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# Circumnuclear Shock And Starburst In NGC 6240 : Near-IR Imaging And Spectroscopy With Adaptive Optics

## 1 Introduction

### 1.1 NGC 6240

NGC 6240 is one of the best studied composite galaxies, hosting a luminous starburst and two active galactic nuclei (AGNs) obscured by gas and dust. With a bolometric luminosity of $`6\times 10^{11}\mathrm{L}_{}`$ (Rieke et al., 1985), emitted predominantly in the infrared, this galaxy is a borderline case of the ultra-luminous infrared galaxies (ULIRGs, $`L_{ULIRG}>10^{12}\mathrm{L}_{}`$). Moreover, NGC 6240 has the largest known near-infrared molecular hydrogen line luminosity, $`L(H_2)_{tot}10^9\mathrm{L}_{}`$ (Draine & Woods, 1990). Many of the ULIRGs are objects with a large amount of molecular hydrogen gas. Their extraordinary infrared luminosity originates either in a powerful starburst or in a gas embedded AGN; NGC 6240 is an object with clear signatures of both.

We observed the two distinct nuclei at high angular resolution with adaptive optics. Both, the northern and southern nucleus (hereafter the N nucleus and the S nucleus respectively) are surrounded by bright gas components. The S nucleus shows strong nuclear activity and has been suggested to be the source of the AGN hard X-ray component (Iwasawa & Comastri, 1998; Vignati et al., 1999; Ikebe et al., 2000). Being embedded in the gas, dust, and powerful starburst, the AGN is not directly observable at energies lower than $`10`$keV. Recent Chandra ACIS data (Komossa et al., 2002) reveal two active nuclei in hard X-ray emission, coincident with the optical and IR nuclei of NGC 6240.

NGC 6240 was observed in the near-infrared by many authors in the past, Joseph, Wright & Wade (1984); Rieke et al. (1985); Lester, Harvey, & Carr (1988); Elston & Maloney (1990); Herbst et al. (1990); Van der Werf et al. (1993); Lester & Gafney (1994); Lançon, Rocca-Volmerange, & Thuan (1996); Oliva et al. (1999); Ohyama et al. (2000); Scoville et al. (2000); Tecza et al. (2000), with the latest works setting the quality and resolution criteria for near-IR spectroscopy and imaging of this object. An important goal of the past 20 years of study of this galaxy has been to determine and explain the dominant emission mechanism. This objective has been difficult to meet because both very accurate line ratios and spatial information about the emission lines are needed to draw firm conclusions. In the next section we review some of the proposed excitation mechanisms.

### 1.2 Proposed Excitation Mechanisms

There are four excitation mechanisms proposed by different authors to explain the dominant source of energy emitted in the near-infrared from the nuclear region of NGC 6240.

Thermal emission driven by collisional excitation (Sugai et al., 1997; Lester, Harvey, & Carr, 1988; Ohyama et al., 2000). This type of excitation arises from the collision of $`H_2`$ molecules with other hydrogen molecules, atoms, and energetic electrons. NGC 6240 is a merger galaxy and the presence of shocks is expected both as a consequence of tidal effects and starburst driven superwinds.

Ultraviolet fluorescence (Tanaka, Hasegawa, & Gatley, 1991). This mechanism is expected to arise in galaxies hosting a young starburst population of supergiant stars. Starburst galaxies typically have a large amount of gas that responds to the UV radiation. The gas shows a characteristic disrupted morphology and strong infrared emission.

X-ray heating by the central source and supernovae (Draine & Woods, 1990). NGC 6240 is known to have two hard X-ray nuclei embedded in gas (Komossa et al., 2002). The central, high-temperature source ionizes the gas in its vicinity and creates high energy electrons. These further participate in collisions with $`H`$ and $`H_2`$. Since the column density of the gas in the nuclear region of NGC 6240 is high ($`N_H10^{2122}\mathrm{cm}^2`$; Komossa et al. 2002), X-ray emission is expected to be mostly thermalized and re-emitted in the IR continuum. Alternatively X-rays can be produced by supernovae and high-velocity cloud-cloud collisions. The emission from this mechanism depends on the power of the source and column density of the gas.

A formation pumping mechanism, driven by dissociative shocks (Mouri & Taniguchi, 1995). Fast, dissociative shocks passing through the molecular gas leave behind $`H`$ atoms and ions that recombine into excited $`H_2`$ and give rise to formation pumping. This process is also called associative detachment.

Our observations allow further investigation into which mechanisms contribute the dominant fraction of energy radiated in near-IR. In $`\mathrm{\S }2`$ we describe the observations and data reduction procedures applied to the spectra and images. In $`\mathrm{\S }3`$ we present the results; in $`\mathrm{\S }4`$ we discuss their implications and give concluding remarks in $`\mathrm{\S }5`$.

## 2 Observation and Data Reduction

In June 2000 and August 2001 we obtained high spatial resolution ($`0.15`$ arcsecond) near-IR images and spectra of NGC 6240 with the Lick 3 meter telescope and the natural guide star adaptive optics system (Gavel et al., 2000). The observations were carried out with the PICNIC $`256\times 256`$ IR array IRCAL camera (Lloyd et al., 2000). The plate scale was 75.6$`\pm `$0.2 milliarcsec per pixel with a total field of view of 19.4 arcsec. For our spectroscopic observations we used a CaF2-grism (Ge et al., 2003), which covered a wavelength band $`1.92.4\mu \mathrm{m}`$, with a wedge angle of 30.95 degrees. One pixel corresponded to approximately 19.5Å along the dispersion direction. The spectral resolution achieved was about $`750\mathrm{km}\mathrm{s}^1`$, or R=$`\lambda /\mathrm{\Delta }\lambda `$=400. The total on-source spectroscopic exposure time was 6900 seconds (23 exposures, 300 seconds integration each) (Table 1) and 4465 seconds total for imaging (Table 2).

### 2.1 Spectra of the NGC 6240 Nuclear Region

The angular separation of the two galactic nuclei measured in the H and K bands is about 1.8 arcsec (Lira et al., 2002). The slit was initially positioned on the center of the S nucleus, the brighter one, and then progressively shifted towards the N nucleus. The instrumental slit width of 0.15 arcseconds and slit positioning allowed us to obtain coverage of the nuclei and the region between them. Spatially close frames, with similar spectral features were then combined in order to obtain higher signal to noise ratios for the five resulting spectral frames. The regions on the sky associated with every combined spectral frame are boxes of approximate sizes 0.3$`\times `$5.0, 0.3$`\times `$5.0, 1.0$`\times `$5.0, 0.6$`\times `$5.0 and 0.7$`\times `$5.0 arcseconds, positioned from the S towards N nucleus, respectively. The area of each box is defined by the slit widths (which depends on how many spectra are combined for particular frame) and slit length of 5 arcseconds. The scheme of positions of the boxes on the sky, associated with the five spectral frames, is shown in Figure 1.

Data reduction was performed using the IRAF software package. The sky frames, obtained right after the target exposure, were subtracted from all object frames. The data were flat fielded using dome flat lamp exposures, obtained at the end of each observation. For the spectral calibration we used a neon lamp, which has enough strong emission lines in the wavelength interval of interest to allow calibration. The flux units are arbitrary, as common for spectra obtained with adaptive optics system, where absolute flux values are uncertain. Later (Section 3.4) we base our analysis on relative line intensities. For this purpose we fit every line with a Gaussian and calculate its equivalent width. The equivalent width of a line sensitively depends on the adopted continuum level. We estimate the continuum level in the vicinity of each emission line. This helps us to minimize the error caused by the noise in the continuum not captured by the continuum fitting.

The atmospheric absorption correction was carried out with the A0 V star HD 203856, observed on the same night as the object, by dividing the target spectra by the A0 V star spectrum. The Br$`\gamma `$ absorption region in the spectrum of the star was approximated with a Gaussian and then removed.

We estimate the error for the calculated line ratios, from the error contribution for both lines. The uncertainty in the measurement of relative intensity of a single line is contributed by the finite signal to noise ratio and finite resolution.

### 2.2 Images of NGC 6240 Nuclear Region

We obtained three sets of images: with the $`Ks`$ band filter, and $`H_2`$ and $`Br\gamma `$ narrow band filters, with exposure times of 60, 1722 and 2633 seconds, respectively (Table 2). The Ks filter has a central wavelength of $`\lambda _c`$=2.150$`\mu \mathrm{m}`$, and full width half maximum (FWHM) of 0.320$`\mu \mathrm{m}`$. The $`H_2`$ and $`Br\gamma `$ filters have central wavelengths of $`\lambda _c`$=2.125$`\mu \mathrm{m}`$ and $`\lambda _c`$=2.167$`\mu \mathrm{m}`$, respectively, and FWHM of 0.020$`\mu \mathrm{m}`$. The latter two filters have approximately the same transmission, close to 80 per cent.

Due to the redshift of the object (Vsys=7339$`\mathrm{km}\mathrm{s}^1`$; Downes, Solomon & Radford 1993) the $`H_2`$ filter samples the continuum emission and the Br$`\gamma `$ filter samples the redshifted molecular hydrogen emission line $`10S(1)`$ as well as the underlying continuum. The $`H_2`$ v=$`21S(3)`$ emission line, observed at a $`\lambda _{obs}`$=2.1243$`\mu \mathrm{m}`$ object frame, may contaminate the continuum emission observed with the $`H_2`$ filter. However, the expected contamination effect should be small, since the line intensity of this transition in NGC 6240 is very weak (Ohyama et al. 2000; see Section 3.4). The sky was subtracted from every object frame. The twilight flats taken at the beginning of the evening were used for the flat fielding of object frames.

We used Keck NIRSPEC and NIRC2 spectra, with spectral resolution R=2000 and 0.4 arcsecond slit, taken by one of us (C.Max) as an independent check of relative brightness scale for images obtained with the two narrowband filters. The $`10S(1)`$ emission line was resolved in each of two spectra. Both spectra showed that the peak brightness of the S nucleus is about a factor of 1.3 higher in the Br$`\gamma `$ filter bandpass (comprised of line plus continuum emission) than in the $`H_2`$ filter bandpass (contributed by the continuum emission). The scaling factor confidence is about 3$`\sigma `$. We rescaled the $`H_2`$ band image in order to make its peak brightness at the Southern nucleus equal to 1/1.3 times that seen in Br$`\gamma `$, and then subtracted the rescaled image from the Br$`\gamma `$ image. As a result we obtained an image that emphasizes the molecular emission region (Fig 2a). The images show a region about $`11.34\times 9.07`$ arcseconds ($`5.5\times 4.4`$kpc) in size. The images are overlaid with a linear isocontour in order to highlight the morphology of the nuclear region. In Fig 2a we also mark the locations of the N and S nuclei as seen in the near-IR continuum image in Fig 2b.

