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# Probing hole-induced ferromagnetic exchange in magnetic semiconductors by inelastic neutron scattering

## Abstract

The effect of hole doping on the exchange coupling of the nearest neighbor (NN) Mn pairs in Zn1-xMnxTe is probed by inelastic neutron scattering. The difference in the NN exchange energy $`\mathrm{\Delta }J_1`$ in the presence and in the absence of the holes is determined. The obtained value of $`\mathrm{\Delta }J_1`$ is in good agreement with the predictions of the Zener/RKKY model, even on the insulator side of the metal-insulator transition.

Recent comprehensive research on the nature of carrier-controlled ferromagnetism in III-V and II-VI Mn-based diluted magnetic semiconductors (DMS) has clearly shown that these systems combine intricate properties of charge-transfer insulators and strongly correlated disordered metals with the physics of impurity and band states in heavily doped semiconductors Mats02Diet02 . Because of this complexity, there are diverging opinions about the dominant microscopic mechanisms accounting for the ferromagnetism in these materials. For instance, according to *ab initio* computations, the holes associated with the presence of Mn in III-V compounds reside in the Mn d-band, which implies that the relevant spin-spin coupling mechanism is double exchange Sato02 . Other workers, guided by photoemission results Okab98 , assume that the Mn d-band is deep in the valence band. This means that the holes which mediate the ferromagnetic coupling originate from effective mass acceptors produced by Mn in III-V compounds and by extrinsic dopants, such as N, in II-VI DMS. However, even if this is the case, a number of possible scenarios can *a priori* be envisaged. In particular, if the holes stay localized by the parent acceptors, the ferromagnetic transition can be viewed as the percolation threshold of bound magnetic polarons Durs02Kami02 . Alternatively, the hole-mediated ferromagnetic coupling can be assigned to virtual transitions of the holes from the acceptor levels to the valence band Litv01Inou00 . If, however, the relevant hole states are extended or their localization length is much greater than an average distance between the acceptors, exchange interactions will be effectively mediated by the itinerant carriers, so that the Zener or Ruderman-Kittel-Kasuya-Yosida (RKKY) mechanisms will operate Diet97 ; Diet00 ; Jung99Koni01 . In this situation, attempts to simulate the properties of these systems numerically have been undertaken Yang03Timm02 , although it is still a formidable task to take into account the effects of both disorder and carrier-carrier correlation near the Mott-Anderson transition even in non-magnetic semiconductors Beli94 .

On the experimental side, there is no evidence so-far for the d band transport and for the associated colossal magnetoresistance in III-V and II-VI ferromagnetic semiconductors. This seems to suggest that the double exchange is not the dominant spin-spin coupling mechanism in these systems. On the other hand, in both III-V Mats98  and II-VI Ferr01  Mn-based DMSs, the ferromagnetism occurs on both sides of the metal-insulator transition (MIT) which, similarly to other extrinsic semiconductors, is of the Anderson-Mott type. Interestingly, the corresponding Curie temperatures show no critical behavior across the localization boundary Mats98 ; Ferr01 . It is, therefore, hard to tell based on macroscopic magnetization measurements whether the holes bound by individual acceptors or, alternatively, the holes residing in weakly localized or extended states mediate ferromagnetism in these compounds. In order to address this question experimentally, we have examined the magnitude of the exchange energy between the nearest neighbor (NN) Mn pairs by inelastic neutron scattering in Zn1-xMnxTe. By comparing results for undoped and doped crystals we determine rather directly the contribution to the exchange brought about by the presence of the holes. According to our electrical measurements, the sample studied remains on the insulator side of the metal-to-insulator transition. Nevertheless, the hole-induced contribution to the pair energy is by a factor of four smaller than that calculated under the assumption that the holes reside on individual acceptors. By contrast, if the hole states are assumed to be metallic-like at length scales of the NN distance, the calculated value is smaller than the experimental one by a factor of 1.5, a discrepancy well within the combined uncertainties in input parameters to theory and to experiment. Furthermore, no visible broadening of the scattering line is observed in the presence of doping, again indicating that the hole states exhibit no substantial fluctuations expected for the strongly localized regime. We conclude that the ferromagnetic exchange is mediated by itinerant holes, even on the insulator side of the MIT.

Because of the small magnetic cross section, inelastic scattering measurements cannot be completed on films grown by molecular beam epitaxy commonly employed in order to overcome the thermal equilibrium solubility limits of relevant dopants in DMS Mats98 ; Ferr01 . However, it has been shown previously by some of us that large single crystals of Zn1-xMnxTe:P can be prepared Khoi02 , in which Mn and hole concentrations are sufficiently high to observe ferromagnetic ordering. Our Zn1-xMnxTe crystals are grown by the high pressure Bridgman method from (ZnTe)1-x(MnTe)x solution in an evacuated ($`10^6`$ Torr) quartz ampoule, with phosphorus corresponding to the doping level of $`5\times 10^{19}`$ cm-3 added in the form of Zn3P2. The crystals obtained in this way are 10–20 mm in diameter and about 60 mm long. The x-ray energy dispersive fluorescence analysis demonstrates a uniform distribution of Mn along the central part of the ingots. X-ray diffraction studies do not reveal any second phase inclusions, and shows that the lattice constant increases linearly with the Mn content in accord with Vegard’s law.

According to Hall effect measurements carried out at room temperature, the hole concentration in the as-grown material is about $`1.3\times 10^{19}`$ in the case of ZnTe, but decreases strongly with the Mn content, dropping down to $`2\times 10^{16}`$ for Zn0.95Mn0.05Te. This suggests that the incorporation of Mn results in the creation of rather efficient compensating centers. A microscopic mechanism accounting for this effect is unknown at present but since the tetrahedral radius of Mn2+ (1.33Å) is larger than the tetrahedral radius of Zn2+ (1.225 Å) FurdKoss86 , interstitial Mn atoms acting as donors might be involved. It has been found, however, that appropriate heat treatment can significantly increase the hole concentration. In particular, annealing of Zn0.95Mn0.05Te under nitrogen pressure of 4 MPa at 800 C for a week has resulted in a hole concentration as large as $`5\times 10^{18}`$ cm-3. Nevertheless, according to low temperature resistance measurements such samples remain on the insulating side of the MIT, an observation that is consistent with previous data for Zn1-xMnxTe:N Ferr01  and with the small value of the acceptor Bohr radius in ZnTe, $`a_B=13`$ Å Ferr01 . On the other hand, according to previous SQUID measurements, the annealed samples exhibit the presence of ferromagnetic correlation, which leads to the Curie-Weiss ferromagnetic temperature of about 2 K Khoi02 .

Our inelastic neutron measurements of Mn pair spectra were carried out on a Fermi Chopper TOF Spectrometer fcstof  at the Center for Neutron Research at NIST. The incident neutron energy was 3.55 meV. Two single crystal specimens were used: a 3 cm3 doped Zn0.95Mn0.05Te:P and a 6 cm3 undoped Zn0.98Mn0.02Te as a reference sample. Inelastic scattering spectra were measured at 10 and 40 K. The doped sample was investigated twice: in the as-grown, high resistivity state, and after being annealed, as described above.

For a random distribution of Mn ions over the fcc cation sublattice at $`x=0.05`$, 54% of ions are singlets, 24% are members of NN pairs studied here, 4% belong to triads, and the remainder to larger clusters. The net value of the Mn-Mn exchange constant $`J_i`$ for an $`i^{\mathrm{th}}`$ neighbor shell is determined by two contributing effects – a hole-induced ferromagnetic interaction $`J_i^h`$, and an intrinsic component $`J_i^{\mathrm{int}}`$. The latter is known to arise from a strong but short-range antiferromagnetic superexchange Shap02 , which is essentially insensitive to the presence of carriers. Thus the difference in the value of $`J_1`$ obtained from measurements with and without holes yields the magnitude of the carrier-induced component $`\mathrm{\Delta }J_1^h`$ that can be compared with the predictions of theoretical models Durs02Kami02 ; Diet97 ; Diet00 ; Jung99Koni01 .

An antiferromagnetically coupled ($`J<0`$) isolated pair of Mn2+ spins ($`S_i=S_j=\frac{5}{2}`$) with an interaction Hamiltonian $`=2J𝐒_i𝐒_j`$ has eigenstates with total spin $`S_\mathrm{T}=|𝐒_i+𝐒_j|=0,1,\mathrm{}2S`$, and energy eigenvalues $`E(S_\mathrm{T})=|J|S_\mathrm{T}(S_\mathrm{T}+1)=0,2|J|,6|J|,\mathrm{},30|J|`$, as shown in the inset to Fig. 1. It is known Furr79  that inelastic neutron scattering processes are associated with transitions between adjacent eigenstates (the selection rules permit $`\mathrm{\Delta }S_\mathrm{T}=\pm 1`$). The neutron energy gain or loss may thus take values $`\mathrm{\Delta }E=\pm 2|J|,\pm 4|J|,\mathrm{},10|J|`$. The accuracy of $`J`$ determination depends only on the precision of neutron energy transfer measurements. In fact, the inelastic neutron scattering method is the most direct way of determining the exchange coupling constants in diluted systems Shap02 .

A general view of inelastic neutron scattering spectra obtained for our samples is displayed in Fig. 1. The peak on the right side of the strong elastic line (neutron energy loss scattering process) corresponds to the $`|0|1`$ transition from the ground state to the first excited level. The peak intensity visibly decreases when temperature rises from 10 to 40 K due to the diminished ground state population. Owing to the low incident energy, only one inelastic line occurs in the energy loss side of the spectrum. On the energy gain (negative $`\mathrm{\Delta }E`$) side there is a strong $`|1|0`$ transition line and a very weak $`|2|1`$ line at 10 K. The intensity of the latter increases strongly at 40 K, and a third line corresponding to $`|3|2`$ emerges. The broad feature underneath is most likely caused by phonon scattering. These peaks are shown in an expanded scale in Fig. 2, to make the differences between the results for particular samples visible. We note that all the inelastic peak positions measured on as-grown (prior to annealing) sample agree within experimental error with those observed on the reference sample. In contrast, the presence of the holes leads to a small but clearly detectable shift of the transition energies to lower values, without affecting the lineshape or scattering intensity. The decrease in the magnitude of the exchange constant for the sample with the higher hole concentration demonstrates the ferromagnetic character of the hole-induced contribution $`J_1^h`$.

The $`|0|1`$ transition peaks obtained for the as-grown and annealed Zn0.95Mn0.05Te:P sample are shown in Fig. 2$`(a)`$. The peak positions obtained by fitting Gaussian lineshapes and a sloped background are: $`1.609\pm 0.005`$ meV and $`1.577\pm 0.005`$ meV, respectively. This corresponds to the $`J_1^h=0.016\pm 0.004`$ meV. Shown in Fig. 2$`(b)`$ and $`(c)`$ are peaks corresponding to transitions $`|2|1`$ and $`|3|2`$, respectively. Here the data for the annealed sample is compared with the respective data for the undoped reference sample. For the above two transitions the shift in the peak positions due to the hole-induced ferromagnetic interaction is now expected to increase by a factor of 2 and 3, respectively. The observed shift values are $`0.052\pm 0.004`$ and $`0.096\pm 0.016`$ meV respectively, so that the average value of $`J_1^h`$ obtained from the full set of the peaks is $`0.015\pm 0.003`$ meV.

