of magnitude. To see how the sampling errors affect the determination of the dynamical parameters of clusters, we have also measured for each halo the velocity moments for a set of 40 randomly chosen particles per distance bin. This number of particles is chosen to be similar to the usual number of galaxies used in real clusters e.g. by Łokas & Mamon (2003). Errors were assigned as described in the Appendix of Łokas & Mamon (2003). We have then performed the same fitting procedure as described above.

The best-fitting parameters for the haloes estimated with all dark matter particles are shown in the left column of Figure 11 as different symbols depending on the direction of observation with respect to the major axis: $`0^{}`$ (circles), $`45^{}`$ (triangles) and $`90^{}`$ (squares). The crosses mark the ‘real’ values of the parameters listed in Table 1. In the right column of Figure 11, we show the best-fitting parameters estimated with 400 particles (40 particles per bin).

Due to a rather time-consuming integration involved in the calculation of kurtosis, we restricted our analysis to the ten most massive haloes. The general conclusion is that when taking into account all three fitting parameters, for all haloes their best-fitting virial mass $`M_{100}`$ is reasonably well recovered: the discrepancy between the best-fitting value and the real $`M_{100}`$ (measured using 3D information) is smaller than 62% (this large discrepancy is obtained for halo 10 when observed at $`45^{}`$ with respect to the major axis). The next biggest error was obtained for halo 5 (37% when observed at $`45^{}`$ with respect to the major axis).

In the case of the two remaining parameters, concentration $`c`$ and anisotropy $`\beta `$, all haloes show common trend in the discrepancies: $`\beta `$ is underestimated while $`c`$ overestimated, especially for the fitting including all dark matter particles. The discrepancies can be traced to the specific behaviour of the $`\sigma _{\mathrm{los}}`$ and $`\kappa _{\mathrm{los}}`$ profiles. For example, in the case of halo 1 the three kurtosis profiles (see Figures 5-7) give similar $`\beta `$ values, however the $`\sigma _{\mathrm{los}}`$ is much shallower for the observation angle of $`45^{}`$ than in the two remaining cases. As already mentioned, $`\kappa _{\mathrm{los}}`$ is mainly sensitive to the velocity anisotropy. Since the line-of-sight velocity dispersion profile can be made steeper in the centre either with a steeper density profile or with more radial orbits, and since the anisotropy parameter is almost the same in all three directions, we can expect the inferred concentration to be somewhat lower for the $`45^{}`$ direction, which is indeed the case. The situation is similar for halo 4. The kurtosis forces the anisotropy to be very tangential, so the very steep $`\sigma _{\mathrm{los}}`$ profile at $`0^{}`$ (the leftmost middle panel of Figure 8) requires a very large concentration of the density profile.

We have calculated the means and standard deviations of the differences between the fitted parameters ($`\mathrm{log}M_{100}`$, $`\mathrm{log}c`$, and $`\beta `$ or $`\mathrm{log}\sigma _r/\sigma _\theta `$) and their values measured from the full 6D particle phase space. As expected from Figure 11, we have found no significant dependence on the viewing angle. We show these quantities in Table 2 for the 30 cases studied (3 for each of the 10 haloes). We can see from this Table that, with 40 particles per bin, the virial mass is a little more underestimated, while the concentration parameter is less overestimated and the anisotropy less underestimated. This behaviour of $`c`$ and $`\beta `$ can be understood by recalling that in the case of using only 40 particles per bin the sampling errors of the moments are much larger. For very negative kurtosis small errors may enforce low $`\beta `$ estimates, which have to made up by high $`c`$ values (to reproduce velocity dispersion). Moreover, we find that the error bars listed in Table 2 are similar in both cases, which indicates that the physical variations due to substructure and to the different shapes of haloes dominate over the statistical noise or sampling errors.

Table 3 shows the statistical significance of the biases on the parameters, using the Student’s $`t`$-statistic, which assumes Gaussian distributions of the parameters ($`\mathrm{log}M_{100}`$, $`\mathrm{log}c`$, $`\beta `$ and $`\sigma _r/\sigma _\theta `$), and the binomial statistic testing the distribution of the signs of these parameters. The two statistical tests lead to different conclusions about the bias of the parameters: the Student’s $`t`$-statistic always leads to significant biases, while the binomial statistic indicates no significant bias in concentration parameter and velocity anisotropy when only 40 particles are used per radial bin. This difference is caused by the skewed distributions of $`\mathrm{\Delta }\mathrm{log}c`$, $`\mathrm{\Delta }\beta `$ and $`\mathrm{\Delta }\mathrm{log}(\sigma _r/\sigma _\theta )`$. Although the Student’s $`t`$-statistic has the advantage of being more sensitive to the outliers in the distribution, it has the disadvantage of only being valid for Gaussian parent distributions, which is not the case here. In summary, in the case of 40 particles per radial bin, while the virial mass is biased towards lower values, we cannot conclude that the concentration parameter and velocity anisotropy are biased with the data we have.

Given the range of $`\mathrm{\Delta }\mathrm{log}c`$ seen in the right plots of Figure 11 (see also Table 2), the discrepancies noted by Łokas & Mamon (2003) between their concentration parameter for Coma and the lower values obtained by Biviano & Girardi (2003) and Biviano et al. (2003) in their kinematical analysis of stacked clusters are reduced. Assuming that the departures in $`\mathrm{log}c`$ are independent of $`c`$ and $`M_{100}`$, we deduce that the difference in $`\mathrm{log}c`$ between the measurement for the Coma cluster ($`c=9.4`$) by Łokas & Mamon and the smaller concentration ($`c=5.5`$) found by Biviano et al. can be accounted for in 27% of our 30 projected haloes. On the other hand, the larger difference in $`\mathrm{log}c`$ between the Coma measurement and the concentration found by Biviano & Girardi (2003) can be accounted for in only 10% of our projected haloes. Similarly, the difference in $`\mathrm{log}c`$ between Coma and the value ($`c=6`$) extrapolated from the values found by Bullock et al. (2001) in their cosmological simulations, can be accounted for in 10 out of our 30 projected haloes. Moreover, there is a non-negligible scatter in the relation between halo concentration and mass (Jing, 2000; Bullock et al., 2001), which reduces even more any discrepancy with high concentration found for Coma.

## 5 Discussion

We studied the dynamical and kinematical properties of dark matter haloes obtained in cosmological $`N`$-body simulations. First, using all the 3D information available, we calculated their virial masses, radii, anisotropy parameters and estimated their density profiles. Next, we obtained projected velocity moments, standard observables used to estimate the dark matter content of virialized objects. We then fitted those ‘data’ with spherical models based on Jeans equations in order to reproduce the ‘observed’ velocity moments.