Figure 3 shows an X-ray logarithmic isocontour image of binned counts obtained from the Chandra Data Archive. The Chandra observation was carried out with HRC-I microchannel plate detector (Murray et al., 1997) in the $`0.0810.0`$keV energy band with exposure time of 8.8 ksec. The image size is $`23.7\times 18.7`$ arcseconds.

## 3 Results

### 3.1 Ks Broad Band Image and Narrow Band Images

Figure 1 shows the Ks-band image, obtained with the Ks broad band filter, transparent to near-IR photons in a wavelength range of 1.99$``$2.31$`\mu \mathrm{m}`$. The flux in this wavelength range is contributed by the emission from the continuum and molecular hydrogen lines. Our Ks-band image closely resembles to the high resolution images reported by Scoville et al. (2000), taken in the 1.1$`\mu \mathrm{m}`$ and 2.2$`\mu \mathrm{m}`$ rest frame. Two compact nuclei are easily distinguished on the image. Also noticeable is the faint, extended emission around the nuclei.

The narrow band images (Figure 2) allow to observe the continuum emission and emission from molecular lines separately. They show that what is seen as emission from the continuum is consistent with the emission coming from the active nuclei, while molecular line emission is coming from the surrounding gas component.

The narrow band image in the 2.12$`\mu \mathrm{m}`$ rest frame $`H_2`$ $`v=10S(1)`$ (hereafter $`10S(1)`$ only) transition (Fig 2a) reveals diffuse emission of a gas component. Tacconi et al. (1999) presented the detailed study of the $`H_2`$ gas dynamics in the nuclear region, traced in the CO millimetar emission. The CO emission maps revealed the existence of a large concentration of molecular gas (2-4$`\times 10^9\mathrm{M}_{}`$), in between the two nuclei, confined to a geometrically and optically thick disk, where the dust in the disk efficiently shields the emission from the molecular hydrogen gas. The $`H_2`$ emission seen in our images then probably originates from the parts of nuclear region outside the circumnuclear disk, and from the orders of magnitude less mass of molecular hydrogen than in the disk.

The diffuse emission region extends $`400`$ to $`800`$pc east and west from the long axis of the system connecting the two nuclei. The strongest $`H_2`$ $`10S(1)`$ emission is observed at the position of the S nucleus and between the two nuclei. The peak of the $`H_2`$ emission at the S nucleus appears about 0.3 arcseconds displaced from the center of the nucleus (as determined from the near-IR continuum image, Fig 2b) towards the north-eastern rim of the S nucleus. This is consistent with the previous detections of the $`H_2`$ $`10S(1)`$ emission in the region between the two nuclei (Herbst et al., 1990; Van der Werf et al., 1993; Sugai et al., 1997; Tecza et al., 2000) and implies that emission from this gas component is probably not powered by the X-rays coming from the nuclei, but rather by the circumnuclear shocks. A gaseous blob seen in molecular hydrogen emission, located at the $``$1kpc distance, south-west to the S nucleus, coincides with the blob emission as seen in the X-ray contour image (Figs 2a and 3). The size of the blob is about 700 pc. The same region is not seen in the continuum emission which appears associated with the nuclear activity (Fig 2b). This indicates that emission of the gaseous blob may be driven by the local starburst activity, nested inside this region. The N nucleus exhibits low brightness in the $`10S(1)`$ molecular transition, while it is distinct on the continuum image. We conclude that the N nucleus is a more quiescent one with a lower rate of starburst and shock waves.

We compare our near-IR images to the H$`\alpha `$ images of the nuclear region in Lira et al. (2002) and Zezas, Fabbiano, & Prestwich (2001). We find that the general geometries of the extended emission in these two images do not resemble each other. Near-IR images show more centralized emission on the scale of $``$3-4 arcseconds. The only example of very faint filamentary structure seen in the $`10S(1)`$ near-IR image is stretching south-east to the nuclear region. The filament is not observed in the continuum emission nor the X-ray contour image. Near-IR emission is thus spatially more associated with the nuclear activity and the circumnuclear starburst than with the larger scale outflows and superwinds as further shown in the X-ray contour image (Fig 3). The hourglass symmetry of the region (Heckman, Armus, & Miley, 1990) and the cone-like outflows (Lira et al., 2002), typical of superwinds, and seen in H$`\alpha `$ images, can not be uniquely identified on the $`10S(1)`$ image.

Both nuclei appear brighter and more distinct in the near-IR $`H_2`$ emission than visible H$`\alpha `$ emission since the near-IR line is less affected by extinction. The extinction toward the nuclei, estimated from IR observations (Tecza et al., 2000), is found to be $`A_V^N=5.8`$ mag and $`A_V^S=1.6`$ mag. The extinction toward the extended emission, estimated from optical observations (Thronson et al., 1990), is $`A_V1`$ mag.

From the comparison with the recent Chandra ACIS-S images (Komossa et al., 2002) we notice that the morphology of the near-IR continuum image (Fig 2b) corresponds closely to that of the hardband (6.0-6.7 keV) X-ray image of the same region, showing $``$4 arcsecond scale nuclear emission. The near-IR 1-0 S(1) image (Fig 2a) corresponds in scale and morphology to an ACIS-S intermediate energy band image (1.5-2.5 keV), showing more diffuse emission around the nuclear region. Finally the morphology of the ACIS-S soft energy band image (0.5-1.5 keV) does not correspond to any of near-IR images but matches well the H$`\alpha `$ HST image (Lira et al., 2002) in both, scale ($`20`$ arcsec) and morphology. The morphological analogies between X-ray and near-IR band suggest that the same mechanisms may be responsible for the emission unless the structure is significantly under-resolved in one of the bands.

### 3.2 X-ray Contours

Figure 3 is an X-ray logarithmic isocontour of the same region observed with Chandra HRC in the energy range of 0.08$``$10 keV. The image shows the X-ray emission on the scale of $`23.7\times 18.7`$ arcseconds. The central region, marked in the dashed line as a smaller box ($`11.3\times 9.1`$ arcseconds), also shown in Figure 2, is a part of a larger scale structure which is presented here for clarity.

The contour plot is made in the logarithmic scale to emphasize the faint, extended emission dominated by the nuclear emission. The rich gaseous structure seen in the X-ray contours matches well the size and morphology of the structure seen in the $`H\alpha `$ emission images (Zezas, Fabbiano, & Prestwich, 2001; Lira et al., 2002).

X-ray contours show both nuclei in emission. The nuclei are in the north-south orientation with a positional angle of $`15`$ degrees and an angular separation of 1.4 arcseconds. Also marked on the X-ray contour image are locations of the nuclei as observed in near-IR continuum. The near-IR angular separation of nuclei measured is 1.8 arcseconds. The cone-like outflows and filaments expanding into the surrounding medium are noticeable to the west of the nuclear region (as marked with arrows in Figure 3). Visible in the X-ray, these are likely to be superwinds capable of heating the medium and initiating a new sequence of starburst. The emission to the east of the nuclear region is more extended but appears to have less filamentary structure.

### 3.3 Observed Spectral Features

All of our IRCAL frames show a prominent molecular hydrogen $`10S(1)`$ line (Fig 4). This line is formed as a forbidden quadrupole transition at $`\lambda =2.12\mu \mathrm{m}`$. It can be excited collisionally at temperatures larger than $`1000`$K or radiatively by UV resonant fluorescence.

CO(2-0) absorption, noticeable for all slit positions, is characteristic of late spectral type (K and M) giants and supergiants. The typical age of these stars is about $`10^7`$ years. This is consistent with a starburst initiated about $`10^7`$ ago, around both nuclei and in the middle region, most likely as a consequence of tidal interaction (Tecza et al., 2000; Ohyama et al., 2000). Today, these evolved stars contribute a significant amount of radiation to the infrared. Due to the finite spectral resolution we are only able to place an upper limit on the velocity dispersion, $`\sigma <750\mathrm{km}\mathrm{s}^1`$, and we do not observe a significant change in the CO(2-0) absorption width towards the N nucleus. Tecza et al. (2000) measure $`\sigma 360\mathrm{km}\mathrm{s}^1`$ and $`270\mathrm{km}\mathrm{s}^1`$ for N and S nucleus, respectively, with a spectral resolution of R=2000 and a spatial resolution of 1 arcsecond. After correction for inclination of the nuclei, they find dynamical masses of N and S nuclei to be about $`8\times 10^9\mathrm{M}_{}`$ and $`4\times 10^9\mathrm{M}_{}`$, respectively. These values imply that we are witnessing a merger of the nuclei with very massive bulges.

We also observe $`10S(2)`$, $`10S(0)`$ and $`21S(1)`$ transitions (Table 3). The relative intensities of these lines are in general determined by thermal mechanisms and ultraviolet fluorescence. Excitation by ultraviolet fluorescence is expected to result in larger populations in vibrational levels with $`v2`$ than for collisional excitation in molecular shocks. In the regions where $`H_2`$ is excited both by collisions at high temperatures ($`T=10002000K`$) and UV sources, lines in the $`2\mu \mathrm{m}`$ region will be dominated by collisional excitation. As calculated by Black & van Dishoeck (1987), the amount of $`H_2`$ necessary to produce a certain line intensity at $`2\mu \mathrm{m}`$ by thermal excitation is an order of magnitude less than that required by UV excitation. However, the intensities of lines in $`v=2`$ transitions are sensitive to UV so they are enhanced by factors of 3 by UV fluorescence and the excitation effects are considerably larger. This implies that detection of the radiatively excited transitions is difficult but not impossible.

The emission associated with associative detachment mechanism is characteristic for $`v=1,2`$ vibration levels and high rotational levels. The latter allows this mechanism to be discriminated from two other competing processes: collisional and fluorescent emission. In high density regions, molecules are de-excited collisionally which then leads to thermalization of the molecular population at low rotational levels. In that case associative detachment lines are suppressed and it is hard to distinguish it from the other two mechanisms. Formation pumping depends strongly on the properties of the gas and the $`H`$, $`H^{}`$ reaction cross section. These are not well constrained and the contribution of this mechanism is hard to estimate (Mouri & Taniguchi, 1995).

### 3.4 Line Ratios: Comparison of Observations with Model Predictions

We calculate line ratios for detected molecular transitions and list them in Table 4. The flux units in the shown spectra are arbitrary. Consequently the intensities of observed emission lines are expressed relative to the strongest transition $`10S(1)`$, which has an assumed intensity of 1.0. Therefore the values for line ratios listed in Table 4 are identical with relative line intensities. Line ratios for transitions detected with less then 3$`\sigma `$ confidence are put as upper limits. This is always determined by the detection confidence of the weaker line, since the $`10S(1)`$ transition is always detected with confidence higher than 3$`\sigma `$.

Line ratios measured at box locations 1, 2, 3, 4, and 5 (see Table 1), are compared against model-predicted line ratios, calculated for cases of pure fluorescent excitation and pure thermal excitation (Black & van Dishoeck, 1987) and “mixture” cases: mixture of associative detachment plus fluorescent excitation and thermal plus fluorescent excitation for two different UV field strengths (Black, Porter, & Dalgarno, 1981).

