text:
# Anarchy in the neutrino sector?

\[

## Abstract

If the connection between the fundamental theory and neutrino mass matrices $`M_\nu `$ is sufficiently complicated all traces of underlying symmetries might be erased and an ’anarchical’ $`M_\nu `$, with random entries, can arise. It has been claimed that such random matrices generically prefer large mixing making unnecessary to invoke flavour symmetries to explain the observed pattern of neutrino mixing angles. A critical analysis of this idea (paying particular attention to the rôle of unphysical phases and coordinate dependence) shows that basis-independent, random $`M_\nu `$’s are not biased towards large values of the neutrino mixing angles, contrary to previous claims. As a result, the case for anarchy in the neutrino sector is considerably weakened.

\]

1. Introduction. In a series of three interesting papers  the idea that the measured neutrino parameters  could arise from a random mass matrix has been proposed and studied. A neutrino mass matrix with random entries could be the result of a fundamental theory that is itself complicated or that requires a convoluted mechanism (e.g. with several sources) for generating neutrino masses.

In ref. , a random scan of $`10^6`$ neutrino mass matrices (of Dirac, Majorana or see-saw type) is performed and the resulting distributions for mixing angles and for the ratio $`R\mathrm{\Delta }m_{sol}^2/\mathrm{\Delta }m_{atm}^2`$ are studied. The distributions for the atmospheric and solar angles peak at maximal mixing (which is welcome) while $`U_{e3}`$ is in general not particularly small (which can be a problem, or a promise for its measurement in the future). Finally, it is easy to get a small $`R`$ ($`0.1`$), especially in the see-saw case.

Ref.  sheds lihgt on the previous results by realizing that the distributions of mixing angles are in fact dictated by the requirement of basis independence of the random scan. If $`M_\nu `$ is diagonalized by a mixing matrix $`U`$ that belongs to a certain Lie group \[e.g. $`U(3)`$ for a complex $`3\times 3`$ Majorana $`M_\nu `$\], then the probability distribution for the mixing angles that parametrize $`U`$ follow the Haar measure of that Lie group. This nice property allows an analytic understanding of the predictions of anarchy.

Finally, ref.  tests the hypothesis of anarchy in the neutrino sector by performing a Kolmogorov-Smirnov (KS) test taking as data the observed neutrino mixing angles (choosing the best fit points for the solar and atmospheric mixing angles and leaving the CHOOZ angle free, but below its bound). The test should measure how well the anarchy hypothesis describes the data or, alternatively, see if the data are able to rule out this hypothesis (with some degree of C.L.). It is found that the KS probability in favor of the anarchy hypothesis is $`12\%`$.

In this letter, the predictions of the anarchy hypothesis for different types of neutrino mass matrices are carefully re-examined in section 2. This analysis shows that anarchy has no preference for certain ranges of mixing angles. In particular, there is no preference for maximal mixing. A critical analysis of statistical tests of the anarchy hypothesis, performed in section 3, confirms this result.

2. Mixing angles predicted by Anarchy. One of the main ingredients of the hypothesis of anarchy in the neutrino sector is the requirement of basis-independence in flavour space: i.e. the entries of $`M_\nu `$ are random numbers distributed in some specified range according to a flat probability density, that remains flat in any basis. As an example, take a $`2\times 2`$ real and symmetric $`M_\nu `$. Factoring out the absolute neutrino mass scale $`m`$, take the entries of $`\widehat{M}_\nu =M_\nu /m`$ as random numbers in the interval $`[1,1]`$ with uniform probability density. The differential probability density for each entry is simply $`d\widehat{M}_{ij}`$ and in the 3-D space $`\{\widehat{M}_{11},\widehat{M}_{12},\widehat{M}_{22}\}`$ that parametrizes $`\widehat{M}_\nu `$, the differential probability density is given by the 3-form $`dP=d\widehat{M}_{11}d\widehat{M}_{12}d\widehat{M}_{22}`$. It is straightforward to prove the invariance of $`dP`$ under rotations in flavour space. (This result can be extended to more general matrices: for complex entries one simply uses $`d\widehat{M}_{ij}d\mathrm{}e\widehat{M}_{ij}d\mathrm{}m\widehat{M}_{ij}`$.) A uniform probability density for the entries of $`\widehat{M}_\nu `$ is not enough to guarantee basis-independence. The range in which these entries can vary must also be a basis-independent domain. In the previous example, this domain was a cube, which is not rotation-invariant, but one can simply take $`\widehat{M}_{ij}`$ inside a sphere of some specified radius: $`\mathrm{T}r\widehat{M}_\nu ^{}\widehat{M}_\nu <r^2`$.

Once the basis-independence of the random matrices is enforced, the mixing matrices $`U`$ that diagonalize them are distributed in a well determined way: if the $`U`$’s are matrices of a given Lie group, the differential probability density for $`U`$, $`d\mathrm{\Omega }`$, is simply the invariant Haar measure of that Lie group (see ). In terms of the invariant Maurer-Cartan 1-forms $`\omega ^ai\mathrm{T}rT^aU^1dU`$, where $`T^a`$ are the generators of the Lie group, then $`d\mathrm{\Omega }=ϵ_{a_1,a_2,\mathrm{}a_N}\omega ^{a_1}\mathrm{}\omega ^{a_N}`$, with $`N`$ the dimension of the group.

Let us now examine in turn several examples of Majorana mass matrices (the results can be extended to Dirac or see-saw matrices).

2.1 Real $`\mathrm{𝟐}\times \mathrm{𝟐}`$ $`𝐌_\nu `$

These matrices are diagonalized by rotations, $`UR(\theta )`$, so that the corresponding Lie group is $`U(1)`$ and $`d\mathrm{\Omega }=d\theta `$, which is explicitly rotation invariant. The distribution of the mixing angle $`\theta `$ is therefore flat and no mixing angle is preferred. The conclusions of ref.  are different: by writing $`d\theta =d\mathrm{sin}^22\theta /(2\mathrm{sin}4\theta )`$ it is shown that the distribution of $`\mathrm{sin}^22\theta `$ peaks at zero and maximal angles, which are claimed to be preferred. Such peaks, however, do not imply that angles near zero or maximal mixing are favored: these peaks are simply the result of using a particular coordinate in the circle, $`\mathrm{sin}^22\theta `$, which distorts the uniform distribution in angles. To see this even more clearly, notice that we have not specified in what basis we are measuring $`\theta `$. We would find peaks for $`\mathrm{sin}^22\theta `$ in any basis, but if they were to imply a preferrence for maximal and zero mixing, one arrives at the paradoxical conclusion that different physical angles are preferred depending on the basis used.

Given the flat distribution in $`\theta `$, all one can say is that large mixing angles are not unlikely. The relative likelihood of finding $`\theta `$ in a region near zero mixing or in a region near maximal mixing is simply given by the relative size of the two regions. In section 3 we discuss the statistical tests that might be applied to data in order to see how well they support the anarchy hypothesis.

2.2 Complex $`\mathrm{𝟐}\times \mathrm{𝟐}`$ $`𝐌_\nu `$

These Majorana matrices are diagonalized by $`U(2)`$ matrices that can be written as $`U=\mathrm{exp}[i(\eta I_2+\omega \sigma _3)]R(\theta )\mathrm{exp}[i\varphi \sigma _3]`$, where $`\eta `$ and $`\omega `$ are unphysical phases, $`\theta `$ is the rotation angle and $`\varphi `$ a $`CP`$ violating phase. The distributions of these quantities in the anarchy scenario follow from the $`U(2)`$ Haar measure

$$d\mathrm{\Omega }=ds_\theta ^2d\eta d\omega d\varphi ,$$
(1)
(with $`s_x\mathrm{sin}x`$). Rewriting $`ds_\theta ^2=s_{2\theta }d\theta `$, ref.  concludes that, in this case, maximal mixing is preferred. This conclusion, which seems now inescapable, leaves still the paradox that the preferred angle seems to depend on the basis chosen to measure $`\theta `$ (in spite of the fact that $`d\mathrm{\Omega }`$ is indeed basis independent). One might argue that the measured $`\theta `$ is defined in the flavour eigenstate basis and therefore such basis should be used. However, one should be allowed to determine the probability distributions and the most probable angle in a rotated basis, provided one rotates back later to the flavour eigenstate basis. The paradox is that, doing so, the final result for the expected $`\theta `$ depends on the intermediate rotated basis used.

In order to understand why, according to (1), $`\theta =\pi /4`$ seems to be preferred while $`\theta =0`$ is disfavoured, it is useful to inspect the explicit expressions for the invariant Maurer-Cartan forms:

$$\begin{array}{cc}\omega ^1=d\eta ,\hfill & \omega ^2=s_{2\theta }c_{2\varphi }d\omega s_{2\varphi }d\theta ,\hfill \\ \omega ^3=s_{2\theta }s_{2\varphi }d\omega +c_{2\varphi }d\theta ,\hfill & \omega ^4=c_{2\theta }d\omega +d\varphi ,\hfill \end{array}$$
(2)
with $`d\mathrm{\Omega }=\omega ^1\omega ^2\omega ^3\omega ^4`$. We see that, for $`\theta 0`$ one has $`\omega ^2\omega ^30`$, while this is not the case for finite values of $`\theta `$ due to the presence of $`d\omega `$ terms. In other words, the subspace of parameter space corresponding to $`\theta =0`$ has one dimension less than that for $`\theta =\theta _00`$ and the extra volume associated with the latter case opens up in the direction of the unphysical parameter $`\omega `$. However, all matrices related to each other by changes in an unphysical parameter should be considered as physically indistinguishable and therefore the preference for maximal mixings does not stand on firm ground.

Keeping the unphysical phases $`\eta ,\omega `$ helps dealing with basis independence but introduces a bias in the distributions of physical parameters. How do we get rid of this problem? We simply fix $`\eta =\omega =0`$, which we are free to do for any $`M_\nu `$. The crucial point is that this condition is rotation invariant, as can be readily checked. After fixing this ‘gauge’, $`\theta `$ transforms under a rotation by angle $`\alpha `$ simply by $`\theta \theta +\alpha `$ while the phase $`\varphi `$ does not change (notice that in the presence of non-zero unphysical phases the transformation properties under rotations are more complicated). Therefore, after ’gauge-fixing’, the only volume element in the space $`\{\theta ,\varphi \}`$ that is rotation invariant must be of the form

$$d\mathrm{\Omega }_{gf}=(\varphi )d\theta d\varphi .$$
(3)
Because invariance under rotations is not enough to fix $`(\varphi )`$ in (3), further assumptions besides anarchy are necessary to make any prediction about the distribution of the phase $`\varphi `$. This situation is similar to that of the distribution of mass eigenvalues  which are unknown functions of mass differences. In analogy with that case, one might choose these functions in such a way as to get a volume element in parameter space that is simple when expressed in terms of mass matrix elements. Such choice is useful to generate samples of random matrices like in  but now in a ’fixed gauge’; however, its theoretical motivation is not clear. A simple choice for a rotation invariant volume element (in terms of matrix entries) is $`dV_{gf}=d\mathrm{}eM_{11}d\mathrm{}eM_{22}d\mathrm{}eM_{12}d\mathrm{log}\mathrm{}mM_{12}`$, which leads to

$$dV_{gf}=2(m_1m_2)dm_1dm_2c_\varphi ^2d\varphi d\theta .$$
(4)
This privileges small values of $`\varphi `$ but, as explained, other choices of invariant volume are possible. The uncertainty in the distribution of $`\varphi `$ does not affect the distribution of $`\theta `$, which is again flat: all mixing angles are equally probable and the comments at the end of section 2.1 apply also to this case.