Since transport measurements Ferr01 ; Khoi02  show that the p-type sample in question remains on the insulator side of the MIT, we begin the interpretation of our findings by evaluating the expected magnitude of the hole-induced energy shift if the holes were strongly localized at individual acceptor sites. From earlier studies of bound magnetic polarons in p-type DMSs Jaro85 , we know that the Mn spins residing at the distance $`r`$ from the acceptor experience a molecular field,

$$H^{}(𝒓)=r_{so}\beta \mathrm{exp}(2r/a_B)/(2\pi a_B^3g\mu _B),$$
(1)
where $`r_{so}=0.8`$ is the reduction factor due to spin-orbit interaction; $`\beta =0.062`$ eVnm3 is the p-d exchange integral describing the kinetic exchange interaction between the hole and Mn spins in Zn1-xMnxTe Twar84 ; $`a_B`$ is the acceptor Bohr radius, and $`g=2.0`$ is the Mn Landé factor. Due to the exponential decay of the interaction strength, each Mn ion remains under the influence of a single hole, only so that the expected mean shift of the maximum of the $`|0|1`$ line reads,

$$\delta E=r_{so}\beta 𝑑𝒓pg\mu _BH^{}(𝒓)=r_{so}\beta p/2=0.12\text{ meV}.$$
(2)
for the hole concentration $`p=5\times 10^{18}`$ cm-3. This value is greater by a factor of four than the experimental shift, $`\delta E=2J_1=0.030\pm 0.006`$ meV. Furthermore, for the Bohr radius Ferr01  $`a_B=1.3`$ nm, large fluctuations in the value of $`\delta E`$ are to be expected, from zero up to 2.4 meV for a Mn pair located nearby an acceptor. No evidence for such a doping-induced line broadening is seen in our results summarized in Fig. 2.

We turn, therefore, to those models which assume that – owing to the proximity of the metal-insulator transitions – the holes are weakly localized. According to the scaling theory of the Anderson-Mott MIT Beli94 , at distances smaller than the localization radius (which diverges right at the MIT), the states retain a metallic character. Therefore, in order to evaluate the effect of the holes on the NN Mn pairs, we refer to the RKKY theory, which gives the carrier-induced exchange energy between Mn spins located at the distance $`r`$ in the well known form Diet97 ; Ferr01 ,

$$J_1^h(r)=\frac{A_Fr_{so}^{}k_F^4m^{}\beta ^2}{4\pi ^3\mathrm{}^2}\left[\frac{\mathrm{sin}(2k_Fr)2k_Fr\mathrm{cos}(2k_Fr)}{(2k_Fr)^4}\right].$$
(3)
Here, $`A_F=1.2`$ is the Fermi liquid parameter describing the enhancement of the interaction by the hole-hole exchange Jung99Koni01 ; $`r_{so}^{}=0.48`$ is the reduction coefficient due to the spin-orbit interaction Ferr01 ; $`m^{}`$ is the effective mass and $`k_F`$ is the Fermi wavevector. Since for the NN pair, $`r_{NN}k_F1`$, we obtain,

$$J_1^h(r_{\text{NN}})=A_Fr_{so}^{}\beta ^2m_t^{}p/(8\pi \mathrm{}^2r_{\text{NN}}),$$
(4)
where $`m_t^{}=0.77m_o`$ is the sum of the heavy and light hole masses in ZnTe. For these parameters, we arrive at $`J_1^h(r_{\text{NN}})=0.010`$ meV, which is seen to be somewhat smaller than the experimental value $`0.015\pm 0.003`$ meV. We should note at this point that the magnitude of $`A_F`$ may be enhanced on the insulator side of the MIT. Moreover, three effects conspire in causing the underestimation of the hole concentration by the Hall resistance measurements: the anomalous Hall effect, the Hall scattering factor, and the presence of two-carrier transport (heavy and light holes). In light of these arguments, we regard the agreement between the experimental and theoretical values of the hole-induced exchange energy as satisfactory.

In conclusion, our inelastic neutron scattering data have provided direct experimental information on the character of electronic states mediating ferromagnetic coupling in a p-type II-VI ferromagnetic semiconductor. The data demonstrate that the correct description of the results is possible in terms of the Zener/RKKY theory, even for the hole concentration as low as $`5\times 10^{18}`$ cm-3, which corresponds to the insulator side of the MIT.

Work supported by the National Science Foundation grant DMR-0204105. The work in Poland was supported by the by State Committee for Scientific Research as well as by AMORE project (GRD1-1999-10502) within 5th Framework Programme of European Commission. One of us (J.K.F.) acknowledges the support of the National Science Foundation Grant DMR01-38195.


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# Finite band effects over the linear conductance through a quantum wire coupled with a quantum dot: X-boson treatment

## Abstract

We study the electronic transport through a quantum wire (QW) with a strong side coupled quantum dot (QD). We obtain a linear conductance with lateral peaks when the gate voltage, is located near the edge of the conduction band. The calculated density of states shows, that these peaks are associated with renormalized localized levels out side of the conduction band. These results are compatibles with recent experimental results. $`Key`$ $`words:`$ Quantum Dot; Fano resonance; Mesoscopic system; X-boson.

In a previous work, we apply the X-boson method  for the single impurity case to describe the transport problem through a quantum wire (QW) with a side coupled quantum dot (QD), in the limit when the coulomb interaction at the QD was $`U\mathrm{}`$ . In this work we apply the X-boson method to the same system studied in our previous work , but considering a stronger coupling between the QD and the QWW, in a similar situation described in a recent experimental work .

The model we use to describe the system is the Anderson impurity Hamiltonian in the $`U\mathrm{}`$ limit using the Hubbard operators representation, given by

$`H`$ $`=`$ $`{\displaystyle \underset{𝐤,\sigma }{}}E_{𝐤,\sigma }c_{𝐤,\sigma }^{}c_{𝐤,\sigma }+{\displaystyle \underset{\sigma }{}}E_{f,\sigma }X_{f,\sigma \sigma }`$
$`+{\displaystyle \underset{𝐤,\sigma }{}}\left(V_{f,𝐤,\sigma }X_{f,0\sigma }^{}c_{𝐤,\sigma }+V_{f,𝐤,\sigma }^{}c_{𝐤,\sigma }^{}X_{f,0\sigma }\right).`$
The first term represents the conduction electrons ($`c`$-electrons), associated with the wire. The second describes the QD and the last one corresponds to the interaction between the $`c`$-electrons and the QD. At low temperature and small bias voltage, the electronic transport is coherent and a linear-conductance is obtained using the Landauer-type formula

$$G=\frac{2e^2}{h}\left(\frac{n_F}{\omega }\right)S(\omega )𝑑\omega ,$$
(2)
where $`n_F`$ is the Fermi distribution function and $`S(\omega )`$ is the transmission probability of an electron with energy $`\mathrm{}\omega `$, given by $`S(\omega )=\mathrm{\Gamma }^2|G_{00}^\sigma |^2`$. $`V`$ is the matrix element connecting the QD with its nearest site, belonging to the wire, represented by the label $`0`$, $`\mathrm{\Gamma }=V^2/\mathrm{\Delta }`$, with $`\mathrm{\Delta }=\frac{\pi V^2}{2W}`$, $`W`$ is the half-width conduction band and $`G_{00}^\sigma (\omega )`$ is the dressed Green function (GF) at the wire site $`0`$. This function can be written in terms of the GF at the QD, $`G_{qd}^\sigma `$ and the GF that describes the conduction electrons $`g_c^\sigma (z)=\frac{1}{2W}ln\left|\frac{z+W}{zW}\right|`$ (ballistic channel), as $`G_{00}^\sigma =(g_c^\sigma V)^2G_{qd}^\sigma +g_c^\sigma `$.

Using the chain X-boson method, and considering a constant density of states for the wire, $`W\epsilon _𝐤W,`$ the GF for the QD is given by

$$G_{qd}^\sigma (z)=\frac{D_\sigma }{z\stackrel{~}{E_f}\frac{V^2D_\sigma }{2W}ln\left|\frac{z+W}{zW}\right|},$$
(3)
where $`z=\omega +i\eta `$, the quantity $`D_\sigma =X_{0,0}+n_{f,\sigma }`$ is responsible for the correlation in the chain X-boson approach  and $`\stackrel{~}{E_f}=E_f+\mathrm{\Lambda }`$, where $`\mathrm{\Lambda }`$ is a parameter of the X-boson method for the impurity case . In the Fig. 1 we show the linear conductance $`G`$ vs $`V_{gate}`$, associated with the energy $`E_f`$ of the localized state (QD) in the experimental works , for a half-width band $`W=35\mathrm{\Delta }`$, with $`\mathrm{\Delta }=\frac{\pi V^2}{2W}`$. It is possible to see the lateral resonances, when $`V_{gate}=E_f`$ is located near the edge of the conduction band, associated with the QW. Our numerical calculations show that these lateral peaks are absent for low temperatures.

In the Fig. 2 we present the density of states associated with the wire site $`0`$, $`\rho _{oo,\sigma }(\omega )`$, and at the QD $`\rho _{qd,\sigma }(\omega )`$ respectively; the density of states $`\rho _{c,\sigma }(\omega )`$, associated with the undressed GF $`g_c^\sigma (\omega )`$, for a value of $`V_{gate}=E_f>+W`$ is also shown. It is possible to see the appearance of a localized level out of the conduction band. A similar level was obtained at the left side of the border of the conduction band. The inset present the same results, but for a value of $`V_{gate}=E_f`$ inside of the conduction band.

We obtain similar results to the measurents presented in the experimental work of Göres et. al  for the case of a single electron transistor (Fig 2a in ). In this work a small magnetic field ($`\stackrel{}{H}`$) was applied at a constant temperature, increasing one of the lateral peaks (Fig 6 in ). We expect that the presence of $`\stackrel{}{H}`$ reduces the separation between the localized level and the nearest edge of the band for electrons with spin oriented in the opposited direction of $`\stackrel{}{H}`$, increasing the transport in the channel associated with this spin orientation. This process could exponentially increase the height of the peak associated with this conduction channel when $`\stackrel{}{H}`$ is increased.

We acknowledge the financial support of the National Research Council (CNPq), Latin American Center of Physics (CLAF) and Rio de Janeiro State Research Foundation (FAPERJ).


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# Captures of stars by a massive black hole: Investigations in numerical stellar dynamics.

## 1 Introduction

An object of stellar mass orbiting a MBH with a mass below $`10^7M_{}`$ would become an ideal source of gravitational waves (GW) for LISA in the last few years before plunge through the horizon, if compact enough to withstand the tidal forces. Such systems will be detectable to distances as large as a few hundreds Mpc. From the gravitational signal emitted by the stars as they spiral in, precise information about the mass and spin of MBHs can be obtained Thorne (1998).

While considerable progress has been achieved in computing the orbit of a small body around and its GW signal Glampedakis and Kennefick (2002); Glampedakis et al. (2002), our understanding of the other aspects of the problem are still far from satisfactory. At one end, astronomers will have to detect and measure the parameters of such sources by using signal–processing algorithms still to be devised. On the other end of the process, Nature has to create sources by sending stars onto relativistic orbits, through processes and with rates still debated Sigurdsson (2003). The usual conservative approach –also applied here– is to assume that galactic nuclei are spherical and to rely on 2-body relaxation to bring stars onto “capture orbits”, for which, by definition, GW emission is the main agent of evolution.

## 2 Simulations

To simulate the relaxational stellar dynamics of spherical galactic nuclei, we rely on our Monte Carlo (MC) code which, besides captures, includes all the important physics: cluster self-gravity, 2-body relaxation, stellar collisions, tidal disruptions and stellar evolution Freitag and Benz (2001, 2002). The specific advantage of the MC approach is that it treats the various aspects of the stellar dynamics (collisions, mass-segregation…) in a self-consistent way. Furthermore, the simulations do not only provide us with capture rates but with the distribution of stellar and orbital parameters of captured objects. Among the downsides are the important statistical noise due to the rarity of capture events and the need to use a number of particles much lower than the number of stars. Also, as the simulation proceeds, the structure of the cluster evolves, making it difficult to get “instantaneous” rates corresponding to a well defined nucleus model.