The first model is purely fluorescent (also refered to as UV pumping) and calculated line ratios are functions of total density $`n_H`$, temperature T, incident UV flux and visual extinction $`A_V`$. The model-predicted values do not constrain physical parameters for the nuclear region of NGC 6240 but indicate the observable trend in line ratios. In the case of fluorescent excitation as the dominant excitation mechanism, line ratios typically have higher values, close to 0.50. The second model is calculated for purely thermal excitation at 2000K and has typically lower values of line ratios with respect to fluorescence model.

The third and fourth model indicate combined effects of associative detachment and fluorescent excitation for the gas illuminated by blackbody radiation for blackbody temperatures of 1000K and 5000K. The line ratio predictions in the $`v`$=1-0 band for these two models are close to the values predicted by the thermal model. Unless the $`v`$=1-0 band ratios are measured with great precision the only sure discriminant is the $`v`$=2-1 band.

Models five and six predict line ratios from collisional and fluorescent excitation of a gas illuminated by radiation from a T=1000K and 5000K blackbodies. The rate of radiative excitation versus collisional excitation by electrons is the same for both models. The values of the line ratios exhibit degeneracy with other models, except for the $`21S(1)/10S(1)`$ ratio. Model-predicted line ratios for $`10S(0)/10S(1)`$ are not available.

We find that all the $`10S(2)/10S(1)`$ measured line ratios are consistent with purely thermal excitation or mixture of thermal and fluorescent excitation. Some of the ratio values, within the error bars, could be consistent with associative detachment+fluorescence mechanism. The purely fluorescent model can be eliminated based on this set of ratios, since there is only one ratio that marginally supports it.

The values for the line ratios $`10S(0)/10S(1)`$ and $`21S(1)/10S(1)`$, show the same consistency with the purely thermal or thermal+fluorescence models, and few of them with the associative detachment+fluorescence model. The purely fluorescent model is not favored scenario based the values of line ratios.

The Br$`\gamma `$ emission line, a tracer of young stellar population, is not seen in our near-IR spectra. Br$`\gamma `$ has been observed by other authors as a very weak transition with the intensity of about 0.07 relative to the intensity of the 1-0 S(1) transition (Sugai et al., 1997; Ohyama et al., 2000). Similarly, we do not detect $`21S(2)`$ and $`21S(3)`$ transitions in our spectra (not listed in Table 4) but they were detected by Sugai et al. (1997) and Ohyama et al. (2000) with relative intensities of 0.03 and 0.08, respectively. The fluorescence model-predicted ratios for these transitions are $`0.28`$ for $`21S(2)/10S(1)`$ and $`0.35`$ for $`21S(3)/10S(1)`$. The T=2000K thermal model predicts $`0.03`$ and $`0.08`$ ratios, respectively (Black & van Dishoeck, 1987). The measured line ratios are therefore closely consistent with the predicted values for this thermal model and exclude the possibility for significant contribution from the X-ray heating, which would result in weaker relative intensities of these lines (Sugai et al., 1997).

The line ratios are a necessary tool to determine the nature of the emission mechanism. In the case of NGC 6240 line ratios imply that the whole nuclear region is excited thermally while there may be some contribution from the radiative excitation mechanism. However the line ratios do not necessarily discriminate among the excitation progenitors. For example, thermally excited transitions can be powered by heating from red giant stars or circumnuclear shocks but also by high energy electrons, created by ionization from the central X-ray source. On the other hand, fluorescent radiatively powered transitions are characteristic of young stellar populations only. For $`N_H10^{2122}\mathrm{cm}^2`$ measured column density (Komossa et al., 2002) high energy photons emitted from the central source are expected to be mostly thermalized, so they do not participate in radiative excitation in the near-IR band. By the same argument all radiative transitions are likely to come from smaller optical depths. Otherwise, they are obscured by gas and dust and thermalized during radiative transfer.

## 4 Discussion

We notice the following similarities in the apparent morphology of the nuclear region as seen in different spectral bands; near-IR, X-ray observed by Komossa et al. (2002) and optical observed by Lira et al. (2002): a) The near-IR continuum image corresponds to the 6.0-6.7 keV band, Chandra X-ray image; b) The near-IR 1-0S(1) image corresponds to the 1.5-2.5 keV band Chandra image; while c) the Chandra 0.5-1.5 keV image matches well the HST H$`\alpha `$ image. This correlation indicates that the same mechanism may be responsible for the emission in bands with apparent morphological similarities.

The near-IR continuum emission and hard band 6.0-6.7 keV X-ray emission can be associated with the compact emission from the two nuclei. The hard X-ray nuclei ionize the surrounding gas and create high energy electrons which further participate in collisions with hydrogen atoms and molecules.

The diffuse 1-0 S(1) molecular emission, as well as the intermediate X-ray energy band emission, are associated with the circumnuclear region. The near-IR line ratios indicate that the 1-0 S(1) transition in this region is predominantly excited by a thermal mechanism. Circumnuclear shocks are thought to be carriers of thermal excitation. The shocked $`H_2`$ component probably originates from the volume different than the volume occupied by the thick gaseous disk, from which stars are forming (Tacconi et al., 1999). In parts of nuclear region, a mixture of thermal and fluorescent excitation may also take place, the latter tracing the presence of young stellar population capable of UV heating. UV fluorescence is expected to originate at smaller optical depths and therefore trace the star formation only at a certain physical depth in the nuclear region, meaning that the young stellar population could potentially be larger than observed from radiatively excited transitions.

Based on the line ratio analysis, certain contributions from the associative detachment can not be excluded. Furthermore, associative detachment is expected in regions where fast shocks pass through the molecular gas. Fast shocks that contribute their energy to near-IR, through molecular emission, are also likely to contribute to X-ray emission, which is observed in Chandra ACIS-S intermediate X-ray energy band.

Optical H$`\alpha `$ emission is observed on the angular scale of 20 arcseconds, much larger than $``$3-4 arcsecond scale of near-IR molecular line emission. Morphologically similar to soft X-ray band emission, the H$`\alpha `$ emission is likely to be associated with large scale outflows and superwinds.

The morphological comparison of the nuclear region as seen in different energy bands is valid under the assumption that dominant features in the nuclear region are resolved in all of the bands. This can be questioned if the longer imaging integration would reveal significantly different scale and features in the nuclear region, from those in images we refer to.

In the whole nuclear region we also detect the presence of an aged starburst population, initiated $`10^7`$yr ago probably as a consequence of tidal interaction of two nuclei (Lester & Gafney, 1994). These are mostly found to be late type supergiants that contribute all of the CO absorption and a fraction of thermally induced emission to $`2\mu \mathrm{m}`$ band transitions.

## 5 Conclusions

In this work we base our conclusions on high spatial resolution near-IR imaging and spectroscopy and available X-ray imaging. NGC 6240 is revealed as a luminous galaxy with multiple components in emission. We find that near-IR luminosity emitted from the nuclear region of NGC 6240 is spatially associated with the central kiloparsec (3-4 arcsecond scale). We observe both nuclei in emission with the S nucleus being the more prominent. We also observe the diffuse emission from the gas component distributed around and between the nuclei.

The values of measured line ratios in near-IR are consistent with thermal excitation as the dominant excitation mechanism. Thermal emission can be driven by collisional excitation in small scale circumnuclear shocks and also contributed by late type, giant and supergiant stars. A smaller fraction of energy can be contributed radiatively, through UV fluorescence and comes from young stellar population. The associative detachment emission mechanism can not be excluded based on our data. This mechanism is likely to contribute to near-IR emission, since it is typically triggered in molecular regions with presence of fast shocks. The X-ray radiation emitted by the two active nuclei under 10 keV is scattered and thermalized. Its contribution to near-IR band is the most noticeable in continuum emission, associated with the N and S nuclei. Near-IR data, compared to X-ray and optical data available, indicate that thermal excitation is the dominant mechanism but not the only one.

We are indebted to J.R. Graham for allowing us to use IR camera and S.A. Severson, J.P. Lloyd and D.T. Gavel for the observing. We are very grateful to W.N. Brandt for his help with the X-ray image. This work is supported in part by Penn State Eberly College of Science, National Science Foundation with grant AST-0138235, NASA with grants NAG5-12115 and NAG5-11427, and under the auspices of the U.S. Department of Energy, National Nuclear Security Administration by the University of California, Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48. This work was supported in part by the National Science Foundation Science and Technology Center for Adaptive Optics, managed by the University of California at Santa Cruz under cooperative agreement No. AST-9876783. We acknowledge anonymous referee for useful suggestions.


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# On the Constancy of the Pontryagin Hamiltonian for Autonomous Problems

(Date: March 3, 2003)

## Abstract.

We provide a new, simpler, and more direct proof of the well known fact that for autonomous optimal control problems the Pontryagin extremals evolve on a level surface of the respective Pontryagin Hamiltonian.

###### Key words and phrases:

optimal control, autonomous problems, constancy of the maximized Hamiltonian, Pontryagin maximum principle

Given sets $`\mathrm{\Omega }^r`$ and $`^{2n}`$, constants $`a<b`$, and two continuous functions $`L(x,u):^n\times \mathrm{\Omega }`$ and $`\phi (x,u):^n\times \mathrm{\Omega }^n`$ with continuous derivatives with respect to $`x`$, we define the autonomous optimal control problem as the minimization or maximization of the cost functional $`I[x(),u()]=_a^bL(x(t),u(t))dt`$, called the performance index, among all the solutions of the vector differential equation $`\dot{x}(t)=\phi (x(t),u(t))`$ for almost all $`t[a,b]`$, subject to the boundary conditions $`(x(a),x(b))`$. The *state trajectory* $`x()`$ is a $`n`$-vector absolutely continuous function and the *control* $`u()`$ is a $`r`$-vector measurable and bounded function satisfying the control constraint $`u(t)\mathrm{\Omega }`$: $`x()W_{1,1}([a,b];^n)`$, $`u()L_{\mathrm{}}([a,b];\mathrm{\Omega })`$. The problem is denoted by $`(P)`$. The celebrated Pontryagin maximum principle , which is a first-order necessary optimality condition for optimal control, provides a generalization of the classical calculus of variations first-order necessary optimality conditions. It asserts that the minimizers or maximizers of the optimal control problems are to be found among the Pontryagin extremals.

###### Definition.

Let us associate to the optimal control problem $`(P)`$ the Hamiltonian $`H`$ defined by $`H(x,u,\psi _0,\psi )=\psi _0L(x,u)+\psi \phi (x,u)`$. A quadruple $`(x(),u(),\psi _0,\psi ())`$, where $`\psi _00`$ is a constant and $`\psi ()`$ a $`n`$-vector absolutely continuous function with domain $`[a,b]`$, is called a Pontryagin extremal if it satisfies the control system $`\dot{x}(t)=\frac{H}{\psi }(x(t),u(t),\psi _0,\psi (t))`$; the adjoint system $`\dot{\psi }(t)=\frac{H}{x}(x(t),u(t),\psi _0,\psi (t))`$; and the maximality condition $`H(x(t),u(t),\psi _0,\psi (t))=\mathrm{max}_{v\mathrm{\Omega }}H(x(t),v,\psi _0,\psi (t))`$.

