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# References

The prospect that the fundamental constants of nature vary in time is exciting and represents a radical departure from standard model physics. Recent attention to this problem has focused on the indication that the fine structure constant was smaller at cosmological redshifts $`z=0.5`$–3.5 as suggested by observations of quasar absorption systems . The positive result of $`\mathrm{\Delta }\alpha /\alpha =(0.54\pm 0.12)\times 10^5`$, where $`\mathrm{\Delta }\alpha `$ is defined as the present value minus the past one, is based on the many-multiplet method which makes use of the $`\alpha `$ dependence of the relativistic corrections to atomic energy levels.

However, there exist various sensitive experimental checks that constrain the variation of coupling constants (see e.g., ). Among the most stringent of these is the bound on $`|\mathrm{\Delta }\alpha /\alpha |`$ extracted from the analysis of isotopic abundances associated with the Oklo phenomenon , a natural nuclear fission reactor that occurred about 1.8 billion years ago. While the Oklo bound $`|\mathrm{\Delta }\alpha /\alpha |<10^7`$ is considerably tighter than the “observed” variation, the Oklo phenomenon occurred at a time period corresponding to $`z0.14`$. It is quite possible that while $`\alpha `$ varied at higher redshifts, it has not varied recently. That is, there is no reason for the variation to be constant in time. Big bang nucleosynthesis also provides limits on $`\mathrm{\Delta }\alpha /\alpha `$ . Although these limits are weaker, they are valid over significantly longer timescales.

Bounds on the variation of the fundamental couplings can also be obtained from our knowledge of the lifetimes of certain long-lived nuclei. In particular, it is possible to use relatively precise meteoritic data to constrain nuclear decay rates back to the time of solar system formation (about 4.6 Gyr ago). Thus, we can derive a constraint on possible variations at a redshift $`z0.45`$ bordering the range ($`z=0.5`$–3.5) over which such variations are claimed to be observed. The pioneering study on the effect of variations of fundamental constants on radioactive decay lifetimes was performed by Peebles and Dicke  and by Dyson . The isotopes which are most sensitive to changes in the $`Q`$ value are typically those with the lowest $`\beta `$-decay $`Q`$-value, $`Q_\beta `$. The isotope with the smallest $`Q_\beta `$ value ($`2.66\pm 0.02`$ keV) is 187Re.

In Dyson’s analysis , determination of 187Re lifetime was based on (1) isotopic measurements of molybdenite ores , (2) isotopic measurements of iron meteorites , and (3) a direct measurement of the decay rate . The decay constant was found to be $`\lambda =(1.6\pm 0.2)\times 10^{11}`$, $`(1.4\pm 0.3)\times 10^{11}`$, and $`(1.1\pm 0.1)\times 10^{11}`$ yr-1, respectively. The discrepancy between the direct measurement and the geophysical ones led to speculations that this could be due to a time variation in the fine structure constant. Note that this would indicate a decreasing value of $`\alpha `$ from the past to the present, i.e., $`\delta \alpha <0`$. However, the direct measurement  was complicated by many technical issues, and a later laboratory measurement  gave $`\lambda =(1.5\pm 0.2)\times 10^{11}`$ yr-1, which was consistent with the geophysical measurements. As a conservative upper limit, Dyson  concluded from the above measurements that $`|\mathrm{\Delta }\alpha /\alpha |5\times 10^6`$ or $`|\dot{\alpha }/\alpha |5\times 10^{15}`$ yr-1 over the last Gyr. This was less stringent than the Oklo bound .

Recently, we have reconsidered the constraint on time variations of the fundamental couplings based on meteoritic measurements of the lifetimes of radioactive isotopes . In particular, we made use of the dramatic improvement in meteoritic analyses of the 187Re-187Os system in iron meteorites. The present abundances of 187Re and 187Os in a meteorite are

$`({}_{}{}^{187}\mathrm{Re})`$ $`=`$ $`({}_{}{}^{187}\mathrm{Re})_i\mathrm{exp}(\lambda t),`$ (1)
$`({}_{}{}^{187}\mathrm{Os})`$ $`=`$ $`({}_{}{}^{187}\mathrm{Os})_i+({}_{}{}^{187}\mathrm{Re})_i[1\mathrm{exp}(\lambda t)],`$ (2)
where the subscript “$`i`$” denotes the initial abundance and $`t`$ is the age of the meteorite. Equations (1) and (2) give

$$({}_{}{}^{187}\mathrm{Os})=({}_{}{}^{187}\mathrm{Os})_i+({}_{}{}^{187}\mathrm{Re})[\mathrm{exp}(\lambda t)1].$$
(3)
Thus, there is a linear correlation (called an isochron) between the present abundances of 187Os and 187Re (measured relative to the reference stable isotope 188Os, which does not receive any decay contributions).