We concentrate here on a model set to represent the nucleus of the Milky Way Genzel et al. (2000), with a central BH of mass $`2.6\times 10^6M_{}`$ and a total mass in stars of $`8.67\times 10^7M_{}`$. A stellar population with a standard initial mass function and an age of 10 Gyrs is assumed. There is no initial mass segregation. Various simulations were carried out with $`26\times 10^6`$ particles. We refer to Freitag (2003) for more details about these simulations.

In the MC runs, we detect captures by comparing the time scale for inspiral through GW emission, $`T_{\mathrm{GW}}`$ Peters (1964) to the time required by relaxation to induce a significant change of pericenter distance, $`T_{\mathrm{mod}}`$. If $`T_{\mathrm{GW}}<T_{\mathrm{mod}}`$, the star is considered captured because, in most such cases, relaxation will not be able to move it to a safer orbit (for ideas to implement a more accurate criterion, see Alexander and Hopman (2003)).

We bracket the effects of tidal interactions between the MBH and MSSs by adopting either an optimistic or a pessimistic prescription (from the point of view of the severity of the decrease in the number of detectable Sgr A GW sources). The (over-)optimistic scenario is to neglect all tidal interactions until the star enters the Roche zone, of radius $`R_\mathrm{R}=R_{}(2M_{\mathrm{BH}}/M_{})^{1/3}`$, at which point it is completely disrupted in one pericenter passage. In the (over-)pessimistic approach, one considers the cumulative energy transfered to the star by tides, $`E_{\mathrm{tid}}`$, assuming a parabolic orbit, an $`n=1.5`$ polytropic structure McMillan et al. (1987), complete conversion into heat and no radiation of this energy. The star is considered lost (as a source) when $`E_{\mathrm{tid}}`$ reached 20 % of its self-binding energy.

## 3 Results

The MC simulations yield capture rates for a MW-like galaxy of order $`2\times 10^6`$ to $`10^5`$$`\mathrm{yr}^1`$ for MSSs, $`4\times 10^7`$ to $`10^6`$$`\mathrm{yr}^1`$ for white dwarfs (WDs) and around $`5\times 10^8`$$`\mathrm{yr}^1`$ for neutron stars111Natal kicks were not included, so the NS rate is likely overestimated. (NSs) and stellar black holes (SBHs), with large statistical uncertainties for these rare species.

To investigate the detectability of a given capture event, we compute the GW-driven orbital evolution Glampedakis et al. (2002) and GW emission Pierro et al. (2001) and, for a choice of the distance to the source, $`D`$, compare the GW amplitude with LISA sensitivity Larson et al. (2000); Bender and Hils (1997). Figures 1 and 2 illustrate this for a MSS and a SBH event, respectively. Applying such computations to all capture events during some time interval, one determines the expected number of captured stars around Sgr A ($`D=8`$kpc) that are emitting above any given LISA signal-to-noise ratio (S$`/`$N). The most striking results concern MS stars. The predicted number of sources with $`\mathrm{S}/\mathrm{N}10`$ is of order 3-5 if one uses the optimistic treatment of tidal interactions, and still of order $`0.52`$ with the pessimistic approach. Only MSSs with masses lower than $`0.1M_{}`$ are resilient enough to tidal forces to contribute. Their GW signal is too weak to be detected from extra-galactic nuclei. The probability for a Sgr A WD source with $`\mathrm{S}/\mathrm{N}10`$ is $`0.10.5`$ and around $`0.01`$ for NSs and SBHs.

The routines to compute the orbital evolution around a MBH were kindly provided by Kostas Glampedakis. This work was initiated at Caltech, with a fellowship from the Swiss National Science Foundation and complementary support from NASA under grant NAG5-10707. The work of the author at the Astronomisches Rechen-Institut is funded in the framework of project SFB-439/A5 of the German Science Foundation (DFG). Financial support from NASA to attend this conference is acknowledged.


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# A Kelvin-wave cascade on a vortex in superfluid 4He at a very low temperature

## Abstract

A study by computer simulation is reported of the behaviour of a quantized vortex line at a very low temperature when there is continuous excitation of low-frequency Kelvin waves. There is no dissipation except by phonon radiation at a very high frequency. It is shown that non-linear coupling leads to a net flow of energy to higher wavenumbers and to the development of a simple spectrum of Kelvin waves that is insensitive to the strength and frequency of the exciting drive. The results are likely to be relevant to the decay of turbulence in superfluid 4He at very low temperatures.

preprint: xxx

It is well known that quantized vortices can be formed in superfluid 4He. Such vortices can support a transverse and circularly polarized wave motion (a Kelvin wave), with the approximate dispersion relation for a rectilinear vortex donnelly1

$$\omega =\frac{\kappa k^2}{4\pi }\left[\mathrm{ln}\left(\frac{1}{ka}\right)+c\right],$$
(1)
where $`\kappa `$ is the quantum of circulation ($`h/m_4`$), $`a`$ is the vortex core parameter, and $`c1`$. The existence of these waves in an inviscid fluid was first discussed as a theoretical possibility in the nineteenth century thomson1 , but an experimental study in a fluid without viscosity had to await the discovery of quantized vortices in superfluid 4He. Kelvin waves in uniformly rotating superfluid 4He were first observed experimentally by Hall hall1 , and a number of interesting experimental and theoretical studies have been published subsequently; see, for example, Glaberson et al glaberson1  on an instability in the presence of an axial flow of the normal fluid; and the study of non-linear effects, leading to soliton behaviour hasimoto1  and to an associated sideband instability samuels1 . Non-linear effects remain interesting, and an aspect of them that is important in our understanding of Kelvin waves at very low temperatures, and which may be of rather general interest in non-linear dynamics, is discussed in this paper.

At temperatures where there is a significant fraction of normal fluid Kelvin waves in superfluid 4He are damped by mutual friction, which is the frictional force exerted on a vortex when it moves relative to the normal fluid. This paper is concerned with the expected behaviour of Kelvin waves at very low temperatures, when damping due to mutual friction can be neglected. Under these conditions Kelvin waves can be damped only by radiation of phonons, but the damping is expected to be extremely small vinen1  unless the frequency is very large, typically of order 4 GHz ($`k`$ 2 nm-1). Kelvin waves of lower frequency are essentially undamped. In these circumstances Kelvin waves of a particular low frequency can lose energy only by non-linear coupling to waves of a different frequency. We are led therefore to consider the following situation. Suppose that we have a rectilinear vortex of finite length, and that we continuously drive one low-frequency Kelvin mode on this vortex. The mode will grow in amplitude, until non-linear effects give rise to a transfer of energy to other modes, particularly at higher frequencies. This process will presumably continue until modes are excited that have a frequency sufficiently high for effective phonon radiation. The aim of this paper is to predict the details of this process, by means largely of computer simula tions. We shall consider, for example, whether there is a steady state, in which energy is injected at a low frequency and dissipated by phonon emission at a high frequency, and whether there is some well-defined and simple spectrum of the Kelvin waves existing in this regime. We shall regard this regime as a cascade, although we are not sure whether it is a strict cascade in the sense that energy is transferred in steps to higher wavenumbers. We shall find that a well-defined spectrum does seem to exist, that it is simple in form, and that it is remarkably insensitive to the amplitude and frequency of the drive.

This behaviour is interesting in its own right. However, we ourselves were led to investigate it by an interest in the decay of turbulence in superfluid 4He at very low temperatures vinen2 , where mutual friction has a negligible damping effect on vortex motion. As in classical turbulence, energy in superfluid turbulence must probably flow from larger to smaller length scales, and it has been suggested that on the smallest scales the relevant motion is a Kelvin wave on a vortex with wavenumber greater than the inverse vortex spacing. It is then of interest to understand how energy can flow in a system of Kelvin waves towards higher wavenumbers, where it can ultimately be dissipated at the highest wavenumber by phonon radiation. In the context of superfluid turbulence the details are likely to be quite complicated (Kelvin waves are likely to be generated by vortex reconnections), and it is not yet generally accepted that a Kelvin-wave cascade is strictly necessary. Nevertheless it seems likely that such a cascade has a significant role. These matters have been discussed in a recent review vinen2 , and we plan further discussion in forthcoming papers.

We believe that the behaviour we find may exist also in other types of system and may therefore have other applications. It should be explained that similar problems to that discussed here have been addressed by other authorssvistunov1 ; araki1 ; kivotides1 ; nemirovskii1 , but they relate to situations that are significantly different; for example, where there is no steady state or where the length of vortex line is constrained not to increase. Thus Araki and Tsubota et al araki1  carried out numerical simulations on an initial configuration in which a vortex ring approaches a rectilinear vortex, Kelvin waves being generated by reconnections when collision takes place. There was no steady input of energy and no obvious dissipation. The numerical simulations of Kivotides et al kivotides1  related to an initial configuration of four vortex rings, Kelvin waves again being generated by reconnections when the rings collide. Again there was no steady input of energy and no obvious dissipation. In both these simulations the authors found some evidence for the development of a spectrum similar to Eq. (6) below, although the situation is obviously different from that considered in this paper. The computational work of Nemirovskii et al nemirovskii1  did deal with a steady state in which waves on a vortex ring were generated by low-frequency noise, although the total length of line was kept artificially constant; the results suggested the existence of a spectrum similar to Eq. (3) below, although it did not exhibit the insensitivity to the driving conditions that we ourselves find. Generally, then, it seems that this other work has not led to such simple and clear-cut results as we report in this paper, and, as we shall discuss in later papers, it may be less relevant to the decay of superfluid turbulence, especially when, as is often likely to be the case vinen2 , energy flows from a large reservoir associated with large-scale quasi-classical turbulent motion into motion on a scale less than the vortex-line spacing.

We consider a model system in which the helium is contained in the space between two parallel sheets, separated by distance $`\mathrm{}_B=1`$ cm, with a single, initially rectilinear, vortex is stretched between opposite points on the two sheets. Kelvin waves can be excited on this vortex, and periodic boundary conditions are applied at each end. Thus the allowed wavenumbers of the Kelvin waves are given by

$$k=\frac{2\pi n}{\mathrm{}_B},$$
(2)
where $`n`$ is an integer ($`>0`$). We imagine that one of these modes, with $`n`$ equal to a small integer $`n_0`$, is continuously driven, so that its amplitude tends continuously to increase. As the amplitude increases non-linear coupling to other modes sets in, and we can expect energy to flow from the mode $`n_0`$ to other modes, with both larger and smaller wavenumbers. Now we introduce a suitably strong damping for all modes with $`n`$ exceeding a large critical value $`n_c`$. This is intended to mimic the effect of phonon emission, although, because of inevitable computational limitations, it is occurring at a much smaller frequency. Then we ask whether there is a steady state, described by an energy spectrum $`E_k`$, in which the energy input to the mode $`n_0`$ is balanced by dissipation in the modes with $`n>n_c`$. We find that such a steady state does seem to exist, and we determine the character of the corresponding energy spectrum. We observe no reconnections.

An important feature of the model lies in the fact that Kelvin modes with wavenumbers less than $`2\pi /\mathrm{}_B`$ cannot be excited, so that energy cannot flow to smaller and smaller wavenumbers. The relevance of this feature to the decay of superfluid turbulence will be discussed in a later paper.