In the present note we are interested in the following well-known result .

###### Theorem.

If $`(x(),u(),\psi _0,\psi ())`$ is a Pontryagin extremal of $`(P)`$, then

(1)
$$H(x(t),u(t),\psi _0,\psi (t))constant,t[a,b].$$

The Theorem has several important applications. In classical mechanics, (1) corresponds to conservation of energy (cf. e.g. ); in economics to the Ramsey rule for optimal saving or to the constancy of the welfare measure of national income (cf. e.g. ); while in the calculus of variations it corresponds to the second Erdmann necessary optimality condition (cf. e.g. ). Although the Theorem is a consequence of the Pontryagin maximum principle, standard proofs use sophisticated and lengthy extra arguments (cf. e.g. ). Here we introduce a new approach. We show that equality (1) can be trivially obtained when one applies the Pontryagin maximum principle to a suitable auxiliary optimal control problem. This new problem is obtained introducing a new state variable, and the conclusion follows from the fact that the new Hamiltonian does not depend on the added state variable and therefore the corresponding multiplier must be constant. Our proof is motivated by Emmy Noether’s theorem of optimal control , and the use of ignorable or kinosthenic variables in mechanics (cf. e.g. ).

###### Proof.

It is clear that the autonomous problem of optimal control is time-invariant: problem $`(P)`$ is invariant under the parameter transformation $`\tau =t+s`$ (autonomous problems show symmetry under time translation). Our viewpoint is to consider the parameter $`s`$ not as a constant but as a function of $`\tau `$. We introduce a new state variable $`s(\tau )W_{1,\mathrm{}}([\alpha ,\beta ];)`$ which satisfies the boundary conditions $`s(\alpha )=\alpha a`$, $`s(\beta )=\beta b`$, and whose derivative takes value on the open set $`(0,1)`$. Doing the change of variable $`t=\tau s(\tau )`$, $`\mathrm{d}t=\left(1s^{}(\tau )\right)\mathrm{d}\tau `$, and introducing the notation $`z(\tau )=x\left(\tau s(\tau )\right)=x(t)`$, $`w(\tau )=u\left(\tau s(\tau )\right)=u(t)`$, we get from $`(P)`$ the following optimal control problem:

$$J[z(),w(),v()]=_\alpha ^\beta L(z(\tau ),w(\tau ))\left(1v(\tau )\right)d\tau \text{extr},$$

(2)
$$\{\begin{array}{cc}z^{}(\tau )=\phi (z(\tau ),w(\tau ))\left(1v(\tau )\right),\hfill & \\ s^{}(\tau )=v(\tau ),\hfill & \end{array}$$

$$(z(\alpha ),z(\beta )),(s(\alpha ),s(\beta ))=(\alpha a,\beta b).$$

Compared to $`(P)`$, problem (2) has one more state variable and one more control variable. Namely, the state variables are $`z()`$ and $`s()`$, and the control variables are $`w()`$ and $`v()`$. The Hamiltonian $``$ associated to problem (2) does not depend on the state variable $`s`$: $`(z,v,w,p_0,p_z,p_s)=\left(p_0L(z,w)+p_z\phi (z,w)\right)(1v)+p_sv=H(z,w,p_0,p_z)(1v)+p_sv`$. From the maximality condition it must be the case that $`\frac{}{v}=0`$, that is, $`p_s(\tau )=H(z(\tau ),w(\tau ),p_0,p_z(\tau ))`$; while from the adjoint system it follows that $`p_s^{}(\tau )=\frac{}{s}=0`$. One concludes that $`H(z(\tau ),w(\tau ),p_0,p_z(\tau ))=\text{constant}`$, and equality (1) holds trivially from the fact that the set of Pontryagin extremals of (2) is richer than that of $`(P)`$. ∎


text:
# Thermal shape fluctuation effects in the description of hot nuclei

## Introduction

Since the advent of the new generation of $`4\pi `$ gamma ray detectors and the improved accuracy in the channel selection new possibilities have opened up in the study of nuclear structure. Besides this, the availability of faster computers has made possible to perform realistic theoretical investigations with large configuration spaces. The high excitation energy is specially interesting since new features may take place. For example, in the quasicontinuum, the high level density gives rise to the unexpected phenomenon of the damping of the rotational motion. In the limit of high excitation energies (or temperature $`T`$) quantum effects become less relevant or may even disappear. Thus one expects that in a heated nucleus physical effects like superfluidity or shape deformations are washed out when $`T`$ increases. This expectation can be easily understood in terms of the shell model since, by increasing $`T`$, one promotes particles from levels below the Fermi surface to levels above it. In the case of pairing correlations, blocking levels amounts to destroying Cooper pairs. In the case of shape deformation, by depopulating the deformation driving levels (intruders) one gets on the average less deformation. Experimental information about nuclear shape changes can be obtained by means of the Giant Dipole Resonance (GDR) built on excited states. Exclusive experiments studying the GDR strength at a given excitation energy (or $`T`$) of the nucleus have been carried out in refs. Atac et al. (1990); Noorman et al. (1992); Nanal et al. (1999); Heckman et al. (2003). The understanding of these phenomena is relevant because it affects important features like the fission barriers and the stability of the nucleus itself. For a recent review on hot nuclei see ref. Egido and Ring (93).

The shape transitions have been object of many studies, most of them with schematic models, separable forces, and small configuration spaces Moretto (1973); Goodman (1981); Egido et al. (1986a); Goodman (1986); Rossignoli and Ring (1994). The theoretical approaches used in the calculations are based on the mean field approximation, mainly the Finite Temperature Hartree-Fock-Bogoliubov theory (FTHFB). The mean field approximations predict sharp shape transitions, whereas for finite systems, however, one expects washed out transitions instead. The fact that the predicted critical temperatures are rather high (around 2-3 MeV) indicates that not only the most probable deformation is relevant but that there is a finite (in some cases very large) probability for the system to have other shapes which should be taken into account. Calculations beyond mean field including thermal fluctuations have confirmed the expectation of washed out transitions Egido et al. (1986b); Martin and Egido (1995).

Theoretical studies with effective forces and large configuration spaces have been performed at the FTHFB level with density dependent forces, Skyrme Brack and Quentin (1974a, b); Quentin and Flocard (1978) and recently with the Gogny Egido et al. (2000) force. Additional calculations have been done in the relativistic mean field (RMF) approximation Agrawal et al. (2000); Gambhir et al. (2000). Calculations including thermal fluctuations in conjunction with large configurations spaces and effective forces have been performed only very recently Agrawal et al. (2000); Martin et al. (2003).

From these studies a discrepancy has emerged since, while the mean field approaches (FTHFB) with effective forces (like Skyrme, the Gogny force or the relativistic approaches), provide the view of a sharp shape transition at a relatively high critical temperature ($`T_c2.7`$ MeV for 164Er), schematic models (like the Pairing plus Quadrupole) and Strutinsky calculations provide also a sharp transition though at a much lower critical temperature ($`T_c1.7`$ MeV for 164Er). Furthermore, the discordant point of a ”sharp” transition for a small system, like the nucleus, predicted by both approaches requires further investigation. Earlier calculations with the Pairing plus Quadrupole Hamiltonian Egido et al. (1985, 1986b) have pointed out the relevance of including fluctuations in mean field approaches at finite temperature as a step forward to clarify some aspects of these problems. It is the aim of this paper to investigate the problems just mentioned as well as other related high excitation energy topics, level densities, etc., within a beyond mean field theory. Towards this end, the FTHFB calculations of ref. Egido et al. (2000) with the Gogny force and large configuration spaces will be generalized to include fluctuations in the quadrupole moment degree of freedom.

The finite range density dependent Gogny force has the advantage of providing the particle-hole (Hartree-Fock) and the particle-particle (pairing) matrix elements from the same interaction, at variance with relativistic theories and most Skyrme calculations. In the fitting of the D1S Berger et al. (1991) parametrization no excited states or spin dependent data was used, however, it has produced good results in the description of nuclear properties not only at zero Gogny (1975); Decharge and Gogny (1980) but also at large spin Robledo and Egido (2000) and, more recently Egido et al. (2000), in calculations at high excitation energy. Since our purpose is to study the behavior of shell effects and fluctuations with temperature, we have selected both theoretically and experimentally well known nuclei that display a variety of shapes in the ground state: strongly deformed (164Er), oblate (192Hg ) and rather soft (152Dy).

## Theory

To study the behavior of nuclei with increasing temperature we use the D1S Berger et al. (1991) parametrization of the finite range density dependent Gogny force Gogny (1975); Decharge and Gogny (1980) in the FTHFB framework des Cloizeaux (1968); Goodman (1981). The Gogny force, at variance with most of the Skyrme parametrizations and the relativistic models, allows full selfconsistent calculations since it provides the particle-hole and pairing fields from the same force.

At finite temperature, as at temperature zero, the basic approximation is the mean field theory. Its most sophisticated version, the FTHFB, has been developed in refs. Tanabe et al. (1981); Goodman (1981); Egido et al. (1986a). For convenience we will give here a short outline.

For a system at constant temperature $`T`$ and with chemical potential $`\mu `$, the equilibrium state can be obtained from the variational principle over the grand canonical potential

$$\mathrm{\Omega }=ETS\mu N.$$
(1)
The energy, $`E`$, entropy, $`S`$, and particle number, $`N`$, are thermal averages defined by

$$\begin{array}{ccccc}E\hfill & \hfill & \widehat{H}_T\hfill & =\hfill & Tr(\widehat{D}\widehat{H}),\hfill \\ S\hfill & \hfill & k\mathrm{ln}\widehat{D}_T\hfill & =\hfill & kTr(\widehat{D}\mathrm{ln}\widehat{D}),\hfill \\ N\hfill & \hfill & \widehat{N}_T\hfill & =\hfill & Tr(\widehat{D}\widehat{N}),\hfill \end{array}$$
(2)
with $`Z`$ the grand partition function and $`\widehat{D}`$ the density operator given by

$$\begin{array}{ccc}Z& =& Tr[\mathrm{exp}(\beta (\widehat{H}\mu \widehat{N}))],\\ \widehat{D}& =& Z^1\mathrm{exp}(\beta (\widehat{H}\mu \widehat{N})),\end{array}$$
(3)
with $`\beta =1/kT`$.