The slope of this correlation, $`\mathrm{exp}(\lambda t)1`$, can yield the 187Re decay constant $`\lambda `$ if the age $`t`$ is independently known. Radiometric data support the idea that the Group IIIA iron meteorites were formed at about the same time ($`\pm 5`$ Myr) as the angrite meteorites , which have a precisely determined 207Pb - 206Pb age of $`4.558`$ Gyr . The combination of this age with the slope of the well defined 187Re - 187Os isochron for IIIA iron meteorites gave $`\lambda =(1.666\pm 0.009)\times 10^{11}`$ yr-1  (see also ). The dominant contribution to the 1$`\sigma `$ uncertainty is associated with the non-stochiometry of the Os salt used for calibration ($`0.5\%`$). Minor uncertainties include the Re - Os isochron slope, the 235U and 238U decay constants , the time difference between closure ages for U - Pb pair in angrites and the Re - Os pair in IIIAB iron meteorites.

The $`\beta `$-decay of 187Re is a unique first fordidden transition, for which the energy dependence of the decay rate can be approximated as

$$\lambda G_F^2Q_\beta ^3m_e^2.$$
(4)
As we showed previously , considering only the variation of the Coulomb term in $`Q_\beta `$, we have

$$\frac{\mathrm{\Delta }\lambda }{\lambda }=3\frac{\mathrm{\Delta }Q_\beta }{Q_\beta }3\left(\frac{20\mathrm{MeV}}{Q_\beta }\right)\left(\frac{\mathrm{\Delta }\alpha }{\alpha }\right)2\times 10^4\left(\frac{\mathrm{\Delta }\alpha }{\alpha }\right).$$
(5)
Thus, given a determination of the possible variation in $`\lambda `$, we can obtain a limit on the variation of $`\alpha `$. In our previous work , we assumed that the variation of $`\lambda `$ cannot exceed the accuracy of the meteoritic measurements, $`\mathrm{\Delta }\lambda /\lambda <0.5\%`$. This gave $`\mathrm{\Delta }\alpha /\alpha <3\times 10^7`$ or $`\dot{\alpha }/\alpha <6\times 10^{17}`$ yr-1 over a period of 4.6 Gyr, assuming a linear evolution with time.

Two issues concerning the above limit requires attention. The meteoritic ages used to derive the decay constant of 187Re are determined in part by the decay constant of another radioactive isotope 238U, which also depends on $`\alpha `$. However, as noted earlier , this does not change our limit on $`\mathrm{\Delta }\lambda /\lambda `$ because the decay constant of 187Re is far more (by a factor of 40) sensitive to changes in $`\alpha `$ than that of 238U. On the other hand, the assumption that the variation of $`\lambda `$ cannot exceed the accuracy of the meteoritic measurements is not justified. Strictly speaking, this assumption is valid if measurements of comparable precision are made for meteorites with a large spread (e.g., several Gyr) in age and yield consistent decay constant for 187Re. In practice, accurate measurements are available only for iron meteorites with essentially the same age. Thus, our earlier limit based on $`\mathrm{\Delta }\lambda /\lambda <0.5\%`$ over a period of 4.6 Gyr was over-restrictive.

To obtain a solid limit on $`\mathrm{\Delta }\lambda /\lambda `$, we can compare the meteoritic measurements of $`\lambda `$, which cover 4.6 Gyr, with direct laboratory measurements, which give the present value $`\lambda (t_0)=\lambda _0`$. Indeed, there is a reasonably accurate direct measurement which yields $`\lambda _0=(1.639\pm 0.025)\times 10^{11}`$ yr-1  (see also ). The variation in $`\lambda `$ is then $`\mathrm{\Delta }\lambda =\lambda _0\lambda =(0.027\pm 0.026)\times 10^{11}`$ yr-1, or

$$\frac{\mathrm{\Delta }\lambda }{\lambda }=0.016\pm 0.016.$$
(6)
As one can see, there is an insignificant trend in the negative direction. However, it is worth mentioning that the implication of the quasar absorption system measurements would be a positive $`\mathrm{\Delta }\lambda `$, under the natural assumption that $`\alpha (t)`$ is a smooth monotonic function. This result and Eq. (5) give $`\mathrm{\Delta }\alpha /\alpha =[8\pm 8(1\sigma )]\times 10^7`$, which yields a $`2\sigma `$ limit

$$24\times 10^7<\frac{\mathrm{\Delta }\alpha }{\alpha }<8\times 10^7.$$
(7)
This is weaker than the limit reported in  by a factor of $`3`$ for a positive $`\mathrm{\Delta }\lambda `$ and by a factor of $`8`$ for negative $`\mathrm{\Delta }\lambda `$. Even so, the $`O(10^6)`$ limits imposed by the meteoritic data still provide strong constraints on models of $`\alpha (t)`$ and severely restrict possibilities to accomodate the claimed variation of $`\alpha `$ based on observations of quasar absorption systems (see, e.g. Ref. ). This result is also about 6 times stronger than that given in  based on the meteoritic data of . (We note that a more recent measurement  gave $`\lambda _0=1.68\times 10^{11}`$ yr-1 with a larger systematic uncertainty of $`3\%`$. Using a weighted average of the two direct measurements of $`\lambda _0`$ does not affect the above result significantly.)