The simulations are based on the vortex filament model, and they are similar to those described by Schwarz schwarz1  and used in more recent work by one of the authors tsubota1 . The undisplaced vortex lies along the $`z`$-axis. Its calculated motion is based on the full Biot-Savart law and therefore takes account of both local and non-local contributions. The force that drives one mode is of the form $`V\rho \kappa \mathrm{sin}(k_0z\omega _0t)`$, where $`k_0=2\pi n_0/\mathrm{}_B`$, $`\rho `$ is the density of the helium, and $`\omega _0`$ is related to $`k_0`$ by the dispersion relation (1). Damping at the highest wavenumber allowed by the resolution of the simulations (1/60 cm) is applied by a periodic smoothing process, the details of which will be described in a later publication; this allows an effective dissipation at the highest wavenumber that can adapt to the flux of energy through $`k`$-space arising from the drive.

Fig. 1 shows how the total length of line evolves in time after application of the driving force. We see that it reaches a steady average value, suggesting the existence of a steady state.

We express our more detailed results in terms of the root mean square amplitudes $`\overline{\zeta }_k(t)=\zeta _k^{}\zeta _k^{1/2}`$ of the Fourier components of the displacement of the vortex. Figure 2 shows how these amplitudes develop in time after the application of a drive with $`V=2.5\times 10^5`$ cm s-1 and $`k_0=10\pi `$ cm-1. We see that initially only the mode that resonates with the drive is excited. However, as time passes, non-linear interactions lead to the excitation of all other modes. Eventually the spectrum reaches a steady state, shown by the blue line, and there is then no further change. In this steady state energy is injected at a certain rate at the wavenumber $`k_0`$, and it is dissipated at the same rate at thehighest wavenumber. For large values of $`k`$, where the modes form practically a continuum, the steady state is observed to have, to a good approximation, a spectrum of the simple form

$$\overline{\zeta }_k^2=A\mathrm{}_B^1k^3.$$
(3)
where the dimensionless parameter $`A`$ is of order unity.

Figs. 3 and 4 show the effects respectively of increasing the drive amplitude $`V`$ by a factor of ten and of changing the drive wavenumber $`k_0`$. We see that there is no effect on the steady state, within the error of the simulations, at least at the higher wavenumbers. The steady state takes longer to be established at the lower drive amplitude, which suggests that even with a small drive amplitude the same steady state would be established after a sufficiently large time; but limitations on the time available for a simulation have not allowed us to check this suggestion.

Important questions relate to the relationship between the drive amplitude and the power input to the system of Kelvin waves. For small times after the drive is first established non-linearities in the system are relatively unimportant, and the power input can be calculated from the product of the drive amplitude and the amplitude of the velocity response at wavenumber $`k_0`$, taking proper account of phase differences. For later times, however, the system exhibits very strong non-linear behaviour, and this simple technique is no longer applicable. Energy seems to be injected through processes involving two wavevectors, the difference between which is equal to $`k_0`$. Therefore we have not yet been able to calculate how the power input varies with the drive amplitude, although we hope to do so later. Careful analysis of the operation of damping in our model for large wavenumbers might allow us to obtain the rate of dissipation of energy, but we have not yet completed this analysis. For the present we can only make the reasonable assumption that an increase in the drive amplitude does increase the power input. We can conclude with some confidence therefore that the spectrum is insensitive to the drive amplitude, the drive frequency, and the power input from the drive.

The mean energy per unit length of vortex in a mode $`k`$ is related to $`\overline{\zeta }_k`$ by the equation

$$E_k=ϵ_Kk^2\overline{\zeta }_k^2$$
(4)
where $`ϵ_K`$ is an effective energy per unit length of vortex, given by

$$ϵ_K=\frac{\rho \kappa ^2}{4\pi }\left[\mathrm{ln}\left(\frac{1}{ka}\right)+c_1\right].$$
(5)
It follows from Eqs. (3) and (4) that

$$E_k=Aϵ_K(k\mathrm{}_B)^1.$$
(6)
We conclude that in our model system a steady state cascade does develop, that this state is characterized by the energy spectrum (6), and that, remarkably, this spectrum is insensitive to the frequency and amplitude of the drive and to the power input at the drive frequency.

It is interesting to ask what physics underlies this result. We suggest that, in the steady state and for waves of wavenumber of order $`k`$, there is a saturation in the local amplitude of the Kelvin waves at a value of roughly $`k^1`$; this arises from a sudden onset of strong non-linear effects when the amplitude is of order the wavelength. We make the reasonable assumption that the total mean square amplitude of the displacement of the vortex is independent of the length ($`\mathrm{}_B`$) of the vortex. The spectrum (3) must then be proportional to $`\mathrm{}_B^1`$. Our assumption about the sudden onset of non-linear effects means that the only other parameter on which this spectrum can depend is $`k`$. The form (3) then follows from a dimensional argument. We propose now to investigate whether this type of behaviour can be found in other forms of wave propagation, at least if they have the same types of dispersive and non-linear characteristics (which are known to lead to soliton behaviour hasimoto1 ).

As far as we are aware, there are as yet no experimental results that relate directly to the behaviour of Kelvin waves in superfluid 4He at very low temperatures. Such experiments, which might involve the excitation of Kelvin waves on the regular array of vortices existing in the uniformly rotating liquid, as in the early experiments of Hall hall1 , would be of great interest. Measurements might be made of the rate at which energy is transmitted to the array from a suitable transducer, and of the rate at which energy eventually appears as heat after the Kelvin-wave cascade has been established.

In summary we have reported the results of computer simulations of the behaviour of Kelvin waves on a rectilinear quantized vortex of finite length in superfluid 4He at a temperature so low that the waves suffer no attenuation from mutual friction with the normal fluid, the only attenuation arising from phonon radiation at a very high frequency. The waves are excited by continuousy driving the system at a small wavenumber. The amplitude of the driven mode increases until non-linear coupling leads to a transfer of energy to all other modes. A steady state is established, described by a simple energy spectrum, the form of which is remarkably insensitive to the strength and other details of the drive.

###### Acknowledgements.

We are grateful for stimulating conversations and correspondence on the general background to this work with Carlo Barenghi, Demos Kivotides, Boris Svistunov and Sergey Nemirovskii. MT is grateful to the Japan Society for the Promotion of Science for financial support through the Japan-UK Scientific Cooperative program (Joint Research project) and through a Grant-in-Aid for Scientific Research (Grant no. 15340122). WFV is grateful for financial support through a Royal Society Joint Project on Experimental and Theoretical Study of Superfluid Turbulence.


text:
# Scalar Mesons as 𝑞̄²𝑞²? Insight from the Lattice**footnote *Talk presented by R. L. Jaffe at the Scalar Meson Workshop, May 2003, SUNYIT, Utica, NY

## 1 Introduction

We would like to call your attention to some work that we performed a few years ago, that bears on the interpretation of the scalar mesons. A complete description of our work can be found in Ref. Alford:2000mm .

The light scalar mesons have defied classification for decades Caso:1998 ; Black:1999 . Some are narrow and have been firmly established since the 1960’s. Others are so broad that their very existence is controversial. Scalar mesons are predicted to be chiral partners of the pseudoscalars like the pion, but their role in chiral dynamics remains obscure. Naive quark models interpret them as orbitally excited $`\overline{q}q`$ states. Others have suggested that they are $`\overline{q}^2q^2`$Jaffe:1977  or “molecular” states,Weinstein:1990  strongly coupled to $`\pi \pi `$ and $`\overline{K}K`$ thresholds. Recently a consensus has emerged (at least in some quarters) that the light scalar mesons have important $`\overline{q}^2q^2`$ components at short distances and important meson-meson components at long distances.Close:2002zu

We propose a new way to shed some light on the nature of the scalar mesons using lattice QCD. Previously scalar mesons have been treated like other mesons: their masses have been extracted from the large Euclidean time falloff of $`\overline{q}q\overline{q}q`$ correlation functions with the appropriate quantum numbers. Here we look for a $`0^{++}\overline{q}^2q^2`$ *bound state*. We construct $`\overline{q}^2q^2`$ sources, work in the quenched approximation, and discard $`\overline{q}q`$ annihilation diagrams so communication with $`\overline{q}q`$ and vacuum channels is forbidden. Also, we allow the quark masses to be large (hundreds of MeV), so the continuum threshold for the decay $`\overline{q}^2q^2(\overline{q}q)(\overline{q}q)`$ is artificially elevated. We then study the large Euclidean time falloff of a $`\overline{q}^2q^2\overline{q}^2q^2`$ correlator, looking for a falloff slower than $`2m_{\overline{q}q}`$, signalling a bound state. Such an object would have been missed by studies of $`\overline{q}q`$ correlators in the quenched approximation. We use shortcomings of lattice QCD to our advantage. By excluding processes that mix $`\overline{q}q`$ and $`\overline{q}^2q^2`$, we can unambiguously assign a quark content to a state. The heavy quark mass suppresses relativistic effects, which we believe complicate the interpretation of light quark states.

Our initial results are encouraging: within the limits of our computation we see signs of a bound state in the “non-exotic” $`\overline{q}^2q^2`$ channel, the one with quantum numbers that could also characterize a $`\overline{q}q`$ state ($`I=0`$ for 2 flavors, the 1 and 8 for 3 flavors). In contrast, the “exotic” flavor $`\overline{q}^2q^2`$ channel ($`I=2`$ for 2 flavors, the 27 for 3 flavors) shows no bound state. Instead it shows a negative scattering length, characteristic of a repulsive interaction. A definitive result will require larger lattices and more computer time, but this is well within the scope of existing facilities. There have been a couple of previous studies of $`\overline{q}^2q^2`$ sources on the lattice.GPS2 ; Fukugita  Because these earlier works looked only at one (relatively small) lattice size they were unable to examine the possibility of a bound state.

A reader who wishes to skip the details can look immediately at Fig. 3 where we plot the dependence on lattice size of the binding energy of the exotic and non-exotic $`\overline{q}^2q^2`$ channels. The exotic channel shows a negative binding energy with the $`1/L^3`$ dependence expected from analysis of the $`(\overline{q}q)(\overline{q}q)`$ continuum.Luscher  The coefficient of $`1/L^3`$ agrees roughly with Refs. GPS2 ; Fukugita  and with the predictions of chiral perturbation theory. The non-exotic channel shows positive binding energy, but seems to depart from $`1/L^3`$, perhaps approaching a constant as $`L\mathrm{}`$, which would indicate the existence of a bound $`\overline{q}^2q^2`$ state. Confirmation of this result will require calculations on larger lattices.

## 2 Overview of the light scalar mesons

In this section we give a very brief introduction to the phenomenology of the lightest $`0^{++}`$ mesons composed of light ($`u`$, $`d`$, and $`s`$) quarks and existing lattice calculations.

The known $`0^{++}`$ mesons divide into effects near and below 1 GeV, which are unusual, and effects in the 1.3–1.5 GeV region which may be more conventional. Here we focus on the states below 1 GeV. Altogether, the objects below $`1\mathrm{GeV}`$ form an $`SU(3)_\mathrm{f}`$ nonet: two isosinglets, an isotriplet and two strange isodoublets. The isotriplet and one isosinglet are narrow and well confirmed. The isodoublets and the other isosinglet are very broad and still controversial.

The well established $`0^{++}`$ mesons are the isosinglet $`f_0(980)`$ and the isotriplet $`a_0(980)`$. Both are relatively narrow: $`\mathrm{\Gamma }[f_0]`$ 40 MeV, $`\mathrm{\Gamma }[a_0]`$ 50 MeV,We use the observed peak width into $`\pi \pi `$ and $`\pi \eta `$ respectively, rather than some more model dependent method for extracting a width. despite the presence of open channels ($`\pi \pi `$ for the $`f_0`$ and $`\pi \eta `$ for the $`a_0`$) for allowed s-wave decays. Both couple strongly to $`\overline{K}K`$ and lie so close to the $`\overline{K}K`$ threshold at 987 MeV that their shapes are strongly distorted by threshold effects. Interpretation of the $`f_0`$ and $`a_0`$ requires a coupled channel scattering analysis. The relevant channels are $`\pi \pi `$ and $`\overline{K}K`$ for the $`f_0`$ and $`\pi \eta `$ and $`\overline{K}K`$ for the $`a_0`$. In both cases the results favor an intrinsically broad state, strongly coupled to $`\overline{K}K`$ and weakly coupled to the other channel. The physical object appears narrow because the $`\overline{K}K`$ channel is closed over a significant portion of the object’s width. No summary this brief does justice to the wealth of work and opinion in this complex situation.