In the FTHFB approach the density operator is approximated by

$$\widehat{D}_0=\frac{e^{\widehat{}/T}}{Z_0},$$
(4)
where $`\widehat{}`$ is the most general Hermitian single particle operator, to be determined by the variational principle and $`Z_0`$ is the partition function. It can be shown Egido and Ring (93) that $``$ is given by

$$=\left(\begin{array}{cc}h& \mathrm{\Delta }\\ \mathrm{\Delta }^{}& h^{}\end{array}\right),$$
(5)
with $`\mathrm{\Delta }`$ the pair potential and $`h`$ the HF hamiltonian. $`h`$ is given in terms of the kinetic energy $`t`$, the HF field, $`\mathrm{\Gamma }`$, and the chemical potential, $`\mu `$,

$$\begin{array}{ccc}h& =& t+\mathrm{\Gamma }\mu ,\\ \mathrm{\Gamma }_{ij}& =& _{kl}v_{ikjl}\rho _{lk},\\ \mathrm{\Delta }_{ij}& =& \frac{1}{2}_{kl}v_{ijkl}\kappa _{kl}.\end{array}$$
(6)
The density matrix, $`\rho `$, and the pairing tensor, $`\kappa `$, are given by

$$\begin{array}{ccc}\rho & =& UfU^++V^{}(1f)V^t,\\ \kappa & =& UfV^++V^{}(1f)U^t,\end{array}$$
(7)
and

$$f_i=\frac{1}{1+e^{\beta E_i}}.$$
(8)
The matrices $`(U,V)`$ provide the relation between the quasiparticle and the single particle basis :

$$\alpha _m^+=\underset{k}{}U_{km}c_k^++V_{km}c_k.$$
(9)
They are determined, together with the quasiparticle energies, $`E_i`$, by the FTHFB equation

$$\begin{array}{ccccc}\left(\begin{array}{cc}h& \mathrm{\Delta }\\ \mathrm{\Delta }^{}& h^{}\end{array}\right)\hfill & \left(\begin{array}{c}U_k\\ V_k\end{array}\right)\hfill & =\hfill & \left(\begin{array}{c}U_k\\ V_k\end{array}\right)\hfill & E_k.\hfill \end{array}$$
(10)
The solution of this equations provides us with the configuration that minimizes the grand canonical potential. With $`U,V`$ and $`f`$ known one can determine the density operator $`\widehat{D}_0`$ and calculate any expectation value. For density dependent forces like Skyrme or Gogny, the formalism remains unchanged except in the evaluation of the one body Hamiltonian $`h`$. Due to the dependence on the density of the interaction, $`h`$ gets Martin et al. (2003) an extra term, $`\mathrm{\Gamma }`$, which is usually referred to as the ”rearrangement potential” and is given by

$$\mathrm{\Gamma }_{mm^{}}=\frac{H}{\rho _{m^{}m}}_T.$$
(11)
The FTHFB solution gives us the most probable shapes, quadrupole, hexadecupole, etc, as well as the most probable gap parameters and so on. At finite temperatures, however, we have statistical (or thermal) fluctuations around this solution. In principle one could consider fluctuations in the most relevant degrees of freedom. For nuclei, at high excitation energy, the most important one is the quadrupole deformation, and we therefore shall consider only the fluctuations in the quadrupole moment $`\widehat{Q}_{20}`$ in this paper. To generate the solutions with different shapes we solve the grand canonical potential, Eq. (1), with an additional constraint on the quadrupole moment, i.e., we minimize $`\mathrm{\Omega }=ETS\mu N\lambda _{Q_{20}}q`$. The Lagrange multiplier $`\lambda _{Q_{20}}`$ is adjusted in such a way that the thermal expectation value $`\widehat{Q}_{20}=Tr(\widehat{D}\widehat{Q}_{20})`$, has the required value $`q`$. According to Landau Landau and Lifshitz (1959) the probability $`P(q)`$ to obtain a certain value $`q`$ of the deformation is characterized by the free energy $`F(q)=E(q)TS(q)`$ of the system with deformation $`q`$

$$P(q)e^{F(q)/T}.$$
(12)
Using classical statistics, therefore, for the ensemble average of an observable $`\widehat{𝒪}`$ one obtains the expression

$$\overline{𝒪}=\frac{𝒪(q)\mathrm{exp}(F(q)/T)𝑑q}{\mathrm{exp}(F(q)/T)𝑑q},$$
(13)
where $`𝒪(q)`$ is the thermal expectation value of the operator $`\widehat{𝒪}`$ calculated for the system with the deformation $`q`$, and $`dq`$ is the volume element in deformation space. In our case the set $`q`$ corresponds to the quadrupole deformation $`q_{20}`$, thus $`dq=dq_{20}`$, with metric equal to one. The limits in the thermal average integrals, see Eq. (13), are chosen to span the full $`\beta _2`$ region in which the probability of having one of these values, given by Eq. (12), is not negligible. This covers both prolate and oblate regions.

High temperature calculations require large configuration spaces. In order to maintain the computational burden within reasonable limits we restrict ourselves to axial symmetry. We are aware that for soft nuclei and/or high temperature, triaxiality may play an important role. In the calculations we use an axially deformed harmonic oscillator (HO) basis with a size defined by the condition

$$2b_\rho n_\rho +b_zn_z<N_0,$$
(14)
where $`n_\rho `$ and $`n_z`$ are the HO axial quantum numbers, $`b_\rho =q^{1/3}`$ and $`b_z=q^{2/3}`$ with $`q=R_z/R_\rho ,`$ the nuclear axis ratio. In our case we have used $`q=1.5`$ and $`N_0=15`$ which allows for deformations big enough to reach the fission barrier and provides room enough for the temperature induced excitations. However, as an additional check, we have also used $`N_0=17`$ for some selected calculations. Reflection asymmetry is allowed in the calculations, i.e. the nuclei may develop octupole deformations.

In order to compare our Gogny force results with the ones, more conventional and popular, of the schematic Pairing plus Quadrupole model (PPQ), we have also performed calculations with this force. The configuration space (the spherical oscillator shells $`N=5,6`$ for neutrons and $`N=4,5`$ for protons) and the force parameters used are the one of Baranger-Kumar Kumar and Baranger (1965). The calculations have been performed in exactly the same way as in ref. Martin and Egido (1995)

## Results

We have performed FTHFB calculations with the D1S parameter set of the Gogny force in several nuclei to study the evolution of shell effects with temperature. Nuclei with different ground state deformations have been selected to illustrate their different behavior. As an example of a nucleus with a strongly prolate deformed ground state we used the thoroughly studied 164Er. The soft 152Dy86 is a transitional nucleus between the clearly spherical Dysprosium isotopes with $`N84`$ and the well deformed ones with $`N88`$. This nucleus was selected for its rich shell structure and shape coexistence. The heavier 192Hg has been chosen due to its oblate ground state shape. The maximum temperature studied has been kept below 3 MeV, such that continuum contributions can be safely disregarded Bonche et al. (1984a, b).

The thermal fluctuations are represented through averages calculated according to Eq. (13). The deviations around the mean values can be studied by the standard deviation value

$$\sigma (𝒪)=\sqrt{\overline{\widehat{𝒪}^2}\left[\overline{\widehat{𝒪}}\right]^2}.$$
(15)
This quantity is presented in some cases for further clarification of the results obtained.

Before entering in the discussion of the shape and pairing phase transitions we will start by presenting first a general view. In Fig. 1 we present the free energy, $`F(\beta _2)`$, and the quantity $`P(\beta _2)\mathrm{exp}(F(\beta _2)/T)`$ versus the quadrupole deformation, $`\beta _2`$, at different temperatures. $`P(\beta _2)`$ provides the weight of a given shape $`\beta _2`$ in the evaluation of thermal average values. The results for 164Er are displayed in the left column, for 152Dy in the middle one and for 192Hg in the right one. For the rare earth nuclei 164Er and 152Dy, where calculations within the two shells configuration space mentioned above are feasible, we also present results with the PPQ model. Results with the Gogny force are displayed by continuous lines and those with the PPQ force by dashed ones (thick lines represent $`F(\beta _2)`$ and thin ones $`P(\beta _2)`$). The well depths are measured from the point with $`\beta _2=0`$ and $`P(\beta _2)`$ has been normalized is such a way that the most probable deformation takes the value of unity.

Let us discuss first the low temperature calculations ($`T=0.3`$ MeV ) where we can observe the intrinsic shapes of the ground states. In the Gogny calculations for 164Er there is a deep prolate minimum at $`\beta _20.3`$ and about 4.5 MeV higher an oblate one. With the PPQ model the same gross features are observed, though the minima are not so deep. The probability distribution $`P(\beta _2)`$, however, is similar in both calculations. For the nucleus 152Dy, in the Gogny case, the prolate minimum is at $`\beta _20.15`$ and a bit higher in energy the oblate one. The PPQ model, for this nucleus, provides a broad minimum around the spherical shape. $`P(\beta _2)`$, in contrast with 164Er, looks quite different in the Gogny case than in the PPQ one. In both nuclei the free energy surfaces are broader with the Gogny force than with the PPQ one. For 192Hg, we find the minimum at an oblate deformation of $`\beta _20.15`$ and about 1.7 MeV higher a small prolate minimum.

At higher temperatures the expected disappearance of shell effects becomes clear, in particular the vanishing of the barriers when several minima are available and the development of only one spherical minimum. Further finite temperature effects like the widening of the free energy curve and the more important role of fluctuations with increasing temperature appear in the Gogny calculations but not in the PPQ ones. In the PPQ case the free energy surfaces, with increasing temperatures, become flatter but not broader. They even become narrower! This unphysical effect has to do, obviously, with the size of the configuration space (two shells). As we can see already at ($`T=0.3`$ MeV ), at large deformations $`F(\beta _2)`$ increases very steeply because there are no orbitals with high-$`j`$ (deformation driving ) coming down. The mechanism to soften the free energy surface at high temperature by enhancing the probability to occupy high-lying orbitals (among them the high-$`j`$ ones) works only with large configuration spaces. The anomalous behavior of $`P(\beta _2)`$ in 152Dy, in the PPQ approach, at $`T=0.6`$ MeV as compared with $`T=0.3`$ MeV is due to the fact that at $`T=0.6`$ the neutron pairing gap vanishes and the ground state becomes slightly prolate.

Figures 25 and 6 show the detailed calculations for all three nuclei. These figures include both, the results at the FTHFB level and with shape fluctuations calculated as described above. Dashed lines and open symbols indicate the FTHFB results. Solid lines and filled symbols are used for averaged, fluctuations including, calculations. Figs. 5 and 6 show only Gogny results.