2.3 Real $`\mathrm{𝟑}\times \mathrm{𝟑}`$ $`𝐌_\nu `$

A symmetric real $`M_\nu `$ can be diagonalized by an orthogonal matrix $`U`$ belonging to $`SO(3)`$. The parametrization $`U=R_{23}(\theta _1)R_{31}(\theta _2)R_{12}(\theta _3)`$, with $`R_{ij}(\theta )`$ a rotation in the plane $`ij`$ by an angle $`\theta `$, is quite convenient to discuss neutrino oscillations. The angle $`\theta _3`$ is the relevant angle for the oscillations of solar neutrinos, $`\theta _2`$ is the small mixing angle bounded by CHOOZ experiment and $`\theta _1`$ is the relevant angle for the oscillations of atmospheric neutrinos . The differential probability distributions for the mixing angles $`\theta _i`$ derived from anarchy is then dictated by the $`SO(3)`$ invariant Haar measure

$$d\mathrm{\Omega }=d\theta _1\mathrm{cos}\theta _2d\theta _2d\theta _3.$$
(5)
In order to understand better what are the implications of (5) concerning the likelihood of different values for the mixing angles, it is convenient to switch to a different parametrization of $`U`$. Let $`\stackrel{}{n}`$ be the axis of rotation in flavour space \[parametrized in terms of polar angles $`\alpha ,\beta `$ as $`\stackrel{}{n}=(s_\beta c_\alpha ,s_\beta s_\alpha ,c_\beta )`$\], and $`\theta `$ the rotation angle. We can then write $`U=R_{12}(\alpha )R_{31}(\beta )R_{12}(\theta )R_{31}(\beta )R_{12}(\alpha )`$. In terms of these parameters one obtains

$$d\mathrm{\Omega }=d\alpha \mathrm{sin}\beta d\beta \mathrm{sin}^2(\theta /2)d\theta .$$
(6)
For a fixed value of $`\theta `$ this measure is just that on the sphere ($`d\alpha \mathrm{sin}\beta d\beta `$) with polar coordinates $`\alpha ,\beta `$. Although this measure is zero for $`\mathrm{sin}\beta =0`$, this does not mean that rotations along the $`z`$ axis are disfavoured but rather that the distribution of the rotation axis $`\stackrel{}{n}`$ is uniform in flavour space, as it should be the case if one starts with a rotation-invariant mass matrix. A useful analogy is to consider a uniform distribution of points over the surface of the Earth. In terms of longitude ($`\alpha `$) and latitude ($`\beta `$) the probability density has the same form as above and the expected number of points inside a certain region is simply proportional to its area no matter where this region is on the surface of the Earth.

The previous discussion shows that in order to make meaningful statements about what angles are preferred, one should take into account the area (or volume) of the regions of parameter space that are compared. What anarchy implies, as encoded in (5), is that all regions of parameter space are equally likely. The ’preference’ for small $`\theta _2`$ in (5) is due to the fact that the volume of parameter space with small $`\theta _2`$ is larger \[in the same sense that $`\beta 0,\pi /2`$ is disfavored in (6) because the area of the poles is smaller than the rest of the Earth’s area\].

2.4 Complex $`\mathrm{𝟑}\times \mathrm{𝟑}`$ $`𝐌_\nu `$

A complex symmetric $`M_\nu `$ is diagonalized by a $`U(3)`$ matrix that may be written in this way: $`U=\mathrm{d}iag(e^{i\alpha _1},e^{i\alpha _2},e^{i\alpha _3})`$ $`R_{23}(\theta _1)`$$`e^{i\delta \lambda ^{}}`$$`R_{13}(\theta _2)`$ $`e^{i\delta \lambda ^{}}`$$`R_{12}(\theta _3)`$ $`\mathrm{d}iag(e^{i(\xi _1+\xi _2)},e^{i\xi _1},e^{i\xi _2})`$ with $`\lambda ^{}=\mathrm{d}iag(1,0,1)/2`$. In this notation $`\alpha _{1,2,3}`$ are unphysical phases. The distribution of angles and phases according to the original idea of anarchy would then follow the distribution

$`d\mathrm{\Omega }=ds_3^2dc_2^4ds_1^2d\delta d\xi _1d\xi _2d\alpha _1d\alpha _2d\alpha _3`$

which corresponds to the $`U(3)`$ Haar measure. This results from combining 9 invariant Maurer-Cartan forms (straightforward to compute but lengthy).

As was discussed for the complex $`2\times 2`$ case, one cannot use $`d\mathrm{\Omega }`$ above to extract physical implications without getting rid of the unphysical degrees of freedom (which otherwise affect the distribution of physical parameters). This problem is solved by ’choosing a gauge’ like $`\alpha _1=\alpha _2+\delta `$ and $`\alpha _2=\alpha _3=\xi _2`$, which is invariant under rotations of basis. The invariant volume element after this gauge-fixing is of the form

$`d\mathrm{\Omega }_{gf}`$ $`=`$ $`(\delta 3\xi _2)𝒢(s_\delta s_3c_3)(c_2d\theta _1d\theta _2d\theta _3)`$ (8)
$`(d\xi _1d\xi _2d\delta /s_\delta ).`$
This volume element is composed of three parts: $``$ and $`𝒢`$ are unknown functions of their invariant arguments; the angular element is the volume element for real $`3\times 3`$ matrices (5), which corresponds to a homogeneous distribution of mixing angles; and finally there is a phase volume element. The predictions of anarchy for the angles $`\theta _1`$ and $`\theta _2`$ are similar to those of the real $`3\times 3`$ case: all values of $`\theta _1`$ are equally likely; small $`\theta _2`$ is preferred due to volume effects. Without further assumptions on the form of $``$ and $`𝒢`$, anarchy does not make more detailed predictions for $`\theta _3`$ and the physical phases (except for the prediction of a flat distribution for $`\xi _1`$). If $`𝒢(x)=x`$, $`d\mathrm{\Omega }_{gf}`$ gives a preference for large solar mixing.

3. Statistical test of the hypothesis of anarchy

In order to assess how likely it is that the observed neutrino angles arise from a distribution dictated by the hypothesis of anarchy, ref.  performs an statistical test as follows. Consider for simplicity the solar angle $`\theta _3`$ and assume that the probability density is flat in $`x=\mathrm{sin}^2\theta _3`$ (as was the prediction for $`3\times 3`$ complex Majorana matrices in ref. , revised in this paper) and take $`x`$ as a random variable in the interval $`[0,1]`$ (the same analysis applies to a flat distribution in $`d\theta `$, with $`x=2\theta /\pi `$). Experimentally, the best fit point for solar oscillations corresponds to $`x_e=0.3`$. Based on this, ref.  tests the anarchy hypothesis using standard methods, by comparing the distribution function predicted by anarchy, $`F(x)=_0^xf(x^{})𝑑x^{}=x`$, with the ’empirical’ distribution function, $`F_e(x)`$, obtained from the best guess probability density, $`f_e(x^{})=\delta (x^{}x_e)`$, that leads to $`F_e(x)=_0^xf_e(x^{})𝑑x^{}=\mathrm{\Theta }(xx_e)`$. The mismatch between the two distribution functions is measured by the (two-sided) Kolmogorov-Smirnov statistic

$$D=max_x[|F_e(x)F(x)|].$$
(9)
The higher $`D`$ is, the worst $`F(x)`$ accomodates the observed data. More precisely, the probability of obtaining a worse value of $`D`$ from a different observed $`x`$ is

$$P(DD_e)=\{\begin{array}{cc}2x_e,\hfill & \mathrm{i}fx_e1/2\hfill \\ 2(1x_e),\hfill & \mathrm{i}fx_e1/2\hfill \end{array}$$
(10)
where $`D_e`$ is the KS statistic for $`x_e`$. It is clear that, according to this procedure, the value $`x_e=1/2`$ (i.e. maximal mixing) is the best possible result in favor of the anarchy hypothesis.

This is a puzzling result. How can a single data point be able to provide evidence in favor of a flat distribution at all? Why should data values close to $`x_e=1/2`$ be the best support for a flat probability distribution for $`x`$? While this seems reasonable for $`x=\mathrm{sin}^2\theta _3`$ it is certainly not for $`x=2\theta /\pi `$, and ref.  uses the above test, without modification, also for distributions flat in $`x=\mathrm{cos}^4\theta `$. There are three problems with the previous analysis.

The first is that $`x`$ is an angular variable ($`0\theta <\pi /2`$ is mapped into the interval $`[0,1]`$ with $`x=0`$ and $`x=1`$ corresponding to the same physical point) and the test used is suited for linear variables. In fact the statistical analysis of angular or directional data requires some departure from the usual linear statistical methods and there is a well developed corpus of knowledge on this topic (for an introduction to this subject see e.g. ) which is relevant in many areas of science, from the analysis of directional patterns in bird migration to magnetic pole wandering, coincidence of planetary orbital planes or distribution of earthquakes in the globe, among others. The version of the Kolmogorov statistic that is best suited to angular random variables is Kuiper’s test , defined as

$$D=max_\theta [F_e(\theta )F(\theta )]+max_\theta [F(\theta )F_e(\theta )].$$
(11)
This statistic has the desirable property of being independent of the choice of origin for $`\theta `$ (see Appendix for a simple proof), which is not the case for the linear Kolmogorov statistic, Eq. (9).

However, the previous improvement is not sufficient in view of the second problem: the smallness of the sample. One can easily see that the Kuiper statistic for a single random draw, $`\theta _e`$, is $`D_e=1`$, which is independent of $`x_e`$. Although this seems to be a reasonable result (it implies that a single data point cannot give evidence in favor or against the hypothesis of a flat probability distribution) it cannot be taken seriously because the Kuiper test is always $`D_e=1`$ for a single data point irrespective of the distribution being tested! One possible way out would be to improve the test by taking into account the difference between the distribution functions over the whole interval (’integral’ variants of the Kuiper test exist ) but, as we show below, these improvements would also be insufficient.

The third problem is that the K-S test is invariant under reparametrizations of $`x`$, e.g. it cannot tell apart distributions that are flat in $`x=\mathrm{sin}^2\theta `$ from those that are flat in $`x=2\theta /\pi `$, and this is inappropriate.

An alternative approach (for $`x=2\theta /\pi `$) is to enlarge the data sample by considering the origin, $`\theta _0=0`$, defined by the flavour basis, as another data point. In that case the probability of getting a fit worse than the observed one, according to the Kuiper test, is given again by Eq. (10) with $`x_e=2(\theta _e\theta _0)/\pi `$, which is explicitly rotation invariant. From this result one would conclude that $`\theta _e\theta _0\pi /4`$ would give the strongest support to a flat distribution and $`\theta _e\theta _00,\pi /2`$ the weakest, which agrees with the conclusions of Ref. . However, this result cannot be trusted. The reason is that even two points are too few to give evidence in favor of a flat distribution function: any set of two data points has the same probability of any other (this situation changes only for three or more data points).

We therefore abandon the attempt at performing a meaningful statistical test of the anarchy hypothesis, at least for uniformly distributed angles (in principle a partial test could be devised for angles which are not uniformly distributed, like $`\theta _2`$) and prefer to limit ourselves to the following estimate, similar to the analysis performed in Ref. . Assuming a large number of random neutrino mass matrices, we can estimate now what fraction of them will have angles in some neighbourhood of the observed values (say in a subspace $`v`$ of the total volume $`V`$). For $`3\times 3`$ real Majorana matrices \[or for complex ones with $`𝒢(x)=1`$ in Eq. (8)\], that fraction will be given simply by the ratio $`_v𝑑\mathrm{\Omega }/_V𝑑\mathrm{\Omega }`$. Using ranges similar to those in Ref.  ($`\mathrm{sin}^22\theta _2<0.15`$, $`\mathrm{sin}^22\theta _{1,3}>0.5`$) the interesting area is about a $`4.8\%`$ of the total. This number is similar to the one obtained in Ref.  for the real case (in which case we both agree on the angle distributions) before applying the cut in mass splittings. If $`𝒢(x)=x`$ is chosen in (8), then the preference for maximal solar mixing raises the previous percentage to 6.8%. Still, we regard this as a very small basis upon which to build the case in favour of anarchy. In contrast, attempts based on flavour symmetries fare considerably better  and are physically much more appealing: they imply that what we learn at low-energy from measurements of the parameters in the neutrino sector will be a window (with a view) to fundamental physics at much higher energies.