Our approach was similar to the one of Tormen et al. (1997) who used lowest order Jeans equation to model the velocity dispersion and find the masses of simulated haloes and compared them to the real masses of those haloes. In addition to velocity dispersion, we used the projected kurtosis profiles in a similar way to that applied recently by Łokas & Mamon (2003) to infer the properties of the Coma cluster. The use of kurtosis allows us to estimate the anisotropy of the velocity distribution. Besides the virial mass and anisotropy parameter, we fitted the concentration of the density profiles of the haloes.

Our results emphasize the difficulties in the use of higher velocity moments to infer the properties of dark matter haloes. The kurtosis seems to be very sensitive to the substructure and local matter flows. The discrepancies in the fitted properties of halo 4 can be traced to its peculiar mean radial velocity inside the virial radius which amounts to $`0.26v_{100}`$, while it is smaller than $`0.1v_{100}`$ for most of the remaining haloes (also in the tangential directions). We therefore confirm the necessity of using only elliptical galaxies as tracers in the analysis of single clusters in order to minimize the effects of infall. Another source of problems lies in our very simple modelling of velocity anisotropy with constant $`\beta `$, while this quantity really shows some radial dependence. Again, in the case of halo 4 this dependence is rather unexpected, departing from isotropy in the very centre of the halo.

In order to check to what extent the rather discrepant results for halo 4 are an exception or commonplace, we show, in Figure 12, the line-of-sight velocity dispersion and kurtosis of the ten most massive haloes in the simulation box for a observer placed along the major axis of each halo. The thick line shows the results for halo 4, while for the rest of the haloes thin lines are used. We infer from Figure 12 that the velocity moments of halo 4 follow an uncharacteristic pattern, probably caused by the unusually large negative mean radial velocity of this halo (Table 1). We have also checked the pattern of the even velocity moments for the other two directions of observation used in Sections 3 and 4. In these cases, we found that the halo departing most from the general trend was halo 10, which has the highest mean velocity inside the virial radius with respect to $`v_{100}`$ (with a smaller ratio than halo 4). Therefore, local matter flows, as witnessed by non-zero mean velocity profiles, produce perturbed line-of-sight velocity dispersion and/or kurtosis profiles, which themselves can lead to an inaccurate estimate of the mass, concentration and/or velocity anisotropy of a cluster of galaxies. It is important to note, however, that concentration and anisotropy seem to be more affected than the mass estimation, which is quite robust.

Figure 12 also shows a general trend of the behaviour of the kurtosis of the simulated haloes. We notice that the kurtosis tends to be positive near the centre of the halo and negative at large distances. This means that the velocity distribution is more peaked at the centre and more flattened outside than the purely Gaussian distribution in agreement with a recent finding of Kazantzidis, Magorrian & Moore (2003). But in spite of these departures from Maxwellian velocities at all radii, the Jeans analysis used here and in Łokas & Mamon (2003) produces fairly accurate measurements of the virial mass and concentration parameter (see Fig. 11 and Table 2).

Although obvious interlopers to the haloes have been removed in a similar fashion as in Łokas & Mamon (2003, see also Kent & Gunn, 1982), our results could depend on the neighborhood of the analyzed haloes. This would be the case if other haloes with similar velocity were present in the direction of observation, so that their particles would not be removed by the procedure described in Section 3. To estimate the plausibility of such a case, we have calculated for every halo with mass up to one tenth of the mass of the most massive halo in the simulations (that makes a total of 40 haloes) the probability that choosing an observer at a random position around it, there would be one or more perturbing haloes with a mass greater than 25% of the mass of the studied halo, at a projected distance from the halo smaller than $`r_{100}`$ and with a mean line-of-sight velocity within the interval $`[\overline{v}_{\mathrm{los}}3v_{100},\overline{v}_{\mathrm{los}}+3v_{100}]`$, where $`\overline{v}_{\mathrm{los}}`$ and $`v_{100}`$ are the mean line-of-sight velocity and circular velocity at $`r_{100}`$ of the analyzed halo. Choosing randomly 100 observers for each halo, we found that the probability of not finding any perturbing neighbouring halo was higher than 95% for 93% of the haloes, while for two of the analyzed haloes this probability was 88% and only one among the 40 haloes had this probability smaller than 80% (77%). We can conclude from these numbers that it is quite unlikely that the results of the Jeans analysis are affected by neighbouring clusters. Moreover, the least isolated, i.e. the halo with the highest probability of having a perturbing halo around, among the top 10, halo 10, shows no specific bias in the parameter estimates (see Fig. 11).

Therefore, on one hand, the observed cosmic variance of the inner structure and internal kinematics of the massive haloes in the cosmological simulations suggests that the typical properties of dark matter haloes are best obtained through the analysis of stacked observations as performed by Carlberg, Yee & Ellingson (1997), Biviano & Girardi (2003) and Biviano et al. (2003). But, on the other hand, in structures (clusters of galaxies) with near zero mean velocity profiles, this cosmic variance is much reduced. Therefore, it is well worth analyzing a single cluster with a large number of velocities and a near zero mean velocity, such as was done by Łokas & Mamon (2003) for the Coma cluster.

## Acknowledgments

We wish to thank the anonymous referee for his/her comments and suggestions that helped to improve this paper and E. Salvador-Solé for his comments on the manuscript. We are also indebted to François Bouchet, Bruno Guiderdoni and coworkers for kindly providing us with their $`N`$-body simulations, especially Jeremy Blaizot for answering our technical questions about the design and access to the simulations. TS and ELŁ are grateful for the hospitality of the Institut d’Astrophysique de Paris where part of this work was done. TS and ELŁ benefited from the Marie Curie Fellowship and the NATO Advanced Fellowship, respectively. ELŁ and GAM both acknowledge the France-Poland Jumelage exchange programme. TS and GAM also acknowledge the hospitality of the Copernicus Center in Warsaw where most of this work was performed. Partial support was obtained from the Polish State Committee for Scientific Research within grant No. 2P03D02319. TS acknowledges support from a fellowship of the Ministerio de Educación, Cultura y Deporte of Spain.


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# Untitled Document

Reproduced from
FOUNDATIONS OF PHYSICS Vol. 3, No.1, March 1973, p. 109–116
(with several corrections and reformulations)

TOWARD A QUANTUM THEORY OF OBSERVATION

> H. D. Zeh Institut für Theoretische Physik
> Universität Heidelberg
> www.zeh-hd.de

Abstract: The program of a physical concept of information is outlined in the framework of quantum theory. A proposal is made for how to avoid the introduction of axiomatic observables. The conventional (collapse) and the Everett interpretations of quantum theory may in principle lead to different dynamical consequences. Finally, a formal ensemble description not based on a concept of lacking information is discussed.

1. INTRODUCTION

In the conventional interpretation of quantum theory, the wave function or state vector describing a physical system evolves in time according to two different laws: (a) the Schrödinger equation, being deterministic in the sense that the wave function is determined completely if given at a certain time, and (b) the “reduction” or “collapse”, which describes the transition of the wave function into one member of a set of mutually orthogonal states, this set (defining an “observable” up to scale transformations) being phenomenologically associated with a certain type of measurement.

