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# Effect of a magnetic flux on the critical behavior of a system with long range hopping

## Abstract

We study the effect of a magnetic flux in a 1D disordered wire with long range hopping. It is shown that this model is at the metal-insulator transition (MIT) for all disorder values and the spectral correlations are given by critical statistics. In the weak disorder regime a smooth transition between orthogonal and unitary symmetry is observed as the flux strength increases. By contrast, in the strong disorder regime the spectral correlations are almost flux independent. It is also conjectured that the two level correlation function for arbitrary flux is given by the dynamical density-density correlations of the Calogero-Sutherland (CS) model at finite temperature. Finally we describe the classical dynamics of the model and its relevance to quantum chaos.

PACS numbers: 72.15.Rn, 71.30.+h, 05.45.Df, 05.40.-a

The addition of disorder to an otherwise metallic sample strongly modifies its properties. As disorder increases eigenfunctions start to localize. A MIT is observed in the thermodynamic limit in systems of dimension greater than two. The moments of the eigenfunctions at the MIT show anomalous scaling with the sample size  $`L`$, $`P_q=d^dr|\psi (𝐫)|^{2q}L^{D_q(q1)}`$, $`P_q`$ is the inverse participation ratio and $`D_q`$ is a set of exponents describing the transition. Thus the scaling at the MIT is in between that of a good metal, $`P_qL^{d(q1)}`$, and that of an insulator (localized eigenfunctions), $`P_qL^0`$. Eigenfunctions with such anomalous scaling are named “multifractals”, for a review see . Signatures of a MIT are found not only in the eigenfunctions  but also in the spectral fluctuations . It was argued in  that although level repulsion typical of the metallic regime is still present at the MIT, the long range correlations are weaken due to the multifractal character of the wavefunctions. The number variance was claimed to be asymptotically linear with a slope around $`0.25`$. These features, level repulsion and sub-Poisson number variance combined with the scale invariance of the spectrum  are named ’critical statistics’ and are considered genuine spectral signatures of a MIT. Eigenfunction and spectral properties are indeed related, for multifractal eigenstates not too sparse the slope of the number variance $`\chi `$ is related to the multifractal exponent $`D_2`$ by $`\chi =\frac{dD_2}{2d}`$ , where $`d`$ is the dimension of the space. Different generalized random matrix model (gRMM) have been successfully employed to describe ’critical statistics’. Recently , the spectral correlations of one of those gRMM was demonstrated to be equivalent to the spatial correlations of the Calogero-Sutherland (CS) model  at finite temperature. Temperature in the CS model is related with the multifractal exponent $`D_2`$ at the transition.

Short range Anderson  models have been broadly utilized for numerical investigation at MIT. However in certain systems, like glasses with strong dipole interactions , long range hopping is possible and thus the Anderson model must be modified accordingly. Although the introduction of long range hopping dates back to the famous Anderson’s paper on localization, these models did not attract too much attention until the numerical work of Oono  and the renormalization group treatment of Levitov  in the context of glassy systems. The main conclusion of these works was that power low hopping may induce a MIT even in one dimensional systems if the exponent of the hopping decay matched the dimension of the space. A related problem, a random banded matrix with a power law decay was discussed in . It was shown analytically that for a $`1/r`$ band decay the eigenstates are multifractal and the spectral correlations resemble those at the MIT. Intense numerical study in recent years  has corroborated the close relation between this random banded matrix model and the Anderson model at the MIT.

Another related issue of current interest is the effect of a magnetic field at the MIT . In the metallic regime, an exact analytical treatment was developed in . It turns out that, in this limit, the two level correlation function describing the crossover between orthogonal (no flux) and unitary symmetry is equivalent to the dynamical density-density correlations of the CS model  (see also  for different initial conditions) provided that “time” in the CS model is traded by magnetic field in the disordered system. Numerical results at the 3D MIT  show that the magnetic flux still influences the short-range spectral correlations. The impact on long range correlations is still not settled  though there is agreement that the effect, if any, must be small.

One of the main aims of this paper is to further clarify this issue by investigating a one dimensional (1D) wire with power low hopping and a magnetic flux attached to it. This model presents typical features of a MIT for all values of disorder with the advantage that much larger volumes can be simulated. We also conjecture, based on the analogy with the CS model above mentioned, a exact expression for the two level spectral correlation function at the MIT for arbitrary flux.

Our starting point is the following Hamiltonian describing a 1D closed wire with long-range hopping,

$$H=\underset{n}{}ϵ_n|nn|+\underset{nm}{}ϵ_{nm}e^{2i\theta _{nm}}F(r,b)|nm|$$
(1)
where, $`n,m`$ label the lattice sites, $`r=nm`$, $`ϵ_n`$ and $`ϵ_{nm}`$ are two sets of random number both distributed in a box $`[W,W]`$, $`F(r,b)`$ is the long range hopping term,

$`F(r,b)=\left[1+{\displaystyle \frac{1}{\lambda ^2}}{\displaystyle \frac{\mathrm{sin}^2(\pi r/N)}{(\pi /N)^2}}\right]^{1/2}`$ (2)
$`0<\lambda <\mathrm{}`$ is the band size and $`N`$ is the system size Since $`F(r,b)1/r`$ for $`Nr`$ our model is critical, namely reproduce typical features of a MIT for all values of $`\lambda `$ . Sine-like interaction is introduced in order to assure periodicity. The phase factor (Peierls substitution) above is related to the magnetic flux (in units of the fundamental flux $`h/c`$) by, $`\theta _{nm}=_n^m\stackrel{}{A}𝑑\stackrel{}{r}=\alpha (nm)/N`$ for $`nm<N/2`$ and $`\theta _{nm}=_n^m\stackrel{}{A}𝑑\stackrel{}{r}=\alpha (1(nm)/N)`$ for $`nm>N/2`$, $`\alpha `$ is the magnetic flux. $`\stackrel{}{A}`$ is the (constant) potential vector. Such Hamiltonian may be relevant for glassy systems , quantum effect of classical anomalous diffusion  and quantum chaos .

The spectral fluctuations are studied by direct diagonalization of the Hamiltonian (1) for different sizes ranging from $`N=500`$ to $`N=8000`$. The eigenvalues thus obtained are unfolded with respect to the mean spectral density. The number of different realizations of disorder is chosen such that for each $`N`$ the total number of eigenvalue be at least $`2\times 10^5`$. In order to avoid edge effects, only $`30\%`$ of the eigenvalues around the center of the band are utilized. Without loss of generality we have set $`W=1`$.

First we investigate short range correlations by evaluating $`P(s)`$, the level spacing distribution (LSD). This correlator gives the probability of having two eigenvalues at a distance $`s`$. In the insulator regime (uncorrelated eigenvalues) $`P(s)=e^s`$, in the metallic regime (Wigner-Dyson statistics) $`P(s)s^\beta `$ for $`s1`$ (the presence of a flux drives the spectrum from $`\beta =1`$ orthogonal to $`\beta =2`$ unitary symmetry). At criticality one expects level repulsion as in Wigner-Dyson statistics $`s1`$ and exponential decay for $`s1`$, $`P(s)e^{\kappa s}`$ with $`\kappa >1`$ . In figure 1 we plot $`P(s)`$ for different flux values $`\alpha `$ and $`\lambda =2`$. As the flux strength increases, a transition is clearly observed between orthogonal and unitary symmetry. For $`s1`$ (see inset) level repulsion is still present, $`P(s)s^\beta `$ is Wigner-Dyson like but with the prefactor modified by the flux. The strong disorder regime is reached by choosing a coupling constant ($`\lambda =0.44`$) such that the resulting spectrum resembles the one at the 3D MIT. As observed in figure 2, $`P(s)`$ is almost independent of the flux strength. For $`s>1`$ the decay is exponential (see inset) and independent of the flux. For $`s1`$, the effect of the flux is still important, only for $`\alpha 0`$ the expected $`P(s)s`$ behavior for orthogonal symmetry is recovered. Such result agrees with previous  numerical simulations. Let us now move to long range spectral correlations.

The number variance $`\mathrm{\Sigma }^2(L)=L^2L^2=L2_0^L𝑑s(Ls)R_2(s,\alpha )`$ ($`R_2(s,\alpha )`$ is the two level correlation function) measures the stiffness of the spectrum. Fluctuations are small in the metallic regime (Wigner-Dyson statistics) with $`\mathrm{\Sigma }^2(L)\mathrm{log}(L)`$ for $`L1`$. For localized eigenstates, the eigenvalues are uncorrelated (Poisson statistics) and $`\mathrm{\Sigma }^2(L)=L`$. As mentioned earlier, the number variance is asymptotically proportional to $`\chi L`$ ($`\chi <1`$) at the MIT. In figure 3 we plot the number variance in the weak disorder regime ($`\lambda =2`$) for different flux values. As the flux is increased, a smooth transition is observed between critical $`GOE`$  and critical $`GUE`$ . We remark the slope is not modified by the flux. This is in apparent disagreement with the results for a 2D Anderson model in the weak multifractality regime where the slope is two times smaller in the unitary case . The reason for that is the way in which the flux is introduced due to the long range hopping. If the flux in (1) is introduced as usual in short range models the 2D Anderson model results are recovered. The asymptotically linear number variance (see fig 3) together with the level repulsion indicates that our model is described by critical statistics . The strong disorder regime is explored by choosing a coupling constant ($`\lambda =0.44`$) such that the slope of the number variance $`\chi 0.29`$ be similar to that at the 3D MIT. We observe (fig 4) that the flux only modifies the spectral correlations up to ($`L1`$) (see inset fig 4). Beyond this point the number variance is independent of the flux, thus suggesting that symmetry is washed out by disorder. We want to stress that the transition from weak to strong disorder is not sharp. As $`\lambda `$ decreases, the flux impact decreases smoothly. Curiously, until values of $`\lambda `$ very close to those at the 3D MIT, the effect, although small, is still sizable. Such behavior makes more difficult an accurate account of the flux at the 3D MIT. Finally let us mention that although not shown in the figures it was explicitly checked that the spectral correlators are not dependent on the size of the matrix as expected at a MIT.