### .1 The nucleus $`{}_{}{}^{164}Er`$

In Fig. 2 we display the results of the calculations for the nucleus 164Er with the Gogny force and with the PPQ model Hamiltonian. In panel (a) we show the selfconsistent FTHFB (i.e., calculated with the solution of Eq. 10) and the averaged results (i.e., calculated according to Eq. 13) for the $`\beta _2,\beta _4`$ and $`\beta _6`$ deformation parameters as a function of the temperature with the Gogny interaction. Let us first discuss the deformation parameter $`\beta _2`$. For temperatures $`0<T<1.0`$ MeV, both predictions behave similarly, as one would expect for a nucleus with a well pronounced minimum. For temperatures $`1.0<T<2.0`$ MeV, the FTHFB $`\beta _2`$-values decrease rather smoothly while the averaged ones undergo a strong reduction. For $`T>2.0`$ MeV the selfconsistent values decrease very steeply and collapse, finally, to zero deformation at $`T=2.7`$ MeV. The averaged values, on the contrary, change tendency decreasing very smoothly in such a way that an almost constant value of $`\beta _2`$ is eventually obtained. The behavior of $`\beta _4`$ and $`\beta _6`$ is similar to the one of $`\beta _2`$ though not that spectacular. The same plot for $`\beta _2`$ but with the PPQ interaction is represented in panel (b). Quantitatively the main differences with the Gogny results are the faster collapse of the selfconsistent value, at $`T1.8`$ MeV, and the reduction of the temperature interval where the averaged values are smaller than the selfconsistent ones. Looking at the probability distribution in Fig. 1 one can easily understand these differences. The temperature value at which the mean field (mf) deformation parameter collapses, which we will denote $`T_c^{mf}`$, has often been used in earlier mean field studies to signal a shape phase transition. It is obvious from panels (a) and (b) that in theories beyond mean field things look quite different and that definition of the critical temperature must be carefully considered. The big difference in $`T_c^{mf}`$ as predicted by effective forces, like the Gogny force, and the PPQ is also known from calculations with Skyrme forces Brack and Quentin (1974a, b) and the relativistic mean field approximation Agrawal et al. (2000, 2001).

The standard deviation in the deformation parameter $`\beta _2`$, $`\sigma (\beta _2)`$, calculated according to Eq. 15, is presented in panel (c). One can distinguish three well defined zones : in the first one at low temperature, when pairing is still strong, the deformation is kept almost constant and fluctuations raise slowly. The Gogny and PPQ calculations predict about the same equilibrium shape in this zone. For temperatures higher than the one corresponding to the pairing collapse, $`\sigma (\beta _2)`$ increases rapidly up to a maximum value, remaining more or less at this value at higher temperatures. This step behavior is characteristic of a shape phase transition region. In fact, one could define the shape transition temperature as the one at which $`\sigma (\beta _2)`$ has a maximum. With this criterion one obtains $`T=1.4`$ MeV for the PPQ result and $`T=1.7`$ MeV in the Gogny case. Note the large difference in $`\sigma (\beta _2)`$ between the Gogny and PPQ results at high temperature. In this comparison, however, one must keep in mind that the PPQ model hamiltonian is restricted to a configuration space of two oscillator shells which strongly constraints the ability to produce fluctuations. This is clearly seen in Fig. 1 : the PPQ results rapidly develop a narrow parabolic shape with increasing temperature. This lack of fluctuations was already identified as partially responsible for the low multiplicity seen in the collective E2 quasicontinuum spectra in gamma decay calculations when compared to experiment Martin et al. (1995); Ma et al. (2000).

An additional confirmation of the importance of the fluctuations in calculations with the Gogny interaction as compared to the PPQ case is provided by the different behavior of the averaged deformation parameters with respect to the mean field within the same model, see panels a) and b). The value of the average $`\beta _2`$ parameter at high temperatures illustrates the deviation of the free energy surface from a parabolic behavior. A value close to zero is expected for a parabola, e.g., in the PPQ case, while a larger one, as in the Gogny case, indicates the softness of the prolate side as compared with the oblate one. One should nevertheless keep in mind that only axially symmetric deformed shapes are allowed in the calculations.

In panel d) of Fig. 2, the proton and neutron pairing energies are displayed for the Gogny force. Up to $`T0.2`$ MeV the pairing energies are rather constant but for higher $`T`$ values they decrease in absolute value very fast up to $`T=0.7`$ MeV where they vanish. Thermal shape fluctuations, as expected in the low temperature regime, have little effect on the pairing correlations. Pairing fluctuations which would be more relevant Egido et al. (1985) are not considered in this work.

It is interesting to take a look at the internal excitation energy, $`E^{}`$, and also analyze it through the behavior of its derivative, the specific heat $`C_V(T)=E^{}/T`$, since the appearance of peaks in this quantity is customarily interpreted as a signature in the search for phase transitions.

The evolution of $`E^{}`$ with temperature for both the FTHFB, $`E^{}`$, and the average, $`\overline{E^{}}`$, calculations, is presented in panels e) (Gogny force) and f) (PPQ force) of Fig. 2. With the Gogny force and in the low temperature regime, we can see the pairing collapse which is visible as a change in the slope of $`E^{}`$. At higher temperatures a fairly quadratic behavior is observed in the excitation energy, which is slightly modified when the transition to the spherical phase takes place at high temperature around $`T2.7`$ MeV. There, a weaker change in the slope, hardly seen in the scale of the plot, is found. The change is more abrupt in $`E^{}`$ than in $`\overline{E^{}}`$, again as expected in the picture of a thermally faded transition. The same facts are observed in the PPQ plot, where one can additionally observe that at high temperature the energy behaves more linear than quadratic as a function of T.

The different behavior of $`E^{}`$ and $`\overline{E^{}}`$ is also interesting : a) At temperatures below 0.8 MeV, both energy values coincide, b) between 0.8 MeV and the corresponding $`T_c^{mf}`$ (around 2.7 MeV for Gogny and 1.8 MeV for PPQ), $`E^{}`$ is always below $`\overline{E^{}}`$, c) at the critical temperature both energies do coincide and d) at higher temperatures they are rather similar. This behavior has a simple explanation if one considers the entropy as a function of the deformation at fixed temperature, see Fig. 3, and the fact that in general $`F\overline{F}`$ 111 The equal sign is valid only in the case that the free energy is a parabolic function of the deformation., with $`F`$ the selfconsistent FTHFB free energy at the given $`T`$. At low temperatures ($`0.8`$ MeV) and at temperatures above $`T_c^{mf}`$, the entropy is almost shape independent, i.e., $`\overline{S}S`$ (with $`S`$ the selfconsistent FTHFB entropy at the given $`T`$), and the free energy behaves like a parabola, $`\overline{F}F`$, consequently $`\overline{E^{}}E^{}`$. At temperatures $`0.8TT_c^{mf}`$, $`F<\overline{F}`$ and $`S<\overline{S}`$, see Figs. 1 and 3, and consequently, since $`\overline{F}=\overline{E}T\overline{S}`$, $`E^{}<\overline{E^{}}`$.

The change in slope in $`\overline{E^{}}`$ as compared with $`E^{}`$ indicates that the corresponding specific heats, $`\overline{E^{}}/T`$ and $`E^{}/T`$, will be rather different. This can be seen in Fig. 4 where we observe two peaks in the selfconsistent results, both in the PPQ and in the Gogny calculations 222The results displayed in this figure have been calculated by evaluating numerically the derivative of the energy. In ref. Egido et al. (2000) the expression $`C_V=TS/T`$ was used instead and $`S`$ was calculated analytically in the mean field approach.. In between we find the typical linear behavior for a Fermi gas ($`C_V=2aT`$). The low temperature peak is associated with the superfluid to normal transition and the high temperature one with the deformed to spherical shape transition. The low temperature peak remains nearly unaffected by the inclusion of fluctuations. At the mean field level this transition takes place at a temperature low enough such that shape fluctuations are irrelevant.

Comparing the FTHFB results with the PPQ force with those obtained with the Gogny interaction for the shape transition, we find again the different temperature predictions. Using as critical temperature, $`T_c`$, the temperature where $`C_V`$ changes curvature, the same values are obtained as when the $`\beta _2=0`$ rule was used (1.8 MeV for PPQ vs. 2.7 MeV for Gogny). However, when fluctuations are taken into account, the difference in the predicted $`T_c`$ by Gogny and PPQ gets smaller and the sharpness of the peaks reduced, indicating a less abrupt transition as is expected in a mesoscopic system. This is more evident in the Gogny results, where the peak becomes a broad bump, providing another clue of the greater importance of fluctuations in the Gogny case. By contrast, the PPQ peak, although broader than in the mean field case, is still sharp. Furthermore the PPQ specific heat levels off, showing how the limited configuration space available is a clear disadvantage of this model. If we now look for the changes in curvature we find $`T_c=1.4`$ MeV in the PPQ and $`T_c=1.7`$ MeV with the Gogny interaction. It is interesting to notice that these values agree very well with the ones obtained looking at $`\sigma (\beta _2)`$.

### .2 The nucleus $`{}_{}{}^{152}Dy`$

As we have seen in Fig. 1, $`{}_{}{}^{152}Dy`$ displays a potential energy surface with energetically close prolate and oblate minima. It could illustrate a nucleus with shape coexistence, that means, already at temperatures near to zero there is a finite probability of populating more than one minimum. For this nucleus we will not perform a discussion as exhaustive as for $`{}_{}{}^{164}Er`$ but we will consider the most relevant facts.

In Fig. 5 the results of the calculations for the Gogny force are displayed. In panel a) the mean field and the averaged values of the pairing energies are plotted. The pairing energy of the neutron (proton) system collapses at $`T0.5`$ ($`T1.0`$) MeV. The averaged values, as expected, almost coincide with the mean field ones. In panel b) the $`\beta `$-deformation parameters are shown. As we can observe in the behavior of the $`\beta _2`$ parameter the effect of the shape fluctuations in this case is already noticeable at very small temperatures. This is due to the fact that, in the ground state $`{}_{}{}^{152}Dy`$ is a much less deformed nucleus than 164Er and that the energy difference between the oblate and prolate minimum is small, amounting to only $`0.55`$ MeV for $`T<0.5`$ MeV. Hence the averaging formula assigns finite weights to the oblate side already at small $`T`$’s causing the observed steep decrease in the average $`\beta _2`$ value. Although the FTHFB, searching for the strict minimum, provides a deformed ground state for 152Dy, we see how even at the lowest temperatures the average deformation is very small, in agreement with the experimental data. At the high temperature limit we observe that above 1.4 MeV, the average deformation stays rather constant, or slightly increases, up to 0.04. This anomalous behavior is due to the fact that the superdeformation driving orbitals are being occupied at this temperature range. The $`\beta _4`$ and $`\beta _6`$ deformation parameters follow closely the $`\beta _2`$ behavior. In particular, in the FTHFB description they become zero at the same temperature as $`\beta _2`$.