The second kind of time evolution has to be taken into account regardless of whether it is called “real” or “due to the increase of information”, in particular since communication is to be considered a physical process.

All attempts to derive the reduction from a Schrödinger equation for the total system including the measurement apparatus have been shown to be doomed to failure . Derivations from a master equation seem to be more appropriate but lead to (apparently related) difficulties in deriving the master equation itself . In both cases similar pseudo-arguments are often introduced by using an abstract a priori concept of information instead of a physical one.

Everett proposed an interpretation of quantum theory that avoids the reduction of the wave function, and instead postulates the universal validity of the Schrödinger equation . This means that the “other” components (which would disappear according to the reduction postulate) still “exist” after a measurement. However, they are correlated with different states of the apparatus and subsequently with different states of human observers. Therefore Everett has to assume that “we are aware” of only one of these world components, and that the world apparently “splits” into many components whenever a measurement-like process occurs.

Is it not entirely meaningless to postulate the existence of world components that are not observed? Even if the latter were true, it would at least be conventional to regard those things as “existing in reality” which are extrapolated from the observed by means of established laws. It will be demonstrated in Section 3, however, that the different world components may interact if the total wave function obeys a Schrödinger equation – as assumed by Everett. Consequently, in spite of the linearity of the equation of motion, the time evolution of the “observed component” might show a dependence on the other components.

Proposals to avoid the reduction by considering several successive measurements as one correlation experiment  either leave the process of “preparation” of the initial state conceptually unexplained or have to refer to a universal wave function again. In the latter case, all measurements (in the widest sense) ever performed must be considered as one great correlation experiment (that is still going on). None of these interpretations describes the complete process of observation (including the increase of information) by means of a Schrödinger equation.

2. PHYSICAL DETERMINATION OF OBSERVABLES

The Everett interpretation in itself is not complete. There are many possibilities of decomposing a wave function into components

$$\psi =\underset{i}{}\varphi _i\mathrm{\Phi }^{(i)}$$
(1)
where $`\varphi _i`$ are orthogonal states of a considered system, while the $`\mathrm{\Phi }^{(i)}`$ are the corresponding “relative states” of the “remainder of the universe”. Everett suggested a decomposition with respect to different “memory states” without specifying them physically. In analogy to superselection rules, this proposal thus excludes a splitting into superpositions of different memory states. The phenomenological selection of memory states corresponds to the axiomatic introduction of observables in the conventional description of measurements.

An essential property of memory states is their stability with respect to external perturbations, even though they may in turn easily affect their environment . (Consider pointer positions, books, or different DNS chains.) This property will cause a strong correlation of memory properties with the remainder of the world. Dynamical stability (“robustness”) is therefore suggestive as a criterion for states with respect to which the universal wave function splits (or, alternatively, collapses).

Another possibility of specifying the splitting is based on the fundamental subject-object relation of observation. Assume the total system to be conceptually cut into two subsystems, one containing the object, the other one the observer. Then there is an essentially unique decomposition of the total wave function into a single sum of orthonormal states for both subsystems (the “Schmidt canonical form”) ,

$$\psi (t)=\underset{i}{}\sqrt{p_i(t)}\varphi _i(t)\mathrm{\Phi }_i(t).$$
(2)
For dynamical and statistical reasons, this decomposition tends to keep different memory states in different terms of the series, irrespective of the cut’s precise position. (In contrast to Bohr’s epistemology, the cut does here not have to be interpreted as one between quantum and classical concepts.)

An Everett branching in terms of dynamically stable states has the disadvantage of being conceptually approximate, while that based on the Schmidt representation depends on the position of the cut. Nonetheless, the second version will be preferred in the following. (One knows from the pragmatic rules of quantum theory that the cut has to be put “far enough” away from the object, that is, close enough to the observer . Therefore it may be chosen to have on the observer’s side only the physical carrier of his consciousness – perhaps the cerebral cortex or parts thereof – thus keeping even his personal memory in the “outside world”. If the cut were placed somewhere in between object and observer, the Schmidt decomposition would be too fine-grained. A reduction to one of the components of (2) would then describe a much greater increase of information than that according to the axiomatic observables.)

3. CAN THE EVERETT INTERPRETATION BE VERIFIED?

Provided the wave function $`\psi (t)`$ of some total system exists and obeys a Schrödinger equation, the coefficients and components of expansion (2) vary in time according to the nonlinear set of equations

$`\mathrm{}{\displaystyle \frac{d\sqrt{p_i}}{dt}}=\mathrm{Im}\varphi _i\mathrm{\Phi }_i|H|\psi `$
$`i\mathrm{}{\displaystyle \frac{d\mathrm{\Phi }_i}{dt}}={\displaystyle \underset{j(i)}{}}{\displaystyle \frac{\sqrt{p_i}\varphi _i\mathrm{\Phi }_j|H|\psi \sqrt{p_j}\psi |H|\varphi _j\mathrm{\Phi }_i}{p_ip_j}}\mathrm{\Phi }_j`$
$`i\mathrm{}{\displaystyle \frac{d\varphi _i}{dt}}={\displaystyle \underset{j(i)}{}}{\displaystyle \frac{\sqrt{p_i}\varphi _j\mathrm{\Phi }_i|H|\psi \sqrt{p_j}\psi |H|\varphi _i\mathrm{\Phi }_j}{p_ip_j}}\varphi _j`$
$`+\sqrt{p_i}\mathrm{Re}\varphi _i\mathrm{\Phi }_i|H|\psi \varphi _i`$ (3)
(Note added: the asymmetry between the second and third equation can be avoided by choosing a more appropriate, symmetric phase convention for the factor states of (2) – see Ph. Pearle, Int. J. Theor. Phys. 18, 489 (1979).) The “probability resonances” $`1/(p_ip_j)`$ appearing in (3) drop out from the time derivatives of the reduced density matrices,

$`i\mathrm{}{\displaystyle \frac{d\rho _\mathrm{\Phi }}{dt}}`$ $`:=i\mathrm{}{\displaystyle \frac{dp_i\mathrm{\Phi }_i\mathrm{\Phi }_i^{}}{dt}}`$ (4)
$`={\displaystyle \underset{i,j}{}}\left(\sqrt{p_i}\varphi _i\mathrm{\Phi }_j|H|\psi \sqrt{p_j}\psi |H|\varphi _j\mathrm{\Phi }_i\right)\mathrm{\Phi }_i\mathrm{\Phi }_j^{}`$
and correspondingly for $`\rho _\varphi =_ip_i\varphi _i\varphi _i^{}`$. Only for vanishing interaction ($`H=H_\varphi +H_\mathrm{\Phi }`$) or when the wave function happens to factorize ($`p_i=\delta _{ii_0}`$) does one recover the Schrödinger equation, for example

$$i\mathrm{}\frac{d\varphi _{i_0}}{dt}=\underset{j}{}\varphi _j|H_\varphi ^{(i_0)}|\varphi _{i_0}\varphi _j,$$
(5)
where the effective $`i`$-dependent Hamiltonian $`H_\varphi ^{(i)}=\mathrm{\Phi }_i|H|\mathrm{\Phi }_i`$ in our phase convention includes the $`\mathrm{\Phi }_i`$-energy (but see Pearle, l.c.). And only for special initial conditions is (4) approximated by an autonomous master equation for the density matrix.