After discussing the numerical results we propose an exact analytical relation for the two level correlation function of (1). We claim that such correlation function is equivalent to the dynamical density-density correlations of the CS model , $`\widehat{H}_{CS}=_j\frac{^2}{x_j^2}+\frac{\beta (\beta 2)}{4}_{ij}\frac{1}{(x_ix_j)^2}+\frac{1}{4N^2}_jx_j^2`$
at finite temperature where the position of the CS particles corresponds with the (unfolded) eigenenergies of (1), “time” $`\alpha ^2`$ and temperature $`h`$ is related to $`\lambda `$. Let us first argue how these density-density correlations are obtained . The density of probability of the CS ground state (zero temperature) for ($`\beta =1,2,4`$) is equivalent to the joint distribution of eigenvalue of the Gaussian random matrix models (GRMM). In the large $`N`$ limit, the two point spectral correlations of the GRMM are explicitly expressed through a spectral kernel. Such kernel in the language of the CS model corresponds with the amplitude of probability of having two free fermions in a ensemble of $`N`$ around two arbitrary positions. The idea is that, based on the Luttinger liquid nature of the CS model , the density-density correlations of the CS model at finite low temperature can be obtained by using the results of GRMM but replacing the spectral kernel above mentioned by its finite temperature analogue. In the grand canonical ensemble , $`K(s=xy,0)_h=_n\frac{\psi _n(x)\psi _n^{}(y)}{1+z^1e^{E_n/h}}`$ where $`\psi _n`$ are the single particle wave functions for free fermions and $`E_n=n/N`$. In the large $`N`$ limit the wave functions are replaced by plane waves with energy given by $`k^2`$.

Dynamical density-density correlations  can be included in this formalism by expressing the time dependent density as $`\rho (s,t\alpha ^2)=e^{\widehat{H}_{CS}t}\rho (s)e^{\widehat{H}_{CS}t}`$. The crossover between orthogonal and unitary symmetry in the GRMM  corresponds in the language of the CS model with density-density correlations with initial conditions given by particles distributed according to the CS model for $`\beta =1`$ and then evolving for $`t>0`$ according to the CS model for $`\beta =2`$ (free fermions). The density-density correlations in this case  are also expressed through a spectral kernel as the one mentioned above but now involving the propagation of free fermions (hole and particle). Combining both effect, the dynamical (with the inital conditions above mentioned) density-density correlations of the CS model at finite temperature are given by (see  for details),

$`\rho (s,\alpha )\rho (0,0)_h\rho (s,\alpha )_h\rho (0,0)_h=R_2(s,\alpha )_h=`$ (3)
$`K_P^2(s,0)_h\left({\displaystyle \frac{d}{ds}}K_P(s,\alpha )_h\right){\displaystyle _s^{\mathrm{}}}K_H(s^{},\alpha )_h𝑑s^{}`$ (4)
$`K_P(s,\alpha )_h={\displaystyle _0^{\mathrm{}}}𝑑kn_P(k)e^{\alpha ^2u^2}\mathrm{cos}(\pi sk)`$ (5)
$`K_H(s,\alpha )_h={\displaystyle _0^{\mathrm{}}}𝑑kn_H(k)e^{\alpha ^2k^2}\mathrm{cos}(\pi sk)`$ (6)
where $`n_H(k)=1n_P(k)=\frac{1}{1+ze^{k^2/h}}`$ is the hole occupation number, $`z=1/(e^{1/h}1)`$ is the fugacity, $`\alpha `$ is the magnetic flux (time), and $`h`$ is related to $`\lambda `$ by $`2\pi h1/\lambda `$ for $`h1`$ .

The $`\alpha 0`$ limit in (3) yields the density-density correlations of the CS model at finite temperature $`h1`$  which resembles the two point spectral correlations of a disordered system at the localization-delocalization transition. The limit $`h0`$ corresponds with the exact analytical result for the crossover between orthogonal and unitary symmetry of a disordered system in the metallic regime  which is equivalent to the exact dynamical density-density correlations of the CS model .

The $`s1,h1`$ limit of (3) also agrees with the density-density correlations obtained in  by using conformal field techniques.

Numerical calculations also support the validity of our conjecture. As observed in fig 3, the agreement between the analytical number variance based on (3) and the numerical result is excellent for the whole range of fluxes at $`\lambda 2`$. We remark that no fitting is involved as the value of $`h`$ utilized corresponds with the analytical prediction $`h=\frac{1}{2\pi \lambda }0.079`$ . In the strong disorder regime (see figure 4) the agreement is also remarkable but in this case no relation between $`h`$ in $`\lambda `$ is known so the parameter $`h=0.267`$ is the best fit to the numerical results. We want to point out that further work is needed to test whether the conjecture (3) is valid beyond the $`h1`$ limit.

Finally we study the relation between classical and quantum properties of our model. For $`\alpha =0,h1`$, the two level spectral correlation function ($`s1`$) can be expressed through the spectral determinant of a diffusion operator  describing the classical dynamics of (1),

$`R_2(s)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle \frac{^2G(s)}{s^2}}+2\mathrm{cos}(2\pi s)e^{2G(s)}`$ (7)
where, $`e^{G(s)}=\frac{D(s)}{2\pi ^2s^2}`$,$`D^1(s)=_{m0}\frac{ϵ_{m}^{}{}_{}{}^{2}+s^2}{ϵ_{m}^{}{}_{}{}^{2}}`$ is the spectral determinant and $`ϵ_m=m/h`$ are the eigenvalues of the (anomalous) diffusion operator. As expected, the ($`s1,\alpha =0`$), limit of (3) coincides with (7). Unlike short range models, the type of classical diffusion associated with (1) is anomalous . Such diffusion is described by a fractional Fokker-Planck equation . For band decaying as $`1/r^\gamma `$, $`1/2<\gamma <3/2`$, the resulting classical dynamics is superdiffusive with $`|r|t^{1/(2\gamma 1)}`$. In the our case ($`\gamma =1`$) the associated fractional Fokker Planck equation is first order in space  and the eigenvalues of the diffusion operator (7) are thus linear in $`m`$ instead of quadratic as for normal diffusion. This link between anomalous classical motion and quantum correlations at the MIT may be utilized to find out conditions for the Anderson transition in quantum chaotic systems.

In conclusion, we have performed a numerical and analytical investigation in a 1D wire with long range disorder and a flux attached to it. In the weak disorder regime we have observed that despite the critical character of the model the effect of the flux is still important. By contrast, in the strong disorder limit, the spectral correlations are almost independent of the flux except for small eigenvalue separations. We have also conjectured, by exploiting an analogy with the CS model, an exact analytical relation for the spectral correlations at the MIT valid for arbitrary flux and disorder $`h1`$. We have suggested that, at least in 1D, the MIT, a quantum mechanic phenomenon, may be related with certain features of the classical dynamics (anomalous diffusion). We expect this relation to be relevant in quantum chaos problems.

Discussions with Gilles Montambaux and Patricio Leboeuf are gratefully acknowledged. This work was supported by the European Union network “Mathematical aspects of quantum chaos”.


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# Strong two-photon emission by a medium with periodically time-dependent refractive index

## Abstract

A two-photon emission of a medium with periodically time-dependent refractive index is considered. The emission results from the zero-point fluctuations of the medium. Usually this emission is very weak. However, it can be strongly enhanced if the resonant condition $`\omega _0`$ = 2.94 $`c/l_0`$ is fulfilled (here $`\omega _0`$ and $`l_0`$ are the frequency and the amplitude of the oscillations of the optical length of the medium, respectively). Besides, a medium with resonant oscillations of the optical length performs the phase conjugated reflection with high efficiency. A similar resonant enhancement of the two-quantum emission of other bosons is also predicted.

The usual nonlinear optical processes leading to the generation of new waves, account for the stimulated emission Shen . Unlikely to that, the two-photon emission of a medium with the refractive index changing in time occurs due to the spontaneous emission arising from the zero-point fluctuations of the field Casimir ; Jablonovich ; quantopt . An interesting heuristic aspect of this emission is its close relation to some basic processes in quantum cosmology, e.g. to the creation of matter in the initial stage of the expanding universe quantopt . Besides, the change of $`n`$ linear in time results in the thermal-like radiation Jablonovich  ”seen” by an observer when it moves with the constant acceleration Unruh ; this radiation is closely related to the Hawking radiation of black hole Birel .

As a rule, the two-photon emission under consideration is very weak. One can expect it to be observed only if the change of $`n`$ in time takes place in a large area and is very large and fast quantopt . The linear and strong time dependence of $`n`$ can be realized only in a small ”spot” in the medium for a very short time Jablonovich . Unlikely to that, the periodic and rather substantial oscillations of $`n`$ in time can be activated in a medium of a large size by applying a strong (quasi)monochromatic laser beam.

The size factor is of a primary importance here. Indeed, the oscillations of the refractive index in time lead also to oscillations of the optical length of the medium $`l`$. Taking $`n(t)=n_0+n_0^{}\mathrm{cos}\omega _0t`$, we get for the time-dependent part of the optical length $`l(t)=l_0\mathrm{cos}\omega _0t`$, where $`l_0=n_0^{}L^{(0)}`$, $`L^{(0)}`$ is the length of the coherently excited medium. Consequently, if $`L^{(0)}`$ is large then one can achieve large amplitude of the oscillations of the optical length $`l_0`$ even if $`n_0^{}`$ is not too large. Therefore, the maximal velocity of the oscillations of the optical length $`V=\omega _0l_0`$ can also get large values which may be comparable, or even exceed the velocity of light in vacuum $`c`$. This has an important consequence: strong enhancement of the quantum emission if the maximal velocity $`V`$ of the oscillations of the optical length approaches $`2.94c`$. The reason for this resonant enhancement can be elucidated as follows. If $`Vc`$ then the intensity of the emission increases with $`V`$. However, if $`Vc`$, then the opposite dependence takes place, as the zero-point fluctuations cannot appreciably react on such a fast oscillations. Therefore, the crossover for the dependence of the emission on $`V`$ exists at $`V_rc`$ and a resonant enhancement of it is observed at $`V_r`$. A possibility of the enhancement of the quantum emission in a dielectric medium with time-dependent parameters has been pointed out by a number of authors (see, e.g. Lobashov ; Klimov ; Johnston ; Saito ). But, in all previous studies this enhancement has been found to take place only in short resonator, which has discrete modes with well-separated frequencies; the enhancement is observed only for the mode, the multiple frequency of which is in resonance with $`\omega _0`$. For a given resonator there are series of modes and resonances; their frequencies are determined by the geometry of the resonator. The emission is non-stationary: the number of generated photons increases in time exponentially. However in our case the enhancement takes place only at $`\omega _0=2.94c/n_0^{}L_0`$; the emission is stationary. Such a big difference of the properties of these phenomena results from the different mechanisms of the enhancement: in the case of a short resonator this is the parametric resonance for a time-dependent electromagnetic mode. The stimulated emission plays here an essential role: all generated photons remain in the resonator and essentially exert the process, resulting in the exponential increase of the number of photons in time. However in the case under consideration there is a continuum of modes which are mixed due to oscillations of $`n`$. The enhancement of the emission at $`V=2.94c`$ is due to the dynamical resonance of the zero-point fluctuations with the oscillations of the optical length. All generated photons immediately leave the region of generation and do not influence the process. Therefore, only a spontaneous emission contributes and the emission is stationary.