Appendix To see that the Kuiper’s test is invariant under rotations, note first that, due to the ’periodicity’ property of angular distribution functions, $`[F(\theta +2\pi )=F(\theta )+1]`$, any angular interval $`[\alpha ,\alpha +2\pi ]`$ is suitable to compute $`D`$ in Eq.(11). If we now change from the random variable $`\theta `$ to the rotated $`\theta ^{}=\theta +\alpha `$, the new distribution functions are $`F^{}(\theta ^{})=F(\theta +\alpha )F(\alpha )`$ and

$`D^{}`$ $`=`$ $`max_\theta ^{}[F_e^{}(\theta ^{})F^{}(\theta ^{})]+max_\theta ^{}[F^{}(\theta ^{})F_e^{}(\theta ^{})]`$ (12)
$`=`$ $`max_\theta [F_e(\theta +\alpha )F(\theta +\alpha )]F_e(\alpha )+F(\alpha )`$ (13)
$`+`$ $`max_\theta [F(\theta +\alpha )F_e(\theta +\alpha )]+F_e(\alpha )F(\alpha )`$ (14)
$`=`$ $`max_\theta [F_e(\theta )F(\theta )]+max_\theta [F(\theta )F_e(\theta )],`$ (15)
so that $`D^{}=D`$. A less straightforward proof of this property can be found in .

Acknowledgments: Useful discussions with Guido Altarelli, Alberto Casas, Concha González-García, Alejandro Ibarra and Raúl Rabadán are gratefully acknowledged. I also thank CERN, where most of this work was carried out, for hospitality and partial financial support.


format: text

text:
# New High Proper Motion Stars from the Digitized Sky Survey. II. Northern Stars with 0.5<𝜇<2.0″𝑦𝑟⁻¹ at High Galactic Latitudes.Based on data mining of the Digitized Sky Survey, developed and operated by the Catalogs and Surveys Branch of the Space Telescope Science Institute, Baltimore, USA.

## 1 Introduction

One of the main interests of large proper motion surveys is their use in identifying the low-luminosity stellar components of our Galaxy. Surveys of faint stars with large proper motions have traditionally been the most powerful means to identify intrinsically faint objects in the neighborhood of the Sun. In particular, the vast majority of all the known nearby red dwarfs, red subdwarfs, and white dwarfs, have first been identified as high proper motion stars.

The most extensive catalogs of high proper motion stars are the two catalogs by W. H. Luyten, published over 20 years ago. The LHS catalogue (Luyten 1979) lists 3602 objects with estimated proper motions $`\mu >0.500\mathrm{}`$ yr-1 and 867 other stars with estimated proper motions $`0.235<\mu <0.500\mathrm{}`$ yr-1. The NLTT catalogue (Luyten 1979) is essentially an extension of the LHS catalogs, and lists 58845 high proper motion stars, the majority of which have estimated proper motions $`\mu 0.18\mathrm{}`$ yr-1. The vast majority of the $`3000`$ solar neighborhood stars are listed as high proper motion stars in the Luyten catalogs. Furthermore, new nearby stars continue to be identified among LHS and NLTT stars, the majority of which still do not have any formal spectroscopic classification.

The LHS and NLTT catalogs are significantly incomplete in the Southern sky and at low galactic latitudes, leaving large expanses of the Solar neighborhood that still are very poorly surveyed for intrinsically faint stars. To remedy this, several new surveys of high proper motion stars are now being conducted on different parts of the sky. Most of the new, deep proper motion surveys are being conducted in the Southern sky. These include the Scholz et al. (2000) survey, the Calár-ESO proper motion survey (Ruiz et al., 2001), and the Liverpool-Edinburgh proper motion survey (Pokorny, Jones, & Hambly, 2003). These surveys are all based on analysis of photographic plate material obtained from the 1970s to the 1990s (the United Kingdom Schmidt Telescope survey and the ESO-schmidt survey). Thus far, little attention has been directed toward the northern sky since the publication of the Luyten catalogs (Monet et al., 2000). However, the northern Palomar Observatory Sky Surveys (POSS) represent one of the most interesting opportunities for proper motion investigations. The first and second epoch surveys (the 1950s POSS-I, and the 1990s POSS-II) together provide a large baseline of 35-45 years which provides better sensitivity to high proper motion stars, and greater accuracy on proper motion measurements.

The USNO-B1.0 all-sky catalog, recently made available (Monet et al., 2003), constitutes a major achievement in the characterization of the largest possible number of objects detected in the large photographic surveys. The northern part of the catalog is based on scans of the POSS-I and POSS-II plates. Besides providing relatively good astrometry and optical photometry for an unprecedented number of stars, the USNO-B1.0 also tentatively lists proper motions, when detected. However, a recent analysis of the proper motions in the USNO-B1.0 by Gould (2003) shows that the USNO-B1.0 in its current form cannot be used to assemble a complete catalog of high proper motion stars. The proper motion errors in USNO-B1.0 are relatively large and many stars known to have large proper motions are not detected as such. For example, the USNO-B1.0 does not correctly identify as high proper motion objects more than 10% of the Luyten stars. Furthermore, the USNO-B1.0 is too liberal in it identification of moving objects, and contains some 200$`\times `$ too many high proper motion star entries, the vast majority of which are bogus detections.

We have been conducting an independent analysis of the Palomar Sky Surveys, using a more direct approach to the detection of high proper motion stars. The SUPERBLINK software, developed by one of us (SL), works like an automated blink comparator, and uses a difference method to identify variable and moving objects in pairs of sky images obtained at two different epochs (Lépine Shara, & Rich, 2002)(- hereafter paper I). Our method has proved particularly successful in finding moving objects in densely populated regions, areas that have traditionally been avoided in proper motion searches. Furthermore, every object identified by our code is assigned a probability of being real, and the best candidates are all confirmed visually by direct inspection of the DSS images. As a result, the number of bogus detections is extremely low.

In Paper I we have presented the results of a search at low galactic latitudes ($`|b|<25.0`$) for stars with proper motions $`0.5<\mu <2.0\mathrm{}`$. Within a search area covering $``$9000 square degrees, we discovered 141 previously unreported high proper motion stars. In this paper, we extend our analysis to northern sky fields at higher galactic latitudes ($`|b|>25.0`$). In §2, we briefly describe our identification methods and our assignment of magnitudes. §2 compares our survey with the Luyten proper motion catalogs. The new stars discovered in our surveys are presented in detail in §4. In §5 we use reduced proper motion diagrams to separate the high proper motion stars into three classes of objects. A summary and conclusions follow in §7.

## 2 Proper Motion Search and Identification

The method used for the identification of high proper motion stars from Digitized Sky Survey images is described in detail in Paper I. We provide here only a brief summary.

The survey is based on Digitized Sky Survey (DSS) scans of the first and second epoch Palomar Observatory Sky Survey (POSS-I, POSS-II) in the red. The area covered by the POSS-I plates is divided into a grid of 642,900 square subfields $`17\mathrm{}\times 17\mathrm{}`$ in size, with a $`15\mathrm{}`$ grid spacing allowing for a significant overlap. For each subfield, a pair of DSS images (POSS-I, POSS-II) is retrieved and analyzed with the SUPERBLINK software. The code performs a superposition of the two images by minimizing the residuals after shifting and rotating the POSS-II image onto the POSS-I grid. The POSS-II red image is also degraded to match the resolution and quality of the POSS-I red image. The SUPERBLINK software then uses search algorithm to identify and characterize the differences in the two images. Variable stars, plates defects, and moving objects are identified and cataloged. Finders charts of candidate high proper motion stars, in the form of $`4.25\mathrm{}\times 4.25\mathrm{}`$ dual-epoch images, are generate by the code. These can be blinked on the computer, and prospective objects are all confirmed by visual inspection.

Once the existences of high proper motion stars are confirmed visually, we search for counterparts of the objects in large astrometric and photometric catalogs. For the current sample of high galactic latitude, high proper motion stars, we used the USNO-B1.0 catalog (VizieR catalog I/284) to obtain optical, photographic magnitudes, and the 2MASS All-Sky Point Source Catalog (PSC) to get infrared magnitudes. Since the USNO-B1.0 catalog is based on the same plate material, we do find counterparts for the majority of our confirmed high proper motion stars, although a small number of confirmed objects are notlisted in the USNO-B1.0, for reasons that are unclear at this point. Likewise, we do also find 2MASS counterparts for the majority of our stars, but a small number of faint objects do not show up, most likely because they are not detected in the infrared.

To this date, a total of 623,474 subfields, or $`97\%`$ of the sky north of $`\delta =3.0^{}`$, have been successfully processed with SUPERBLINK. Some 4,768 subfields ($`0.74\%`$) were rejected by the code for a variety of reasons, including the presence in the subfield of a very bright (R$`<5`$) star, a large plate defect, or an extended, saturated object such as the Andromeda Galaxy. The remaining 14,658 fields from our grid that have not been processed yet are mainly fields at very high declinations ($`\delta >+88.0`$), which we avoided because of potential problems in superposition, and subfields near the low declination limit of the POSS-I plates ($`3.0<\delta <1.0`$) which are not strictly part of the northern sky.

In the area north of $`\delta `$=0.0 analyzed by SUPERBLINK, we have identified a total of 1797 stars with proper motions $`0.500<\mu <2.000\mathrm{}`$ yr-1; 1146 at high galactic latitudes ($`|b|>25`$), and 651 at low galactic latitudes ($`|b|<25`$). We have obtained complete $`bri`$ magnitudes from the USNO-B1.0 for 1691 of the stars. Partial information, i.e. a magnitude in at least one of the photographic bands, was obtained for 64 more stars. We were unable to find a counterpart in the USNO-B1.0 catalog for the 42 remaining objects, although they all clearly show up in the DSS. Whenever a star didn’t have a counterpart in the USNO-B1.0 catalog in the $`r`$ band, we used the $`r`$ magnitude estimated by SUPERBLINK. Infrared $`JHK_s`$ magnitudes were found in the 2MASS All-Sky PSC for 1754 of our high proper motion stars; the remaining 43 stars most probably are too faint in the infrared to have been detected by 2MASS.

To estimate the astrometric errors in the positions derived by SUPERBLINK, we compare with the quoted positions of the 2MASS counterparts. On output, SUPERBLINK gives the position of the star at the epoch 2000.0. Given the proper motion vector, we extrapolate the position of each star at the epoch of the 2MASS observations. The distribution of errors between the SUPERBLINK and 2MASS positions are shown in Figure 1. The positions of the 2MASS counterparts, as given by the 2MASS All-Sky PSC, are accurate to about $`0.15\mathrm{}`$ in both RA and DEC. Our distribution of the differences between our positions and the 2MASS positions suggests there is a mean error of $`1.2\mathrm{}`$ on the absolute positions estimated with SUPERBLINK. These are admittedly much less accurate than the positions quoted in the USNO-B1.0 catalog, which are supposed to be accurate to $`0.2\mathrm{}`$. However, our absolute positions are entirely dependent on the accuracy of the POSS-I plate solutions calculated for the DSS, which we are using. Because we are shifting and degrading the POSS-II DSS image to superpose it on the POSS-I DSS image, we effectively lose much of the information provided by the superior POSS-II plates to determine absolute positions. In addition, most of the stars for which the SUPERBLINK absolute positions have errors $`>2\mathrm{}`$ are relatively bright objects ($`r<14`$) that have a saturated core on the POSS-I and POSS-II plates, and whose absolute position cannot be determined very accurately using the SUPERBLINK algorithms.

Actually, SUPERBLINK has been specifically designed to measure relative proper motions between two images, and not the absolute position of the stars. The relative position of a moving star between the POSS-I and POSS-II images is generally calculated to better than 0.4 arcsec, which yields an accuracy on the proper motion better than $`0.01\mathrm{}`$ yr-1. This can be verified by comparing the proper motions calculated for the LHS stars by SUPERBLINK with the proper motions given in the USNO-B1.0 catalog. The USNO-B1.0 catalog lists reasonably accurate proper motions for $`85\%`$ of the 1199 high proper motion stars identified with SUPERBLINK at high galactic latitudes. The other $`15\%`$ of the stars have proper motions quoted in the USNO-B1.0 that are clearly inaccurate, and most of them are actually listed as not having any measurable proper motion. Figure 2 shows the distribution of the difference between the proper motions estimated with SUPERBLINK, and those given in the USNO-B1.0 catalog. The difference is generally smaller than $`\pm 0.01\mathrm{}`$ yr-1, which confirms our estimates of the proper motion errors from SUPERBLINK. The proper motion errors quoted in the USNO-B1.0 catalog are often much larger than $`0.01\mathrm{}`$ yr-1, and the “wings” of the distribution in Figure 2, extending beyond $`\pm 0.01\mathrm{}`$ yr-1, correspond to those stars with larger proper motion errors in the USNO-B1.0 catalog. There also appears to be a systematic difference of 0.004$`\mathrm{}`$ yr-1 in the proper motions measured in declination by SUPERBLINK and those listed in the USNO-B1.0. The source of this systematic difference is unclear at this point, but in any case it is smaller than our adopted error of $`\pm `$0.01$`\mathrm{}`$ yr-1 for the relative proper motions measured by SUPERBLINK.