It is important to note that this approach, i.e. the comparison of the meteoritic measurement of $`\lambda `$ with $`\lambda _0`$, will benefit from any improvement in the determination of $`\lambda _0`$ which is required for the application of the Re - Os geochronology . On the other hand, it is also important to recognize the limitations of this limit. Strictly speaking, if $`\lambda `$ varies in time, then the meteoritic measurement really represents the time average of $`\lambda (t)`$ over the age of the meteorite. As such, the redshift at which the limit can be applied will in principle depend on the specific functional dependence of $`\lambda (t)`$. For example, if we consider a simple mononomial form, $`\lambda (t)\lambda _0(t_0t)^n`$, then the limits (6) and (7) should be applied at a reduced look-back time of $`(t_0t)=4.6\mathrm{Gyr}/(n+1)^{1/n}`$. As noted above, a look-back time of 4.6 Gyr corresponds to a redshift of $`z0.45`$ for the assumed cosmological model, hence the limit would be applied (in a model dependent way) at a somewhat smaller redshift. For example, in the linear case, $`n=1`$, one can either apply our limits above at a time $`t_0t=2.3`$ Gyr, or one can apply a relaxed limit (by a factor of 2) at a look-back time of 4.6 Gyr. Because of the model dependence, it may be possible with a careful choice of a time dependence for $`\lambda `$ to obviate this limit  due to the limit being tied to a time average of the decay rate.

As we discussed previously, in the context of unified or string-inspired theories, all Yukawa couplings and gauge couplings depend on the same moduli fields and the change in the fine structure constant typically implies a change in other couplings and mass scales . The dominant effects are found in induced variations of the QCD scale $`\mathrm{\Lambda }`$ and the Higgs expectation value $`v`$. The variations $`\frac{\mathrm{\Delta }\mathrm{\Lambda }}{\mathrm{\Lambda }}30\frac{\mathrm{\Delta }\alpha }{\alpha }`$ and $`\frac{\mathrm{\Delta }v}{v}80\frac{\mathrm{\Delta }\alpha }{\alpha }`$  are translated into variations in all low energy particle masses. In short, once we allow $`\alpha `$ to vary, virtually all masses and couplings are expected to vary as well, typically much more strongly than the variation induced by the Coulomb interaction alone. In Ref. , we adopted $`|\mathrm{\Delta }\mathrm{\Lambda }/\mathrm{\Lambda }\mathrm{\Delta }v/v|50\mathrm{\Delta }\alpha /\alpha `$. The contributions to $`Q_\beta `$ from (the kinetic energy) $`T`$ and (the nuclear potential energy) $`V`$, which scale with $`\mathrm{\Lambda }`$, are comparable to that from the dominant Coulomb term $`(C)`$, which scales as $`\alpha \mathrm{\Lambda }`$. As changes in $`\mathrm{\Lambda }`$ are $`O(30)`$ times larger than that in $`\alpha `$, we can estimate

$$\frac{\mathrm{\Delta }\lambda }{\lambda }=3\frac{\mathrm{\Delta }Q_\beta }{Q_\beta }2\frac{\mathrm{\Delta }v}{v}3\frac{T(V,C)}{Q_\beta }\frac{\mathrm{\Delta }\mathrm{\Lambda }}{\mathrm{\Lambda }}2\times 10^4\frac{\mathrm{\Delta }\mathrm{\Lambda }}{\mathrm{\Lambda }},$$
(8)
which gives

$$8\times 10^8<\frac{\mathrm{\Delta }\alpha }{\alpha }<3\times 10^8,$$
(9)
over a period of 4.6 Gyr.

In summary, we have revisited the bounds on the change of the fine-structure constant from the 187Re meteoritic measurements. We have shown that these limits are determined by the accuracy of the laboratory determination of the decay rate. This results in a bound, $`\mathrm{\Delta }\alpha /\alpha =(8\pm 8)\times 10^7`$ going back to $``$ 4.6 Gyr ago, that is of significant importance for all models of $`\alpha (t)`$.

Acknowledgments
We would like to thank I. Lyon for very helpful comments. This work was supported in part by DOE grants DE-FG02-94ER-40823, DE-FG02-87ER40328, and DE-FG02-00ER41149 at the University of Minnesota, by NSERC of Canada and by PICS 1076 CNRS France/USA.