In panel c) the excitation energy is depicted. In the FTHFB approach the changes in slope at temperatures of 0.5, 1.0 and 1.4 MeV are due to the neutron and proton pairing collapse and to the shape transition. The behavior of $`\overline{E^{}}`$ can be understood in terms of the entropy plots as explained for the 164Er nucleus. The changes in slope in the energy plots are magnified in the specific heat versus temperature plot depicted in panel d). In the mean field approach we find a broad composite peak, corresponding to the proton and neutron pairing collapse, showing substructures around $`T0.5`$ and 1.0 MeV. Furthermore, one sees a second peak at 1.4 MeV corresponding to the FTHFB shape transition. If shape fluctuations are included in the calculations we obtain only one broad peak. The small peak at 1.4 MeV, however, is not there anymore indicating that it has been shifted to the pairing transition bump or simply washed out. In fact, the almost identical broad energy mean field peak and the single one obtained with fluctuations could be seen as a clue that the shape transition in this soft nucleus is inexistent, since there is no higher temperature peak but only a small modification of the ”pairing” one. To check this hypothesis we have also performed calculations with the particle-particle channel of the Gogny force set to zero, i.e. plain FTHF. In this way we obtain $`C_V`$ curves without the pairing transition peaks. The results are plotted, superimposed to the standard FTHFB calculations, using square symbols in panel d) of Fig. 5. Again, open squares are for the FTHF calculations and full ones for averaged ones. As it was expected, the FTHF curves for $`C_V`$ show no peak for the pairing transition and the only peak present is the one corresponding to the shape transition at 1.4 MeV, which coincides with the one obtained with the full FTHFB calculations, since at these temperatures pairing is already zero. The thermal averaging results show a broad shoulder approximately in the same temperature region in which the pairing transition was located. This rather soft bump is a clear indication of the above mentioned situation, i.e., at small temperatures no clearly predominant minimum exists and at high temperatures the nucleus does not become exactly spherical.

### .3 The nucleus 192Hg

As we have seen in Fig. 1 at very small temperatures this nucleus presents an oblate deformed ground state and about 1.7 MeV above a prolate minimum. The results for the nucleus 192Hg are shown in Fig. 6. The pairing energies are displayed in panel a). The proximity of the $`Z=82`$ shell closure causes the vanishing of the proton pairing energies for all temperatures. The neutron system, on the contrary, has a large pairing energy at $`T=0`$ MeV, which vanishes at $`T=0.8`$ MeV. As before, the shape fluctuations have almost no effect on the pairing energies.

In panel b) the behavior of the deformation parameters with increasing temperature is plotted. For 192Hg, in the mean field approximation, we obtain an oblate ground state deformation of $`\beta _2=0.135`$ which gets more oblate for increasing temperatures as the pairing energies go to zero. For larger $`T`$ values the deformation decreases and around $`T1.4`$ MeV the nucleus becomes spherical. As before, the effect of the shape fluctuations is mainly characterized by the the prolate-oblate ground state energy difference, see Fig. 1, which in this case amounts to 1.7 MeV at zero temperature and only above $`T=0.5`$ MeV start to diminish. Around this temperature the deformation gets smaller and around 1.4 MeV the average deformation is zero. Interestingly, the average $`\beta _2`$ and $`\beta _4`$ deformation parameters become positive in the limit of high temperatures due to the fact that at these temperatures the $`F(T)`$ curves are softer in the prolate than in the oblate side.

In panel c) the excitation energies in both approximations, in the mean field and with shape fluctuations, are plotted versus the temperature. In the mean field calculations we find slope changes at $`T=0.8`$ MeV and $`T=1.4`$ MeV associated with the pairing collapse and the oblate-spherical shape transition. The inclusion of shape fluctuations affects mainly the region between $`0.8T1.4`$ MeV. The general behavior of both curves can be easily understood in the same terms as for 164Er. In panel d) the corresponding specific heats are represented. In the mean field approximation the expected peaks are clearly visible. The inclusion of the shape fluctuations produces a single, broader bump extending above the critical temperature for the pairing collapse. As in the 152Dy case this peak might be a superposition of the pairing and the shape transition peaks. To isolate the shape transition peak we have performed again calculations with the particle-particle channel of the Gogny force set to zero. The results of the calculations, without (empty squares) and with (filled squares) shape fluctuations, are represented in the same panel. In both approximations the results above $`T=0.9`$ MeV are obviously the same as before. Below this temperature and in the mean field approximation, as expected, the pairing peak is gone. However, in the calculations with the shape fluctuations we find a broad peak extending from $`T=0.4`$ MeV up to $`T=1.0`$ MeV with a change in curvature around $`T=0.9`$ MeV. Looking at the standard deviation $`\sigma (\beta _2)`$ of this nucleus (not shown here) we find a maximum at $`T=0.9`$ MeV, an additional indication of the shape transition.

### .4 Level densities and nuclear radii

Level densities, $`\rho (E^{})`$, can be microscopically evaluated in the saddle point approximation, see for example eq. (2B-14) of ref. Bohr and Mottelson (1975). In Fig. 7 the total level densities for the three nuclei under study are displayed against the excitation energy in the mean field approximation and on average, i.e., with the inclusion of shape fluctuations. In both cases we observe the overall expected exponential dependence and the well known abnormal behavior at very small excitation energies.

For 164Er and up to 10 MeV excitation energy ($`T0.8`$ MeV) we find a good agreement between both predictions. Then, up to 70 MeV ($`T2.3`$ MeV), we observe an increase in the level density in the average description as compared with the mean field one. In particular, around 20 to 30 MeV excitation energy, the average prescription provides almost two orders of magnitude larger densities than the mean field one. This behavior can be easily understood looking at Figs. 1 and 3 and taking into account that the level density is proportional to the exponential of the entropy. At low ($`T<0.7`$ MeV) and high excitation energies ($`T>2.5`$ MeV) the entropy is rather shape independent, that means, the average value of the level density is very close to the one in the selfconsistent minimum. Consider now $`T=1.4`$ MeV. In this case the selfconsistent minimum is prolate ($`\beta _20.3`$), and the entropy at this shape and $`T`$ is smaller than for all the other shapes at this temperature. That means, since $`\rho (\beta _2)e^{S(\beta _2)}`$, the average level density will always be larger than the selfconsistent one. Similar arguments apply to understand the behavior of the level densities of 152Dy and 192Hg. The fact that in these nuclei we do not find a larger difference between both descriptions is obviously due to the smoother behavior of the entropy with the deformation at the relevant temperatures.

In Fig. 8 the root mean squared (rms) radii of the three nuclei are plotted versus the temperature. In general we find that the rms radii are rather constant up to a given temperature, 2 MeV for 164Er and 1 MeV for 152Dy and 192Hg, and that in this temperature range the average values are rather similar to the FTHFB ones. From this temperature on the average values are larger than the FTHFB ones due to the fact that, at these temperatures, the probability for a given shape peaks at the spherical shape and that for a given volume the spherical shape corresponds to the one with the smallest rms radii. That means, fluctuations around the spherical minimum provide always larger rms radii. We also observe, at the highest temperatures, the expected increase of the rms radii.

## Discussion and conclusions

We have seen in the previous section that, in calculating average properties, the behavior of the entropy with the deformation parameter $`\beta _2`$ plays a major role. This behavior is by itself, indeed, quite interesting. The general behavior, see Fig. 3, is the following : In the high $`T`$ limit where the temperature effects dominate, we find, as expected, small shape dependence. At very low $`T`$, where the temperature effects are very small, we observe that to increase the entropy by 5 units we have to increase $`T`$ by 0.5 MeV and that the entropy is rather independent of the shape of the nucleus. Of course, in this region where pairing correlations are present it is difficult to make more precise statements. However, at moderate temperatures, which are however high enough to allow for significant quasiparticle occupation numbers but not too high in order that shell effects are still present, one can find a large dependence of the entropy on the nuclear shape. In this region spherical shapes, as expected, have larger entropy than axially deformed ones. Since the maxima of the entropy are associated with the minima of the grand potential a correspondence between Fig. 1 and Fig. 3 does not necessarily exist.

One of the main outcomes of our research is the finding that shape fluctuations have a large effect on the description of shape transitions. In fact, the mean field approach (FTHFB) with effective forces (like Skyrme, the Gogny force or the relativistic approaches), provides the view of a sharp shape transition at a relatively high critical temperature ($`T_c2.7`$ MeV for 164Er). On the other hand, Strutinsky calculations or schematic models (like the Pairing plus Quadrupole) provide also a sharp transition though at a much lower critical temperature ($`T_c1.7`$ MeV for 164Er). It has been argued Gambhir et al. (2000) that the different predictions for the critical temperature are due to the small effective mass obtained in the mean field approach with effective forces ($`m^{}/m0.7`$, with $`m`$ the nucleon bare mass ) as compared to the Strutinsky or the PPQ model ($`m^{}/m1.0`$). This argument is obviously restricted to the mean field approach. In theories beyond mean field it does not apply anymore because with increasing correlations the effective mass eventually becomes the bare mass. In calculations at finite temperatures two kinds of correlations have to be considered, on one hand the quantum ones and on the other the statistical or classical ones. Their relevance depends obviously on the excitation energy (or temperature), at low $`T`$’s the former are very important and at high $`T`$’s, the latter ones. At the temperatures where the shape transition is predicted to take place in the mean field approach, the probability of having a shape different to the selfconsistent one is very large. Therefore, it is obvious that, first, shape fluctuations must be included and second that the characterization of the shape transition must be considered more carefully. In the mean field approach a criterion for shape transition is just to look at the temperature at which the nucleus becomes spherical or alternatively to look for a peak at the specific heat as a function of the temperature. In theories beyond mean field, usually the second one is used because the average deformation can become very small but not zero. As we have seen, the inclusion of shape fluctuations provides a specific heat rather different from the mean field one, because a) it is not a sharp peak what we obtain but a rather broad bump (this is consistent with the fact that it is a very small system) and b) it appears at temperatures much lower than the ones predicted by the mean field approximation in agreement with the Strutinsky calculations. It is also interesting to notice that the predictions based on the specific heat analysis coincide with the ones of the standard deviation $`\sigma (\beta _2)`$.

Of course one could ask about the effect of considering quantum correlations in our predictions. Canosa, Rossignoli and Ring Canosa et al. (1999) have shown in model calculations based on the static path plus random phase approximation that at finite temperature quantum effects are observable dependent. In particular, they find that the specific heat remains practically unaffected when quantum correlations are taken into account. One could conclude therefore that the prediction of the shape transition by the inclusion of thermal shape fluctuations with effective forces is reliable.

In conclusion, we have performed extensive calculations with the Gogny force and a large configuration space for three representative nuclei in the FTHFB framework. We have further studied the effect of thermal shape fluctuations and found that they strongly affect, among others, the traditional shape transition ”view” of the FTHFB approach. They do it in two aspects, first the critical temperature for the transition is very much lowered and second, the specific heat peaks are not sharp but rather broad. Besides this, the peaks showing up in FTHFB calculations of the specific heat in soft nuclei, like 152Dy, are (almost) completely washed out when thermal shape fluctuations are taken into account indicating the absence of any shape transition. However, in strongly deformed nuclei, like 164Er, the shape fluctuations reconfirm the presence of a shape transition though of a different character. We also find a strong enhancement in the level density in the presence of a shape transition. The superfluid to normal phase transition is not affected by the inclusion of shape fluctuations.