We are studying a medium exposed in a monochromatic standing laser wave. We describe the wave classically and account for the time-dependent part of the nonlinear polarization operator $`\widehat{P}^{(nl)}`$. The equation for the field operator $`\widehat{A}`$ then reads Shen  $`\ddot{\widehat{A}}(c/n_0)^2\widehat{}^2\widehat{A}=4\pi \ddot{\widehat{P}}^{(nl)},`$ where $`\widehat{P}^{(nl)}`$ is the time-dependent part of the nonlinear polarization operator. We take $`\widehat{P}^{(nl)}(t)=\eta (t)\widehat{A}/4\pi `$, where $`\eta (t)=\eta _{\mathrm{\hspace{0.17em}0}}\mathrm{cos}\omega _0t`$. Then we get

$$\ddot{\widehat{A}}^{}(c/n(t))^2\widehat{}^2\widehat{A}^{}=0,$$
(1)
where $`\widehat{A}^{}=\widehat{A}(1+\eta (t)),`$ $`n(t)=n_0\sqrt{1+\eta (t)}`$. We suppose that $`\eta _01`$; then $`n(t)n_0+n_0^{}\mathrm{cos}\omega _0t`$, where $`n_0^{}\eta _0/2n_0`$. Equation (1) is the wave equation with a harmonically time-dependent refractive index.

We are considering a dielectric situated in a very large resonator and suppose that the refractive index of the dielectric changes in time only in the time interval between $`t=0`$ and $`t=t_0`$. We want to find how this change influences upon the vacuum state of the quantum field at $`t>t_0`$. To this end, we use the Coleman theorem Coleman , which asserts that the time-dependent classical field leads to the change of the vacuum state in time. In our case this testify that the initial ($`\widehat{a}_k,\widehat{a}_k^+`$) and final ($`\widehat{b}_k,\widehat{b}_k^+`$) destruction and creation operators of a mode $`k`$ in the resonator are different Birel : they are related to each other by the Bogoljubov transformation

$$\widehat{b}_k=\mu _k\widehat{a}_k+\nu _k\widehat{a}_k^+,$$
(2)
where $`|\mu _{k,q}|^2=1+|\nu _{k,q}|^2.`$ This means that photons appear in the final state. The number of generated photons of the mode $`k`$ equals $`N_k=0|\widehat{b}_k^+(t)\widehat{b}_k(t)|0=|\nu _k|^2,`$ where $`|0`$ is the initial zero-point state (in this state $`\widehat{a}_k|0=0`$); the photons appear by pairs.

Usually, to find $`N_k`$, one calculates the parameters of the Bogoljubov transformation (2) (see, e.g. Birel ). However, there also exists another, a simpler way based on calculation of the pair correlation function

$$𝒟_k(t;\tau )=0|\widehat{A}_k(t+\tau )\widehat{A}_k(t)|0$$
(3)
at a large time $`t>t_0`$, $`\tau t`$ and with $`t`$ averaged over a period of oscillations euro ; here $`\widehat{A}_k(t)=(\mathrm{}/2\omega _k)^{1/2}\left(\widehat{b}_ke^{i\omega _kt}+\widehat{b}_k^+e^{i\omega _kt}\right)`$, $`\omega _k`$ is the frequency of the mode $`k`$. Indeed, inserting Eq. (2) into Eq. (3) we find

$$𝒟_k(t;\tau )=(\mathrm{}/2\omega _k)\left(|\mu _k|^2e^{i\omega _k\tau }+|\nu _k|^2e^{i\omega _k\tau }\right),$$
(4)
(the terms $`e^{\pm 2i\omega _kt}`$ drop out). Consequently, to find the number of the generated photons $`N_k`$, one may calculate the negative frequency (with respect to $`\tau `$) term of the large-time $`t`$ asymptotic of the pair correlation function $`𝒟_k(t;\tau )`$. Below we will use this method to calculate the quantum emission under consideration.

We suppose that $`n_0^{}`$ very slowly changes in space. Then, according to the theory of the wave-optics Solimeno  the plane waves $`\widehat{A}_q(x,t)e^{iqx}`$ are the solutions of this equation outside the medium (then the operators $`\widehat{A}^{}`$ and $`\widehat{A}`$ coincide); at that the allowed values of the wave number $`q`$ satisfy the condition $`qL(t)=2\pi k`$, where $`k=0,1,2\mathrm{},`$ $`L(t)=L_0+l(t)`$ is the optical length (eikonal) of the resonator + dielectric at time $`t`$. Therefore the field operator outside the medium has the form

$$\widehat{A}(x,t)=\underset{k}{}\mathrm{sin}(\pi kx/L(t))\widehat{A}_k(t)..$$

This operator satisfies the wave equation in vacuum $`\ddot{\widehat{A}}c^2^2\widehat{A}=0`$ which gives in the $`L/l_0\mathrm{}`$ limit

$$\underset{k}{}\left[\ddot{\widehat{A}}_k+\omega _k^2\widehat{A}_k\frac{k\pi x}{L^2}\left(2\dot{L}\dot{\widehat{A}}_{k,\stackrel{}{q}}+\ddot{L}\widehat{A}_k\right)\mathrm{cot}\left(\frac{\pi kx}{L}\right)\right]=0,$$
(5)
where $`\omega _k=\pi ck/L_0`$ (the terms $`L^m`$ with $`m>2`$ are neglected). Taking into account the identity

$$\pi x/L=2\underset{j=1}{\overset{\mathrm{}}{}}(1)^jj^1\mathrm{sin}(\pi jx/L),LxL,$$

one gets for $`\widehat{𝒜}_k=(1)^k\widehat{A}_k`$ the equation $`\ddot{\widehat{𝒜}}_k+\omega _k^2\widehat{𝒜}_k\omega _k\widehat{B}_k,`$ where

$$\widehat{B}_k=(2/\pi c)\underset{jk}{}j(2\dot{L}\dot{\widehat{𝒜}}_j+\ddot{L}\widehat{𝒜}_j)/(j^2k^2).$$

We consider the case when the oscillations of $`n`$ last for a long time $`t_0`$. Using the Green function of the harmonic oscillator $`\omega _k^1\mathrm{\Theta }(t)\mathrm{sin}\omega _kt`$, where $`\mathrm{\Theta }(t)`$ is the Heaviside step-function, we get for $`tt_0`$

$$\widehat{𝒜}_k(t)\widehat{𝒜}_k^{(0)}(t)+_0^{t_0}𝑑t_1\mathrm{sin}(\omega _k(tt_1))\widehat{B}_k(t_1),$$
(6)
where $`\widehat{𝒜}_k^{(0)}(t)=(1)^k(\mathrm{}/2\omega _k)(\widehat{a}_ke^{i\omega _kt}+\widehat{a}_k^+e^{i\omega _kt})`$. From Eq. (6) it follows that in the $`t\mathrm{}`$ limit the operator $`\widehat{𝒜}_k(t)`$ consists of two items: the positive frequency item $`e^{i\omega _kt}`$ and the negative frequency item $`e^{i\omega _{k,\stackrel{}{q}}t}`$. Besides, in the large $`t_0`$ limit the main contribution to the integral (6) comes from large $`t_1`$. In this case the time-dependence of the factors $`\widehat{𝒜}_j`$ entering the equation for $`\widehat{B_k}`$, is given by the exponents $`e^{\pm i\omega _kt_1}`$. We also take into account that in the large $`t_0`$ limit only the terms with $`\omega _k+\omega _j=\omega _0`$ make a remarkable contribution to the integral in Eq. (6). Therefore the only essential contribution to this integral comes from the terms with $`L(t_1)\widehat{𝒜}_{j,\stackrel{}{q}}(t_1)\mathrm{exp}(\pm i(\omega _0\omega _j)t_1)`$ (the terms $`\mathrm{exp}(\pm i(\omega _j+\omega _0)t_1)`$ are averaged out at the large $`t_0`$ limit). In this case $`\mathrm{\hspace{0.17em}2}\dot{L}(t_1)\dot{\widehat{𝒜}}_j(t_1)+\ddot{L}(t_1)\widehat{𝒜}_j(t_1)j^2k^2`$. As a result the factor $`j^2k^2`$ in the equation for $`\widehat{B}_k`$ cancels and the $`k`$-dependence disappears:

$$\widehat{B}(t)=2V\mathrm{cos}(\omega _0t)\widehat{Q};\widehat{Q}=\kappa _0^1L_0^1\underset{j=1}{}j\widehat{𝒜}_j.$$
(7)
Here $`\widehat{Q}`$ is the operator of the wave packet of the size $`k_0^1`$, where $`\kappa _0=\omega _0L_0/\pi c`$.

Eq. (7) for $`\widehat{B}`$ is the key relation of this study: it accounts for the effect of the oscillations of the optical length in the case of an infinitely large resonator. This relation essentially differs from the analogous relation, describing this effect in the case of a short resonator, which has been studied earlier Lobashov ; Klimov ; Johnston ; Saito : in the latter case the contribution of only one (or few) so-called ”resonant” mode(s) $`j`$ into the operator $`\widehat{B}_k`$ is taken into account. However in the case under consideration there is a continuum of modes which all are essentially mixed by the oscillations of the optical length. Therefore, they all contribute to $`\widehat{B}`$. This circumstance becomes especially clear if one considers the effective Hamiltonian

$$\widehat{H}=\frac{1}{2}\underset{k}{}(\dot{\widehat{A}}_k^2+\omega _k^2\widehat{A}_k^2)V\omega _0L_0\mathrm{cos}(\omega _0t)\widehat{Q}^2$$
(8)
which corresponds to the equation of motion (6) and the given $`\widehat{B}`$. Here the last term describes the effective interaction between the modes arising from the oscillations of the optical length. One can see that this interaction is factorized; all modes contribute to the factors of this interaction. We note that Hamiltonian (8) is analogous to the one describing the two-phonon decay of a local mode in a crystal. This allows one to apply the method proposed in Hizhrev ; EPJ  for a nonperturbative description of this decay.