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# Tracing a Z-track in the M31 X-ray binary RX J0042.6+4115

## 1 Introduction

The Andromeda galaxy (M31) is the nearest spiral galaxy, at a distance of 760 kpc (van den Bergh 2000). The X-ray emission from M31 is dominated by point sources. While the study of variability in X-ray sources in external galaxies has been limited by the sensitivity of observatories prior to XMM-Newton, its three large X-ray telescopes can make variability within a single observation visible down to fluxes of $``$10-14 erg cm-2 s-1 in the 0.3 – 10 keV band (e.g. Jansen et al. 2001), equivalent to luminosities of $``$1036 erg s-1 in M31. The XMM-Newton observations of M31 have already revealed a persistent, stellar-mass black hole binary (Barnard et al. 2003a, Paper 1), periodic intensity dips in the M31 globular cluster X-ray source Bo158 (Trudolyubov et al. 2002) and pulsations in a white-dwarf transient (Osborne et al. 2001).

RX J0042.6+4115, the subject of this paper, was discovered in the Einstein survey of Trinchieri & Fabbiano (1991), and was named by Supper et al. (1997), who associated it with a globular cluster. However, its location was more accurately given in a recent Chandra survey (Kong et al. 2002) as 00h 42m 38$`\stackrel{s}{.}`$581 +41$`\mathrm{°}`$ 16$`\mathrm{}`$ 03$`\stackrel{}{.}`$80 with a positional error of 0$`\stackrel{}{.}`$01, and was not associated with any foreground object, globular cluster or background AGN. Kong et al. (2002) found variability in the lightcurves and spectra of RX J0042.6+4115 and report a luminosity in the 0.3–7 keV band of 1.5 1038 erg s-1, assuming a standard absorbed power law spectral model with an index of 1.7 and absorption equivalent to 1021 hydrogen atom cm-2. Our results from four XMM-Newton observations of RX J0042.6+4115 reveal 0.3–7 keV luminosities of $``$3–4 times that reported by Kong et al. (2002) while spectral fits required a blackbody component in addition to a power law component. Furthermore, significant variability is observed over time-scales of $``$100 s. Of the Galactic X-ray binary population, such behaviour is only observed in Z-sources and X-ray transients. As this object is clearly not a transient, we argue that RX J0042.6+4115 is the 9th Z-source.

The paper is constructed as follows: the properties of Z-sources are briefly reviewed in the next section; the XMM-Newton observations and analysis techniques are then discussed; lightcurves, colour-colour diagrams and energy spectra are presented in the Results section and the case for classifying RX J0042.6+4116 as an analogue to the Galactic Z-sources presented in the Discussion section.

## 2 Properties of Z-sources

The Z-source subclass of low mass X-ray binaries (LMXB) is characterised by high X-ray luminosities ($``$1038 erg s-1, Hasinger & van der Klis 1989) and intensity variations of up to 100% over timescales of minutes (White et al. 1976, and references within); they are named after the patterns traced on their colour-colour diagrams. If X-ray lightcurves of a source are obtained in several energy bands, then one can define hard and soft colours to see spectral variations over time; the commonly used colour-colour diagram (CD) is a plot of hard colour vs. soft colour. Z-sources exhibit three-branched, approximately Z-shaped CDs, with temporal properties that are strongly correlated to the position of the source on the CD (Hasinger & van der Klis 1989). The branches are historically named the horizontal branch (HB), normal branch (NB) and flaring branch (FB). During spectral evolution, the Z-source moves smoothly along the branches without jumping from one branch to another; the mass accretion rate is thought to increase as the source travels in the sense HB to NB to FB (Hasinger & van der Klis 1989). The Z-sources exhibit significant branch movement over time-scales of $``$100 s or less and trace out their complete pattern in $``$1 day (Muno et al. 2002). All Galactic Z-sources exhibit kilohertz quasi-periodic oscillations (see Liu et al. 2001, and references within). This tells us that they all contain neutron star primaries, since the power density spectra of LMXB with black hole primaries are not thought to contain any power at $`>`$500 Hz (Sunyaev & Revnivtsev 2000). These Z-sources may be divided further into two subsets: Cygnus X-2, GX 5$-$1 and GX 340+0 have strong, horizontal HBs and weak flaring branches while Sco X-1, GX 17+2 and GX 349+2 have strong FBs and weak, vertical HBs (Hasinger & van der Klis 1989). The underlying differences that account for this division of Z-sources is unknown. Two additional Z-source candidates have recently been identified: Circinus X-1 (e.g. Iaria et al. 2001) and the first extra-galactic Z-source LMC X-2 (Smale & Kuulkers 2000). It is highly likely that the set of 6–7 known Z-sources in our Galaxy is complete, due to their high X-ray luminosities, yet they account for only $`5\%`$ of the Galactic LMXB (Liu et al. 2001).