The other light scalar mesons are known as broad enhancements in very low energy s-wave meson-meson scattering. The enhancements are universally accepted, but their interpretation is more controversial. At the lowest energies only the $`\pi \pi `$ channel is open. The $`\pi \pi `$ s-wave can couple either to isospin zero or two. The $`I=2`$ (e.g. $`\pi ^+\pi ^+`$) channel shows a weak repulsion in rough agreement with the predictions of chiral low energy theorems.Weinberg  The $`I=0`$ channel shows a strong attraction: the phase shift rises steadily from threshold to approximately $`\pi /2`$ by $`800`$ MeV before effects associated with the $`f_0`$ complicate the picture. This low mass enhancement in the $`\pi \pi `$ s-wave is the $`\sigma `$ meson of nuclear physics and chiral dynamics. Recent studies support the existence of an S-matrix pole associated with this state at a mass around 600 MeV, which we will refer to as the $`\sigma (600)`$.Black:1999 ; Tornqvist:1996ay  The $`\pi K`$ s-wave is very similar to $`\pi \pi `$. The exotic $`I=3/2`$ (e.g. $`\pi ^+K^+`$) channel shows weak repulsion. The non-exotic $`I=1/2`$ channel shows relatively strong attraction.

The conventional quark model assigns the $`0^{++}`$ mesons to the first orbitally excited multiplet of $`\overline{q}q`$ states. As in positronium, $`0^{++}`$ quantum numbers are made by coupling $`L=1`$ to $`S=1`$ to give total $`J=0`$. The $`0^{++}`$ states should be very similar to the $`1^{+\pm }`$ and $`2^{++}`$ $`\overline{q}q`$ states that lie in the same family. These are very well known and form conventional meson nonets (in $`SU(3)_\mathrm{f}`$). Since they have a unit of excitation (orbital angular momentum), they are expected to be quite a bit heavier than the pseudoscalar and vector mesons. Most models put the $`\overline{q}q0^{++}`$ mesons along with their $`2^{++}`$ and $`1^{++}`$ brethren around 1.2–1.5 GeV.

An idealized $`\overline{q}q`$ meson nonet has a characteristic pattern of masses and decay couplings. The vector mesons are best known, but the pattern is equally apparent in the $`2^{++}`$ or $`1^{++}`$ nonets. The isotriplet and the isosinglet composed of non-strange quarks are lightest and are roughly degenerate (e.g. the $`\rho `$ and the $`\omega `$). The strange isodoublets are heavier because they contain a single strange quark (e.g. the $`K^{}`$). The final isosinglet is heaviest because it contains an $`\overline{s}s`$ pair (e.g. the $`\varphi `$). Decay patterns show selection rules which follow from this quark content. In particular, the lone isosinglet does not couple to non-strange mesons ($`\varphi \overline{)}3\pi `$). The mass pattern, quark content and natural decay couplings of a $`\overline{q}q`$ nonet are summarized in Fig. 1a. These patterns seem to bear little resemblance to the masses and couplings of the light $`0^{++}`$ mesons, a fact which led earlier workers to explore other interpretations.

Four quarks ($`\overline{q}^2q^2`$) can couple to $`0^{++}`$ without a unit of orbital excitation. Furthermore, the color and spin dependent interactions, which arise from one gluon exchange, favor states in which quarks and antiquarks are separately antisymmetrized in flavor. For quarks in 3-flavor QCD the antisymmetric state is the flavor $`\overline{\mathrm{𝟑}}`$. Thus the energetically favored configuration for $`\overline{q}^2q^2`$ in flavor is $`(\overline{q}\overline{q})^\mathrm{𝟑}(qq)^{\overline{\mathrm{𝟑}}}`$, a flavor nonet. The lightest multiplet has spin 0. Explicit studies in the MIT Bag Model indicated that the color-spin interaction could drive the $`\overline{q}^2q^2`$ $`0^{++}`$ nonet down to very low energies: 600 to 1000 MeV depending on the strangeness content.Jaffe:1977

The most striking feature of a $`\overline{q}^2q^2`$ nonet in comparison with a $`\overline{q}q`$ nonet is an *inverted mass spectrum* (see Fig. 1b). The crucial ingredient is the presence of a hidden $`\overline{s}s`$ pair in several states. The flavor content of $`(qq)^{\overline{\mathrm{𝟑}}}`$ is $`\{[ud],[us],[ds]\}`$, where the brackets denote antisymmetry. When combined with $`(\overline{q}\overline{q})^\mathrm{𝟑}`$, four of the resulting states contain a hidden $`\overline{s}s`$ pair: the isotriplet and one of the isosinglets have quark content $`\{u\overline{d}s\overline{s},\frac{1}{\sqrt{2}}(u\overline{u}d\overline{d})s\overline{s},d\overline{u}s\overline{s}\}`$ and $`\frac{1}{\sqrt{2}}(u\overline{u}+d\overline{d})s\overline{s}`$, and therefore lie at the top of the multiplet. The other isosinglet, $`u\overline{d}d\overline{u}`$ is the only state without strange quarks and therefore lies alone at the bottom of the multiplet. The strange isodoublets ($`u\overline{s}d\overline{d}`$, etc.) should lie in between. In summary, one expects a degenerate isosinglet and isotriplet at the top of the multiplet and strongly coupled to $`\overline{K}K`$, an isosinglet at the bottom, strongly coupled to $`\pi \pi `$, and a strange isodoublet coupled to $`K\pi `$ in between (Fig. 1b). The resemblance to the observed structure of the light $`0^{++}`$ states is considerable.

These qualitative considerations motivate a careful look at the classification of the scalar mesons. Models of QCD are not sophisticated enough to settle the question. For example, the $`\overline{q}^2q^2`$ picture does not distinguish between one extreme where the four quarks sit in the lowest orbital of some mean field,Jaffe:1977  and the other, where the four quarks are correlated into two $`\overline{q}q`$ mesons which attract one another in the flavor $`(\overline{q}\overline{q})^\mathrm{𝟑}(qq)^{\overline{\mathrm{𝟑}}}`$ channel.Jaffe:1979bu ; Weinstein:1990  For years, phenomenologists have attempted to analyse meson-meson scattering data in ways which might distinguish between $`\overline{q}q`$ and $`\overline{q}^2q^2`$ assignments. A recent quantitative study favors the $`\overline{q}^2q^2`$ assignment.Black:1999  However the $`\overline{q}q`$ assignment has strong advocates. We hope that a suitably constrained lattice calculation can aid in the eventual classification of these states.

Only a very few lattice calculations bear on the classification of the $`0^{++}`$ mesons. There have been lattice studies of both the spectrum of $`0^{++}`$ states and the mixing of $`\overline{q}q`$ states with glueballs.

Unquenched spectroscopic calculations are just beginning to become availableSCALAR ; UKQCD2 . In principle, these are of interest because they would couple to a $`\overline{q}^2q^2`$ configuration if it is energetically favorable. Both these studies find that the mass of the $`0^{++}`$ state is lower than that reported in quenched calculations. We return to this work briefly in our conclusions. Further insight from unquenched calculations will have to await more definitive studies.

Quenched calculations of the spectrum of $`\overline{q}q`$ states find the $`0^{++}`$ states roughly degenerate with the other positive parity states. Their masses cluster around 1.3-1.5 times the $`\rho `$ mass and are relatively constant as the ratio $`m_\pi /m_\rho `$ is reduced toward the chiral limit. In short they behave like other $`\overline{q}q`$ mesons. For more details the reader should consult Ref. Alford:2000mm .

In the past, lattice studies of four-quark states have been undertaken only in order to extract pseudoscalar-pseudoscalar ($`P`$-$`P`$) scattering lengths for comparison with the predictions of chiral dynamics. It is known Luscher  that the energy shift $`\delta E`$ of a two-particle state with quantum numbers $`\alpha `$ in a cubic box of size $`L`$ is related to the threshold scattering amplitude,

$$\delta E_\alpha =E_\alpha 2m_P=\frac{T_\alpha }{L^3}\left(1+2.8373\frac{m_PT_\alpha }{4\pi L}+6.3752\left(\frac{m_PT_\alpha }{4\pi L}\right)^2+\mathrm{}\right),$$
(1)
where $`m_P`$ is the mass of the scattering particles, and $`T_\alpha `$ is the scattering amplitude at threshold in the channel labelled by $`\alpha `$, which can be related to the scattering length,

$$T_\alpha =\frac{4\pi a_\alpha }{m_P}.$$
(2)
For a more detailed discussion, see Ref. GPS1 . In our case the channels of interest are exotic ($`I=2`$, for two flavors) and non-exotic ($`I=0`$, for two flavors). If the interaction is attractive enough to produce a bound state, then instead of eq. (1) one would find that $`\delta E`$ goes to a negative constant as $`L\mathrm{}`$.

In order to distinguish between a bound state and the continuum behavior described by eq. (1), it is necessary to perform calculations for several different lattice sizes. Calculations with $`\overline{q}^2q^2`$ sources have been performed by Gupta et al.GPS2 , who studied one lattice volume at one lattice spacing, and Fukugita et al.Fukugita , who, for the heavy quark masses we are interested in, also studied only one lattice volume at one lattice spacing. Their results were therefore not sufficient to check the lattice-size dependence of the energy of the two-pseudoscalar state, and investigate the possibility of a bound state. Our method follows theirs, but we have studied a range of lattice sizes. Their results are plotted along with ours in Fig. 3. Where our calculations overlap, they agree.

## 3 A $`\overline{𝐪}^\mathrm{𝟐}𝐪^\mathrm{𝟐}`$ Exercise on the Lattice

For our purposes the salient categorization of $`\overline{q}^2q^2`$ correlators is into “exotic” channels (flavor states that are only possible for a $`\overline{q}^2q^2`$ state, $`I=2`$ for two flavors, the 27 for three flavors) and non-exotic channels (flavor states that could be $`\overline{q}^2q^2`$ or $`\overline{q}q`$, $`I=0`$ for two flavors, the 8 and 1 for three flavors). In the absence of quark annihilation diagrams, the 8 and 1 are identical. When annihilation is included, the 1, like the $`I=0`$ for two flavors, can mix with pure glue. As shown in Fig. 2, the $`\overline{q}^2q^20^{++}`$ correlation functions can be expressed in terms of a basis determined by the four ways of contracting the quark propagatorsGPS1 : direct (D), crossed (C), single annihilation (A), complete annihilation into glue (G).

Since we are interested in $`\overline{q}^2q^2`$ states, we only study the D and C contributions. We will assume that all quarks are degenerate, so there is only one quark mass, and as far as color and spinor indices are concerned all quark propagators are the same. In our lattice calculation we will therefore build our $`\overline{q}^2q^2`$ correlators from color and spinor traces of contractions of four identical quark propagators, putting in the flavor properties by hand when we choose the relative weights of the different contractions.

In the case of two flavors, there are two possible channels for a spatially symmetric source: $`I=2`$ (exotic) and $`I=0`$ (non-exotic). Evaluation of the flavor dependence of the quark line contractions shows that the $`I=2`$ channel is $`DC`$, and $`I=0`$ is $`D+\frac{1}{2}C`$ GPS1 .