To find the number of generated photons, one may diagonalize the Hamiltonian (8) (it is done in Hizhrev ). However one can find $`N_k`$ directly from equations (6), (7) and (4):

$$N_k\frac{V^2\omega _k}{2\mathrm{}}_0^{t_0}𝑑t_1𝑑t_1^{}e^{i(\omega _0\omega _k)(t_1t_1^{})}D(t_1,t_1^{}).$$
(9)
Here $`D(t,t^{})=0|\widehat{Q}(t_1)\widehat{Q}(t_1^{})|0`$; in the $`t_0\mathrm{}`$ limit this correlation function depends on the time difference. The emission rate $`\dot{N}_k=dN_k/dt_0`$ now equals

$$\dot{N}_k=(V^2/2\mathrm{})\omega _kD(\omega _0\omega _k),$$

where $`D(\omega )`$ is the Fourier transform of the correlation function $`D(tt^{})`$; here $`\omega `$ and $`\omega _0\omega `$ are the frequencies of two emitted photons. Thus, to find the quantum emission under consideration, one needs to calculate the correlation function $`D(\omega )`$. If $`Vc`$ then one can replace in Eq. (7) for $`\widehat{Q}`$ the field operator $`\widehat{𝒜}_j`$ by $`\widehat{𝒜}_j^{(0)}`$. In this approximation $`D(\omega )\mathrm{}\omega /2\pi ^2c^2\omega _0^2`$ and

$$\dot{N}(\omega )(v/2\pi \omega _0)^2\omega (\omega _0\omega )$$

($`v=V/c`$). This equation coincides with that given by the standard time-dependent perturbation theory. We can see that the emission under consideration is very different from the one in small resonator: it is stationary, its spectrum is broad, while in the case of a small resonator, in the resonance conditions, it is non-stationary and quasi-monochromatic.

To find the emission for an arbitrary $`V`$, we follow the calculations given in EPJ  (see part 2.2.1, the k=2 case). We use the equation of motion for the operator $`\widehat{Q}`$ :

$$\widehat{Q}(t)=\widehat{Q}^{(0)}(t)+2v\omega _0_0^t𝑑t_1G(tt_1)\mathrm{cos}(\omega _0t_1)\widehat{Q}(t_1)$$
(10)
($`tt_0`$), which directly follows from Eqs. (6) - (7). Here $`\widehat{Q}^{(0)}`$ is given by Eq. (7) for $`\widehat{Q}`$ with $`\widehat{𝒜}_j^{(0)}`$ instead of $`\widehat{𝒜}_j`$,

$$G(t)=(\mathrm{\Theta }(t)/\pi \kappa _0^2)\underset{k=1}{\overset{\kappa _0}{}}k\mathrm{sin}\omega _kt$$

is the Green function. Using Eq. (10) once again (this time for $`\widehat{Q}(t_1)`$) and inserting it into $`D(t,t^{})`$ we find

$$D(t,t^{})d(t,t^{})+2v\omega _0_0^t𝑑t_1G(tt_1)\mathrm{cos}(\omega _0t_1)D_1^{}(t_1,t^{})$$

$$+v^2\omega _0^2_0^t𝑑t_1_0^{t_1}𝑑t_2G(tt_1)G(t_1t_2)e^{i\omega _0(t_1t_2)}D(t_2,t^{}),$$

where $`d(t,t^{})=0|\widehat{Q}^{(0)}(t)\widehat{Q}(t^{})|0`$, and an analogous equation for $`d^{}(t^{},t)`$. We take into account only $`e^{i\omega _0(t_1t_2)}`$ term of the factor $`4\mathrm{cos}(\omega _0t_1)\mathrm{cos}(\omega _0t_2)`$; other terms oscillate fast and drop out. Above the term $`v`$ may be omitted while it also oscillates fast. Taking into account that in the large time limit the correlation functions $`D(t,t^{})`$ and $`d(t,t^{})`$ depend on the time difference and using the relations

$$_0^{\mathrm{}}𝑑t_0^t𝑑t_1_0^{t_1}𝑑t_2e^{i\omega t}=_0^{\mathrm{}}𝑑t_2e^{i\omega t_2}_0^{\mathrm{}}𝑑\tau _1e^{i\omega \tau _1}_0^{\mathrm{}}𝑑\tau e^{i\omega \tau }$$

$$_0^{\mathrm{}}𝑑te^{i\omega t}F(tt^{})e^{i\omega t^{}}_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{i\omega \tau }F(\tau )=e^{i\omega t^{}}F(\omega )$$

($`t^{}\mathrm{},\tau =tt_1,\tau _1=t_1t_2`$), one gets the following equation for $`D(\omega )`$ Hizhrev ; EPJ ; euro  (the factor $`e^{i\omega t^{}}`$ cancels):

$$D(\omega )d(\omega )+v^2G(\omega )G(\omega 1)D(\omega ),$$

where

$$G(\omega )=\frac{1}{\pi }\left[1+\frac{\omega }{2}\mathrm{ln}\frac{|1\omega |}{|1+\omega |}\right]+\frac{i\omega }{2}\mathrm{\Theta }(1|\omega |),$$

and an analogous equation for $`d^{}(\omega )`$ (we take $`\omega _0=1`$ for the frequency units). As a result, the number of the emitted photons with the frequency $`\omega `$ per unit time and frequency equals:

$$\dot{N}(\omega )=\frac{(v/2\pi )^2\omega (1\omega )}{|1v^2G^{}(\omega )G(1\omega )|^2}.$$
(11)
This expression describes the emission under consideration for any value of $`v`$. If $`v1`$, then the intensity of the emission increases quadratically with $`v`$. However, if $`v1`$, then the dependence on $`v`$ is the opposite: $`\dot{N}v^2`$. If $`v`$ approaches the value

$$v_r=4\pi /\sqrt{\pi ^2+(4\mathrm{ln}3)^2}2.94,$$

then the resolvent at $`\omega =`$ 1/2 diverges and the emission is resonantly enhanced (see Figs. 1 and 2). The given value of $`v_r`$ is close to $`\pi `$, i.e. the value of $`v`$ which corresponds to the resonance between the oscillations of the optical length and the generated wave, when the distance between the turning points of $`l`$ coincides with the half-wave of the generated photons.

To estimate the intensity of a laser beam which can give $`v=n_0^{}\omega _0L^{(0)}/c1`$ and which can cause the resonant enhancement of the two-photon emission, we take $`n_0^{}n^{(2)}I`$, where $`I`$ is the intensity of the laser light, $`n^{(2)}10^{15}cm^2/W`$, - a typical non-resonant value of $`n^{(2)}`$ in crystals Shen . We also take $`\omega _0L^{(0)}/c10^5`$and $`n^{(2)}10^{15}cm^2/W`$. We get $`I10^{10}W/cm^2`$. Such intensity of the laser light is experimentally achievable.

In our consideration we describe the emission in the direction $`x`$, which was chosen arbitrarily. This means that photons are emitted in all directions. The positive and the negative direction along the $`x`$ axis are not distinguished in our case. Therefore the pairs of photons with the wave vectors $`\pm \stackrel{}{q}`$ and $`\pm \alpha \stackrel{}{q}`$ along the $`x`$ axis are equally generated by the medium (here $`\alpha =\omega _0/\omega 1`$).

Only a spontaneous emission was considered above. If $`N_\stackrel{}{q}`$ photons with the wave-vector $`\stackrel{}{q}`$ and the frequency $`\omega =cq<\omega _0`$ are fall into a medium with $`n`$ oscillating in time, then also stimulated processes give a contribution to the emission. As a result, an additional factor $`1+N_\stackrel{}{q}`$ appears in the equation for the intensity of the emission of photons with the wave-vectors $`\stackrel{}{q}`$ and $`\stackrel{}{q}=\alpha \stackrel{}{q}`$, where $`\alpha =\omega _0/\omega 1`$. It is essential to underline that the presence of photons with the wave-vector $`\stackrel{}{q}`$ leads to an enhancement of the emission of photons not only with the same wave vector but also of photons with the wave-vector $`\alpha \stackrel{}{q}`$. E.g. the photons with the wave number $`q=\omega _0/2c`$ do stimulate the emission of photons with the wave vector $`=\stackrel{}{q}`$. This is a well-known fact Pepper : a medium with a refractive index oscillating in time performs the phase-conjugated reflection of photons with half a frequency. In our case, in the resonance condition it takes place with a high efficiency.

A medium with oscillating refractive index is not the only physical system where the optical length oscillates in time; a resonator with vibrating mirror(s) gives another example. In the latter case the maximal velocity of the oscillations of the mirror(s) is limited by the velocity of light. However a reflecting border in a dielectric medium can be put to oscillate with $`V>c`$, e.g. by means of a strong laser beam which periodically changes its direction so that the position of the area, being illuminated by the beam, moves forth and back with $`V>c`$. In this case one can get strong enhancement of the two-photon emission if $`V`$ approaches $`2.9c`$. Note also that in a small resonator (cavity) with vibrating walls one can also get strong enhancement of the generation of photons of a mode if it is in parametric resonance with the oscillations (see, e.g. Casimir ; Law ; More ; Janovich ; Mundarain ; Dodonov ; Jenson ; Visser ; Jacobs ; Rzazewski ; Schaller ).