The spectral evolution of Sco X-1 along its flaring branch was studied by Barnard et al. (2003b), using data from the Rossi-XTE observatory (Bradt et al. 1993); luminosities of $``$5–12 1038 erg s-1 were observed in the 1–30 keV energy band. This exceeds the Eddington luminosity for an accreting, 1.4 M neutron star, the luminosity where the radiation pressure on accreting material balances the gravitation forces ($``$2 1038 erg s-1), (Frank et al. 2002). However, the majority of the X-ray emission comes from an extended accretion disc corona and only 10–30% of the 1–30 keV emission comes from the neutron star surface, in the form of blackbody emission; the luminosity of the neutron star is generally sub-Eddington (Barnard et al. 2003b). We can therefore expect the X-ray spectrum of an analogue of Sco X-1 to contain a strong blackbody component as well as the standard power law component fitted by Kong et al. (2002).

## 3 Observations

Four XMM-Newton observations were made of the core of M31; data from the three EPIC detectors in each observation were analysed for variation between observations and variability within observations. The three imaging CCD instruments, two MOS (Turner et al. 2001) and one PN (Strüder et al. 2001) share a common, circular field of view with a radius of 30$`\mathrm{}`$ (Jansen et al. 2001). A journal of the XMM-Newton observations of the core of M31 are presented in Table 1.

Lightcurves of RX J0042.6+4115 were obtained in the 0.3–2.5, 2.5–10, 4.0–10 and 0.3–10 keV energy bands from the PN and MOS detectors at their highest time resolutions. The analysis closely follows that performed in Paper 1, with two minor differences. Firstly, the background contribution to the lightcurves was very small, and all good data were used.

Secondly, spectra from the PN only were analyzed; the data were accumulated into 250 eV bins and bins below 0.4 and above 10 keV were ignored.

## 4 Results

Observations 1, 3 and 4 exhibit significant variability in all energy bands, while the lightcurves from observation 2 exhibit no significant variability; each lightcurve was fitted with a line of constant intensity and the resulting best fit $`\chi ^2`$/dof and probability of randomly getting a larger $`\chi ^2`$/dof (P) are presented in Table 2. Strong intensity enhancements occur at the start of observations 3 and 4; in fact, the lightcurves of RX J0042.6+4115 closely resemble the 1998, January RXTE lightcurves of Sco X-1, which captured a transition between the FB and the NB (Barnard et al. 2003b). The flares in Sco X-1 last for a few thousand seconds and are hard, meaning that the fractional amplitude of the flares increases with energy (White et al. 1976). Combined EPIC (PN + MOS1 + MOS2) lightcurves of RX J0042.6+4115 from observation 4 in the 0.3–2.5 and 2.5–10 keV energy bands are given in Fig. 2 with 400 s binning; clearly the relative amplitude of flaring is higher in the 2.5–10 keV energy band ($``$100%) than in the 0.3-2.5 keV band ($`33`$%).

Hardness-intensity data was obtained for the 4 observations of RX J0042.6+4115; the hardness was defined as the ratio of the 4.0–10 keV intensity to the 0.3–2.5 keV intensity, and data were integrated over 2000 s. The high energy band 4.0–10 keV was chosen to better separate the three branches; Z-sources are more variable at higher energies than at low energies (see e.g. White et al. 1976, who modelled the X-ray spectrum as bremsstrahlung emission and interpreted the increase in hardness with intensity as an increase in temperature). Fig. 3 shows the hardness vs intensity diagram (HID) for all observations of RX J0042.6+4115; stars, circles, triangles and squares represent data from observations 1, 2, 3 and 4 respectively. The resulting HID appears to show fragments of the Z-pattern characteristic of the Cygnus X-2 like Z-sources (Hasinger & van der Klis 1989); it appears that observation 1 is on the NB, observation 2 is near the HB/NB apex, observation 3 is on the FB, and observation 4 is on the HB.

In order to illustrate the effects of long integration times on HID for Z-sources, we present in Fig. 4 hardness vs. intensity data from 400 ks of RXTE data on Sco X-1 using 96 s binning and 2000 s binning. We see that using 2000 s bins preserves the shape of the HID that would be seen at 96 s resolution, although the curve is more sparsely sampled; hence we can be confident that our HID of RX J0042.6+4115 is consistent with Z-source HID.