For three flavors, the possible channels are the symmetric parts of $`\mathrm{𝟑}\times \mathrm{𝟑}\times \overline{\mathrm{𝟑}}\times \overline{\mathrm{𝟑}}`$, namely $`\mathrm{𝟏}+\mathrm{𝟖}`$ (non-exotic) and $`\mathrm{𝟐𝟕}`$ (exotic). As in the two-flavor case, the exotic channel is $`DC`$. At sufficiently large Euclidean time separation, each contraction will behave as a sum of exponentials, corresponding to the states it overlaps with. Generically, all linear combinations will be dominated by the same state: the lightest. Only with correctly chosen relative weightings will the leading exponential cancel out, yielding a faster-dropping exponential corresponding to a more massive state. The exotic ($`DC`$) channel is the one where such a cancellation occurs, yielding a repulsive interaction between the pseudoscalars. For any other linear combination of $`D`$ and $`C`$ the correlator is therefore dominated by the lightest, attractive state. Without loss of generality, we can therefore study the following linear combinations:

$$\begin{array}{cccccc}\hfill \text{Exotic:}& \hfill J_\mathrm{E}& =& DC\text{2 flavor: }\hfill & I=2\text{3 flavor: }\hfill & \mathrm{𝟐𝟕}\hfill \\ \hfill \text{Non-exotic:}& \hfill J_\mathrm{N}& =& D+\frac{1}{2}C\text{2 flavor: }\hfill & I=0\text{3 flavor: }\hfill & \mathrm{𝟏},\mathrm{𝟖}\hfill \end{array}$$
(3)
We conclude that if, as our results suggest, there is a bound $`\overline{q}^2q^2`$ state in the non-exotic channel, then this means that with two flavors, the $`I=0`$ channel is bound, and with three flavors both the 1 and 8 are bound. Once quark loops and annihilation diagrams are included, the 1 and 8 will split apart. Unquenched lattice calculations will be needed to see if they remain bound.

In our lattice calculations, we work in the quenched (valence) approximation, and use Symanzik-improved glue and quark actions. This means that irrelevant terms ($`𝒪(a),𝒪(a^2)`$, where $`a`$ is the lattice spacing) have been added to the lattice action to compensate for discretization errors. Improved actions are crucial to our ability to explore a range of physical volumes using limited computer resources. Because most of the finite-lattice-spacing errors have been removed, we can use coarse lattices, which have fewer sites and hence require much less computational effort: note that the number of floating-point-operations required even for a quenched lattice QCD calculation rises faster than $`a^4`$.

Improved actions have been studied extensively land234 ; WW ; LW ; Alf1 ; Improving , and it has been found that even on fairly coarse lattices ($`a`$ up to $`0.4\mathrm{fm}`$) good results can be obtained for hadron masses by estimating the coefficients of the improvement terms using tadpole-improved perturbation theory. For the energy differences that we measure, we find that the improved action works very well. There are no signs of lattice-spacing dependence at $`a`$ up to $`0.4\mathrm{fm}`$, so as well as greatly reducing the computer resources required, it enables us to dispense with the extrapolation in $`a`$ that is usually needed to obtain continuum results.

We work at a quark mass close to the physical strange quark: the pseudoscalar to vector meson mass ratio $`m_P/m_V`$ is 0.76. We emphasize that this is not entirely unwelcome, since it makes our results easier to interpret.

To obtain the binding energy $`\delta E_\mathrm{N}`$ in the $`I=0`$ channel, and the binding energy $`\delta E_\mathrm{E}`$ in the $`I=2`$ channel, we construct ratios of correlators and fit them to an exponential

$$\begin{array}{c}R_\mathrm{N}(t)=\frac{J_\mathrm{N}(t)}{P(t)^2}A\mathrm{exp}(\delta E_\mathrm{N}t),\\ R_\mathrm{E}(t)=\frac{J_\mathrm{E}(t)}{P(t)^2}B\mathrm{exp}(\delta E_\mathrm{E}t).\end{array}$$
(4)
Here $`J_\mathrm{N}`$ and $`J_\mathrm{E}`$ are the $`D+\frac{1}{2}C`$ (non-exotic) and $`DC`$ (exotic) correlators respectively, and $`P`$ is the pseudoscalar correlator. $`t`$ is the Euclidean lattice time. The ratios of correlators are expected to take the single exponential form only at large $`t`$, after contributions from excited states have died away. We followed the usual procedure of looking for a plateau and found no difficulty in identifying the plateau and extracting $`\delta E_\mathrm{N}`$ or $`\delta E_\mathrm{E}`$.

Since this is not a lattice workshop I will spare you further details. However the reader can find a discussion of the sources we used and our fitting methods in Ref. Alford:2000mm .

## 4 Results and Discussion

We measured $`\delta E_N`$ and $`\delta E_E`$ for several different lattice spacings and sizes. Our results are shown in Fig. 3 along with previous results from Refs. GPS2 ; Fukugita . The exotic and non-exotic channels appear to scale differently as a function of $`L`$. The exotic channel falls like $`1/L^3`$, which is the expected form for a scattering state, eq. (1). A fit is shown in the figure. The non-exotic channel appears to depart from $`1/L^3`$ falloff. To be complete, however, we have fitted the non-exotic data also to the form expected for a scattering state.

Our results are consistent with those of Refs. GPS2 ; Fukugita , even though we use much coarser lattices. This supports our use of Symanzik-improved glue and quark actions with tadpole-improved coefficients. As a further check on the validity of the improved actions, we note that at $`L=2\mathrm{fm}`$, where we performed a calculation at two different lattice spacings for the same lattice volume, the results for the two lattice spacings agree very well. There is no evidence of any discretization errors.

For the exotic $`\overline{q}^2q^2`$ system, the fit to eq. (1) is quite good, and the fitted scattering amplitude is remarkably similar to the result expected in the chiral limit, $`4f_P^2T=1`$.Since we did not calculate $`f_P`$ at our quark masses, we have used the value $`f_P=148`$ MeV, derived from Ref. GPS2 , Table 1. We conclude that there are no surprises in the exotic channel – the interaction near threshold appears repulsive and the strength is close to that predicted by chiral perturbation theory.

The non-exotic $`\overline{q}^2q^2`$ system, however, does not fit the expected scaling law at large $`L`$. The fit to eq. (1) has a very large $`\chi ^2`$, and is so poor that the extracted amplitude $`T`$ is meaningless. Instead $`\delta E_\mathrm{N}`$ appears to be approaching a negative constant at large $`L`$. Instead of a scattering state, we appear to be seeing a *bound state* in the non-exotic channel. Although our data are suggestive, they are not conclusive. It would be very interesting to gather more data at $`L4`$ fm, as well as at a range of quark masses, in order to verify the existence of this new state in the quenched hadron spectrum.

Apparently we have evidence for a $`\overline{q}^2q^2`$ bound state just below threshold in the non-exotic pseudoscalar-pseudoscalar $`s`$-wave. In 2-flavor QCD the bound state would correspond to an isosinglet meson coupling to $`\pi \pi `$. In 3-flavor QCD the non-exotic channel corresponds to an entire nonet including two non-strange isosinglets and an isotriplet, and two strange isodoublets (see Fig. 1b). We work with a large quark mass so our results are not directly applicable to $`\pi \pi `$ scattering, but they do resemble physical $`K\overline{K}`$ scattering.<sup>§</sup><sup>§</sup>§Although we work in the $`SU(3)_\mathrm{f}`$ limit where all quark masses are equal. The known isosinglet $`f_0(980)`$ and isotriplet $`a_0(980)`$ mesons are obvious candidates to identify with the non-exotic $`\overline{q}^2q^2`$ bound states we seem to have found on the lattice.

We believe the quark mass dependence of the non-exotic $`\overline{q}^2q^2`$ state is quite different from a standard $`\overline{q}q`$ lattice state. In the quenched approximation the masses of $`0^{++}\overline{q}q`$ states have been found to be roughly independent of $`m_P`$. At large quark mass the $`\overline{q}q0^{++}`$ mass is below $`2m_P`$, but as $`m_P`$ is decreased the $`\overline{q}q0^{++}`$ mass crosses threshold, $`2m_P`$. It appears to be smooth as it crosses the threshold. In contrast, we believe that the $`\overline{q}^2q^2`$ state we may have identified is strongly correlated with the $`PP`$ threshold when the quark mass is large, and departs from it in a characteristic way as the quark mass is reduced. (Indirect support for this comes from Gupta et al.’s finding that their binding energy is independent of the pseudoscalar mass.) In particular, we believe that the bound state will move off into the meson-meson continuum as $`m_P`$ is reduced toward the physical pion mass.

To explore the $`m_P`$ dependence of our results, we have made a toy model based on a relativistic generalization of potential scattering. We write a Klein-Gordon equation for the $`s`$-wave relative meson-meson wavefunction, $`\varphi (r)`$,

$$\varphi ^{\prime \prime }(r)+(2m_PU(r))^2\varphi (r)=E^2\varphi (r),$$
(5)
with the boundary condition that $`\varphi (0)=0`$. For $`U(r)=0`$ the spectrum is a continuum beginning at $`E=2m_P`$ as required. In the non-relativistic limit $`m_P|U|`$, eq. (5) reduces to the Schrödinger equation with an attractive potential $`U(r)`$ (for $`U(r)>0`$). For sufficient depth and range, this potential will have a bound state. However, as $`m_P0`$, the potential term in eq. (5) turns repulsive and the bound state disappears. Thus, if one keeps the depth and range of $`U`$ fixed as one decreases $`m_P`$, the bound state moves out into the continuum and disappears. To be quantitative, we have taken a square well, $`U(r)=U_0`$, for $`rb`$, and $`U(r)=0`$ for $`r>b`$. We chose a range $`b=1/m_\pi `$ 1.4 fm, and adjusted $`U_0`$ such that the bound state has binding energy of 10 MeV when $`m_P800\mathrm{MeV}`$. The bound state does indeed move off into the continuum (first as a virtual state) when $`m_P`$ goes below $`330\mathrm{MeV}`$. The behavior of the bound state in this toy model is shown in Fig. 4. Note this toy model is not meant to be definitive We could have chosen a different relativistic generalization of the Schrödinger equation which would have preserved the bound state as $`m_P0`$. For example, we could have replaced $`(2m_PU)^2`$ by $`2m_P^22m_PU_1U_2^2`$, and fine-tuned $`U_1`$ and $`U_2`$ to provide binding at arbitrarily low $`m_P`$.  but it illustrates the expected behavior of a $`P`$$`P`$ bound state: tracking $`2m_P`$ with roughly constant binding energy as $`m_P`$ falls, then unbinding at some critical $`m_P`$.

On the basis of our lattice computation and the $`m_P`$ dependence suggested by our toy model, we believe it is possible that *all* the phenomena associated with the light scalar mesons are linked to $`\overline{q}^2q^2`$ states. The narrow $`0^{++}`$ isosinglet $`f_0(980)`$ and isotriplet $`a_0(980)`$ mesons near $`K\overline{K}`$ threshold can be directly identified with $`\overline{q}^2q^2`$ lattice bound states (top line of Fig. 1b). The broad $`\kappa (900)`$ and $`\sigma (600)`$ (middle and bottom lines of Fig. 1b) couple to low mass ($`\pi \pi `$ or $`\pi K`$) channels. We speculate that they are to be identified as the continuum relics of the same objects which appear as bound states of heavy quarks.