## 3 Comparison with the Luyten proper motion catalogs

We have cross-correlated the list of high proper motion stars identified with SUPERBLINK with a list of objects comprising all stars listed in the two main Luyten catalogs (LHS, NLTT). Overall, 1593 of the 1797 stars recovered by SUPERBLINK were matched to stars listed in the Luyten catalogs. This left 204 stars not listed in the LHS or NLTT catalog. Some 138 of those stars were found at low galactic latitudes ($`|b|<25.0`$) and have already been presented in Paper I. The remaining 66 new high proper motion stars, found at higher galactic latitudes, are presented in §4 below.

Our software also recorded 111 more stars, which we found to have proper motions in the range $`0.300<\mu <0.500\mathrm{}`$ yr-1, but which were matches to stars listed in the Luyten catalogs as having $`\mu >0.500\mathrm{}`$ yr-1. Likewise, 56 of the stars found by SUPERBLINK with $`\mu >0.500\mathrm{}`$ yr-1 were listed in the LHS or NLTT catalog as stars with proper motions $`0.420<\mu <0.500\mathrm{}`$ yr-1. This expected blurring near the survey cutoff is the result of proper motion errors in both Luyten’s and in our own survey.

On the other hand, there are a number of northern stars listed in the Luyten catalogs as having $`\mu >0.5\mathrm{}`$ yr-1 that SUPERBLINK did not recover. These include 33 stars with proper motions larger than the upper limit of our survey ($`\mu >2.0\mathrm{}`$ yr-1), which our code could not possibly have recovered and are thus not considered true “misses”. Another 10 Luyten stars were in subfields rejected by SUPERBLINK (see §2). There are another 19 stars that are listed individually in the Luyten catalog but are actually closer companions to brighter stars, and are unresolved on the POSS plates. In all cases, our software either did identify at least the primary star correctly, or the unresolved pair was identified as a single moving object. We do not now consider these as true “misses” either since at least the stellar system was correctly identified. In our Paper I analysis, however, we happened to count these stars as true misses, which at the time gave the impression that SUPERBLINK somehow had problems identifying moving stars in the $`11<r<13`$ magnitude range; this is not the case. It is a fact, however, that SUPERBLINK systematically misses all stars brighter than $`r=8`$, and misses a significant fraction of stars in the magnitude range $`9<r<11`$. On the DSS images, these very bright stars appear as very saturated, extended objects with diffraction spikes and halos. These are not processed very efficiently by the code, and most are simply rejected. Thus, there were 245 very bright Luyten stars ($`r<11`$) that were missed by our code.

Finally, there were 11 faint ($`12.7<r<19.2`$) Luyten stars that SUPERBLINK did not recover. We were completely unable to find 4 of these stars (LHS1657, LHS1986, NLTT22764, NLTT11999) even by direct visual inspection of the DSS images, and we suspect these might be bogus. The other 7 faint high proper motion stars missed by SUPERBLINK were found by visual inspection of the DSS images. The software missed those for reasons that are not entirely clear, but all those objects happen to be in the proximity of a brighter star on at least one of the POSS images, which might explain why the software had trouble locating them.

The new, updated distribution of northern stars with $`0.5<\mu <2.0\mathrm{}`$ yr-1 as a function of magnitude is shown in Figure 3. It is compared to the old distribution based on the LHS catalog. The peak of the distribution has shifted very little towards fainter magnitudes and has stayed around $`r=14`$. While there are now significantly more faint high proper motion stars known, there still appear to be a sharp drop beyond $`r=18`$. The high success rate of SUPERBLINK for the identification of $`r=18`$ high proper motion stars strongly suggests that this feature is real, and that if any $`r=19`$ stars have been missed by SUPERBLINK, there should be very few of them.

We are now in a position to directly determine the completeness of the LHS catalog for the northern sky. Figure 4 plots the completeness of the LHS catalog as a function of magnitude, in the assumption that the census of high proper motion stars in the northern sky is now complete. The figure shows that the LHS catalog was complete down to r=12. Then the completeness dropped steadily, to fall below 50% for stars with r=18. Overall, the LHS catalog was about 90% complete for stars down to r=19, as was correctly estimated by Monet et al. (2000). At this point, however, the question of the completeness of the LHS catalog becomes of purely historical interest, since our proper motion survey now clearly supersedes Luyten’s for the northern sky.

## 4 Estimated completeness of our survey

Our recovery rate of Luyten stars as a function of magnitude is plotted in Figure 5. Overall, the success rate for the recovery of Luyten stars exceeds $`99.5\%`$ in the magnitude range $`11<r<19`$. In high galactic latitude fields, stars appear as isolated objects most of the time, and are picked out very easily by the code. The fact that the very few Luyten stars that SUPERBLINK missed were are in the vicinity of brighter objects, suggest that proximity to a brighter star must indeed be responsible for most of the non-detections. For a star to be missed by SUPERBLINK, it has to be blended with a brighter object in both the first and the second epoch. The chance for this to occur depends on the local stellar density in the field, which means that most of the stars missed by SUPERBLINK must reside in low galactic latitude fields. The chance of a non-detection also depends on the magnitude of the star, since it is easier for a fainter star to hide in a crowded field than for a very bright star. For similar reasons, the Luyten catalog was significantly more incomplete at low galactic latitudes.

At high galactic latitude, the probability of a chance alignment with a brighter star at both the POSS-I and POSS-II images is very small ($`<1\%`$). Hence we are confident that SUPERBLINK probably detected $`99\%`$ of the high proper motion stars down to at least $`r=18`$. Our main concern is with the crowded, low galactic latitude fields, where chance alignments are much more common, and where the probability of a non-detection is much larger.

A simple way to test the effects of crowding on the detection of high proper motion stars is to compare the number of stars detected at high and low galactic latitudes. A sample of high proper motion stars selected above a fixed threshold (in our case $`\mu >0.5\mathrm{}`$ yr-1) is not expected to be distributed uniformly across the sky. Disk stars toward the apex and antapex tend to have smaller proper motions than those lying in a direction perpendicular to the Sun’s motion. Since the apex is at $`b23^{}`$, we do expect to find fewer high proper motion, disk stars at low galactic latitudes. Halo stars also have an asymmetric motion on the sky, and those halo stars in the direction of galactic rotation and antirotation are expected to show smaller proper motions. Again, this results in a smaller number of stars, above the proper motion cutoff, that will be found at low galactic latitudes. On the other hand, if $`N_{b>25}(r)`$ is the number of stars of magnitude $`r`$ found at $`|b|>25`$, and if $`N_{b<25}(r)`$ is the number of stars of magnitude $`r`$ found at $`|b|>25`$, then we expect the ratio $`N_{b<25}(r)/N_{b>25}(r)`$ to be approximately constant. Since the detection of stars in crowded fields depends on the magnitude of the star, incompleteness will show up as a deficit of fainter stars in low galactic latitude fields.

This test is illustrated in Figure 6. The expected ratio value of the constant $`N_{b<25}(r)/N_{b>25}(r)`$ is determined using the brighter stars ($`10<r<14`$). For both the Luyten catalog and our survey, this ratio is $`N_{b<25}(r)/N_{b>25}(r)0.58`$. The ratio is smaller than what one would expect for a uniform distribution of stars over the sky (0.732), which shows that our concern about expecting fewer stars with $`\mu >0.5\mathrm{}`$ yr-1 at low galactic latitudes was justified. What Figure 6 reveals, however, is the significant incompleteness of the Luyten catalogs for stars $`r=15`$ and fainter. The error bars denote Poisson statistics errors. The value of the ratio provides a reasonable estimate of the completeness at low galactic latitude, provided that the completeness at high galactic latitude is high. Hence, the larger ratio in the last magnitude bin $`r=19`$ in Figure 6 is not significant since the census is probably incomplete at large galactic latitudes. However, both the Luyten survey and our own survey are significantly complete at high galactic latitudes down to $`r=18`$, and hence Figure 6 provides a reasonable means to estimate the completeness at low galactic latitudes.

Luyten’s census appears to be only 50% complete at $`|b|<25`$ for stars between $`r=15`$ and $`r=18`$. Our survey, on the other hand, seems to have recovered most of the missing stars, and appears to be significantly complete all the way down to $`r=17`$. There is marginal evidence for some missing stars at $`r=15`$, but the fact that the ratio at $`r=16`$ and $`r=17`$ is close to the expected value suggests that this is probably a statistical fluke. On the other hand, there is a significant lack of stars in the $`r=18`$ magnitude bin. Assuming that our survey is $`99\%`$ complete at high galactic latitudes down to $`r=18`$, then we are possibly still missing $`40\%`$ of $`r=18`$ stars at low galactic latitudes, which is about 9 stars.

## 5 New high proper motion stars discovered by SUPERBLINK

### 5.1 Stars reported elsewhere in the literature.

We identified 66 new high proper motion stars with $`\mu >0.5\mathrm{}`$ yr-1 that are not listed in the Luyten catalogs. Upon verification, we found that 9 of these had been previously reported in the literature. These stars are listed in Table 1. Here is a short description of how these stars were previously discovered.

#### 5.1.1 LSR1000+3155

This star is the faint companion to the bright nearby G star HD86728 (GJ376), discovered by Gizis et al. (2000a) from 2MASS data. The companion is an old, metal-rich M6.5 red dwarf. The system is at a distance of 14.9 pc.

#### 5.1.2 LSR1311+2923

This is the star GSC2U J131147.2+292348, identified in a proper motion survey for cool white dwarfs near the north galactic pole (Carollo et al., 2002). It is a peculiar, carbon rich DQ white dwarf. Carollo et al. (2002) computed the proper motion of the star using 6 photographic plates obtained at different epochs, and found a proper motion 0.477$`\pm `$0.005$`\mathrm{}`$ yr-1. This is significantly smaller than our 0.505$`\mathrm{}`$ yr-1, and requires further investigation. While Carollo et al. (2002) cites calculated proper motions $`[\mu _{RA},\mu _{decl}]=[0.382\pm 0.002,0.286\pm 0.005]\mathrm{}`$ yr-1, SUPERBLINK finds $`[\mu _{RA},\mu _{decl}]=[0.374\pm 0.010,0.340\pm 0.010]\mathrm{}`$ yr-1, which shows that the discrepancy arises only in the determination of $`\mu _{decl}`$. For comparison, we looked for the proper motion of that star in the USNO-B1.0 catalog. The USNO-B1.0 quotes this star as having proper motion components $`[\mu _{RA},\mu _{decl}]=[0.380\pm 0.004,0.332\pm 0.003]\mathrm{}`$ yr-1 which fall within the range of values estimated by SUPERBLINK. We therefore suspect that it is the value of $`\mu _{decl}`$ given by Carollo et al. (2002) that is probably in error.

#### 5.1.3 LSR1403+3007

This is the star 2MASSW J1403223+300755, discovered by Gizis et al. (2000b) in an survey for very cool objects based on large infrared to optical colors. The star is an M8.5 dwarf at a probable distance d$``$21.4pc.

#### 5.1.4 LSR1425+7102

This star was discovered by us with our SUPERBLINK code, and was presented in a previous paper (Lépine, Shara, & Rich, 2003). It is the first known representative of a type of ultra-cool subdwarf (spectral type sdM8.0).

#### 5.1.5 LSR1524+2925

This is the cool star 2MASS J1524248+292535, identified in the Two Micron All Sky Survey database from its large infrared to optical color (Reid et al., 2002). The star is a nearby M7.5 dwarf, at a distance of about 15pc.