Finally, we note that the emission under consideration can be generated by any strong coherent long-wave excitation, which periodically modulates $`n`$. A similar emission of other bosons as well as the resonant enhancement of this emission is also possible in a periodically time-dependent medium, analogously to the above-described resonant enhancement of the two-photon emission. To prove the aforementioned we consider the quantum field, which satisfies the time-dependent Klein-Gordon equation

$$[^2/t^2c^2\widehat{}^2+m^2]\widehat{A}=^2\eta (t)\widehat{A}/t^2.$$

In this case the above presented consideration of the two-quantum emission holds also if one replaces the frequency of a photon $`\omega =cq`$ by the frequency of the particle $`\sqrt{c^2q^2+m^2}`$. The number of the emitted quanta (particles and antiparticles) in the time unit is also described by the Eq. (11) if $`G(\omega )`$ is replaced by the difference $`G(\omega )G_1(\omega )`$ where $`G_1(\omega )`$ can be obtained from $`G(\omega )`$ by replacing $`1\omega `$ by $`2m\omega `$; the two-particle emission under consideration exists only if the rest mass of the particle-antiparticle pair $`2m`$ (in the $`\omega _0=\mathrm{}=c=1`$ units) does not exceed $`1`$. This result may be of interest to the physics of condensed matter, e.g. to the generation of phonon pairs in a semiconductor by a strong microwave or to a two-phonon decay of the strong phonon wave generated in CARS experiments. It may also offer interest for the astrophysics as a possible mechanism of a powerful emission of particles.

To sum up, a solution of the problem of the two-quantum emission of a periodically time-dependent medium has been given. It has been found that, if the maximal value of the velocity of the oscillating optical length approaches the critical value 2.94$`c`$, then a strong enhancement of the two-photon emission takes place. It has also been found that a medium with the resonant oscillations of the refractive index may carry out the phase-conjugated reflection with high efficiency. A similar resonant enhancement of other types of two-quantum emission has also been predicted.

Acknowledgement. The research was supported by the ETF Grant No 5023 and by the US NRC Twinning Program.


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# The derived series and virtual Betti numbers

## Abstract.

The virtual Betti number conjecture states that any hyperbolic three-manifold has a finite cover with positive first Betti number. We show that this would follow if it were known that the derived series of the fundamental group $`G`$ of a hyperbolic three-manifold satisfies a certain stability property. The stability property is the statement that if all the quotients $`G^i/G^{i+1}`$ of the derived series $`G^i`$ of $`G`$ are finite, then the derived series stabilises.

The proof involves basic facts regarding finite group actions on homology spheres.

An important conjecture in hyperbolic geometry is the so called virtual Betti number conjecture which states that any hyperbolic $`3`$-manifold $`M`$ has a finite cover with positive first Betti number. A natural way to try to construct such a cover is to consider the derived series $`G^i`$ of $`G=\pi _1(M)`$. There are *a priori* three possibilities for this: the series may stabilise, some quotient $`G^i/G^{i+1}`$ may be infinite or we may have finite derived quotients without the series stabilising. In the second case we obtain a finite cover with positive Betti number.

Our goal in this note is to show that to prove the virtual Betti number conjecture for a class (closed under passing to finite covers) of hyperbolic $`3`$-manifolds, it suffices to rule out the third case for manifolds in the class. We first recall some basic definitions and elementary facts.

Suppose $`G`$ is a (finitely presented) group. The *derived series* of $`G`$ is defined inductively as follows: let $`G^0=G`$ and, for $`i`$, let $`G^i=[G^{i1},G^{i1}]`$. We say that the derived series stabilises if $`G^{k+1}=G^k`$ for some $`k`$. In this case, for $`ik`$ we have $`G^i=G^k`$. The quotient $`G^i/G^{i+1}`$ is just the abelianisation of $`G^i`$ and hence the derived series stabilises if and only if, for some $`i`$, $`G^i`$ is perfect.

Suppose $`G=\pi _1(M)`$ for a hyperbolic $`3`$-manifold $`M`$. Then the virtual Betti number conjecture is equivalent to the statement that there is a finite-index subgroup $`H`$ of $`G`$ whose abelianisation is infinite. Suppose $`G^i/G^{i+1}`$ is infinite for some $`i0`$, then if we let $`H=G^i`$ for *the smallest* such $`i`$, $`H`$ has finite index in $`G`$ and has infinite abelianisation as required.

To state our result, we need a definition.

###### Definition 0.1.

Let $`𝒞`$ be a class of hyperbolic $`3`$-manifolds that is closed under passing to finite covers. Then we say that $`𝒞`$ satisfies the *stability property* if for each $`M𝒞`$ the following holds for $`G=\pi _1(M)`$: if each quotient $`G^i/G^{i+1}`$, $`i`$, of the derived series of $`G`$ is finite, then the derived series stabilises.

We could take the class $`𝒞`$ to be, for instance, all arithmetic manifolds or simply all hyperbolic $`3`$-manifolds. Our main result is the following.

###### Theorem 0.2.

Suppose the class $`𝒞`$ of hyperbolic $`3`$-manifolds satisfies the stability property. Then any manifold $`M𝒞`$ has a finite cover with positive first Betti number.

To prove the result, we need the following lemma.

###### Lemma 0.3.

Let $`M`$ be a hyperbolic $`3`$-manifold and let $`N`$ be a finite Galois cover of $`M`$ with $`H`$ the group of deck transformations. Suppose $`H_1(M)=H_1(N)=0`$, then $`H`$ is the binary icosahedral group (or $`M=N`$).

###### Proof.

By Poincaré duality, $`M`$ and $`N`$ are homology spheres. As $`H_1(M)=0`$ and $`H`$ is a quotient of $`\pi _1(M)`$, it follows that $`H`$ is perfect. Thus $`H`$ is a finite perfect group acting freely on the homology $`3`$-sphere $`N`$ (in particular $`H`$ has periodic cohomology). It is well known (see, for instance,  or ) that $`H`$ must be the binary icosahedral group (or the trivial group). ∎

In particular, we have the following corollary as the binary icosahedral group has order $`120`$.

###### Corollary 0.4.

Let $`M`$ be a hyperbolic $`3`$-manifold and let $`N`$ be a finite Galois cover of $`M`$ with order more than $`120`$. Then $`N`$ is not a homology sphere.

Suppose now that $`𝒞`$ is a class of manifolds satisfying the hypothesis of the theorem and let $`M`$ be a manifold in $`𝒞`$. Consider the covers of $`M`$ corresponding to the derived subgroups of $`\pi _1(M)`$. By the stability property $`M`$ either has a finite cover with positive first Betti number or $`M`$ has a cover that is a homology sphere. Thus we may assume that $`H_1(M)=0`$.

By residual finiteness, we can find a finite Galois cover $`M^{}`$ of $`M`$ that has order greater than $`120`$. Consider the derived series of $`M^{}`$ and the corresponding covers. By the stability condition we either get a finite cover $`N`$ with positive first Betti number or we have a finite cover $`N`$ with $`H_1(N)=0`$. It suffices to rule out the latter case.

Assume that we are in the latter case and that $`N`$ is a finite cover of $`M^{}`$ with $`H_1(N)=0`$ corresponding to a derived subgroup of $`\pi _1(M^{})`$. As the derived subgroups are characteristic subgroups of $`\pi _1(M^{})`$ which is in turn a normal subgroup of $`\pi _1(N)`$, $`\pi _1(N)`$ is a normal subgroup of $`\pi _1(M)`$. Thus $`N`$ is a Galois cover of $`M`$. As the degree of the covering map is greater than $`120`$, we get a contradiction to the above corollary. This completes the proof of the theorem.


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# 1 Introduction

## 1 Introduction

It is well known that the modeling of physical processes in strongly inhomogeneous media leads to the study of differential equations with rapidly varying coefficients. Regarding coefficients as periodic functions, many attempts for getting approximate solutions are accomplished, and some of successful ones are G-convergence by Spagnolo, H-convergence by Tartar and $`\mathrm{\Gamma }`$-convergence by De Giorgi. Another common way is to use formal asymptotic expansion - we first guess by a formal expansion what the limit should be and then justify it by energy method. Two-scale convergence defined by G. Allaire () is an efficient way of combining these two procedures - two-scale convergence guarantees the least amount of convergent degree, which is stronger than weak convergence and weaker than norm convergence. But it is restricted to the elliptic cases. For studying parabolic differential equations, the convergent nature is not clear and even two-scale convergence can not be applied directly. Even though stationary problems corresponding to the given parabolic problems may be considered for homogenization process, the convergent relationship between stationary problems and non-stationary problems is not justified by the two-scale convergence defined by G. Allaire. In this note, we present a new approach which is a modification of the two-scale convergence technique to explain the homogenization of parabolic partial differential equations with periodic coefficients, and this also describes the convergence nature of parabolic equations on inhomogeneous media. This notion is justified by a compactness theorem which is the main result of this paper.

## 2 Parametric two-scale convergence

Let $`\mathrm{\Omega }`$ be an open set in $`𝐑^n`$ and $`Y[0,1]^n`$. We denote various spaces of periodic functions by a subscript $`\mathrm{}`$. For example, $`C_{\mathrm{}}^{\mathrm{}}(Y)`$ denotes the space of infinitely differentiable functions on $`𝐑^n`$ that are periodic of period $`Y`$.

We define the parametric two-scale convergence for parabolic differential equations with periodic coefficients following the lead of Nguetseng .

###### Definition 1

A sequence of functions $`u^\epsilon (t,x)L^{\mathrm{}}([0,\mathrm{});L^2(\mathrm{\Omega }))`$ is said to parametric two-scale converge to a limit $`U_0(t,x,y)L^{\mathrm{}}([0,\mathrm{});L^2(\mathrm{\Omega }\times Y))`$ if for any test function $`\mathrm{\Psi }(t,x,y)L^1([0,\mathrm{});C_0^{\mathrm{}}(\mathrm{\Omega };C_{\mathrm{}}^{\mathrm{}}(Y)))`$, we have

$$\underset{\epsilon 0}{lim}_0^{\mathrm{}}_\mathrm{\Omega }u^\epsilon (t,x)\mathrm{\Psi }(t,x,\frac{x}{\epsilon })𝑑x𝑑t=_0^{\mathrm{}}_Y_\mathrm{\Omega }U_0(t,x,y)\mathrm{\Psi }(t,x,y)𝑑x𝑑y𝑑t.$$

Roughly speaking, the convergence is a kind of $`weak^{}`$-convergence with respect to $`L^{\mathrm{}}(0,\mathrm{})`$-norm and two-scale with respect to $`L^2(\mathrm{\Omega })`$-norm.

###### Remark 2

In , we can find the following; For any $`\mathrm{\Psi }(x,y)L^2(\mathrm{\Omega };C_{\mathrm{}}(Y))`$, we have

$$\underset{\epsilon 0}{lim}_\mathrm{\Omega }\mathrm{\Psi }(x,\frac{x}{\epsilon })^2𝑑x=_\mathrm{\Omega }_Y\mathrm{\Psi }(x,y)^2𝑑x𝑑y.$$

We prove a compactness theorem for the parametric two-scale convergence.