Of course, a thorough examination of this question would require implementing flavor $`SU(3)`$ violation by giving the strange quark a larger mass. This would mix and split the isoscalars, shift the other multiplets (see Fig. 1b), and dramatically alter thresholds. For example, the $`I=1`$ $`\overline{q}^2q^2`$ state couples both to $`K\overline{K}`$ and $`\pi \eta `$ (through the $`\overline{s}s`$ component of the $`\eta `$) in the quenched approximation. The fact that the physical $`K\overline{K}`$ and $`\pi \eta `$ thresholds are significantly different would certainly affect the manifestation of bound states such as those we have been discussing in the $`SU(3)`$-flavor-symmetric limit.

In summary we have presented evidence for previously unknown pseudoscalar meson bound states in lattice QCD. Our results need confirmation. Calculations on larger lattices are needed, and variation with quark mass, lattice spacing, and discretization scheme should be explored.

In the real world a $`0^{++}\overline{q}^2q^2`$ state may, depending on its flavor quantum numbers, mix with $`0^{++}\overline{q}q`$ and glueball states. It seems natural to expect that for sufficiently heavy quarks a bound state will remain, but only full, unquenched lattice calculations can confirm this.

It is possible that unquenched studies of $`0^{++}\overline{q}q`$ operators may show some corroboration of our results SCALAR ; UKQCD2 . These studies use $`\overline{q}q`$ sources with dynamical fermions, but there is nothing to stop their $`\overline{q}q`$ source from mixing with $`\overline{q}^2q^2`$, and allowing them to see the $`\overline{q}^2q^2`$ bound state we have identified. It is therefore quite interesting that they report that the $`0^{++}`$ state is significantly lighter in unquenched calculations than in quenched ones. However, the calculations are still far from the continuum and chiral limits, and it is hard to tell whether their $`f_0`$ will become light compared to typical $`\overline{q}q`$ singlet states as the pion mass drops.

If light $`\overline{q}^2q^2`$ states are, in fact, a universal phenomenon, and if the $`\sigma (600)`$ is predominantly a $`\overline{q}^2q^2`$ object, then the chiral transformation properties of the $`\sigma `$ have to be re-examined. The $`\pi `$ and the $`\sigma (600)`$ are usually viewed as members of a (broken) chiral multiplet. In the naive $`\overline{q}q`$ model both $`\pi `$ and $`\sigma `$ are in the $`(\frac{1}{2},\frac{1}{2})(\frac{1}{2},\frac{1}{2})`$ representation of $`SU(2)_LSU(2)_R`$ before symmetry breaking. In a $`\overline{q}^2q^2`$ model, as in the real world, the chiral transformation properties of the $`\sigma `$ are not clear.

If the phenomena that we have discussed survive the introduction of differing quark masses, then they will also have implications for heavy quark physics. For example, there could be a $`0^{++}`$ bound state just below the decay threshold for two $`D`$ mesons in the charmonium spectrum.

Finally, we note that calculations similar to ours could be undertaken in the meson-baryon sector and in other $`J^{PC}`$ meson channels. It has long been speculated that the $`\mathrm{\Lambda }(1405)`$ is some sort of $`KN`$ bound statePakvasa:1999zv  and $`\overline{q}^2q^2`$ states have been postulated in other meson-meson partial waves.

## 5 Acknowledgments

This work is supported in part by funds provided by the U.S. Department of Energy (D.O.E.) under cooperative research agreement #DF-FC02-94ER40818. The lattice QCD calculations were performed on the SP-2 at the Cornell Theory Center, which receives funding from Cornell University, New York State, federal agencies, and corporate partners. The code was written by P. Lepage, T. Klassen, and M. Alford.


text:
# On the Assembly History of Early-Type Galaxies in the Hubble Deep Field NorthBased on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS 5–26555. Based on observations obtained at the W. M. Keck Observatory, which is operated jointly by the California Institute of Technology and the University of California.

## 1 Introduction

As continued merging is a central prediction of hierarchical assembly models, much effort has been expended in attempting to detect a decline with redshift in the abundance of well-formed early-type galaxies (e.g., Im et al. 2002, Bell et al. 2003, Treu 2003). Present results are somewhat inconclusive, largely because of the lack of high resolution imaging data for sufficiently large samples, the difficulty disentangling luminosity evolution and changes in the number density, and the effects of large scale structure. The most comprehensive study to date is the analysis of a very large color-selected sample by Bell et al. (2003), who suggest that the stellar mass in red galaxies may have increased by a factor 2–3 between $`z=1`$ and $`z=0`$.

Two alternative routes to the formation history of field spheroidals have emerged in the past few years. Treu et al. (1999), van Dokkum et al. (2001) and others have attempted to constrain evolution in the fundamental plane (FP) differentially with respect to that observed in clusters. Differential tests are less sensitive to selection effects and provide valuable constraints on environmental trends expected in hierarchical models (e.g., Kauffmann 1996). Furthermore, the FP gives information on the mass-to-light ($`M/L`$) ratios of galaxies, which can be used to interpret the observed evolution of the luminosity function in terms of the underlying mass function. Again, current results are not yet conclusive. Field and cluster samples with $`z<0.5`$ have similar $`M/L`$ ratios (Kochanek et al. 2000; van Dokkum et al. 2001; Treu et al. 2001), but there are indications that differences set in at higher redshift (Treu et al. 2002).

A second development follows the discovery by Menanteau, Abraham, & Ellis (2001) that $``$25 % of field early-type galaxies in the Hubble Deep Fields (HDFs) show color inhomogeneities such as blue cores, quantified by non-uniformity measures across the resolved HST image. Such abnormalities may indicate recent (merger-induced) star formation and, if so, their study offers a possible route to an in situ mass assembly rate (Benson, Ellis, & Menanteau 2002). A key question therefore is the extent to which spectroscopic diagnostics of recent activity are seen in distant early-type galaxies (e.g., Barger et al. 1996).

In this Letter, we address the spectroscopic properties of a representative sample of HST-selected early-type galaxies in the HDF-N, with a median redshift $`z`$0.9. First we investigate whether the $`M/L`$ ratios of field and cluster early-type galaxies diverge beyond $`z0.5`$, as suggested by the work of Treu et al. (2002). Secondly, we consider the evidence for recent star formation and mergers using spectroscopic diagnostics. As the HDF-N represents a small sample, we consider this an initial exploration of these issues, demonstrating the value of more ambitious surveys now possible with wide field spectrographs such as DEIMOS (Faber et al 2002). We assume $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ throughout.

## 2 Data

### 2.1 Sample Selection and Spectroscopy

Early-type galaxies in HDF-N were selected morphologically from the catalog of Ellis, Abraham, & Dickinson (2001). The reliability of the classifications is discussed in some detail by Menanteau et al. (1999). Our present sample comprises a subset with $`I_{814}<22.5`$ and $`z>0.5`$. Spectroscopic redshifts are available for almost all of the HDF-N sources to our limit from Cohen et al. (2000).

Spectroscopic observations were conducted at the Keck I telescope using the Low Resolution Imaging Spectrograph (Oke et al. 1995) on 2000 March 29–30 and 2001 March 27–28. A 7 hour exposure in mediocre seeing was obtained in 2000 using the 600 lines mm-1 grating blazed at 7500 Å. Superior data were obtained in 2001 in good conditions, using the 600 lines mm-1 grating blazed at $`1\mu `$m. Between exposures the galaxies were moved along the slit to facilitate sky subtraction. The latter 12 hour exposures provided the bulk of the data comprising 10 targets. The instrumental resolution $`\sigma _{\mathrm{instr}}80`$ km s-1 at 8000 Å. The spectral coverage is approximately 7300–9900 Å. The data were reduced following standard procedures for dithered multi-slit data; the reduction of a very similar dataset is explained in detail in van Dokkum & Stanford (2003).

Internal kinematics were determined by fitting broadened template star spectra to the galaxy spectra. Fits were performed in real space, since S/N weighting and masking of spectral features is more troublesome in Fourier space (see, e.g., Kelson et al. 2000a for details). The template stars cover the wavelength range $`32005200`$ Å at high resolution (see van Dokkum & Stanford 2003). Velocity dispersions were derived for 9/10 targets (Table 1). The uncertainties do not include a systematic error of $`8`$ % as determined from varying the fitting region, template stars, and the continuum filtering. The S/N in the spectra ranges from 12 to 26 per Å . Studies at low redshift have shown that for S/N$`15`$ systematic effects begin to dominate the errors (e.g., Jørgensen, Franx, & Kjærgaard 1995), and we find that both the S/N and the formal errors indicate that the exposure time was just sufficient for measuring velocity dispersions of these faint galaxies.

### 2.2 Structural Parameters

For the FP analysis, effective radii $`r_e`$ and effective surface brightnesses $`\mu _e`$ were determined by fitting 2D $`r^{1/4}`$ models convolved with the PSF to the $`I_{814}`$ images (see, e.g., van Dokkum & Franx 1996; Kelson et al. 2000b). The drizzled “Version 2” data release of the HDF-N (Williams et al. 1996) was used for the analysis. We used four well exposed, non-saturated stars sampling the full spatial varation of the WFPC2 field to approximate the true PSFs. The rms range in structural parameters is $`6`$ % in $`r_e`$, and $`10`$ % in $`\mu _e`$. The errors are highly correlated, and the rms uncertainty in the product $`r_e\mu _e^{0.8}`$ which enters the FP is $`2`$ %. Median values of $`r_e`$ and $`\mu _e`$ (in units of $`I_{814}`$ magnitudes per square arcsecond) are listed in Table 1. To compare galaxies at different redshifts, surface brightnesses were converted to a common rest-frame band. For galaxies at $`z=0.81`$ the observed $`I_{814}`$ band closely corresponds to the rest-frame $`B`$ band; hence we transformed the $`I_{814}`$ surface brightnesses to rest-frame $`B`$ using the observed $`V_{606}I_{814}`$ colors, as explained in van Dokkum & Franx (1996).

## 3 Mean Ages from the Fundamental Plane

We determine the mean age of the stellar populations in $`z1`$ early-type galaxies from the evolution of the mean $`M/L_B`$ ratio (see Franx 1993). Although derivation of absolute ages from morphologically-selected samples is susceptible to progenitor bias (van Dokkum & Franx 2001), we can constrain the relative ages of field galaxies compared to those of cluster galaxies.

As demonstrated by, e.g., Treu et al. (2001), the evolving $`M/L_B`$ ratio can be derived from samples spanning a large redshift range by calculating the offsets of individual galaxies from the prediction of the locally determined FP. The nearby FP of cluster galaxies has the form $`r_e\sigma ^{1.20}I_e^{0.80}`$ in the $`B`$ band (Jørgensen, Franx, & Kjærgaard 1996), which implies that $`M/L\sigma ^{0.50}r_e^{0.25}M^{0.25},`$ assuming that early-type galaxies form a homologous family (Faber et al. 1987). Further assuming that the FP of distant field early-type galaxies has the same form as that in nearby clusters, the residual from the FP is related to an offset in $`M/L_B`$ ratio through

$$\mathrm{\Delta }M/L_B\sigma ^{1.50}r_e^{1.25}I_e^1$$
(1)
(see van Dokkum et al. 2001).

The $`\mathrm{\Delta }\mathrm{ln}M/L_B`$ ratios of the HDF-N galaxies are shown as a function of redshift in Fig. 2.1(a). Included are cluster galaxies, local field galaxies, and the field sample at $`0.15<z<0.55`$ from van Dokkum et al. (2001). We find $`\mathrm{\Delta }\mathrm{ln}M/L_B(1.25\pm 0.15)z`$ for the full sample of field galaxies, compared to $`\mathrm{\Delta }\mathrm{ln}M/L_B(1.12\pm 0.11)z`$ for clusters. Assuming the same rate of evolution for both samples and using the biweight estimator (Beers, Flynn, & Gebhardt 1990), we find a systematic offset between the HDF-N galaxies and cluster galaxies of $`0.14\pm 0.13`$ in $`\mathrm{ln}M/L_B`$. Assuming a Salpeter (1955) IMF and no systematic difference in metallicity, this offset corresponds to an age difference of $`16\pm 15`$ % at $`\overline{z}=0.88`$. The slow evolution of field galaxies that we measure strengthens conclusions from earlier work by Kochanek et al. (2000), Treu et al. (2001), and van Dokkum et al. (2001). Treu et al. (2002) find stronger evolution of $`\mathrm{\Delta }\mathrm{ln}M/L_B1.68_{0.37}^{+0.25}`$ for their field sample. This (marginally significant) inconsistency could be due to subtle morphological selection effects (see §4), differences in the analysis, or other effects.