###### Acknowledgements.

This work has been supported in part by DGI, Ministerio de Ciencia y Tecnología, Spain, under Project BFM2001-0184.


text:
# positively expansive homeomorphisms of compact spaces

## 1. Introduction

A continuous map $`f:XX`$ on a metric space $`X`$ is positively expansive if there exists $`\rho >0`$ such that for any distinct $`x,yX`$ there is an $`n0`$ with $`d(f^n(x),f^n(y))>\rho `$. The constant $`\rho `$ is called the expansive constant. In this paper we give a simple, new proof of the following theorem.

###### Theorem 1.

Let $`X`$ be a compact metric space. A homeomorphism $`f:XX`$ is positively expansive if and only if $`X`$ is finite.

As far as we can ascertain, the first explicit statement of this theorem was made by Keynes and Robertson (). Their proof used the idea of generators for topological entropy. Later, the theorem was proved by Hiraide (). His proof requires a technical result of Reddy’s which in turn uses Frink’s metrization theorem to find a compatible metric with respect to which the homeomorphism is expanding (, ,  p. 41). In fact, before either of these two papers Gottschalk and Hedlund proved several results that had, as an unstated corollary, the fact that $`X`$ must have an isolated point (, Theorems 10.30, 10.36). One can use this observation to prove that all points are isolated, and thus that $`X`$ is finite. In this paper we give a proof that is short and dynamical and relies only on elementary topological arguments.

As Theorem 1 illustrates, positive expansiveness is a very restrictive property. One cannot restate the theorem for expansive homeomorphisms (a homeomorphism $`f`$ is expansive if there exists $`\rho >0`$ such that if $`d(f^n(x),f^n(y))<\rho `$ for every integer $`n`$, then $`x=y`$). Although some compact spaces do not admit expansive homeomorphisms (such as the 2-sphere, the projective plane, the Klein bottle ()), others do. For instance, O’Brien and Reddy proved that every compact orientable surface of positive genus admits an expansive homeomorphism (). Also, every Anosov diffeomorphism is expansive.

Furthermore, one cannot state the same theorem for noninvertible dynamical systems. For instance, the doubling map on $`S^1`$ is a positively expansive continuous map. Hiraide does prove that no positively expansive map exists on any manifold with boundary ().

We remind the reader of some standard definitions. Let $`f:XX`$ be a homeomorphism. The $`\omega `$-limit set of a point $`xX`$ is defined to be

$$\omega (x)=\underset{N>0}{}\mathrm{cl}\left(\underset{n>N}{}f^n(x)\right).$$

A set $`S`$ is invariant if $`f(S)=S`$. We denote the maximal invariant subset of a set $`N`$ by $`\mathrm{Inv}N`$. An invariant set $`S`$ is an isolated invariant set provided there is a compact neighborhood $`N`$ of $`S`$ with the property that $`S=\mathrm{Inv}N`$; the set $`N`$ is an isolating neighborhood for $`S`$. A set $`S`$ is an attractor if there is an isolating neighborhood $`N`$ for $`S`$ with the property that $`f(N)\mathrm{Int}N`$; in this case $`N`$ is called an attracting neighborhood. Likewise, $`S`$ is a repeller if it has a repelling neighborhood, an isolating neighborhood $`N`$ with the property $`f^1(N)\mathrm{Int}N`$. Finally, we let $`B_\epsilon (x)`$ denote the $`\epsilon `$-ball about $`x`$.

## 2. Bounded dynamical systems

This work relies heavily on the notion of bounded dynamical systems (see , ). A dynamical system is bounded if there exists a compact set $`W`$ with the property that the forward orbit of every point in $`X`$ intersects $`W`$. Such a set, $`W`$, is called a window. Clearly every dynamical system on a compact space $`X`$ is bounded, thus the notion of boundedness is only interesting for noncompact spaces.

Below we state several properties that are equivalent to boundedness; the theorem is proved in , but since the proof is short we include it again here. We note that the theorem is also true for flows or semiflows and the proof is nearly identical to the one given below.

###### Theorem 2.

If $`X`$ is a locally compact metric space and $`f:XX`$ is a continuous map, then the following are equivalent.

1. $`f`$ is bounded.
2. There is a compact set $`V`$ such that $`\mathrm{}\omega (x)V`$ for all $`xX`$.
3. There exists a forward invariant window.
4. There is a compact global attractor $`\mathrm{\Lambda }`$ (that is, there is an attractor $`\mathrm{\Lambda }`$ with the property that $`\mathrm{}\omega (x)\mathrm{\Lambda }`$ for every $`xX`$).

###### Proof.

It is clear that (4)$``$(3)$``$(2)$``$(1). Thus, we must prove that the existence of a window implies the existence of a compact global attractor, (1)$``$(4).

Suppose $`f`$ has a window $`W`$. It suffices to show that there is a window $`W_1`$ with the property $`f(W_1)\mathrm{Int}(W_1)`$. For each $`xX`$ there is an $`n_x0`$ such that $`f^{n_x}(x)W`$. Let $`\delta >0`$, and let $`W_0=\mathrm{cl}(B_\delta (W))`$, the closure of the $`\delta `$-neighborhood of $`W`$. Clearly, for each $`xW_0`$ $`\mathrm{cl}(B_{\delta /2}(f^{n_x}(x)))\mathrm{Int}W_0`$. Moreover, there is an open neighborhood $`U_x`$ of $`x`$ such that $`\mathrm{cl}(B_{\delta /2}(f^{n_x}(y)))\mathrm{Int}W_0`$ for all $`yU_x`$. The sets $`\{U_x:xW_0\}`$ form an open cover of $`W_0`$. Since $`W_0`$ is compact there is a finite subcover, $`\{U_{x_1},\mathrm{},U_{x_m}\}`$. Let $`n=\mathrm{max}\{n_{x_k}:k=1,\mathrm{},m\}`$. It follows that $`_{k=0}^nf^k(W_0)`$ is a forward invariant window (thus proving (3)). However, we would like the stronger result of (4).

Consider the multivalued map $`V_r(x)=B_r(x)`$. By the compactness of $`W_0`$, there is an $`\epsilon >0`$ such that $`(V_\epsilon f)^{n_{x_i}}(y)\mathrm{Int}W_0`$ for all $`yU_{x_i}`$. Then, the set $`W_1=_{k=0}^n(V_\epsilon f)^k(W_0)`$ has the desired property. ∎

## 3. positively expansive homeomorphisms on compact spaces

In the discussion that follows it is necessary to work in the product space $`X\times X`$. Given a homeomorphism $`f:XX`$ we use the notation $`f\times f:X\times XX\times X`$ to denote the homeomorphism $`(f\times f)(x_1,x_2)=(f(x_1),f(x_2))`$. Also, we let $`\mathrm{\Delta }=\{(x,x):xX\}`$ denote the diagonal of $`X\times X`$.

It is well known that a homeomorphism $`f:XX`$ of a compact space $`X`$ is expansive if and only if the diagonal $`\mathrm{\Delta }`$ is an isolated invariant set for $`f\times f`$ (). Analogously we prove that for positively expansive homeomorphisms the diagonal is a repeller.

###### Lemma 3.

Let $`f:XX`$ be a positively expansive homeomorphism of a compact space $`X`$. Then $`\mathrm{\Delta }`$ is a repeller for $`f\times f:X\times XX\times X`$.

###### Proof.

Suppose $`X`$ is a compact space and $`f:XX`$ is a positively expansive homeomorphism with expansive constant $`\rho `$. If $`X`$ is a one-point space, the conclusion of the lemma is clearly true. Thus we may assume that $`X`$ has at least two points. Consider the space $`X\times X`$ and the homeomorphism $`F=f\times f`$. $`F`$ restricts to a homeomorphism $`F_Y:YY`$ where $`Y=(X\times X)\backslash \mathrm{\Delta }`$. Let $`W=\{(x,y)Y:d_X(x,y)\rho \}`$. Clearly $`W`$ is a compact set and, since $`f`$ is positively expansive, the forward orbit of every point in $`Y`$ intersects $`W`$. Thus $`W`$ is a window for $`F_Y`$, and we conclude that $`F_Y`$ is bounded.

By Theorem 2 there exists a window $`W_1Y`$ for $`F_Y`$ with $`F_Y(W_1)\mathrm{Int}(W_1)`$. Then the set $`N=\mathrm{cl}((X\times X)\backslash W_1)`$ has the property that $`F^1(N)\mathrm{Int}N`$ and $`\mathrm{Inv}N=\mathrm{\Delta }`$. Thus $`\mathrm{\Delta }`$ is a repeller for $`F`$. ∎

###### Proof of Theorem 1.

Let $`f:XX`$ be a positively expansive homeomorphism of a compact space $`X`$. Let $`g=f^1`$ and $`G=g\times g:X\times XX\times X`$. By Lemma 3 the diagonal $`\mathrm{\Delta }X\times X`$ is an attractor for $`G`$. Thus, for $`(x,y)`$ sufficiently close to $`\mathrm{\Delta }`$, $`G^n(x,y)\mathrm{\Delta }`$ as $`n\mathrm{}`$. More precisely, there exists $`\epsilon >0`$ such that if $`d(x,y)<\epsilon `$ then $`d(g^n(x),g^n(y))0`$ as $`n\mathrm{}`$.

Define an equivalence relation $``$ on $`X`$ as follows: $`xy`$ iff there exists a sequence of points $`x=x_0,x_1,\mathrm{},x_r=y`$ such that $`d(x_k,x_{k+1})<\epsilon `$ for $`k=0,\mathrm{},r1`$. This equivalence relation is an open condition, thus each equivalence class is an open subset of $`X`$. Since the set of equivalence classes is a cover of $`X`$ by mutually disjoint open sets, the compactness of $`X`$ implies that there are only finitely many, $`U_1,\mathrm{},U_m`$. Also, since each $`U_i`$ contains its limit points, it is closed, and hence compact.

Let $`U`$ be an equivalence class, and let $`x,yU`$. Then there is a sequence $`x=x_0,x_1,\mathrm{},x_r=y`$ such that $`d(x_k,x_{k+1})<\epsilon `$ for $`k=0,\mathrm{},r1`$. So, $`d(g^n(x_k),g^n(x_{k+1}))0`$ as $`n\mathrm{}`$ for each $`k=0,\mathrm{},r1`$. Thus $`d(g^n(x),g^n(y))0`$ as $`n\mathrm{}`$. Since $`U`$ is compact, the diameter of $`g^n(U)`$ goes to zero as $`n\mathrm{}`$.

For each $`n`$, $`g^n(U_1),\mathrm{},g^n(U_m)`$ is a collection of mutually disjoint sets whose union is all of $`X`$. Moreover, the diameter of each set $`g^n(U_i)`$ can be made arbitrarily small (letting $`n`$ get large). Thus, it must be the case that each $`U_i`$ consists of a single point, and that $`X`$ is a finite set. ∎