The intervals of high intensity variability were omitted from spectral analysis, because the hardness ratios of these data (and therefore spectra) significantly varied; as a result, the spectrum from observation 1 had an exposure of only 10 ks, while the spectra of observations 3 and 4 both had exposures of $``$50 ks. The PN spectra from the four observations of RX J0042.6+4115 were first fitted by simple power law models (A1–A4). None of these fits were statistically acceptable. Fits to the spectrum of observation 4 using models consisting of a single bremsstrahlung component ($`\chi ^2`$/dof=103/29) or a single comptt component ($`\chi ^2`$/dof = 247/27) were also rejected. Hence a two component emission model was applied, consisting of a blackbody and a power law. These two component models (B1–B4) all provided good fits to their respective spectra. All models incorporated freely-fitted, line-of-sight absorption. The unfolded, 0.4–10 keV PN spectrum of RX J0042.6+4115 from observation 1 is presented in Fig. 5; the data are shown (filled circles) along with the power law (1) and blackbody (2) components, and the sum for the best fit model. The best fit parameters, $`\chi ^2`$/dof and fluxes of each model are presented in Table 3; 90% confidence errors were obtained for the two-component models, but not the single component models since the fits were unacceptable. The spectra were then tested for the presence of line emission. There is evidence for a 6.4 keV line, corresponding to fluorescent iron K$`\alpha `$ emission in observation 3 only: F-testing showed that the improvement in $`\chi ^2`$/dof due to fitting the line had a 3% probability of being random.

The spectral shape parameters from the two component models are fairly consistent from observation to observation, with line-of-sight absorption of $``$0.14 1022 H atom cm-2, a blackbody temperature equivalent to kT $``$1.1 keV, and a photon index of $``$2.1. However, the normalisations of the two emission components change significantly. This is entirely consistent with the spectral evolution of Sco X-1 (Barnard et al. 2003b). The total 0.4–10 keV luminosity ranges over 4.8–5.6 1038 erg s-1, or $``$2.5 times the Eddington limit for a 1.4 M neutron star, while the blackbody contribution is 0.7–1.6 1038 erg s-1, which is sub-Eddington. The total 0.4–10 keV luminosity decreases by $``$10% over the 4 observations, while the blackbody luminosity increases by 100%. The peculiar softness of observation 3 data appears to be due to the steep photon index, bearing out the association of observation 3 data with the flaring branch – the photon index steepens along the flaring branch in Sco X-1 (Barnard et al. 2003b). Meanwhile the hardness of observation 4 data may be explained by the increased blackbody contribution to the X-ray flux, since its fractional contribution to the 4.0–10 keV flux is greater than for the 0.3–2.5 keV flux, as demonstrated in Fig. 5.

## 5 Discussion

In order to place RX J0042.6+4115 in M31, we must show that it is not a foreground object or a background AGN. If RX J0042.6+4115 was local, it would have to be within a few kpc, and so the 0.4–10 keV luminosity would be reduced by a factor of $``$106, to $``$5 1032 erg s-1. Thus RX J0042.6+4115 would be too faint to be a persistently bright LMXB (Lewin et al. 1995) and would be either a cataclysmic variable or soft X-ray transient (SXT) in quiescence. However, the observed X-ray spectra for RX J0042.6+4115 are completely unlike any observed in cataclysmic variables (see Kuulkers et al. 2003, and references within). Also the blackbody temperatures in our spectra are many times higher than expected for a quiescent SXT (c.f. $``$ 0.3 keV, Menou & McClintock 2001). Finally, they are inconsistent with observed spectra from AGN, which in the 0.5–10 keV energy range are described by a simple power law (Page 1998) whereas the spectra of RX J0042.6+4115 require a second component. It would be hard to understand this object if it were in our Galaxy or in a distant background galaxy, whereas it is easily comprehensible as a member of M31.

RX J0042.6+4115 is therefore a high luminosity X-ray binary, with a total 0.4–10 keV luminosity of 5–6 1038 erg s-1, including 0.8–1.7 1038 erg s-1 from a $``$1 keV blackbody component. The total luminosity exceeds the Eddington limit for a 1.4 M neutron star, however the blackbody component does not. Two Galactic Z-sources are known to regularly exceed the Eddington limit: Sco X-1 and GX 5$``$1 (e.g. Liu et al. 2001), while of the black hole XB, only transients in outburst (Chen et al. 1997) or extreme oddballs such as GRS 1915+105 (e.g. Belloni et al. 2000) reach the luminosities we have observed in RX J0042.6+4115.

Outbursts in X-ray transients generally rise in intensity quickly (a few days) and decay exponentially; the decline time-scales cluster around 30 days, although time-scales of 400 days are known (Chen et al. 1997). The first detection of RX J0042.6+4115 was over 20 years ago by the Einstein satellite, when the 0.2-4.0 keV luminosity was 2.4 1038 erg s-1 (Trinchieri & Fabbiano 1991), and it has been persistently bright in every observation since (e.g. Supper et al. 1997 2001), and so is highly unlikely to be a transient.

Since the three branches of the Z were observed over 18 months, it is possible that RX J0042.6+4115 is a very luminous atoll source. However, Muno et al. (2002) report that three-branched colour diagrams in atoll sources are only observed in systems where the intensity varies by a factor of $``$80; atoll sources that vary in X-ray intensity by no more than a factor of 10 only ever display a portion of the pattern (Muno et al. 2002). The 0.3–10 keV intensity of RX J0042.6+4115 varies by a factor of $``$2 over the four XMM-Newton observations, and yet three patterns of hardness-intensity behaviour are observed. In this regard, RX J0042.6+4115 is unlike any Galactic atoll source.