###### Theorem 3

Any bounded sequence $`u^\epsilon `$ in $`L^{\mathrm{}}([0,\mathrm{});L^2(\mathrm{\Omega }))`$ has a parametric two-scale convergent subsequence.

Proof :  Suppose that $`u^\epsilon `$ is a bounded sequence in $`L^{\mathrm{}}([0,\mathrm{});L^2(\mathrm{\Omega }))`$. We want to show that there is a subsequence $`u^{\epsilon _j}`$ of $`u^\epsilon `$ and a function $`U_0(t,x,y)L^{\mathrm{}}([0,\mathrm{});L^2(\mathrm{\Omega }\times Y))`$ such that for any $`\mathrm{\Psi }(t,x,y)`$ in $`L^1([0,\mathrm{});C_0^{\mathrm{}}(\mathrm{\Omega };C_{\mathrm{}}^{\mathrm{}}(Y)))`$

$$\underset{\epsilon _j0}{lim}_0^{\mathrm{}}_\mathrm{\Omega }u^{\epsilon _j}(t,x)\mathrm{\Psi }(t,x,\frac{x}{\epsilon _j})𝑑x𝑑t=_0^{\mathrm{}}_Y_\mathrm{\Omega }U_0(t,x,y)\mathrm{\Psi }(t,x,y)𝑑x𝑑y𝑑t.$$

Let $`_\epsilon (\mathrm{\Psi })_0^{\mathrm{}}_\mathrm{\Omega }u^\epsilon (t,x)\mathrm{\Psi }(t,x,\frac{x}{\epsilon })𝑑x𝑑t`$ and $`𝒟L^2(\mathrm{\Omega };C_{\mathrm{}}(Y))`$. There is a positive constant $`C`$ such that $`u^\epsilon _{L^{\mathrm{}}(0,\mathrm{};L^2(\mathrm{\Omega }))}C`$. Since

$`_\epsilon (\mathrm{\Psi })`$ $``$ $`{\displaystyle _0^{\mathrm{}}}u^\epsilon (t)_{L^2(\mathrm{\Omega })}\mathrm{\Psi }(t,x,{\displaystyle \frac{x}{\epsilon }})_{L^2(\mathrm{\Omega })}𝑑t`$
$``$ $`C{\displaystyle _0^{\mathrm{}}}\underset{yY}{\mathrm{max}}\mathrm{\Psi }(t,x,y)_{L^2(\mathrm{\Omega })}dt=C{\displaystyle _0^{\mathrm{}}}\mathrm{\Psi }(t)_𝒟𝑑t`$
and $`\mathrm{\Psi }L^1([0,\mathrm{});𝒟)`$. We have $`_\epsilon \left(L^1([0,\mathrm{});𝒟)\right)^{}`$. So a subsequence $`_{\epsilon _j}`$ is $`weak^{}`$-convergent to some $`𝒰_0\left(L^1(0,\mathrm{};𝒟)\right)^{}`$. Hence for any $`\mathrm{\Psi }`$ in $`L^1([0,\mathrm{});𝒟)`$, we have

$$\mathrm{\Psi }(t,x,\frac{x}{\epsilon _j})_{L^2(\mathrm{\Omega })}\mathrm{\Psi }(t)_𝒟,$$

so by Lebesgue Dominated Convergence Theorem,

$`𝒰_0(\mathrm{\Psi })=\underset{\epsilon _j0}{lim}_{\epsilon _j}(\mathrm{\Psi })`$ $``$ $`\underset{\epsilon _j0}{lim\; sup}{\displaystyle _0^{\mathrm{}}}u^{\epsilon _j}(t)_{L^2(\mathrm{\Omega })}\mathrm{\Psi }(t,x,{\displaystyle \frac{x}{\epsilon _j}})_{L^2(\mathrm{\Omega })}𝑑t`$
$``$ $`C{\displaystyle _0^{\mathrm{}}}\underset{\epsilon _j0}{lim\; sup}\mathrm{\Psi }(t,x,{\displaystyle \frac{x}{\epsilon _j}})_{L^2(\mathrm{\Omega })}dt`$
$`=`$ $`C{\displaystyle _0^{\mathrm{}}}\mathrm{\Psi }(t)_{L^2(\mathrm{\Omega }\times Y)}𝑑t.`$
Since $`L^1([0,\mathrm{});𝒟)`$ is dense in $`L^1([0,\mathrm{});L^2(\mathrm{\Omega }\times Y))`$, it follows that $`𝒰_0`$ is in $`\left(L^1([0,\mathrm{});L^2(\mathrm{\Omega }\times Y))\right)^{}`$. By Riesz Representation Theorem, we have

$$𝒰_0(\mathrm{\Psi })=_0^{\mathrm{}}U_0(t),\mathrm{\Psi }(t)_{L^2(\mathrm{\Omega }\times Y)}𝑑t$$

for some $`U_0L^{\mathrm{}}([0,\mathrm{});L^2(\mathrm{\Omega }\times Y))`$. Therefore

$`\underset{\epsilon _j0}{lim}{\displaystyle _0^{\mathrm{}}}{\displaystyle _\mathrm{\Omega }}u^{\epsilon _j}(t,x)\mathrm{\Psi }(t,x,{\displaystyle \frac{x}{\epsilon _j}})𝑑x𝑑t`$ $``$ $`\underset{\epsilon _j0}{lim}_{\epsilon _j}(\mathrm{\Psi })`$
$`=`$ $`𝒰_0(\mathrm{\Psi })`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle _Y}{\displaystyle _\mathrm{\Omega }}U_0(t,x,y)\mathrm{\Psi }(t,x,y)𝑑x𝑑y𝑑t.`$
$`\mathrm{}`$

## Acknowledgements

This paper was supported by Korea Research Foundation, Grant No. KRF-2001-005-D20004.

Department of Mathematics, Yonsei University,
134 Sinchon-dong, Seodaemun-gu, Seoul 120-749, Korea
E-mail: hpak@yonsei.ac.kr


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# First Results from MASIV: The Micro-Arcsecond Scintillation-Induced Variability Survey

## 1 Introduction

Considerable evidence has now accumulated to demonstrate that interstellar scintillation (ISS) in the turbulent interstellar medium (ISM) of our Galaxy, is the principal mechanism responsible for the intra-day variability (IDV) seen in many flat-spectrum Active Galactic Nuclei at centimeter wavelengths. Much of this evidence has come from observations of the three fastest known IDV sources, B0405–385 (Kedziora-Chudczer et al., 1997), B1257–326 (Bignall et al., 2003) and J1819+3845 (Dennett-Thorpe & de Bruyn, 2000). The rapid variability in these sources makes possible the detection and measurement of any pattern delay at widely spaced radio telescopes, as might be expected if ISS is the cause of the IDV.

Such a pattern time delay was first measured in B0405–385 between the ATCA and the VLA at 5 GHz (Jauncey et al., 2000) despite the unfavorable geometry for this measurement for such a southern source. This was soon followed by similar measurements with J1819+3845 (Dennett-Thorpe & de Bruyn, 2002), where the high northern declination of the source and the northern location of both the VLA and the WSRT made this a very elegant experiment. Most recently, a pattern time delay has also been measured in B1257–326 between the ATCA and the VLA at 4.9 and 8.5 GHz (Bignall 2003; Jauncey et al. 2003; Bignall et al., in preparation).

The presence of such a pattern time delay implies that the turbulent structures in the ISM are moving at a speed close to the 30 $`\text{km s}^1`$ orbital speed of the Earth. For part of the year the Earth and the ISM move together, the relative speed is low and the scintillation pattern moves across the observer slowly. Six months later the Earth moves in the opposite direction so the relative speed is high and the scintillation pattern moves more rapidly.

Such an “annual cycle” has now been reported in three sources, J1819+3845 (Dennett-Thorpe & de Bruyn, 2001), B0917+624 (Rickett et al., 2001; Jauncey & Macquart, 2001) and B1257-326 (Bignall et al., 2003), and evidence is accumulating for its presence in several more sources. Moreover, an annual cycle has been detected in B1257–326 not only in the characteristic time scale, $`T_{\mathrm{char}}`$, but also in the time delay between the scintillation patterns at 8.6 and 4.8 GHz. Bignall et al (2003) suggest that this may be due to an offset between the central components of the source at each frequency, as might be expected if the source were jet-like on a microarcsecond scale, and optically thick between 4.8 and 8.6 GHz. This second annual cycle occurs as the ISM passes first across the 8.6 GHz then across the 4.8 GHz component, with the apparent displacement on the sky due to the displacement of the $`\tau =1`$ surfaces along the jet. If the position of the surfaces scales as $`\nu ^1`$ along the jet (Blandford & Konigl, 1979), this implies a displacement of 0.1 pc (Bignall et al., 2003).

The above observations establish unequivocally ISS in the local Galaxy as the principal cause of the IDV seen in these sources. Moreover, the long time for which IDV has been seen in some of these sources, more than a decade for B0917+624 (Fuhrmann et al., 2002) and more than 5 years for both B1257-326 and J1819+3845, suggests that such scintillating components are relatively long lived despite their small physical sizes.

A source must be small in order to scintillate. In the weak scattering case, most commonly encountered at frequencies $`5`$ GHz, the source angular size, $`\theta _S`$, must be comparable to the angular size of the first Fresnel zone (e.g. Narayan, 1992). This implies an angular size

$$\theta _S\sqrt{\lambda /2\pi D}$$

which is at most tens of microarcseconds for screen distances, $`D`$, of tens to hundreds of parsecs.

The limiting angular size for scintillation varies inversely with the square root of the screen distance, and thus the brightness temperatures inferred from ISS scale with the screen distance. Reliable screen distances and thus brightness temperatures have been estimated for five scintillators. Rickett et al. (1995) found $`6\times 10^{12}`$ K for B0917+624 for scattering at 200 pc. For the three fast scintillators, B0405$``$385, B1257$``$326 and J1819+3845, recent careful analyses has found very nearby screens with typical distances of 10 to 30 pc (Rickett, Kedziora-Chudczer & Jauncey, 2002; Bignall et al., 2003; Dennett-Thorpe & de Bruyn, 2000). Such nearby screens yield brightness temperatures of $`2\times 10^{13}`$ K, $`4\times 10^{12}`$ K and $`5\times 10^{12}`$ K respectively. For B1519$``$273 a lower limit to the screen distance of 390 pc has been found, based on the measured 1.6 GHz angular size limit. This yields a brightness temperature lower limit of $`5\times 10^{13}`$ K, or possibly as high as $`6\times 10^{14}`$ K (Macquart et al., 2000). These results imply large Doppler factors for these sources, at least as high as several hundred (Readhead, 1994), significantly higher than those seen in existing VLBI surveys (Kellermann et al., 2000; Marscher et al., 2000).