Equations (3) lead to a number of phenomena that are not present in the collapse interpretation. For example, time-reversed branchings (recombinations) may occur. If the other branches are not known, recombinations have to be interpreted as irreproducible events.

It is particularly interesting to study dynamical effects relating states of different “memory”. Memory states $`\varphi _i`$ are here defined as dynamically stable ones in the presence of a “normal” environment (consider the chiral states of a sugar molecule as a simple example). This means

$$\varphi _i\mathrm{\Phi }_j|H|\varphi _i^{}\mathrm{\Phi }_j^{}\delta _{ii^{}}\mathrm{\Phi }_j|H_\mathrm{\Phi }^{(i)}|\mathrm{\Phi }_j^{}$$
(6)
for all relevant environmental states $`\mathrm{\Phi }_j`$.

Whenever an element of the Schmidt form coincides with one of these stable states, the time derivative of the corresponding coefficient vanishes,

$$\mathrm{}\frac{d\sqrt{p_i}}{dt}\sqrt{p_i}\mathrm{Im}\varphi _i\mathrm{\Phi }_i|H|\varphi _i\mathrm{\Phi }_i=0,$$
(7)
so this component keeps its probability. If the non-negligible other elements are stable, too, their “relative states” $`\mathrm{\Phi }_i`$ can be shown by some rearrangement of the second equation (3) to vary according to

$$i\mathrm{}\frac{d\mathrm{\Phi }_i}{dt}=\underset{j(i)}{}\left[\mathrm{\Phi }_j|H_\mathrm{\Phi }^{(i)}|\mathrm{\Phi }_i\frac{p_j}{p_ip_j}\mathrm{\Phi }_j|H_\mathrm{\Phi }^{(j)}H_\mathrm{\Phi }^{(i)}|\mathrm{\Phi }_i\right]\mathrm{\Phi }_j,$$
(8)
while even the “stable” state itself is bound to change non-trivially in this representation:

$$i\mathrm{}\frac{d\varphi _i}{dt}=\underset{j(i)}{}\frac{\sqrt{p_ip_j}}{p_ip_j}\mathrm{\Phi }_i|(H_\mathrm{\Phi }^{(i)}H_\mathrm{\Phi }^{(j)})|\mathrm{\Phi }_j\varphi _j+p_i\mathrm{\Phi }_i|H_\mathrm{\Phi }^{(i)}|\mathrm{\Phi }_i\varphi _i.$$
(9)
If $`\mathrm{\Phi }`$ describes a macroscopic system, while $`H_\mathrm{\Phi }^{(i)}`$ and $`H_\mathrm{\Phi }^{(j)}`$ differ sufficiently, $`\mathrm{\Phi }_i`$ and $`\mathrm{\Phi }_j`$ must soon differ in many degrees of freedom, and the (partial) matrix elements $`\mathrm{\Phi }_i|H|\mathrm{\Phi }_j`$ become extremely small for $`ij`$. The Schmidt states then tend to stick to the dynamically stable states .

If a stable state $`\varphi _i`$ occurs as a pure state, $`p_i=1`$, its “rate of deseparation” (or entanglement rate – see Eq. (12a) of Ref. 9),

$$A=\underset{j(i)j^{}(i)}{}|\varphi _j\mathrm{\Phi }_j^{}|H|\varphi _i\mathrm{\Phi }_i|^2,$$
(10)
vanishes. This quantity A measures the entanglement rate of initially factorizing systems in second order of time. If the initial state happens to be a superposition of stable states, e.g. $`\psi =(\varphi _i+\varphi _j)\mathrm{\Phi }/\sqrt{2}`$, A can be written in the form $`P_{}(H_\mathrm{\Phi }^{(i)}H_\mathrm{\Phi }^{(j)})\mathrm{\Phi }^2/2`$, where $`P_{}:=1|\mathrm{\Phi }\mathrm{\Phi }|`$ is the projector on to the complement space of $`\mathrm{\Phi }`$.

The resonance terms of (8) and (9) in principle distinguish the Everett version dynamically from the collapse version of quantum theory. If two coefficients $`p_i`$ of the Schmidt decomposition seem to intersect in time, this leads to a behavior similar to that known from two crossing energy levels when an external parameter is changed. In particular, the coefficients of two world components do not cross unless their Hamiltonian matrix element vanishes exactly. Instead they repel each other, thereby exchanging their states. This appears to be a very drastic effect. However, since the states also exchange their memory, any observer existing in one of the components will “believe” to be the causal successor of an observer in the other Schmidt branch. The event would be felt only during the (in general extremely short) time of resonance when superpositions of memory states may form the Schmidt representation. It is again irreproducible unless the “other” components were distributed in a regular way.

One should keep in mind that the dynamical equations (3) are based on the assumption of a time-independent cut. This may not be entirely realistic for the present purpose.

The resonance terms cannot occur in the collapse version. The latter requires nonlinear and time direction-dependent terms in the equation of motion . In Everett’s interpretation, the absence, in reality, of recombinations (or, more generally, the approximately autonomous dynamics of different world components) can be derived from the assumption of sufficiently small amplitudes for most “other” components, that is, from a statistically improbable cosmological initial condition.

4. INFORMATION CONCEPT IN STATISTICAL PHYSICS

The $`\mathrm{\Phi }`$-system, say, may be further divided into two subsystems. Its Schmidt states may then again be expanded in analogy to (2):

$$\mathrm{\Phi }_i=\underset{\alpha }{}\sqrt{q_{i\alpha }}\chi _{i\alpha }^{(1)}\chi _{i\alpha }^{(2)}.$$
(11)
For microscopic sytems, no further reduction or branching would in general be meaningful with respect to this decomposition, as is well known from many kinds of Einstein-Podolski-Rosen phenomena .