#### 5.1.6 LSR1530+5608AB

This common proper motion binary system is composed of the stars J153055.62+560856.2 and J153055.62+560856.4. These stars were first identified as a proper motion pair by Monet et al. (2000), in a survey for faint high proper motion stars using extra POSS II plates. Spectroscopy shows both stars to be extreme subdwarfs. Although Monet et al. (2000) do not specify the spectral subtypes of the stars, an examination of their published Keck II spectrum suggest that LSR1530+5608A (=J153055.62+560856.2) is an esdM3.5, while LSR1530+5608B (=J153055.62+560856.4) is an esdM4.0. Following the spectral type to absolute magnitude relationships defined in Lépine, Rich, & Shara (2003), this places the system at a distance of about 100pc, and suggests a transverse velocity $`V_t240`$ km s-1, consistent with the pair being a member of the Galactic halo.

#### 5.1.7 LSR1615+3151

Although we found a reference to this star in the literature, it is here identified as a high proper motion object for the first time. This is the star CLS 100, identified as an M dwarf by Sanduleak & Pesch (1988), in an objective-prism survey. Very little information exists on this object. The absence of this star from the Luyten catalogs comes as a surprise, since this star is relatively bright (r=14) and does not lie in an especially crowded field.

### 5.2 Stars reported for the first time.

We present in Table 2 a set of 57 new stars with proper motion larger than 0.5$`\mathrm{}`$ yr-1. A search on Simbad confirms that none of these stars has ever been mentioned in the literature before. Finder charts for all the objects can be found in the Appendix. More than half of the new high proper motion stars are relatively faint ($`17<r<19`$) objects. Such faint stars were relatively difficult to find with Luyten’s methods, which explains why they were missed.

On the other hand, our list of new high proper motion stars does includes 24 objects with photographic red magnitude r=16 or brighter. Such bright objects should be relatively easy to find, which raises questions as to how they were missed by Luyten. One notices that, while LSR0848+0856 has a red magnitude $`r=13.6`$, it stands very close to the 9th magnitude star BD+092058 in the POSS-I image (it actually falls on one of the diffraction spikes). This might explain why it was missed by Luyten. The image of the $`r=14.8`$ star LSR0959+1739 is partially merged with that of another bright star on the POSS-I plate, which also makes its identification difficult; merged images of two or more stars tend to be identified as “non-stellar” by plate measurement scanners. LSR0150+0900 is also “merged” with another bright star on the POSS-I image, as are LSR1122+4809, LSR1302+3340, LSR1442+3255, LSR1604+0904, LSR1746+6953, and LSR2204+1505, while LSR1033+2559 comes very close to being merged with another star. LSR1421+4952, on the other hand, is partially merged with the image of a background galaxy. Since Luyten used the POSS-I survey as his first epoch, it thus clearly appears that proximity to a bright object was the main source of incompleteness for bright, high proper motion stars in the Luyten survey. Close examination also reveals that LSR0923+1817 and LSR1340+1902, while showing up as well-isolated objects in both the POSS-I and POSS-II images, must both have been merged with another bright star in the 1960s, at the time when Luyten obtained second epoch images for his proper motion survey. Our SUPERBLINK software was specifically designed in part to address this particular problem of “merged” stellar images, and our results now indicate that we have successfully achieved our goal.

The absence of LSR0939+7821, LSR1120+1953, LSR1254+7002, LSR1359+2635, and LSR1602+0131 from the Luyten catalogs is more difficult to explain. All these stars are reasonably bright, and make for very obvious proper motion identification. These are true “misses”, but there are so few of them overall that we can only emphasize the impressively high success rate that Luyten managed to achieve at high galactic latitudes for stars down to r=16.

## 6 Reduced proper motion diagrams and estimated stellar class

We have constructed reduced proper motion diagrams for all the stars recovered in our survey, by combining the USNO-B1.0 and 2MASS magnitudes with the proper motions measured with SUPERBLINK. The reduced proper motion in the $`r`$ band is defined as:

$$H_rr+5+5\mathrm{log}\mu =M_r+5\mathrm{log}v_t3.38,$$

where $`M_r`$ is the absolute magnitude, and $`v_t`$ the transverse velocity in km s-1. Reduced proper motion diagrams are made by plotting the reduced proper motion against a color, such as $`H_r`$ versus $`bi`$. The resulting plot is akin to an HR diagram but with an extra scatter of the points due to the $`5\mathrm{log}v_t`$ term. White dwarfs are well separated from the red dwarfs on a reduced proper motion diagram, just as they would be on an HR diagram. The beneficial effect of the $`5\mathrm{log}v_t`$ term is to separate old disk and halo subdwarfs, which generally have larger $`v_t`$, from the young disk dwarfs. Hence reduced proper motion diagrams are an easy way to discriminate white dwarfs, halo subdwarfs, and disk dwarfs, in a sample of stars for which we only have proper motions and magnitudes.

We adopt two different reduced proper motion diagrams, each of which depends on the availability of either complete $`bri`$ magnitudes from the USNO-B1.0 or $`K_s`$ magnitudes from 2MASS. The ($`H_r`$,$`rK_s`$) diagram was investigated by Salim & Gould (2002), and was found to be relatively efficient in discriminating between high proper motion dwarfs, subdwarfs, and white dwarf stars. To cover up for those stars too faint to show in the 2MASS survey, we also introduce here the ($`H_r`$,$`bi`$) diagram, which is based solely on the POSS photographic magnitudes, obtained from the USNO-B1.0 catalog. The two reduced proper motion diagrams are somehow complementary. Faint blue stars, like the white dwarfs, often fail to show up on 2MASS images, but we can almost always obtain $`bi`$ for them. On the other hand, very red faint stars, almost invariably show up in 2MASS (in available areas) and $`rK_s`$ is readily obtained, but these stars often do not record on the POSS-II $`b`$ plates, and so are lacking $`bi`$ colors.

We plot both the ($`H_r`$,$`rK_s`$) and ($`H_r`$,$`bi`$) diagrams in Figure 7. The left panels show the diagrams for the recovered LHS stars, for which the appropriate magnitudes are available. The right panels show the diagrams for the new high proper motion stars found by SUPERBLINK. Dashed lines separate the loci of the three general types of objects that are discriminated in the reduced proper motion diagrams. The regions are labeled “wd” for the white dwarfs, “sd” for the subdwarfs or halo dwarfs, and “d” for the disk dwarfs. The boundaries between the three regions are somewhat arbitrary, as there always is a significant scatter of data points in reduced proper motion diagrams. For the ($`H_r`$,$`rK_s`$) diagram, we use the limits defined by Salim & Gould (2002). To guide the tracing of the boundaries in the ($`H_r`$,$`bi`$) diagram, we have separately plotted on this diagram the stars that fell in each of the regions in the ($`H_r`$,$`rK_s`$) diagram, and for which both $`rK_s`$ and $`bi`$ was available.

We find the ($`H_r`$,$`bi`$) diagram to be just as efficient as ($`H_r`$,$`rK_s`$) in discriminating between white dwarfs and main sequence stars. On the other hand, the red dwarfs and subdwarfs are not as clearly separated in ($`H_r`$,$`bi`$) as they are in ($`H_r`$,$`rK_s`$). There appears to be a larger scatter in $`H_r`$ for a given value of $`bi`$ than there is for a given value of ($`rK_s`$). This is possibly due to the larger instrumental errors in $`bi`$, but may also reflect an actual intrinsic scatter in the $`bi`$ colors of red dwarfs and subdwarfs of a given luminosity, which could be the result e.g. of atmospheric activity in some of the stars.

We have determined stellar classes for all but one of the new high proper motion stars listed in Table 2. These stars are featured in at least one of the reduced proper motion diagrams. Several stars show up in both, and their position on the ($`H_r`$,$`rK_s`$) diagram was generally consistent with their position on the ($`H_r`$,$`bi`$) diagram. However there were a number of cases in which the positions were conflicting, and for those we gave precedence to the ($`H_r`$,$`rK_s`$) diagram, following our discussion above. Individual stellar classes are included in Table 2. One should keep in mind that the classes are only indicative, and that spectroscopy is required to confirm the class of a object. Stellar classes determined from the reduced proper motion diagram are however useful as a guide to follow-up observations.

Figure 7 shows that a particularly significant result of our new survey is the addition of a significant number of stars with very large reduced proper motion. The number of known stars with $`H_r>21`$ has been nearly doubled. Most of these objects are faint white dwarfs and subdwarfs. Follow-up observations of these stars could lead to significant advances in our knowledge of old white dwarfs and low-mass subdwarfs.

## 7 Conclusions

Our semi-automated survey for high proper motion in the northern sky, using the SUPERBLINK software, has been expanded and now covers over 97% of the sky north of $`\delta =0.0^{}`$. In Paper I, we had reported the discovery of 138 new northern ($`\delta =0.0^{}`$) stars with proper motions $`0.5<\mu <2.0=\mathrm{}`$ yr-1 at low galactic latitudes ($`|b|<25`$). To this, we now add 57 new high proper motion stars at high galactic latitudes ($`|b|>25`$). Our survey now includes 1797 northern stars with $`0.5<\mu <2.0=\mathrm{}`$ yr-1, all in the magnitude range $`7<r<20`$. Most objects are rediscoveries of stars listed in the LHS and NLTT catalogs. Our extremely high recovery rate ($`>99.5\%`$) of LHS and NLTT stars in the range $`11<r<19`$ suggest that our new survey has a very high completeness level in that magnitude range.

The SUPERBLINK software did not recover any star fainter than $`r=20`$ which is the magnitude limit of the POSS-I plates, used as our first epoch. The efficiency of SUPERBLINK was also shown to be limited for brighter stars ($`r<11`$), and nil for stars brighter than $`r=7`$. This however, is of little consequence since the vast majority of $`r<11`$ stars on the sky have already had their proper motions measured with the HIPPARCOS satellite. A combination of the bright high proper motion stars listed in the Tycho-2 catalog (Hog et al., 2000) with our own list of objects should yield a very nearly complete, and most accurate list of northern high proper motion stars with $`0.5<\mu <2.0=\mathrm{}`$ yr-1 down to magnitude $`r=19`$.

We have directly determined, once and for all, the completeness of the LHS catalogue for the northern sky. Overall, Luyten’s census of stars with proper motions in the range $`0.5<\mu <2.0=\mathrm{}`$ yr-1 was a little less than 90% complete for stars down to $`r=19`$. However, his survey was apparently complete down to $`r=13`$, but significantly incomplete at fainter magnitudes. We hope to have now settled the debate about the completeness of the LHS catalog. Our survey now supersedes the Luyten proper motion surveys, at least for the northern sky.

Reduced proper motion diagrams show that the newly discovered high proper motion stars are a mix of faint and probably nearby disk dwarfs, faint halo dwarfs or subdwarfs, and faint white dwarfs. While overall our survey added only $`10\%`$ new objects to the census of stars with proper motions $`\mu >0.5\mathrm{}`$ yr-1, this contribution is very significant because most of the new stars are faint, low luminosity objects. In particular, the census of faint high proper motion white dwarfs and subdwarfs has been nearly doubled. We are currently working on a spectroscopic follow-up program for the high proper motion stars found in our survey. Spectral classification for most of the stars reported in this paper will be presented in Lépine et al. (2003, in preparation).

Acknowledgments This research program has been supported by NSF grant AST-0087313 at the American Museum of Natural History, as part of the NSTARS program. This work has been made possible through the use of the Digitized Sky Surveys. The Digitized Sky Surveys were produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166. The images of these surveys are based on photographic data obtained using the Oschin Schmidt Telescope on Palomar Mountain and the UK Schmidt Telescope. The plates were processed into the present compressed digital form with the permission of these institutions. The National Geographic Society - Palomar Observatory Sky Survey (POSS I) was made by the California Institute of Technology with grants from the National Geographic Society. The Second Palomar Observatory Sky Survey (POSS II) was made by the California Institute of Technology with funds from the National Science Foundation, the National Geographic Society, the Sloan Foundation, the Samuel Oschin Foundation, and the Eastman Kodak Corporation. The Oschin Schmidt Telescope is operated by the California Institute of Technology and Palomar Observatory. The UK Schmidt Telescope was operated by the Royal Observatory Edinburgh, with funding from the UK Science and Engineering Research Council (later the UK Particle Physics and Astronomy Research Council), until 1988 June, and thereafter by the Anglo-Australian Observatory. The blue plates of the southern Sky Atlas and its Equatorial Extension (together known as the SERC-J), as well as the Equatorial Red (ER), and the Second Epoch \[red\] Survey (SES) were all taken with the UK Schmidt. The data mining required for this work has been made possible with the use of the SIMBAD astronomical database and VIZIER astronomical catalogs service, both maintained and operated by the Centre de Données Astronomiques de Strasbourg (http://cdsweb.u-strasbg.fr/).