The lightcurves, hardness-intensity diagram, and the luminosities and composition of the X-ray spectra all strongly suggest that RX J0042.6+4115 is a Z-source; its luminosity and Z-pattern suggest that it is a super-Eddington, Cyg X-2-like Z-source analogous to GX 5$``$1. If RX J0042.6+4115 is a Z-source, it would be only the 9th to be found.

###### Acknowledgements.

We thank the referee for providing useful suggestions for improving the paper. This work is supported by PPARC. Data from the HEASARC public data archive for RXTE were used in constructing Fig. 4.


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# 1 Introduction

## 1 Introduction

As we have shown with the standing wave model of the stable mesons and baryons  it follows from the decay of the $`\pi ^\pm `$ mesons that the mass of the muon neutrinos $`\nu _\mu `$ and $`\overline{\nu }_\mu `$ must be m($`\nu _\mu `$) = m($`\overline{\nu }_\mu `$) = 47.5 meV/$`c^2`$. We have also found in  that it follows from the decay of the neutron that the mass of the antielectron neutrino $`\overline{\nu }_e`$ should be m($`\overline{\nu }_e`$) = 0.55 meV/$`c^2`$. We have to correct this value whose calculation was based on the assumption that the neutron, whose mass is $``$ 2$`K^\pm `$, is the superposition of a $`K^+`$ and a $`K^{}`$ meson. However, our investigation of the spin of the mesons and baryons  has shown that such a superposition does not produce spin s = 1/2, as is required. On the other hand, the superposition of two $`K^0`$ mesons has spin s = 1/2; actually the neutron must be the superposition of a $`K^0`$ and a $`\overline{K}^0`$ meson, because of conservation of strangeness in the strong interaction that created the neutron. According to the standing wave model the superposition of a $`K^0`$ and a $`\overline{K}^0`$ consists of neutrinos only and their oscillation energy. The neutrinos are arranged in a cubic lattice, each cell containing $`\nu _\mu ,\overline{\nu }_\mu ,\nu _e,\overline{\nu }_e`$ neutrinos. The total number of the neutrinos in the neutron is 4N, with N = 2.854$`10^9`$, twice as many neutrinos as if the neutron were a superposition of $`K^+`$ and $`K^{}`$. That means that, when the neutron decays via n $``$ p + $`e^{}`$ \+ $`\overline{\nu }_e`$, N antielectron neutrinos $`\overline{\nu }_e`$ share the difference $`\mathrm{\Delta }`$ of the energy in the rest mass of the neutron and the energy in the rest mass of the proton $`\mathrm{\Delta }`$ = 1.29332 MeV. After the rest mass of the electron, also emitted in the decay of the neutron, is subtracted from $`\mathrm{\Delta }`$, and $`\mathrm{\Delta }`$ $``$ m(e)$`c^2`$ = 0.782321 MeV is divided by N, not by N/2 as in , we find that the mass of the antielectron neutrino must be

$$\mathrm{m}(\overline{\nu }_e)=0.275\mathrm{meV}/\mathrm{c}^2.$$
(1)
From the decay of the antineutron $`\overline{n}`$ $``$ $`\overline{p}`$ \+ $`e^+`$ \+ $`\nu _e`$ follows in principle that the mass of the electron neutrino should be m($`\nu _e`$) = 0.275 meV/$`c^2`$, or that m($`\nu _e`$) = m($`\overline{\nu }_e`$).

## 2 The mass of $`\nu _\tau `$

We will now determine the mass of the $`\tau `$ neutrino m($`\nu _\tau `$) from the decay of the $`D_s^\pm `$ mesons in a way which is analogous to the way how we have determined the mass of $`\nu _\mu `$. The $`D_s^\pm `$ mesons decay via e.g.

$$D_s^+\tau ^++\nu _\tau (6.4\%),$$
(2)
where $`\tau ^+`$ is the positive $`\tau `$ meson or lepton. The decay of $`D_s^{}`$ has the conjugate particles on the right hand side of (2). The 6.4 percentage of this mode of decay is, by a small margin, the most frequent of the leptonic modes of decay of $`D_s^\pm `$. The subsequent decay of $`\tau ^\pm `$ is given by e.g.

$$\tau ^+\pi ^++\overline{\nu }_\tau (11.06\%),$$
(3)
with the antitau neutrino $`\overline{\nu }_\tau `$. The percentage of this mode of decay of $`\tau ^\pm `$ is likewise only one of the very many modes of decay of $`\tau ^\pm `$.