Now assume that the states $`\chi _{i\alpha }^{(1)}`$ contain some dynamically stable degrees of freedom, labeled by an index $`n`$,

$$\chi _{i\alpha }^{(1)}=\underset{nm}{}c_{nm}^{(i\alpha )}\chi _{nm}^{(1)},$$
(12)
where $`m`$ describes all other degrees of freedom. Assume further that the memory properties $`n`$ do not only affect the remainder of the world, $`\chi ^{(2)}`$, but may also allow their “observation” (by means of a von Neumann-type interaction) by the $`\varphi `$-system (now regarded as the observer),

$$\varphi _i\chi _{nm}^{(1)}\chi _{i\alpha }^{(2)}\varphi _{in}\chi _{nm}^{(1)}\chi _{i\alpha n}^{(2)},$$
(13)
with different final states of the observer, $`\varphi _{in}|\varphi _{in^{}}\delta _{nn^{}}`$. If, as a consequence of the “cosmological assumption” mentioned at the end of Section 3, the Everett decomposition with respect to $`i`$ is not affected by the further decomposition with respect to $`n`$ (that is, $`\varphi _{in}|\varphi _{i^{}n^{}}\delta _{nn^{}}\delta _{ii^{}}`$), the new Schmidt decomposition becomes

$$\psi =\underset{in}{}\varphi _{in}\mathrm{\Phi }^{(in)},$$
(14)
with not yet normalized though orthogonal relative states

$$\mathrm{\Phi }^{(in)}=\sqrt{p_i}\underset{\alpha m}{}\sqrt{q_{i\alpha }}c_{nm}^{(i\alpha )}\chi _{nm}^{(1)}\chi _{i\alpha n}^{(2)}.$$
(15)
(Note added: Here one assumes that the observer states possess a sufficient memory capacity, that is, low entropy.) The norm of these relative states is

$`\mathrm{\Phi }^{(in)}|\mathrm{\Phi }^{(in)}`$ $`=p_i{\displaystyle \underset{\alpha \alpha ^{}m}{}}\sqrt{q_{i\alpha }q_{i\alpha ^{}}}c_{nm}^{(i\alpha )}c_{nm}^{(i\alpha ^{})}\chi _{i\alpha ^{}n}^{(2)}|\chi _{i\alpha n}^{(2)}`$ (16)
$`p_i{\displaystyle \underset{\alpha m}{}}q_{i\alpha }|c_{nm}^{(i\alpha )}|^2`$
when assuming random phases. The Schmidt representation now includes the memory states $`n`$,

$$\psi \underset{in}{}\sqrt{p_i\underset{\alpha m}{}q_{i\alpha }|c_{nm}^{(i\alpha )}|^2}\varphi _{in}\mathrm{\Phi }_{in},$$
(17)
where normalized $`\mathrm{\Phi }_{in}`$ are used instead of the relative states $`\mathrm{\Phi }^{(in)}`$.

If the components of the Everett decomposition are weighted by their squared norms , the branching ratio between $`n`$ and $`n^{}`$ is

$$\frac{\underset{\alpha m}{}q_{i\alpha }|c_{nm}^{i\alpha }|^2}{_{\alpha m}q_{i\alpha }|c_{n^{}m}^{i\alpha }|^2}=\frac{\mathrm{tr}[P_n\rho _i^{(1)}]}{\mathrm{tr}[P_n^{}\rho _i^{(1)}]},$$
(18)
with

$$P_n=\underset{m}{}|\chi _{nm}^{(1)}\chi _{nm}^{(1)}|\mathrm{and}\rho _i^{(1)}=\underset{\alpha }{}q_{i\alpha }|\chi _{i\alpha }^{(1)}\chi _{i\alpha }^{(1)}|.$$
(19)
This is equivalent to averaging over an ensemble of pure states $`\chi _{i\alpha }^{(1)}`$ with weights $`q_{i\alpha }`$ ($`i`$ fixed), defining in general a large value of the entropy $`S_i^{(1)}=_\alpha q_{i\alpha }\mathrm{ln}q_{i\alpha }`$. A quantum theory of observation along the lines suggested here therefore leads to (fictitious) ensembles without introducing an a priori concept of information , in contrast to the Gibbs-Jaynes concept, for example . In the language of d’Espagnat , there are no proper mixtures. The constraints describing known expectation values, chosen ad hoc and taken into account by means of Lagrangian multipliers by Jaynes, are here determined physically, controlled by questions of dynamical stability.

The major problem of classical statistical mechanics – How can ensembles be justified? – is thereby reversed: How can microscopic systems be prepared in pure states? This is obviously achieved by correlating the states of a microscopic system completely with the observer system $`\varphi `$ and taking into account the Everett branching (or the reduction). This process describes what in common language is called an increase of information. In practice, it is performed by correlating the micro-system with appropriate memory states of an intervening system (a measuring device). The stability of memory states leads to an “objectivization” of the corresponding measurement results. Microscopic systems are usually reduced to their energy eigenstates by means of the interactions with the electromagnetic quantum field in an expanding and absorbing universe.

Although we are led to describe physical systems by apparent ensembles of states, the special role played by canonical ensembles is not immediately obvious. In particular, since the $`\chi ^1`$-system, say, is dynamically described by an equation analogous to (4), there is in general no Hamiltonian (not even a time-dependent one) with respect to which the canonical ensemble could be defined. On the other hand, the non-existence of information beyond the mean energy about systems containing no memory states is plausible from dynamical considerations corresponding to Poincare’s theorem concerning the non-analyticity of the constants of motion. The non-separability of quantum systems may then be regarded as a quantum mechanical analog of this classical theorem.

REFERENCES

1. J. v. Neumann, Mathematische Grundlagen der Quantenmechanik
(Springer, Berlin, 1932).
2. E. P. Wigner, Am. J. Phys. 31, 6 (1963).
3. H. D. Zeh, in Proc. 49th Enrico Fermi School of Physics (Academic, New York, 1972).
4. H. Everett, Rev. Mod. Phys. 29, 454 (1957); B. C. de Witt, in Proc. 49th Enrico Fermi School of Physics (Academic, New York, 1972); Physics Today 23, 30 (1970).
5. H. Margenau, Phil. Sci. 30, 138 (1963); Ann. Phys. (N.Y.) 23, 469 (1963); P. A. Moldauer, Found. Phys. 2, 41 (1972).
6. H. D. Zeh, Found. Phys. 1, 69 (1970) – reprinted in J.A. Wheeler and W.H. Zurek, Quantum Theory and Measurement (Princeton 1983); H. Primas, Lecture Notes (Zurich, 1971, unpublished).
7. E. Schmidt, Math. Annalen 63, 433 (1907); E. Schrödinger, Proc. Cambridge Phil. Soc. 31, 555 (1935).
8. J. S. Bell, CERN report TH 1424.
9. 0. Kübler and H. D. Zeh, Ann. Phys. (N.Y.) 76,405 (1973).
10. E. P. Wigner, in The Scientist Speculates, L. I. Good, ed. (Heinemann, London, 1962), p. 284.
11. A. Einstein, N. Rosen, and B. Podolski, Phys. Rev. 47, 777 (1935).
12. M. R. Schafroth, Helv. Phys. Acta 32, 349 (1959).
13. E. T. Jaynes, Phys. Rev. 106, 620 (1957); 108, 171 (1957).
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# Ultra High Energy Cosmic Rays and Air Shower Simulations: a top-bottom view 11footnote 1 Talk presented by Claudio Corianò at XV IFAE, Lecce, Italy, 23-26 April 2003 22footnote 2OUTP–03–16P

## 1 Introduction

Superstring theories represent the most advanced theories to probe the unification of gravity and gauge interactions. Over the past decade our understanding of the theory has improved considerably with the realization that the disparate string theories in ten dimensions, together with eleven dimensional supergravity, are limits of a more fundamental theory, dubbed M–theory. The question remains however how to connect these advances to experimental data. In this respect we may regard the ten dimensional string limits, as well as the eleven dimensional limit, as effective limits of the more fundamental theory. We should therefore anticipate that non of these effective theories fully characterizes the true nonperturbative vacuum, but can merely probe some of its properties. Thus, for example, the heterotic limit is the one that reveals the grand unification structures that underly the Standard Model data, whereas the type I limit may, perhaps, be more suited to study the dilaton stabilization issue. In this context it may also be that the confrontation of the fundamental theory with experimental data will be achieved via its effective limits and its abstract formulation will only be needed for conceptual consistency.