## Appendix A Finder charts

Finder charts of high proper motion stars are generated as a by-product of the SUPERBLINK software. We present in Figures 8a-8d finder charts for all the new, high proper motion stars presented in this paper and listed in Table1. All the charts consist of pairs of $`4.25\mathrm{}\times 4.25\mathrm{}`$ images showing the local field at two different epochs. The name of the star is indicated in the center just below the chart, and corresponds to the name given in Table 1. To the left is the POSS-I field, with the epoch of the field noted in the lower left corner (typically in the 1953-1955 range). To the right is the modified POSS-II field which has been shifted, rotated, and degraded in such a way that it matches the quality and aspect of the POSS-I image. The epoch of the POSS-II field is noted on the lower right corner. High proper motion stars are identified with circles centered on their positions at the epoch on the plate.

The charts are oriented in the local X-Y coordinate system of the POSS-I image; the POSS-II image has been remapped on the POSS-I grid. This means that north is generally up and east left, but the fields might appear rotated by a small angle for high declination objects. Sometimes a part of the field is missing: this is an artifact of the code. SUPERBLINK works on $`17\mathrm{}\times 17\mathrm{}`$ DSS subfields. If a high proper motion star is identified near the edge of that subfield, the output chart will be truncated. Similar finder charts are automatically generated for every single object identified by the code, and we are currently building a large electronic catalog of two-epoch finder charts.


text:
# Variable Na I Absorption toward 𝜌 Leo : Biased Neutral Formation in the Diffuse Interstellar Medium?1footnote 11footnote 1Based on observations with the NASA/ESA Hubble Space Telescope, obtained from the data archive at the Space Telescope Science Institute. STScI is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract NAS 5-26555.

## 1 Introduction

The sightline toward $`\rho `$ Leo (HD 91316) has long been a favorite of spectroscopists, even before the interstellar origin of the so–called “stationary” lines was established. Harper (1914) first noticed that the Ca II K line toward $`\rho `$ Leo showed the characteristic difference in velocity attributable to “stationary” lines, although the line was much wider than was typically observed with hints that there were two blended lines present. Beals (1936) showed that the Ca II lines toward $`\rho `$ Leo were indeed complex, making it one of the first three sightlines (along with $`ϵ`$ and $`\zeta `$ Ori) where multiple components were known. Subsequently, Sanford, Merrill, & Wilson (1938) showed that the Na I lines also have multiple components, while Adams (1943) showed that the “violet” Ca II component of Beals (1936) was itself multiple. The velocities and equivalent widths for the Na I and Ca II lines measured from photographic spectra by Routly & Spitzer (1952) are (to within the errors) the same as those measured today. Optical observations of $`\rho `$ Leo have continued to the present day with a multitude of different instruments, and have shown the complex nature of the Na I, K I, and Ca II profiles (Hobbs, 1969, 1971, 1974; Welty, Hobbs, & Kulkarni, 1994; Welty, Morton, & Hobbs, 1996; Welty & Hobbs, 2001). In addition, observations of numerous ultraviolet absorption lines have been made by Copernicus, IUE, and HST/Goddard High Resolution Spectrograph (GHRS).

Over the past decade, high spatial resolution optical and radio studies of the diffuse ISM have found strong evidence of pervasive subparsec-scale variations in interstellar absorption lines (Lauroesch, 2001; Crawford, 2003), although the precise interpretation of these fluctuations is not yet well understood (Heiles, 1997; Elmegreen, 1999; Deshpande, 2000; Faison & Goss, 2001; Welty & Fitzpatrick, 2001; Lauroesch, 2001; Crawford, 2003). Initially, these observations were interpreted as ubiquitous concentrations of apparently dense atomic gas ($`n_H`$ 103 cm-3) in otherwise diffuse sight-lines. However, recent direct measurements of the densities in a few of the optically selected clouds have suggested that in general the densities are much lower than previously inferred (Lauroesch et al., 1998; Lauroesch, Meyer, & Blades, 2000; Welty & Fitzpatrick, 2001), although observations in clouds identified by tracers of dense gas (K I) suggest that at least some of these features are associated with denser structures (Pan, Federman, & Welty, 2001; Crawford, 2002). Thus, it has been suggested that small-scale variations in the physical parameters may be responsible for much (if not all) of the observed variation in optical studies of small-scale structure. Recently, as part of a larger survey to identify very small scale (of order 10 AU) variations in interstellar lines, evidence for temporal (proper motion induced) variations in the interstellar Na I line toward $`\rho `$ Leo have been observed. In this Letter, we will discuss these new observations as well as our analysis of archival Goddard High Resolution Spectrograph (GHRS) echelle observations of this sightline, and then discuss a simple model of neutral formation in the context of these results.

## 2 Observations and Data Reduction

Rho Leo is a bright (V=3.8) B1Ib runaway star, located at a distance of about 870 pc approximately 690 pc above the galactic plane (Diplas & Savage, 1994). The proper motion is 6.6$`\pm `$0.9 mas/yr (Perryman et al., 1997), which corresponds to a projected motion of 1.56$`\pm `$0.21 AU/yr. Since 1989, we have obtained multiple observations of the interstellar Na I and Ca II absorption lines toward $`\rho `$ Leo using the KPNO Coudé Feed and spectrograph at resolutions of $``$1.4 and 3 km s-1 (see Table 1). These datasets have been reduced using the NOAO IRAF333IRAF is distributed by NOAO, which are operated by AURA, Inc. under cooperative agreement with the NSF. data reduction packages in the same fashion as that used by Watson & Meyer (1996) and Lauroesch & Meyer (1999). The extracted continuum–fitted spectra for all observing runs are shown in Figure 1 – note in particular the variation in the Na I profile at a heliocentric velocity of 18 km s-1.

Table 1: $`\rho `$ Leo Observation Log

In addition to the ground–based data, we have taken advantage of existing archival GHRS spectra of $`\rho `$ Leo. Observations using multiple settings of the ECH-A and ECH-B gratings taken in March 1996 and December 1992 (respectively) are available from HST observing programs 5882 and 2251 (PI Hobbs). These datasets were reduced using the standard STSDAS routines (POFFSETS, DOPOFF, and SPECALIGN) for both the WSCAN (ECH-B) and FP-SPLIT (ECH-A) datasets, and then selected transitions were continuum fitted and analyzed (Figure 2).

The column densities, b–values, and relative velocities of the various components in both the KPNO and GHRS datasets were derived by profile fitting the continuum fitted spectra using the program fits6p (Welty, Hobbs, & York, 1991). The wavelengths and oscillator strengths were taken from Morton (1991) and Welty et al. (1999), with the hyperfine splitting of the Na I D lines taken into account (Welty, Hobbs, & Kulkarni, 1994). The Na I component model of Welty, Hobbs, & Kulkarni (1994) was used as a starting point for fitting the neutral species, with additional input from the Ca II component model of Welty, Morton, & Hobbs (1996) used for fitting the ionized species. The column density, b-value, and velocity of the various components were allowed to be free parameters in the initial fits – in the final fits the relative velocities of the components were fixed and the variation in the b-value limited for most components.

## 3 The v$``$18 km s-1 Cloud

As noted above, the most striking feature when comparing the Na I profiles in Figure 1 is the strong temporal variation near 18 km s-1. Also significant, however, is the lack of a corresponding variation in the observed Ca II profiles, as well as the lack of convincing Na I profile variations at other velocities. We should note here that part of the reason for including $`\rho `$ Leo in our survey was the apparent lack of H I 21-cm emission associated with the 18 km s-1 component in the survey of Hobbs (1971), although more recent surveys show some 21-cm emission at this velocity in the region around $`\rho `$ Leo (Hartmann & Burton, 1997). In addition to showing clear evidence for temporal variability, the v$``$18 km s-1 component is also relatively isolated and so we will concentrate on this component for the rest of the discussion.

The column densities for selected species derived for the v$``$18 km s-1 component are given in Table 2. The first thing to note is the large Na I differences between the years 1989 and 2003, corresponding to a decrease of almost one–third in the column. However, there are two important caveats – first, we assumed the same b-value (0.58 km s-1) for the component as that found by Welty, Hobbs, & Kulkarni (1994) using their higher resolution data. Second, and perhaps more important, the published Welty, Hobbs, & Kulkarni (1994) profile shows no sign of the weak absorption redward of this component seen in our datasets. We note that this shelf of absorption is seen in the profile published by Hobbs (1971, 1974) which has a similar resolution to our datasets. This suggests that these features may have been over-resolved in the Welty, Hobbs, & Kulkarni (1994) data and “lost” during continuum placement, perhaps altering the derived column density. In any case, as shown in Figure 1, there are significant changes in the Na I column even over the past 8 years, with a decrease of $``$20% if we assume the Welty, Hobbs, & Kulkarni (1994) b-value. A period of 8 years corresponds to a projected proper motion at the distance to the star of $``$ 12 AU. One useful comparison that can be made immediately is to compare the N(H) one would estimate from the observed Na I columns, to that which would be derived using the observed N(Zn II). The average of the 1989 and 1995 Na I columns is 27.5$`\times 10^{10}`$ cm-2, from which one would infer an N(H) of $``$5.5$`\times 10^{19}`$ cm-2 (Ferlet, Vidal-Madjar, & Gry, 1995). Similarly, one would estimate N(H)$``$4.6–7.2$`\times 10^{19}`$ cm-2 from N(Zn II) (assuming a Zn depletion of 0.2 to 0.4 dex (Welty et al., 1999)). This consistency immediately highlights a potentially important difference between this cloud and the clouds studied previously in the ultraviolet by Lauroesch et al. (1998) and Lauroesch, Meyer, & Blades (2000), namely the observed N(Zn II) (and inferred N(H)) is approximately an order of magnitude larger for this cloud, even though the N(Na I) is only a factor of 2–3 larger.

Table 2: Selected Column Densities at v=18 km s-1 toward $`\rho `$ Leo

We can now use the other species listed in Table 2 to estimate the physical conditions in this cloud. We can use the observed N(C I) and the upper limit on N(C I$``$) to place limits on the pressure and density in this cloud (Jenkins & Shaya, 1979) – our upper limits to N(C I$``$) imply for T$``$100–500 K (consistent with the observed b-value) pressures of log(p/k)$`<`$3.3–3.8 cm-3 K. For an ideal gas at these temperatures, such pressures correspond to densities of n(H)$``$20 cm-3, similar to the densities found in previous studies (Lauroesch et al., 1998; Lauroesch, Meyer, & Blades, 2000). In addition, the fine–structure equilibrium can also be used to estimate the minimum distance between the cloud and $`\rho `$ Leo itself, since photon–pumping can significantly alter the observed level populations (Jenkins & Shaya, 1979; Lauroesch et al., 1998). The observed upper limits to N(C I$``$) suggest that this cloud is $``$10 pc away from $`\rho `$ Leo. The upper limit on the density coupled with our estimates of N(H) above suggest a cloud size of order 1 pc, much larger than the length scale over which we are seeing Na I fluctuations ($``$12 AU) but also smaller than the estimated distance between the cloud and $`\rho `$ Leo. The observed ratio of N(Cr II)/N(Zn II)$``$1.4 would suggest that this cloud has a “warm cloud” depletion pattern (Welty et al., 1999). If we now assume a typical “warm cloud” value for the depletion of Al, we would estimate N(Al II$`+`$Al III)$``$1.1$`\times 10^{13}`$ cm-2 from N(Zn II), which would suggest that while Al II is the dominant ionization state in this cloud there is likely to be some degree of photo-ionization. We can also use the measured neutral and Zn II column densities to estimate electron densities of 0.04, 0.15, and 0.05 cm-3 from C I, Na I and Mg I respectively assuming T$`=`$100 K and a ‘warm cloud” depletion pattern (Péquignot & Aldrovandi, 1986; Lauroesch, Meyer, & Blades, 2000). If we assume the dominant source of electrons is singly ionized carbon, these values correspond to a density of $``$100–400 cm-3 at T$`=`$100 K, significantly in excess of the upper limit derived above.