In Fig. 2.1(b) we show the field FP viewed edge-on, with surface brightnesses corrected according to luminosity evolution of cluster galaxies. The FP is remarkably similar to that measured in local clusters (solid line). The biweight scatter in the HDF-N galaxies is $`0.1`$ in $`\mathrm{log}r_e`$. Larger samples are needed to determine the scatter more accurately, and to determine whether there is evolution in the tilt.

The similarity between cluster galaxies and field galaxies is remarkable in light of expectations from hierarchical galaxy formation models, which predict that field galaxies should be substantially younger than cluster galaxies. The Diaferio et al. (2001) models predict a difference of $`\mathrm{\Delta }\mathrm{ln}M/L_B0.6`$ (see van Dokkum et al 2001), which is ruled out by the data.

## 4 Evidence for Recent Mass Growth

Two galaxies deviate significantly from the general trends in Fig. 2.1, suggesting they have young stellar populations. The object with the lowest $`M/L_B`$ ratio (17) is the only galaxy in our sample with a blue core (Menanteau et al. 2001), which is likely associated with an active nucleus111Curiously our spectrum shows no evidence for nuclear activity. (Hornschemeier et al. 2000, Sarajedini et al. 2000). In Fig. 4 we show the ultra-deep WFPC2 images of these galaxies, after subtracting the best fitting $`r^{1/4}`$ laws. Remarkably, both deviating objects have morphological signatures indicative of recent accretion or mergers. These features have surface brightness $`\mu _{814}=24.525`$, and are detectable only because of the depth of the HDF images. None of the other seven galaxies show unambiguous deviations from axisymmetry. We conclude that there is tantalizing evidence for recent mass growth in the population of $`z1`$ early-type galaxies. Note that these anomalous objects were not excluded from the field vs. cluster comparison in § 3, although the $`M/L_B`$ ratios of these galaxies are highly uncertain (in particular for galaxy 17).

Residual images for two deviant objects in the FP, obtained by subtracting the best fitting $`r^{1/4}`$ law profiles (right panels). Both show clear non-axisymmetric residual structure, probably of tidal origin. The left panels show the pixel-by-pixel color variation. These faint structures could only have been reliably detected in the ultra-deep HDF data.

## 5 Evidence for Recent Star Formation

Whereas $`M/L_B`$ ratios are sensitive to the luminosity weighted mean age of stellar populations, age-sensitive spectral diagnostics such as the H$`\delta `$ absorption line provide information on the presence of (small amounts of) young stars (e.g., Barger et al. 1996). In Fig. 5 we show the mean spectrum of the ten early-type galaxies in our sample, created by normalizing each spectrum at $`\lambda _{\mathrm{rest}}=4050`$ Å. The median redshift $`\overline{z}=0.90`$, and the biweight average is $`\overline{z}_{\mathrm{BI}}=0.86`$. The S/N is non-uniform as the full wavelength region is not covered by every galaxy; it is highest ($`40`$) in the region near the Ca ii H and K break. Shown for comparison is the coadded spectrum of 356 red galaxies at $`0.30<z<0.35`$ in the Sloan Digital Sky Survey (SDSS; Eisenstein et al. 2003).

The mean spectrum clearly reveals prominent Balmer absorption lines in addition to weak \[O ii\] 3727 Å emission, in striking contrast to the color-selected, lower redshift SDSS spectrum. The equivalent widths are $`W_\lambda (\mathrm{H}\delta )=4.0_{0.5}^{+0.9}`$ and $`W_\lambda `$(\[O ii\])$`=1.7_{1.1}^{+0.5}`$, using bandpass definitions of Fisher et al. (1998). Uncertainties were derived by bootstrap resampling; we note that Balmer absorption lines at levels consistent with the average value can be detected in almost all individual spectra, albeit with lower significance (errors $`1.0`$ Å; Table 1).

Coadded rest-frame spectrum for 10 HDF-N early-type galaxies at $`\overline{z}=0.90`$. The Balmer absorption lines are clearly enhanced with respect to the (color-selected) $`\overline{z}=0.33`$ mean SDSS spectrum (Eisenstein et al. 2003). The SDSS spectrum is offset by 0.35 in $`F_\lambda `$.

## 6 Discussion

Our small sample of HDF-N galaxies tells a complex tale: the similarity of the $`M/L_B`$ ratios with those of cluster galaxies on one hand contrasts with evidence for recent accretion and star formation on the other. The Balmer absorption strength of $`4.0`$ Å is remarkably high, and exceeds the expectation from simple passive evolution of a single age population: taking $`2<z_{\mathrm{form}}<3`$ as the formation epoch of stars in cluster and field galaxies (van Dokkum & Franx 2001, and § 3), the Vazdekis (1999) models predict $`W_\lambda (\mathrm{H}\delta )1.0`$ Å for galaxies viewed at $`z0.9`$.

Our results can be explained consistently by postulating that a substantial fraction of the HDF-N galaxies experienced some recent star formation, but that the bulk of the stellar mass was formed at redshifts $`z2`$. We used the Vazdekis (1999) models to generate composite spectra consisting of a pre-existing, 2.8 Gyr old population containing the bulk of the stellar mass and a low mass young component of varying age. Such models naturally produce strong effects in the H$`\delta `$ line and only modest changes in $`\mathrm{log}M/L_B`$. As an example, a 0.5 Gyr old secondary star burst containing $`3`$ % of the total stellar mass gives $`W_\lambda (\mathrm{H}\delta )=3.5`$ Å and $`\mathrm{\Delta }\mathrm{ln}M/L_B=0.18`$, entirely consistent with the observations. We note that similar models have been proposed for nearby early-type galaxies by Trager et al. (2000).

It is difficult to unambiguously identify the physical origin of recent star formation in the HDF-N galaxies. Tidal features detected in two galaxies argue that at least in some cases the cause may be a merger or the capture of a satellite. The small mass associated with the young component argues against major mergers of gas-rich disk systems in the redshift interval $`1.0z1.5`$. Mergers between bulge-dominated, gas-poor systems are much more difficult to constrain, as they would not have a large effect on the $`M/L_B`$ ratios and do not develop well defined tidal tails (e.g., Barnes 1988). Such mergers have been observed in clusters (e.g., van Dokkum et al. 1999), and were recently invoked to explain the inferred evolution of the luminosity density of red field galaxies (Bell et al. 2003).

Of course, we cannot yet exclude the possibility that the small HDF-N sample is special. The stacked spectrum of 15 “old” Extremely Red Objects (ERO) presented by Cimatti et al. (2002) shows no evidence for enhanced Balmer absorption, suggesting significant variation in the properties of $`z1`$ early-type galaxies depending perhaps on how they are selected. Only by correlating morphologies, $`M/L`$ ratios, colors and spectral features of large samples is it likely that a quantitative assembly history for $`z1`$ early-type galaxies can be determined.

We thank Felipe Menanteau and Bob Abraham for their significant contributions in the early stages of this project and acknowledge discussions with Joshua Barnes, Andrew Benson, Jarle Brinchmann, Alan Dressler, Jim Gunn and Tommaso Treu. We thank the anonymous referee for constructive comments which improved the manuscript. This work was partly supported by STScI grant HST-AR-09541.01-A. The authors recognize and acknowledge the cultural role and reverance that the summit of Mauna Kea has always had within the indigenous Hawaiian community. We are most fortunate to have the opportunity to conduct observations from this mountain.


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# Constraining the Cosmic Star Formation Rate with the MeV Background

## 1 The MeV Background

The CGB in the MeV regime has been studied by HEAO-1 A4 ,SMM , and COMPTEL . Supernovae (mostly of type Ia) are the dominant contributors in this energy regime . We previously demonstrated that SNII ,GRBs, and Cen A-like (FRI) radio galaxies (without density evolution ) can account for a few percent of the observed flux. Below $``$ 300 keV the contribution from Seyfert galaxies dominates (e.g.,), while blazars dominate above $``$ 100 MeV , but see Scharf $`\&`$ Mukherjee  for a discussion of alternatives. Based on the known gamma-ray spectra of these sources one may expect a CGB spectrum that displays significant changes in spectral index or even gaps. The data (Figure 1) do not show a gap, but the spectral profile does undergo a transition from the Seyfert regime to the blazar regime. The predicted gamma ray flux from SNIa fills the intermediate energy band at the approximately right level, but the detailed spectral shapes at the Seyfert-SNIa and SNIa-blazar interfaces are not fully explained by existing theoretical models.

## 2 Star Formation Rates

The CGB flux from SNIa depends on the cosmic Star Formation Rate (SFR), which is a sensitive function of redshift. The first published SFR(z) for z = 0 to 5 , now referred to as the “Madau Curve”, was based on the Hubble Deep Field - North (HDF-N). The data revealed a rapid increase from z=0 to z $``$ 1 by a factor of 20 or so, then a decrease for higher z. SNIa between z = 0 and z=2 contribute the bulk of the observed flux .

Several new estimates of SFR(z) have been published since the pioneering work of Madau. Some studies suggest a flat SFR after z = 1, others argue for a continued increase beyond z $``$ 1. A recent study  using the Hubble Deep Field - South (HDF-S) suggests that the original Madau estimate misses a dominant fraction of the ultraviolet luminosity density of the universe at high redshift, and that the Madau curve “at redshifts z $`<`$ 2 must be reduced by a factor of $``$ 2”. Their new SFR(z) increases from z =0 to 2 by a factor of only 2, but more rapidly above z = 2 (Figure 2). We re-calculated the CGB using the Lanzetta-SFR, and find that the CGB flux is lower by a factor of 3 (at 1 MeV) than the flux derived from Madau’s rate (Figure 3). Because other possible contributors to the CGB, as mentioned above, account for only a few $`\%`$ of the flux, we can not match the observed CGB with Lanzetta’s SFR. Unless there is a class of not yet recognized contributors to the MeV background, the Lanzetta-SFR appears inconsistent with the observed CGB. However, the SFR derived by Lanzetta et al. is only a lower limit. To make the predicted flux agree with the observed CGB the cosmic stellar production rate must be significantly larger than implied by Lanzetta et al..

## 3 New SFR with CGB

We also investigate the SFR obtained from Gamma-Ray Burst observations , which increases dramatically with redshift beyond z $`>`$ 1 (in contrast to most SFR estimates, which either saturate or decline for z $`>`$ 1, see Figure 2). The CGB flux with the Schaefer-SFR not only matches the observed CGB flux in the MeV regime, but also reduces the apparent Seyferts-SNIa gap in the few 100 keV regime (Figure 3).

The number of gamma-ray bursts with measured redshifts is still too small to consider the GRB-SFR to be the most reliable method of determining the cosmic star formation rate. However, the fact that the CGB flux based on Schaefer’s rate improves the match with the data does provide some additional support for the idea that GRBs trace the formation of massive stars (e.g.,Heger et al. ) and thus provide a unique probe of the very high redshift universe (Lamb $`\&`$ Reichart ).

## 4 Acknowledgement

The authors thank B. Schaefer for providing his SFR(z) prior to publication. K.W. greatly appreciate for the generous support given by the NIC7 LOC.