## 2 The need for a large survey

The realization that ISS is the principal physical process responsible for IDV at centimetre wavelengths suggests that a large-scale scintillation survey may address many questions regarding both source microarcsecond structures and properties of the ISM not otherwise accessible. To date, IDV surveys have been relatively small, restricted to of order 100 of the strongest flat-spectrum sources (Heeschen, 1984; Quirrenbach et al., 1989; Kedziora-Chudczer et al., 2001). These surveys have shown that up to $``$20% of the strong sources scintillate, but the small size of these surveys has yielded samples of no more than 20 scintillators, insufficient for reliable statistical investigations.

Therefore we have undertaken a large scale 4.9 GHz Micro-Arcsecond Scintillation-Induced Variability (MASIV) survey with the VLA. The aim is to construct a large, statistically significant sample of 100 to 150 scintillating sources. 4.9 GHz was chosen as the observing frequency as it is in the weak scattering regime where the variations are rapid, but is close to the transition frequency where the largest amplitude scintillations and shortest timescales are seen over most of the sky (Walker, 1998).

In order to understand the sources themselves, it is also necessary to understand the effects of the ISM, since the two are intimately linked via the scintillation process. Assuming that the extragalactic sources are distributed uniformly over the sky, the observed distribution of 100 or more scintillators may shed light on the distribution of scattering material throughout the northern Galaxy. In particular, the presence of new fast scintillators can reveal the presence of nearby scattering material. Furthermore, determination of the annual cycle distribution will lead to the overall distribution of the velocity of the ISM.

For the sources themselves, the survey results lead directly to an understanding of the dependence on scintillation on flux density, spectral index, the nature of optical counterpart, redshift, luminosity, milliarcsecond structure and evolution. Most importantly, the survey allows us to better characterize the scattering process responsible and hence constrain the source brightness temperatures.

To make sure that the survey is unbiased with regard to characteristic scintillation time scales, all sources were observed over three well-spaced epochs during our observations, so that sources in the “slow” part of their annual cycle would not be missed. Three well-spaced epochs also allows us to better find those sources like B0405$``$385 whose scintillation outbursts are episodic (Kedziora-Chudczer et al., 1997). Each session extended over three or more days to prevent missing the slower scintillators. Moreover, the 2 hour minimum observing interval gave sufficient coverage each day to reliably recognize any variability.

We expect that any new fast scintillators found in the survey will reveal the presence of nearby regions of interstellar turbulence in the Galaxy. Both of the long-lived fast scintillators are among the weakest known, so the survey included a selection of both strong, $``$1 Jy, and weak, $`0.1`$ Jy, sources. Moreover, as the VLA was in a variety of configurations during the year, we selected only sources that would appear point-like to the VLA at all resolutions. We selected compact flat-spectrum sources as they are expected to possess a compact nucleus. The sources were selected from the JVAS (Patnaik, Browne, Wilkinson, & Wrobel, 1992; Browne, Wilkinson, Patnaik, & Wrobel, 1998; Wilkinson et al., 1998) and CLASS (Myers et al., 1995) catalogs of sources unresolved at 8.5 GHz with the VLA. From the JVAS catalog we selected all sources with greater than 95% of their flux density in an unresolved component and from the CLASS survey we selected all sources with modeled source sizes less than 50 mas. Sources were rejected if the catalogs indicated the presence of confusing sources in the field. We cross-correlated these sources with the NVSS catalog to obtain spectral indices of all sources and thus a flat-spectrum sample. We chose a spectral-index lower-limit of $`0.3`$ ($`S\nu ^\alpha `$) which provided a sample of 1871 sources stronger than 100 mJy at 8.5 GHz.

To reduce this to a manageable quantity for $``$2 hourly flux density monitoring, the sample was further reduced into strong and weak sub-samples of approximately 300 sources each. The weak sample consists of sources with 8.5 GHz flux densities between 105 and 130 mJy and the strong sample contains sources stronger than 600 mJy. We also selected a sub-sample of sources between 130 and 600 mJy with $`4.5\text{h}\text{RA}<7.5\text{h}`$ or $`16.5\text{h}\text{RA}<19.5\text{h}`$ and $`\delta 35^{}`$. These two “windows” coincide with regions of the sky where the predicted ratio between the fastest and slowest variability timescale over the course of a year are at their minimum ($`\text{RA}6\text{h}`$) and maximum ($`\text{RA}18\text{h}`$) for ISS-induced variability in a plasma moving with the LSR (Rickett, 2002), and thus let us probe a full range of flux densities for these two regions. The declination limit was chosen to avoid excessive azimuth slew times at the VLA for sources near transit. The total number of sources in our sample is 710.

## 3 Observations

Our first epoch of observations spanned 72 hours from 2002 January 19 to 2002 January 22 during reconfiguration from D to A array. At the start of our observations all antennas had been moved into A-array except for two on the south spur of the array, separated by 40 m. The observations were conducted in a five-subarray mode. The combined strong and weak samples were divided into four declination bands and one subarray was assigned to each. The fifth subarray was assigned to the intermediate flux-density sources in the minimum and maximum annual modulation ratio windows defined above.

Each subarray was scheduled so that every source was observed for one minute every $``$2 h while it was above an elevation of $`15^{}`$. Antennas were assigned to subarrays to form long baselines to reduce possible contributions from any extended structure. Shadowing was avoided for the two antennas in D-array by assigning the northern-most antenna to the northern-most declination band and the southern-most to the southern declination band. For flux density calibration, each subarray observed B1328+307 (3C286) and J2355+4950 every $``$ 2 hours. B1328+307 is the primary flux density calibrator for the VLA and J2355+4950 is a GPS source, not likely to vary over short timescales, and is monitored regularly at the VLA as part of a calibrator monitoring program.

The data from our observations were loaded into AIPS in real-time using the on-line FILLM task, thus providing quick access to the data. After the first 24 h we performed a rudimentary amplitude calibration and began searching for evidence of short timescale variability with peak-to-peak amplitudes greater than $``$10%, well above our estimated systematic errors of a few percent. Once these sources were identified we scheduled additional scans on them in the last 24 h of our observations to improve the sampling and hence our estimation of the variability timescale.

Following the observations we applied a more rigorous calibration of both total intensity and linear polarization data. This required particular care as many antennas had recently been moved and their pointing calibration observations were not complete. The residual pointing errors may depend on azimuth and elevation so we chose several bright, non-variable sources in each subarray at a range of right ascensions as gain calibrators for surrounding sources. Precautions were taken to ensure that the calibrators themselves were not variable: if a given calibrator caused the majority of sources against which it was applied to vary, then another calibrator was chosen.

As the subarray beam pattern rotates on the sky, the presence of arcsecond scale structure adds alternatively in-phase and out-of-phase with the central unresolved “core” creating the appearance of variability. However, it then has the same variability character on each of the three days observations, and such a repetitive pattern is relatively easily seen in the data. Moreover, imaging the three day data set quickly resolves any ambiguities. Snapshot images were therefore made of each source showing evidence of variability to guard against such spurious detection of IDV. This is most important when the VLA was in its more compact configurations.

## 4 Results

In order to separate variable from non-variable sources it is essential to determine reliably the uncertainties in the VLA flux density measurements. As a first step we plotted, in Figure 1, the modulation index (RMS divided by the mean flux density), versus mean flux density, for each of the 710 sources in the survey. Figure 1 shows clearly the flux density groupings of the strong and weak samples, and that the great majority of the sources have average RMS errors well below 5%.

Uncertainties in flux density measurements are made up of two components, one, $`s`$ Jy, due to noise and confusion, that is independent of flux density, and the other, $`p`$ %, that is proportional to flux density and due primarily to pointing offsets. The dominant uncertainty among the strong sources is $`p`$ while $`s`$ is the main contributor among weak sources. Examination of Figure 1 indicates that $`s`$ is close to 1.5 mJy and $`p`$ is close to 1%. As a first step, we then selected for a more detailed examination, those sources with

$$\text{RMS}\sqrt{(2s)^2+\left(\overline{S}\frac{2p}{100}\right)^2}\text{Jy}$$

where $`\overline{S}`$ is the mean flux density at 4.9 GHz. This corresponds to a simple $`\chi `$-squared test to identify those sources whose scatter is well in excess of the overall population errors; that is those that are likely variables. This procedure identified 99 sources. While this is not the most effective way of finding the variable sources, it serves as an effective starting point to determine the errors for the survey as a whole.

Data collected for each of these 99 sources were then examined in detail. In many instances not only were there obvious strong flux density changes, but the pattern of the variations are remarkably similar to those seen in many of the known IDV sources (Kedziora-Chudczer et al., 2001). To give a flavor of the range of variations seen, and to provide an initial catalog of sources from which others may wish to conduct more detailed investigations, we list in Table 1 all sources with a mean flux density greater than 100 mJy and modulation indices of 0.04 or more, making a total of 29 sources. Light curves for these sources are also shown in Figures 2-5 and we now discuss these sources individually from the shortest to the longest variability timescales.

Variability was detected on a full range of timescales from less than two hours to greater than three days.(We define timescale here as the mean time between a peak and a minimum in a light-curve). In Figure 2 we show two of the most rapid variables detected: J0929$`+`$5013 and J1819$`+`$3845. Both are clearly under-sampled in our survey observations but are detected as variable nonetheless.

J0929$`+`$5013 is a BL Lac object (Nass et al., 1996). Like most strong ($`S_{4.9\mathrm{GHz}}>0.3`$ Jy) sources listed in Table 1, it has been observed at milliarcsecond-scale resolution and is compact (Beasley et al., 2002).