In this context one of the remarkable properties of the observed Standard Model spectrum is the embedding of its matter multiplets in spinorial representations of $`SO(10)`$. It is therefore sensible to seek an effective string limit that preserves this embedding. The only limit that realizes the $`SO(10)`$ embedding is the heterotic limit as it is the only limit that gives rise to spinorial representations in the perturbative spectrum. Indeed, while a highly non–trivial task, phenomenological three generation string models that preserve the $`SO(10)`$ embedding have been constructed .

## 2 Wilson-line Breaking Mechanism

The prevalent method in string theory to break the non–Abelian GUT symmetry is by utilizing Wilson line breaking. In turn, breaking of the non–Abelian gauge symmetries in string vacua compactified on non–simply connected manifolds results in massless states that do not fall into representations of the original unbroken GUT gauge group. The spectra thus contain states that carry fractional charge with respect to the Abelian Cartan generators of the original GUT gauge group . Such states may carry fractional electric charge, or in models in which the GUT symmetry is broken to $`SU(3)_C\times SU(2)_L\times U(1)_Y\times U(1)_Z^{}`$, the non–GUT states may carry the standard charges under the Standard Model gauge group, but a “fractional” non–GUT charge with respect to to the additional $`U(1)_Z^{}`$. This phenomena is of primary importance for superstring phenomenology. The main consequence is that it generically results in super–massive states that are meta–stable. In the case of fractionally charged states this is obvious. The states are protected from decaying by electric charge conservation. In the case of fractional $`U(1)_Z^{}`$ charge the meta–stability of the exotic state depends on the charges of the Higgs spectrum that breaks the $`U(1)_Z^{}`$ symmetry . Such states are therefore endemic in string GUT models that utilize the Wilson–line symmetry breaking mechanism.

The typical mass scale of the exotic states will exceed the energy range accessible to future collider experiments by several order of magnitude. This general expectation follows from the fact that the exotic states appear in vector–like representation and therefore we in general expect that unsuppressed mass terms are generated. In some cases the exotics mass scale arises from a confinement scale of a hidden sector non–Abelian gauge group. The question is therefore whether the physics of the exotic states can be probed experimentally, as it is unlikely to be accessible to collider experiments.

In this respect one of the most intriguing experimental observations of the past several decades is the observation of Ultra–High Energy Cosmic Rays (UHECR) in excess of the so–called GZK cutoff. Cosmic rays in excess of this bound are not expected experimentally due to their scattering on the microwave background, and consequent constraints on their mean free path. Primaries with energy in excess of the GZK bound could not have reached the earth from cosmological distances, whereas there are no local astrophysical sources that can accelerate them to the required energies. The meta–stable super–heavy string relics suggest an appealing explanation for the observed events in the form of so–called top–down models. If the relics are sufficiently abundant in our local neighborhood, and provided that their mass scale is of the right order, then they can account for the observed events by their rare decay into quarks and leptons. Thus, while the observation of primaries with energies in excess of the GZK bound is still an hotly debated experimental issue, this is clearly one of the exciting possible experimental probes into the physics far beyond that which is accessible to collider experiments. The vital issue is therefore how to connect between the data which is collected by the UHECR experiments and the theoretical expectation of the heavy–relics from the string models . The string models predict specific states and quantum charges under the four dimensional gauge group that can be modeled further by using an effective field theory parameterization. Examples of such states in concrete string models are provided by the so called free fermionic heterotic string models .

## 3 Can we detect new physics at Auger?

There are various issues that can be addressed, both at theoretical and at experimental level, on this point, one of them being an eventual confirmation of the real existence of events above the cutoff. However, even if these measurement will confirm their existence, remain yet to be seen whether any additional new physics can be inferred just from an analysis of the air shower. A possibility might be supersymmetry  or any new underlying interaction, given the large energy available in the first impact. We recall that the spectrum of the decaying X-particle (whatever its origin may be), prior to the atmospheric impact of the UHECR is of secondary relevance, since the impact is always due to a single proton.

What is relevant, instead, is the dynamics in the evolution of the air shower and it is in the first collision that most of the new channels may become available. One important point to keep into consideration is that the new physical signal carried by the primaries in these collisions is strongly “diluted” by their interaction with the atmosphere and that large statistical fluctuations are immediately generated both by the randomness of the first impact, the variability in the zenith angle of the impact, and the -extremely large- phase space available at those energies in terms of fragmentation channels.

## 4 A simple test

The simplest way to test whether a new interaction at the first proton-proton impact can have any effect on the shower is to modify the cross section at the first atmospheric impact using CORSIKA  in combination with some of the current hadronization models which are supposed to work at and around the GZK cutoff. There are obvious limitations in this approach, since none of the existing codes incorporates any new physics beyond the standard model, but this is possibly one of the simplest ways to proceed. Therefore we take our results with some caution.

We show in two figures results on the multiplicities, obtained at zero zenith angle, of some selected particles (electrons and positrons, in our case, but similar results hold for all the dominant components of the final shower) obtained from a large scale simulation of air showers at and around the GZK cutoff. We have used the simulation code CORSIKA  for this purpose.

In Fig. 1 we show a plot obtained simulating an artificial first proton impact in which we have modified the first interaction cross section by a nominal factor ranging from 0.7 to 2. We plot on the y-axis the corresponding fluctuations in the multiplicities both for electrons and positrons. Statistical fluctuations 333we keep the height of the first proton impact with the atmosphere arbitrary for each selected correction factor (x-axis) have been estimated using bins of 60 runs. The so-developed showers have been thinned using the Hillas algorithm , as usually done in order to make the results of these simulations manageable, given the size of the showers at those energies. As one can immediately see, the artificial corrections on the cross section are compatible with ordinary fluctuations of the air-shower. The result is a negative one: a modified first impact, at least for such correction factors 0.7-2 in the cross section of the first impact, is unlikely to modify the multiplicities in any appreciable way.

A second test is illustrated in Fig. 2. Here we plot the same correction factors on the x-axis as in Fig. 1 but we show on the y-axis (for the same particles) the average point of impact on the detector and its corresponding statistical fluctuations.