## 4 Biased Neutral Formation in Interstellar Gas?

The parameters derived above for the v$``$18 km s-1 component toward $`\rho `$ Leo appear fairly typical for a diffuse cloud. The column density of hydrogen is $``$6$`\times 10^{19}`$ cm-2, and we would estimate a cloud size of $``$1 pc along the line of sight. The density of hydrogen appears to be of order 10 cm-3, with the derived electron density and observed Al III suggesting some partial ionization of hydrogen. There is one significant problem that still remains however, namely the origin of the observed fluctuations in the Na I profile over relatively short timescales. Since the photo-ionization and recombination rates for Na I are relatively low (Péquignot & Aldrovandi, 1986), one would not expect to see significant variations in the column on timescales shorter than thousands of years in an interstellar cloud. If we were thus to assume the observed fluctuations set the transverse size of the cloud, the earliest observations of $`\rho `$ Leo suggest that significant Na I and Ca II absorption has been detectable at this velocity for at least 65 years, setting a minimum transverse size of 100 AU for this “structure” (at the distance of the star). The result is similar to the models suggested by Heiles (1997), namely a very long, thin sheet or filament with a thickness of order one thousandth the length. However, there is an alternative explanation for this observed variation.

Consider an isolated diffuse interstellar cloud – it will have within it density fluctuations at scales much smaller than a parsec (Elmegreen, 1999; Cho, Lazarian, & Vishniac, 2002). Just as the force of gravity biases galaxies to form in the peaks of the cosmic density distribution, the neutral species in interstellar clouds are biased by the recombination rates to form on the peaks of the density distribution within a cloud. It is well known that recombination rates have a strong density dependence (Péquignot & Aldrovandi, 1986), indeed this formed the basis for previous suggestions that relatively small density fluctuations could give rise to the observed small scale structure (Lauroesch & Meyer, 1999; Lauroesch, Meyer, & Blades, 2000). Furthermore, the C I survey of Jenkins & Tripp (2001) has identified a population of high pressure components in the ISM, which could represent these density peaks. We now ask what are some of the observational consequences of such a picture?

First we can estimate a minimum apparent length scale for the size of fluctuations observable in any trace species. The scale is just set by the distance a neutral can travel before it can be ionized, which in low density gas is of order the velocity of an atom divided by the photo–ionization rate. Assuming v$``$0.5 km s-1 which is a “typical” b-value for the known temporally variable components, we derive an apparent scale of order 250 AU for Na I structures. Despite our having neglected to correct for collisions, this size is of order that observed in temporal fluctuations to date, and is consistent with the observations of Na I towards binary star systems. Furthermore, note that this scale is dependent upon the photo-ionization rate for a given species, and thus (for example) for Ca II we would obtain a scale about 5 times larger. This result very simply explains why we do not observe a corresponding variation in the Ca II profile towards $`\rho `$ Leo. In addition, it suggests that species with higher photo-ionization rates such as Ca I and (perhaps) C I should show larger column density variations than species such as Na I or K I. Indeed, Crawford (2002) used observations of Ca I to suggest that the variable component towards $`\kappa `$ Velorum arises in very dense material ($`\mathrm{n}_\mathrm{H}10^3\mathrm{cm}^3`$).

A further consequence of this picture is that only a fraction of the total gas would reside in these peaks. Thus, adjacent sightlines should show smaller changes in the columns of the dominant ions, since the size of the peaks is only a fraction of the size of a cloud the additional column density for the dominant species would be significantly reduced. Consequently, the neutral fraction within the density peaks would be higher (perhaps much higher) than what one would calculate by taking the integrated columns, suggesting that the electron densities inferred from ionization balances are too low. Furthermore, the fine-structure equilibrium of C II and Si II would also be affected. Just like the neutral species, most of the observed C II and Si II absorption would arise in the density peaks, but the columns of the ground-states would reflect the large scale distribution of gas and would include the perhaps dominant contribution by the material outside the peaks. Thus, in this picture, these methods provide only an ill–defined “average” electron density within a cloud, and would explain why there is so much difficulty in deriving self-consistent electron densities in many cases (Welty et al., 1999). Assumptions about partial ionization of hydrogen could then not be made using the (separately) derived electron and total hydrogen densities, since these tracers will likely be probing different portions of a cloud.

A final question is whether there is a connection between the observed small scale variations in Na I and the high pressure clumps observed by Jenkins & Tripp (2001). In this picture, the fine–structure equilibrium of C I becomes a measure of some sort of “average” density of the peaks along a sightline through a cloud. To date, there have been limited observations of the C I fine structure equilibrium associated with optically selected small scale structures (Lauroesch et al., 1998; Lauroesch, Meyer, & Blades, 2000; Welty & Fitzpatrick, 2001). Including $`\rho `$ Leo, the observed Na I structures in all of these sightlines appear to arise in relatively low density gas, and not in the high pressure clumps detected by Jenkins & Tripp (2001). However, as Crawford (2003) recently noted for the temporally variable components towards both HD 32040 and HD 219188, these sightlines may be sampling a mixture of low pressure gas with a fraction (perhaps 20%) of high pressure, dense material with which the temporal variation may be associated. In the picture developed above, the observed temporal and binary star variations are arising in the neutral “halo” around one or more of these high pressure clumps, implying that these clumps are a fraction of the apparent size we calculated above. Yet another possibility is that we are seeing the remnant neutrals formed in transient high pressure clumps which have already expanded into the ambient cloud. Planned re–observations of both HD 32040 and HD 219188 will likely help in beginning to resolve this question. In any case, this suggests that the density of the majority of the gas in a cloud is smaller than that inferred from the C I observations, but that some fraction resides in higher density structures within which arises the bulk of the trace neutral species.

The authors thank the referee Ian Crawford for his valuable comments on this manuscript. It is also a pleasure to acknowledge the support of the staff of KPNO, especially Daryl Willmarth, for their assistance in obtaining this data.


text:
# 1 Introduction

## 1 Introduction

The Zamolodchikov-Faddeev (ZF) algebra  is well-known to be the basis of factorized scattering theory in integrable models on the line. The two-body scattering, which is the only particle interaction present in this case, is implemented by a quadratic constraint among the particle creation and annihilation operators. There exist various attempts - to generalize factorized scattering theory to the case when point-like impurities, preserving integrability, are present as well. In this context, the relevant algebraic structure emerging recently , is the so-called reflection-transmission (RT) algebra. Besides the two-body scattering in the bulk, the RT algebra captures also the particle interaction with the impurity. From the physical analysis performed in , it follows that the particle-impurity interactions are implemented by further constraints, ensuring the compatibility between bulk scattering and the process of reflection/transmission from the impurity. This feature suggest the existence of an algebraic connection among ZF and RT algebras. It turns out in fact that taking the coset of the ZF algebra with respect to a suitable two-sided ideal, one obtains an algebra homomorphic to the RT algebra. The explicit realization of this relationship is the main goal of this investigation. Our analysis extends the results of , obtained in the case of pure reflection. Establishing the link between ZF and RT algebras, we take the occasion to discuss also the issue of symmetries when impurities are present.

## 2 Background

We collect here some definitions and basic results concerning ZF and RT algebras, which are needed in what follows. Adopting throughout the paper the compact tensor notation, introduced in , we start by:

###### Definition 2.1

(ZF algebra $`𝒜_S`$)
$`𝒜_S`$ is the polynomial algebra generated by a unit element $`\mathrm{𝟏}`$ and the generators $`a(k)`$ and $`a^{}(k)`$, subject to the constraints:

$`a_1(k_1)a_2^{}(k_2)`$ $`=`$ $`a_2^{}(k_2)S_{12}(k_1,k_2)a_1(k_1)+\delta _{12}\delta (k_1k_2)\mathrm{𝟏}`$ (2.1)
$`a_1(k_1)a_2(k_2)`$ $`=`$ $`S_{21}(k_2,k_1)a_2(k_2)a_1(k_1)`$ (2.2)
$`a_1^{}(k_1)a_2^{}(k_2)`$ $`=`$ $`a_2^{}(k_2)a_1^{}(k_1)S_{21}(k_2,k_1)`$ (2.3)
Here and below the $`S`$-matrix obeys the following well-known relations (Yang-Baxter equation and unitarity):

$`S_{12}(k_1,k_2)S_{13}(k_1,k_3)S_{23}(k_2,k_3)=S_{23}(k_2,k_3)S_{13}(k_1,k_3)S_{12}(k_1,k_2)`$ (2.4)
$`S_{12}(k_1,k_2)S_{21}(k_2,k_1)=𝕀𝕀`$ (2.5)
We emphasize that $`S`$ depends in general on $`\chi _1`$ and $`\chi _2`$, observing in addition that bulk $`S`$-matrices depending on $`\chi _1\chi _2`$ only are also covered by our framework, which therefore allows to treat both systems with exact as well as broken Lorentz (Galilean) invariance. More details about the physical meaning of this generalization are given in .

We shall employ below the extension $`\overline{}𝒜_S`$ of $`𝒜_S`$, involving power series in $`a(k)`$ and $`a^{}(k)`$ whose individual terms preserve the particle number. The concept of extended ZF (EZF) algebra $`\overline{}𝒜_S`$ is relevant for proving  the following:

###### Proposition 2.2

(Well-bred operators)
Each $`\overline{}𝒜_S`$ contains an invertible element $`L(k)`$ satisfying

$`L_1(k_1)a_2(k_2)`$ $`=`$ $`S_{21}(k_2,k_1)a_2(k_2)L_1(k_1)`$ (2.6)
$`L_1(k_1)a_2^{}(k_2)`$ $`=`$ $`a_2^{}(k_2)S_{12}(k_1,k_2)L_1(k_1)`$ (2.7)
Moreover, $`L(k)`$ obeys

$$S_{12}(k_1,k_2)L_1(k_1)L_2(k_2)=L_2(k_2)L_1(k_1)S_{12}(k_1,k_2)$$
(2.8)
and generates a quantum group $`𝒰_S\overline{}𝒜_S`$, with Hopf structure $`\mathrm{\Delta }L(k)=L(k)L(k)`$. $`L(k)`$ also satisfies $`L(k)^{}=L(k)^1`$.

$`L(k)`$, called well-bred operator, is explicitly constructed in  and admits a series representation in terms of $`a(k)`$ and $`a^{}(k)`$.

We turn now to RT algebras .

###### Definition 2.3

(RT algebra $`𝒞_S`$)
A RT algebra is generated by $`\mathrm{𝟏}`$ and the generators $`A(k)`$, $`A^{}(k)`$, $`t(k)`$ and $`r(k)`$ obeying:

$`A_1(k_1)A_2(k_2)`$ $`=`$ $`S_{21}(k_2,k_1)A_2(k_2)A_1(k_1)`$ (2.9)
$`A_1^{}(k_1)A_2^{}(k_2)`$ $`=`$ $`A_2^{}(k_2)A_1^{}(k_1)S_{21}(k_2,k_1)`$ (2.10)
$`A_1(k_1)A_2^{}(k_2)`$ $`=`$ $`A_2^{}(k_2)S_{12}(k_1,k_2)A_1(k_1)+\delta (k_1k_2)\delta _{12}\left(\mathrm{𝟏}+t_1(k_1)\right)`$ (2.11)
$`+\delta _{12}r_1(k_1)\delta (k_1+k_2)`$
$`A_1(k_1)t_2(k_2)`$ $`=`$ $`S_{21}(k_2,k_1)t_2(k_2)S_{12}(k_1,k_2)A_1(k_1)`$ (2.12)
$`A_1(k_1)r_2(k_2)`$ $`=`$ $`S_{21}(k_2,k_1)r_2(k_2)S_{12}(k_1,k_2)A_1(k_1)`$ (2.13)
$`t_1(k_1)A_2^{}(k_2)`$ $`=`$ $`A_2^{}(k_2)S_{12}(k_1,k_2)t_1(k_1)S_{21}(k_2,k_1)`$ (2.14)
$`r_1(k_1)A_2^{}(k_2)`$ $`=`$ $`A_2^{}(k_2)S_{12}(k_1,k_2)r_1(k_1)S_{21}(k_2,k_1)`$ (2.15)
$`S_{12}(k_1,k_2)t_1(k_1)S_{21}(k_2,k_1)t_2(k_2)=t_2(k_2)S_{12}(k_1,k_2)t_1(k_1)S_{21}(k_2,k_1)`$ (2.16)
$`S_{12}(k_1,k_2)t_1(k_1)S_{21}(k_2,k_1)r_2(k_2)=r_2(k_2)S_{12}(k_1,k_2)t_1(k_1)S_{21}(k_2,k_1)`$ (2.17)
$`S_{12}(k_1,k_2)r_1(k_1)S_{21}(k_2,k_1)r_2(k_2)=r_2(k_2)S_{12}(k_1,k_2)r_1(k_1)S_{21}(k_2,k_1)`$ (2.18)
where $`r(k)`$ and $`t(k)`$ satisfy:

$`t(k)t(k)+r(k)r(k)`$ $`=`$ $`\mathrm{𝟏}`$ (2.19)
$`t(k)r(k)+r(k)t(k)`$ $`=`$ $`0`$ (2.20)
We refer to $`r(k)`$ and $`t(k)`$ as reflection and transmission generators.