J1819$`+`$3845 was serendipitously discovered to be an IDV 3 years ago (Dennett-Thorpe & de Bruyn, 2000), and exhibits the most rapid flux density variations known for any extragalactic source. The presence of an annual cycle in the time scale for variability (Dennett-Thorpe & de Bruyn, 2001), plus the measurement of a varying time delay between the IDV pattern arrival times at the VLA and WSRT (Dennett-Thorpe & de Bruyn, 2002) establishes unequivocally that ISS is the mechanism responsible for the rapid flux density variability in this source. It is remarkable how readily the IDV can be seen in this source, even sampling more slowly than the characteristic time scale for variability. Clearly rapid variables like J1819$`+`$3845 would not have been missed in our survey.

Lightcurves for sources that vary on longer timescales which are well sampled by our observations are shown in Figure 3. Of particular note is J1159+2914 (B1156+295), a quasar at $`z=0.729`$ which has the highest RMS flux density observed in our survey at 167 mJy. This object has also been identified as a source of gamma-rays (Mukherjee et al., 1997) and is highly variable (e.g. Webb et al., 1995; Xie et al., 1994; Villata et al., 1997). VLBI observations reveal a high brightness temperature nucleus (Hirabayashi et al., 1998) and apparent superluminal jet speeds of up to $`9`$ c ($`H_0=65\text{km s}^1\text{Mpc}^1`$, $`q_0=0.1`$) have been claimed (Piner & Kingham, 1997; Jorstad et al., 2001).

J0757$`+`$0956 is a BL Lac (Falomo & Ulrich, 2000). It shows variability on two different timescales with quite rapid changes on a $`0.3`$ day timescale and a slow overall rise in flux density over three days. This is perhaps indicative of scintillation of two sub-components in the source, one smaller than the other, or perhaps scintillation in a small component superimposed on slower intrinsic variability. Similar multi-timescale behavior is also seen in J0343+3622, J0453+0128 and J0800+4854. The continued monitoring from the remaining two epochs of our VLA program will help distinguish intrinsic from scintillation-induced variability through a search for changes in timescale.

J1049$`+`$1429 is one of the more unusual variables and highlights the benefit of a 72 h observation. Very little variability is seen on the first and third days but on the second day we observe a $`10`$% drop in flux density. This is consistent with variations on a characteristic time of about 1 day, in which the flux density on the first and third days happened to be nearly equal.

J1331+1712 also shows some evidence of variability on two different timescales. There is an overall increase in flux density seen over the three days together with what appears to be short-term variability on the timescale of about 1 day. In this case however the apparent short-term variability is due to resolution effects from a previously undetected extended $``$1 arcsec jet which contributes 15 mJy to the total flux density. This source was therefore not included in later MASIV survey observations.

Sources with intermediate variability timescales of 1 to 2 days are shown in Figure 4 and demonstrate the value of a 72 h observation in detecting slow variables. It is clear from the light-curves that variability in many such sources could have gone undetected with shorter monitoring periods of 2 days or less. J0102$`+`$5824 (B0059$`+`$581) shows variations on a timescale of $``$ 1 day. This source has been the subject of daily monitoring as part of the Keystone Project (Koyama, Kondo, & Kurihara, 2001) and shows a clear annual cycle in its variability at 2.3 GHz (Jauncey et al. in preparation) with timescales ranging from 10 to $`>100`$ days. As expected for ISS, the variations are faster at 4.9 GHz and we expect to see similar changes in timescale over the course of our VLA observations.

J2237+4216, an object in our sample of weak sources, has a very high modulation index, displaying a doubling in flux density over 2 days. Little is known about this source at present but we are pursuing optical identification and VLBI imaging for this source and all other variables yet to be identified or imaged.

Varying on the longest detectable timescales are J0914+0245, J1818+5017 and J1821+6818 (Figure 5). They show a monotonic change in flux density and therefore only lower limits on their variability timescales can be estimated. If these slower changes over the three days are intrinsic in origin, then the implied variability brightness temperatures (Wagner & Witzel, 1995) are greater than $`10^{16}`$ K. This is well in excess of any scintillation brightness temperatures seen to date, and suggests that the IDV may have a scintillation, rather than intrinsic, origin. It will be of considerable importance to see if these sources exhibit an annual cycle which is the hallmark of ISS.

The above sources establish the ability of the survey to detect strong IDV, but it remains important to determine the limits to this ability. We are addressing this question through a detailed individual analysis of the 99 sources identified as variable. While the RMS variations in the light curves give a good indication of the flux density measurement errors for the full sample, the variability selection criterion based on the RMS alone cannot be applied blindly to individual sources. Our analysis found that in 14 of these 99 sources, the observed flux density changes were due to other causes than real variability: in particular, the presence of weak structure or weak, nearby confusing sources.

### 4.1 Source Properties and Statistics

Here we describe some general properties of the sources observed in the first epoch of the survey. A more detailed description of all variable sources will be left to future papers.

Of the 710 sources observed in the first epoch, a total of 85 sources (12%) are classified as variable by our RMS selection criterion. From Figure 1 it appears that there are more variable sources with high modulation indices in the weaker sample than the strong sample. To test this we divided the sources into strong and weak samples based on their 4.9 GHz flux density measured in our first epoch of observations. The weak sample was defined as all sources with a mean flux density less than 0.3 Jy with the remainder placed into the strong sample. We chose to use flux densities at 4.9 GHz instead of the 8.5 GHz JVAS and CLASS flux densities because intrinsic, long-term variability tends to be less at lower frequencies. We then selected a sample of high modulation index variables which we define as having a RMS/mean $`0.04`$. This level is well above the combined systematic (pointing) and sensitivity limits of our observations. A total of 13 sources had mean flux densities less than 60 mJy and were excluded from this analysis as our ability to detect 4% variability begins to be affected by the errors below this level. We found that of the 363 weak sources, 33 were highly variable while only 8 of the 320 strong sources were highly variable. To test this apparent difference in populations we constructed a simple chi-squared contingency test with a null hypothesis that all sources with a fractional variation $`0.04`$ come from the same population and found that the probability this is true is less than 0.5%. Therefore we detect significantly more variables with high modulation indices in the weaker than the stronger source population.

## 5 Discussion

It is remarkable that of the 710 sources observed there are none that vary to the same degree as J1819$`+`$3845, a source whose intra-day variability was discovered serendipitously, and whose variability is caused by enhanced scattering within 20-40 pc of the Earth (Dennett-Thorpe & de Bruyn, 2000).

Of the ten sources in Table 1 that already have optical spectroscopy, five are BL Lac objects and five are quasars. Such a high fraction of BL Lacs among the scintillators is in general agreement with the optical identification content of existing surveys (Quirrenbach et al., 2000; Kedziora-Chudczer et al., 2001).

We find there are more highly variable sources in the weaker part of our sample. There are at least two possible explanations for this. Firstly, as stated earlier, the micro-arcsecond scintillating components may simply be brightness temperature limited, in which case the weaker sources may simply be smaller and hence are more likely to scintillate than the stronger sources. Alternatively, this effect may be the result of sampling different source populations where weaker sources are more “core dominated”, or rather less milli-arcsecond “jet dominated”. To help distinguish between these two possibilities we are imaging the 55 weakest scintillating sources with the VLBA to determine their morphology and place limits on their brightness temperatures. Follow-up observations one year later will determine the fraction of these sources that show proper motions.

We have calculated the scintillation index from a simple model based on weak scintillation theory using the Taylor and Cordes (1993) \[TC93\] model for the interstellar electron density and a brightness-limited model for each source. We tested two source models, in which half of the total flux density is in a Gaussian component with peak brightness of $`10^{11}`$K or $`10^{12}`$K, with the remaining flux density in regions too large to scintillate ($`>0.1`$ mas). For the $`10^{11}`$K model the predicted scintillation indices were barely detectable ($`0.02`$), but for $`10^{12}`$K they were in the range 0.02 - 0.25 and are similar to those seen in our scintillators. From this we tentatively conclude that the 85 scintillators have peak brightnesses in the neighborhood of $`10^{12}`$K and the remaining sources have most of their flux density from brightness temperatures $`10^{11}`$K . Any decrease in the scattering distance below the 500 pc typical of the TC93 model reduces the implied brightness. Values above $`10^{12}`$K are only possible from sources with less than half of their flux density in the compact component. This brightness temperature limit is similar to those obtained from VLBI observations even though ISS is not subject to the same angular resolution limits.

The remaining epochs of our initial survey have now been observed. In future papers we will present a complete catalog of variable sources and a detailed examination of their properties. These investigations will include a comparison of changes in variability timescale with those expected due to the changing velocity of the earth relative to the LSR. Those sources that do not show these expected ISM-induced changes will be of particular interest as they may be revealing peculiar screen velocities, intrinsic flux density variability or changes in source structure that induce episodic variability.

It would seem that the boundary between intrinsic and scintillation-induced variability is not yet fully explored as demonstrated by our detection of sources that change on timescales greater than $``$3 days. For these sources it may be necessary to conduct daily observations over the course of at least a year to determine if annual cycles exist.

We are already undertaking follow-up observations of the newly detected IDVs including more intensive monitoring of the rapid variable sources with WSRT and VLBI snapshot imaging of the IDVs with previously unknown milliarcsecond-scale structures. We are also undertaking low-frequency VLBI observations of some of the brighter IDVs to search for evidence of scatter-broadening which will provide additional constraints on the size of the scattering disk.

With only a limited amount of VLBI data currently available on the variable sources it is not yet possible to draw conclusions or identify obvious trends on the relationship between milliarcsecond and microarcsecond-scale structures. The new VLBI observations we are undertaking will allow us to address this issue.

Several of the new IDVs are regularly observed as part of geodesy and astrometry programs and some may be target phase reference sources for programs such as VERA (Honma, Kawaguchi, & Sasao, 2000). A number of the weak scintillators may be amongst the most compact sources to be found at VLBI resolution and hence may form part of the astrometric radio reference frame in the future. It is important to understand the impact of scintillation. As the scintillating component in the source changes intensity as seen by a VLBI array, the observed phase center of the source will also move on the sky. The amount of movement will depend on the location and flux density contribution of the scintillating component with respect to the rest of the source.

We are extremely grateful for the technical support provided by NRAO staff at Socorro, in particular we would like to thank Ken Sowinski, Miller Goss, Mark Claussen and Jim Ulvestad. We would also like to thank Neal Jackson for providing the catalog of CLASS sources from which part of our sample was drawn. The National Radio Astronomy Observatory is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc. HEB acknowledges the support of a Faculty of Science Scholarship from the University of Adelaide. BJR thanks the US-NSF for funding under grant AST 9988398.