As we increase the correction factor statistical fluctuations in the formation of the air shower seem to be compatible with the modifications induced by the “new physics” of the first impact and no special new effect is observed.

## 5 Summary

Fluctuations of these type, generated by a minimal modification of the existing codes only at the first impact may look simplistic, and can possibly be equivalent to ordinary simulations with a simple rescale of the atmospheric height at which the first collision occurs, since the remaining interactions are, in our approach, unmodified. The effects we have been looking for, therefore, appear subleading compared to other standard fluctuations which take place in the formation of the cascade. On the other hand, drastic changes in the structure of the air shower should possibly depend mostly on the physics of the first impact and only in a less relevant way on the modifications affecting the cascade that follows up. We have chosen to work at an energy of $`10^{20}`$ GeV but we do not observe any substantial modifications of our results at lower energies ($`10^{19}`$ GeV), except for the multiplicities which are down by a factor of 10. Our brief analysis, though simple, has the purpose to illustrate one of the many issues which we believe should be analyzed with great care in the near future: the physics of the first impact and substantial modifications to the existing codes in order to see whether any new physics can be extracted from these measurements from the multiplicities of the shower and its geometrical shape. We have pointed out that it might be very difficult to disentangle any new physics from the large fluctuations of the air showers and set a warning over enthusiastic claims such as detecting supersymmetry or other “new” interaction from these types of studies. However, we do hope for the best, and clearly improving our ability to extract viable information from cosmic ray experiments continues to pose a vital challenge .

## 6 Acknowledgments

We thank D. Heck for discussions, and D. Martello for discussions and for technical help. Simulations have been performed using the INFN-LECCE. computer farm. The work of A.F. is partly supported by PPARC. The work of A.C. and C.C. is partly supported by INFN.


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# The Origin of Weak Ferromagnetism in CaB6

## Abstract

We have combined the results of magnetization and Hall effect measurements to conclude that the ferromagnetic moments of lightly doped CaB6 samples display no systematic variation with electron doping level. Removal of the surface with acid etching substantially reduces the measured moment, although the Hall constant and resistivity are unaffected, indicating that the ferromagnetism largely resides on and near the sample surface. Electron microprobe experiments reveal that Fe and Ni are found at the edges of facets and growth steps, and on other surface features introduced during growth. Our results indicate that the weak ferromagnetism previously reported in undoped CaB6 is at least partly extrinsic.

The discovery of ferromagnetism in La doped CaB6 young  was both remarkable and unexpected. Angle resolved photoemission (ARPES) measurements denlinger2002  find that undoped CaB6 is a direct gap semiconductor, in agreement with pseudopotential calculations of the electronic structure using the GW approximation tromp . Electrons may be introduced by replacing divalent Ca ions with trivalent La ions, leading to the formation of a Fermi surface, confirmed by both de Haas - van Alphen hall  and ARPES allen  measurements on Ca1-xLaxB6 (0.1$``$x$``$0.2). Despite the apparently nonmagnetic and semiconducting character of the system, ferromagnetism was observed in Ca1-xLaxB6 for (0.001$``$x$``$0.05) young , with a maximum saturation moment MS=0.07 $`\mu _B`$ per electron for x=xc=0.005. Since these moments would on average be separated by $``$ 25 $`\AA `$ at optimal doping xc, it was remarkable that Curie temperatures as large as 900 K were observed ott .

These observations have been discussed in several different theoretical frameworks. In the first, ferromagnetism is considered to be an instability of the low density electron gas which is introduced by doping, analagous to Wigner crystallization ceperley ; ortiz . While the systematics of how moments and Curie temperatures depend on electron concentration remain lacking, the electron concentrations in the La doped samples are seemingly too large for the high temperature ferromagnetism to be explained by this scenario zong2002 . Subsequently, attention has shifted to the defect states themselves as the origin of the moments monnier ; fisk2002 , which are envisaged to play a role similar to that of the localized dopant moments in dilute magnetic semiconductors. However, the central challenge to both these theoretical scenarios lies with reproducing a Curie temperature which approaches the Fermi temperature, in a system with weak and dilute moments.

The possibility that the weak ferromagnetism in CaB6 might be of extrinsic origin has been considered since its discovery. Young et al young  pointed out that the largest moments were found for the same critical concentration xc in trivalent La, Ce, and Sm doped CaB6 and SrB6, where each dopant ion introduces a single electron, and that this concentration is exactly double that found in tetravalent Th doped CaB6, where each Th ion introduces two electrons. These results argue against accidental contamination of the samples with a ferromagnetic substance. Subsequently, acid etching experiments otani ; mori ; taniguchi  found that the magnetization can sometimes, but not always, be reduced by removing the surface of the sample. While these experiments would not necessarily rule out surface contamination, they may also argue that the ferromagnetism is a feature of the intrinsic surface electronic structure of CaB6, and not of the bulk. However, recent mass spectrometry measurements matsubayashi  have shown that Fe is present in several ferromagnetic samples, in rough proportion to the measured saturation moment. Still, the role of these Fe contaminants in the high TC ferromagnetism is ambiguous, as they may simply introduce a nucleation center in the bulk for an extended magnetic state, involving both electrons from the Fe and from the intentional dopants, much as is found in dilute magnetic semiconductors fisk2002 ; fisk2002b . Explicating the role of these Fe contaminants is crucial for distinguishing between an essentially intrinsic source for the high TC ferromagnetism in electron doped CaB6, or a wholly extrinsic mechanism.

The goal of the experiments presented here is to determine whether an intrinsic factor, electron concentration, or extrinsic factors, such as ferromagnetic contamination, control the magnitude of the measured saturation moment in electron doped CaB6. We have performed magnetization and Hall effect measurements on 16 different undoped CaB6 single crystals, taken from several different batches. All samples were single crystals of CaB6 prepared using an Al flux technique. None of these crystals were intentionally doped, and variation in the Ca:B stoichiometry is presumed to be responsible for the different carrier densities observed fisk2002 . Hall effect measurements were carried out for temperatures from 0.3 K - 100 K using a 9 Tesla superconducting magnet and also the 50 Tesla medium pulse length magnet at the National High Magnetic Field Laboratory in Los Alamos. In every sample and at every temperature, the Hall voltage was entirely linear in field, with a slope which indicates that electrons are the dominant carriers. The electron concentration n is almost temperature independent, although there is some indication of magnetic freezeout in the most lightly doped samples at the lowest temperatures. Magnetization measurements were carried out using a Quantum Design MPMS magnetometer.

All of the samples we investigated were ferromagnetic, with highly nonlinear magnetization curves and coercive fields which vary from $``$ 40 - 200 Oe, consistent with previous results on La-doped CaB6 young . A Langevin function was fit to each M(H) curve, and the resulting saturation moment MS at 250 K is plotted in Fig. 1a for each sample as a function of its electron density n, measured at 0.3 K. There is no apparent trend in MS with n, although we note that the moments found in our samples are in some cases substantially larger than those reported in Ca1-xLaxB6 young . The corresponding moment per electron MS/n is plotted in Fig. 1b. The moment per electron reaches unphysically large values in the most lightly doped samples, approaching 35 $`\mu _B`$ per electron. Consequently, we conclude that the variations in the ferromagnetic moments of our samples are not likely to be controlled by the measured variations in electron concentration.