A special case of RT algebra is the boundary algebra $`_S`$  defined as the coset of $`𝒞_S`$ by the relation $`t(k)=0`$. More precisely, one defines the left ideal $`_S=𝒞_S.\{t(k)\}`$. From the above relations, this left ideal is obviously a two-sided ideal, so that the coset $`𝒞_S/_S`$ is an algebra: it is the boundary algebra $`_S`$, whose defining relations are given by eqs. (2.9)–(2.19) with $`t(k)=0`$.

Note that the same construction applies when $`r(k)=0`$, leading to an algebra associated to a purely transmitting impurity .

Note also that the generators $`r(k)`$ and $`t(k)`$ form a subalgebra $`𝒦_S𝒞_S`$. This subalgebra contains itself two subalgebras. The subalgebra $`_S𝒦_S`$, generated by $`r(k)`$, appears already in  and is called reflection algebra. In the same way, $`t(k)`$ generates a subalgebra $`𝒯_S𝒦_S`$, called in analogy transmission algebra.

## 3 From $`\overline{}𝒜_S`$ to $`𝒞_S`$

Let $`R(k)`$ and $`T(k)`$ be any two matrix functions satisfying

$$R^{}(k)=R(k),T^{}(k)=T(k)$$
(3.1)
$$T(k)T(k)+R(k)R(k)=𝕀$$
(3.2)
and the boundary Yang-Baxter equation

$$S_{12}(k_1,k_2)R_1(k_1)S_{21}(k_2,k_1)R_2(k_2)=R_2(k_2)S_{12}(k_1,k_2)R_1(k_1)S_{21}(k_2,k_1)$$
(3.3)
It has been shown in  that $`R(k)`$ and $`T(k)`$ obey in addition the transmission and reflection-transmission Yang-Baxter equations

$`S_{12}(k_1,k_2)T_1(k_1)S_{21}(k_2,k_1)T_2(k_2)=T_2(k_2)S_{12}(k_1,k_2)T_1(k_1)S_{21}(k_2,k_1)`$ (3.4)
$`S_{12}(k_1,k_2)T_1(k_1)S_{21}(k_2,k_1)R_2(k_2)=R_2(k_2)S_{12}(k_1,k_2)T_1(k_1)S_{21}(k_2,k_1)`$ (3.5)
together with

$$T(k)R(k)+R(k)T(k)=0$$
(3.6)
This remarkable property of the pair $`\{R(k),T(k)\}`$ was discovered in  and is fundamental in what follows. In fact, by a direct calculation, starting from the EZF algebra $`\overline{}𝒜_S`$, one proves:

###### Proposition 3.1

Let

$`t(k)`$ $`=`$ $`L(k)T(k)L^1(k)`$ (3.7)
$`r(k)`$ $`=`$ $`L(k)R(k)L^1(k)`$ (3.8)
where $`L(k)`$ is the well-bred operator of $`\overline{}𝒜_S`$ and $`R(k)`$ and $`T(k)`$ are defined above. Then, $`a(k)`$, $`a^{}(k)`$, $`t(k)`$ and $`r(k)`$ obey the relations (2.12)–(2.20).

###### Proposition 3.2

The map

$$\rho \{\begin{array}{ccc}a(k)\hfill & \hfill & \alpha (k)=t(k)a(k)+r(k)a(k)\hfill \\ a^{}(k)\hfill & \hfill & \alpha ^{}(k)=a^{}(k)t(k)+a^{}(k)r(k)\hfill \end{array}$$
(3.9)
extends to a homomorphism on $`\overline{}𝒜_S`$.

Proof: Direct calculation using the commutation relations of the ZF algebra and the equations obeyed by $`R(k)`$ and $`T(k)`$.
Let us remark that we have the identities

$`a(k)`$ $`=`$ $`t(k)\alpha (k)+r(k)\alpha (k)`$ (3.10)
$`a^{}(k)`$ $`=`$ $`\alpha ^{}(k)t(k)+\alpha ^{}(k)r(k)`$ (3.11)
However, since $`t(k)`$ and $`r(k)`$ are still expressed in terms of $`a(k)`$ and $`a^{}(k)`$, these are not really “inversion formulas”.

Note that $`\alpha (k)`$, $`\alpha ^{}(k)`$, $`t(k)`$ and $`r(k)`$ also obey the relations (2.12)–(2.20).

The homomorphism $`\rho `$ is essential for constructing an RT algebra from EZF. Indeed, we have:

###### Theorem 3.3

Let

$`A(k)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(a(k)+\alpha (k)\right)={\displaystyle \frac{1}{2}}\left([1+t(k)]a(k)+r(k)a(k)\right)`$ (3.12)
$`A^{}(k)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(a^{}(k)+\alpha ^{}(k)\right)={\displaystyle \frac{1}{2}}\left(a^{}(k)[1+t(k)]+a^{}(k)r(k)\right)`$ (3.13)
Then $`A(k)`$, $`A^{}(k)`$, $`t(k)`$ and $`r(k)`$ form a RT algebra.

Proof: Direct calculation
Note, en passant, that if one imposes on $`R(k)`$ the additional relation $`R(k)R(k)=𝕀`$, one gets $`T(k)=0`$ and one recovers the construction  of the boundary algebra $`_S`$. Let us also stress that $`\rho `$ is not identity on the algebra generated by $`A(k)`$, $`A^{}(k)`$, $`t(k)`$ and $`r(k)`$. However, we have:

###### Theorem 3.4

The coset of $`\overline{}𝒜_S`$ by the relation $`\rho =id`$ is a RT algebra.

Proof: By coset by the relation $`\rho =id`$, we mean the coset by the two-sided ideal generated by $`Im(\rho id)`$: this coset is obviously an algebra. $`A(k)`$ and $`A^{}(k)`$ defined in theorem 3.3 can be taken as representatives of a generating system for the coset which is thus homomorphic to the RT algebra.
To conclude this section, let us remark that, in the EZF algebra, one has the identities:

$`A(k)`$ $`=`$ $`t(k)A(k)+r(k)A(k)`$ (3.14)
$`A^{}(k)`$ $`=`$ $`A^{}(k)t(k)+A^{}(k)r(k)`$ (3.15)
These identities show that for the RT algebra constructed in theorem 3.3, the reflection-transmission automorphism (as it was introduced in ) is indeed the identity, in agreement with theorem 3.4. However, this automorphism (defined only on the RT algebra) has not to be confused with the above homomorphism $`\rho `$, defined on the whole EZF algebra.

## 4 Hamiltonians and their symmetries

It is known that one can associate to any ZF algebra a natural hierarchy of Hamiltonians

$$H_{ZF}^{(n)}=_{}𝑑kk^na^{}(k)a(k),n_+$$
(4.1)
They obey to $`[H_{ZF}^{(n)},H_{ZF}^{(m)}]=0`$ (so that they can indeed be considered as Hamiltonians) and admit as symmetry algebra the quantum group generated by the well-bred operators:

$$[H_{ZF}^{(n)},L(k)]=0,n$$
(4.2)
Note that we have the identity

$$H_{ZF}^{(2n)}=_{}𝑑kk^{2n}a^{}(k)a(k)=_{}𝑑kk^{2n}\alpha ^{}(k)\alpha (k)$$
(4.3)
which shows that $`\rho (H_{ZF}^{(2n)})=H_{ZF}^{(2n)}`$, so that $`H_{ZF}^{(2n)}`$ survives the coset of $`\overline{}𝒜_S`$ by $`\rho =id`$.

In a similar way, for any RT algebra, we introduce

$$H_{RT}^{(n)}=_{}𝑑kk^nA^{}(k)A(k)$$
(4.4)
These Hamiltonians can be viewed as the representative of $`H_{ZF}^{(n)}`$ in the coset algebra of theorem 3.4. They obey to the following relations:

$$[H_{RT}^{(m)},H_{RT}^{(n)}]=[(1)^m(1)^n]_{}𝑑kk^{m+n}A^{}(k)r(k)A(k),$$
(4.5)
It shows that Hamiltonians of the same parity form a commutative algebra, and thus define a hierarchy corresponding to the integrable systems with impurity, in accordance with eq. (4.3). They act on $`A(k)`$ and $`A^{}(k)`$ as

$`[H_{RT}^{(n)},A(k)]`$ $`=`$ $`k^n\left([𝕀+t(k)]A(k)+(1)^nr(k)A(k)\right)`$ (4.6)
$`[H_{RT}^{(n)},A^{}(k)]`$ $`=`$ $`k^n\left(A^{}(k)[𝕀+t(k)]+(1)^nA^{}(k)r(k)\right)`$ (4.7)
Then, by a direct calculation and without using the embedding $`𝒞_S\overline{}𝒜_S`$, one proves:

###### Proposition 4.1

The subalgebra $`𝒦_S`$ is a symmetry algebra of the hierarchy $`H_{RT}^{(n)}`$:

$$[H_{RT}^{(n)},t(k)]=0\text{ and }[H_{RT}^{(n)},r(k)]=0$$
(4.8)
This result provides an universal model-independent description of the symmetry content of the hierarchy $`H_{RT}^{(n)}`$. It is quite remarkable that $`r(k)`$ and $`t(k)`$ encode both the particle-impurity interactions and the quantum integrals of motion. This property of $`𝒦_S`$ has been already applied  with success for studying the symmetries of the $`gl(N)`$-invariant nonlinear Schrödinger equation on the half line.

Finally, using the embedding of the RT algebra into $`\overline{}𝒜_S`$, one shows:

###### Proposition 4.2

When considering the embedding $`𝒞_S\overline{}𝒜_S`$, the subalgebra $`𝒦_S`$ becomes a Hopf coideal of the quantum group $`𝒰_S`$, i.e. in algebraic terms one has $`𝒦_S𝒰_S`$ and

$$\mathrm{\Delta }(𝒦_S)𝒰_S𝒦_S$$
(4.9)
where $`\mathrm{\Delta }`$ is the the coproduct of $`𝒰_S`$.

Proof: The construction (3.7) and (3.8) ensures the algebra embedding. Using the coproduct of $`𝒰_S`$, one gets

$`\mathrm{\Delta }[t_{ab}(k)]`$ $`=`$ $`{\displaystyle \underset{x,y}{}}L_{ax}(k)L_{yb}^1(k)t_{xy}(k)`$ (4.10)
$`\mathrm{\Delta }[r_{ab}(k)]`$ $`=`$ $`{\displaystyle \underset{x,y}{}}L_{ax}(k)L_{yb}^1(k)r_{xy}(k)`$ (4.11)
Let us observe in conclusion that there is a simple relation between the hierarchies with and without impurity, which reads

$$H_{RT}^{(n)}=H_{ZF}^{(n)}+_{}𝑑kk^na^{}(k)\left(r(k)a(k)+t(k)a(k)\right)$$
(4.12)
Eq. (4.12) generalizes the result of  for the boundary algebra $`_S`$.

## 5 Conclusions

The results of this paper clarify the connection between EZF and RT algebras. We have shown above that a suitable coset algebra, constructed in terms of the EZF algebra, is homomorphic to the RT algebra. This feature provides a precise mathematical meaning of the physical observation  that the introduction of an impurity, preserving the integrability of a system, is equivalent to imposing some supplementary constraints on the system. The latter implement the consistency between the scattering in the bulk and the interaction with the impurity.