Etching experiments indicate that the saturation moment can be significantly reduced by removing the crystal surface. A 50$`\%`$ solution of aqua regia was used to etch the samples, and using an edge profiler we determined that the etch rate for flat surfaces was 300 $`\pm `$ 100 $`\AA `$ per second, approximately linear in time. The effect of etching on the magnetization of a sample with an electron concentration of 1.2x1019 cm-3 is depicted in Fig. 2a. The first etch removed approximately 6000 $`\AA `$ of the surface, and resulted in a 47$`\%`$ reduction in MS. A repeat of the etch did not result in any further decrease of MS, although it was confirmed that the etch removed an additional 6000 $`\AA `$ of the sample surface. The temperature dependence of the resistivity of this sample is plotted before and after the etch in Fig. 2b. The resistivity is unchanged by the etch, suggesting that it is representative of the bulk resistivity. The Hall effect was similarly found to be unaffected by etching. These etching experiments suggest that at least part of the ferromagnetic moment is associated with the crystal surface, although they do not rule out an additional bulk contribution.

Direct observation of the crystal surfaces by electron microscopy reveals the identity of this inferred surface magnetic phase. We have performed electron backscattering and microprobe experiments on the as-grown crystals using a Cameca Microprobe Analyzer with five wavelength dispersive spectrometers at the University of Michigan Electron Beam Microanalysis Laboratory. We have examined a total of 10 different crystals, which overall display two qualitatively different surface morphologies. A number of our samples grow with extremely flat and smooth crystal facets, often with distinct macroscopic terracing. An example of this type of crystal surface is shown in the electron backscattering image of Fig. 3a. It is evident from this image that the sample composition is quite homogeneous, but that the edges of the growth steps are decorated with a substance with a large atomic number. Microprobe experiments found that the only atomic species present above background in this field of view were Ca, B, O, Fe, and Ni. Microprobe maps for Ca, Fe, and Ni (K-$`\alpha `$ transitions) are presented in Fig. 3 b-d. The Ca map(Fig. 3b) indicates that the surface is clean and unobstructed, except perhaps in the deepest recesses of the terraces, and that the overall Ca composition is spatially uniform. Strikingly, Fig. 3c shows that Fe is only found on the edges of the terrace steps, and on the natural facets of the crystal. Fig. 3d shows that a small amount of Ni also is found on these edges, although not everywhere that the Fe is observed. These decorative phases are likely to be close in composition to pure Fe and Ni, since we observe no significant enhancement of other elements in these regions. Some as-grown single crystals have rough surfaces, although the degree of roughness is highly variable among samples. Fig 4a is a backscattering image of one such crystal, showing that the contaminants are trapped in some of these surface features. The Fe and Ni microprobe maps(Figs 4b,4c) show that here Fe and Ni are present in roughly equal amounts, but again are preferentially found in different areas.

Acid etching is generally less effective at removing Fe and Ni found at crystal facets and growth steps than the Fe and Ni found trapped in surface features. The Fe microprobe map of Fig. 4d shows that the surface of this crystal is partially covered by an Fe film. The Fe film is almost completely removed by a 30 second acid etch (Fig. 4e), although new areas of Fe decoration are subsequently revealed at the edges of the crystal facets. We think it is unlikely that this Fe is actually introduced by the acid etch. Instead, we suggest that the Fe decoration found at the facets in this sample extends into the crystal, and that new decorated facet edges are exposed by etching. A subsequent 60 second etch (Fig. 4f) removed most of the Fe exposed at the facet, as well as the last remnants of the original film. While the amount of Fe decorating the facets of the sample in Fig. 4f is reduced by almost a factor of five by the first 30 second etch (Fig. 4g), virtually all of the remaining Fe was removed by the second 60 second etch. A similar examination of the crystal used in the magnetization study, shown in the inset of Fig. 2a, revealed that the Fe remaining after the final etch was similarly confined to the crystal facets. In every crystal which we examined, the electron backscattering image performed after etching reveals that while the Fe and Ni decoration of the step edge was removed - or at least greatly reduced - the underlying steps and facet edges remain and are undecorated.

To summarize, we have found Fe and Ni contaminants preferentially decorating the edges of facets and step defects in single crystals of undoped CaB6, although in some samples they were also randomly dispersed over rough surfaces. The contaminants are generally found within $``$ 10,000 - 20,000 $`\AA `$ of the sample surface, and can be removed with the surface by acid etching. We demonstrate that the saturation moment of the sample is simultaneously reduced by the etching process, although the etch is more effective at removing Fe and Ni contaminants on the surface than from the step and facet edges. This observation suggests that variations in surface morphology from sample to sample may explain the rather different etching results which have been reported otani ; mori ; taniguchi . Finally, we note that all the as-grown samples we investigated were to some degree ferromagnetic, independent of the amount of self-doping introduced by variations in the stoichiometry of the crystals.

The observation of Fe and Ni at the edges of step defects and facets introduced during crystal growth indicates that these contaminants were present in the melt. Step decoration has been extensively documented as a feature of epitaxial crystal growth brune ; speller . The preferential segregation of contaminants to the step edges requires that the Fe and Ni ions have high mobility on the crystal layers as they form, so that they diffuse to the edges of the layers without trapping. This is presumably only possible in CaB6 because of the very high degree of crystalline perfection found in the alkali earth hexaborides ott2 . It is unusual, but not unprecedented, that the minimum energy configuration for the Fe and Ni contaminants is at the step edge, and not the more highly coordinated environment found at the bottom of the step. We suggest that there is considerable lattice strain associated with replacing a Ca ion with the much larger Fe and Ni ions, and the step edge is preferred as a nucleation site for groups of defect ions because the strain can be relaxed here klaua . We speculate that the polar character of the B6 octahedra may also assist this process by introducing uncompensated negative charge at the step edge, enabling bonding with the Fe and Ni ions which would be impossible along a flat surface of B6 octahedra. Thus, the Fe and Ni migrate with the step edge, which moves vertically as the crystal grows layer by layer. In this way, the Fe and Ni contaminants end up at or near the surface of the crystal, as we observe.

We acknowledge stimulating discussions with A. H. MacDonald and his group, and with J. W. Allen, L. M. Sander, and C. Kurdak. Work at the University of Michigan was performed under the auspices of the U. S. Department of Energy under grant DE-FG02-94ER45526. Work at Florida State supported by NEDO. Work at the NHMFL Los Alamos National Laboratory Facility was performed under the auspices of the National Science Foundation, the State of Florida, and the U. S. Department of Energy. EMB was supported by the University of Michigan NSF-REU program. MCB acknowledges partial financial support from NHMFL-Los Alamos.