If it is true, as we have postulated in , that the particles consist of the particles into which they decay, then it follows from Eqs.(2,3) that the $`D_s^\pm `$ mesons consist of $`\nu _\tau `$ and $`\overline{\nu }_\tau `$ neutrinos, plus the $`\nu _\mu ,\overline{\nu }_\mu ,\nu _e,\overline{\nu }_e`$ neutrinos in the $`\pi ^\pm `$ mesons in Eq.(3). The cells of the lattice of the $`D_s^\pm `$ mesons contain 6 types of neutrinos, not 4 types as in the $`\pi ^\pm `$ mesons. The cubic lattice used in the standing wave model can, however, be retained if we consider, instead of a simple cubic lattice as the NaCl lattice, a body-centered cubic lattice in which a particle different from the particles in the corners of the simple cubic cell sits at the center of each cell of the lattice. This seems to accomodate only 5 neutrino types, whereas we have found that there must be 6 neutrino types in the cells of the $`D_s^\pm `$ mesons. However, because of conservation of lepton numbers during the creation of the $`D_s^\pm `$ mesons it is necessary that a number of antitau neutrinos equal to the number of tau neutrinos is present in the lattice. The antitau neutrinos can easily be accomodated in a lattice of body-centered cells in which the center particles are alternately tau neutrinos and antitau neutrinos.

As explained in  there must be N = 2.854$`10^9`$ neutrinos in the $`\pi ^\pm `$ lattice, and consequently there are N/4 simple cubic cells in $`\pi ^\pm `$. The number of cells in the $`\pi ^\pm `$ lattice and the lattice of the neutron seem to be the same, because the radii of the $`\pi ^\pm `$ mesons and the proton are, within the accuracy of the measurements, the same, and we assume that the size of the proton and neutron are the same. It appears that the superposition of a $`K^0`$ and a $`\overline{K}^0`$ meson creating a neutron does not change the size of the lattice of these particles, or the number of their cubic cells. We will therefore assume that the superposition of a proton, an antineutron and a $`\pi ^0`$ meson creating the $`D_s^\pm `$ mesons, with m($`D_s^\pm `$) = 0.978$``$( m(p) + m($`\overline{n}`$) + m($`\pi ^0`$) ), does not change the number of the cells in the lattice either. In other words we assume that the size of the proton or neutron is the same as the size of the $`D_s^\pm `$ mesons. If there are N/4 body-centered cells in the $`D_s^\pm `$ meson then there must be N/8 tau neutrinos and antitau neutrinos each in the lattice of $`D_s^\pm `$. The energy $`\mathrm{\Delta }`$ released in the decay $`D_s^+`$ $``$ $`\tau ^+`$ \+ $`\nu _\tau `$ (Eq.(2)) is given by

$$\mathrm{\Delta }=\mathrm{m}(D_s^\pm )c^2\mathrm{m}(\tau ^\pm )c^2=191.51\mathrm{MeV}.$$
(4)
If this energy originates from the rest mass of all $`\nu _\tau `$ neutrinos, respectively from all $`\overline{\nu }_\tau `$ neutrinos, in the decay of $`D_s^\pm `$ then it follows, with the number of $`\nu _\tau `$ or $`\overline{\nu }_\tau `$ neutrinos being N/8, that

$$\mathrm{m}(\nu _\tau )=\mathrm{m}(\overline{\nu }_\tau )=536.8\mathrm{meV}/\mathrm{c}^20.54\mathrm{eV}/\mathrm{c}^2.$$
(5)
Since in the decay of $`D_s^+`$ only a single tau neutrino is emitted one must wonder why the energy $`\mathrm{\Delta }`$ released in the decay should be equal to the sum of the rest masses of all tau neutrinos in $`D_s^+`$. The first indication that $`\mathrm{\Delta }`$ is not the energy carried by a single tau neutrino in the $`D_s^+`$ meson comes from the magnitude of $`\mathrm{\Delta }`$ which amounts to practically 10% of the energy in the rest mass of $`D_s^+`$. This is incompatible with the basic tenet that there must be, according to Fourier analysis, a continuum of frequencies in a body created in a high energy collision of $`10^{23}`$ sec duration, which does not make it possible that a single neutrino out of $`10^9`$ neutrinos has a rest mass plus an oscillation energy amounting to 10% of the rest mass of $`D_s^\pm `$. That the source of $`\mathrm{\Delta }`$ is the rest masses of all $`\nu _\tau `$, respectively $`\overline{\nu }_\tau `$, neutrinos can be inferred from the disappearance of one of the two neutrino types in the secondary decays following the primary decay of $`D_s^\pm `$. To be specific, the $`\nu _\tau `$ in the decay of $`D_s^+`$ (Eq.(2)) does not appear neither in the decay of $`\tau ^+`$ (Eq.(3)) nor in the subsequent decay of $`\pi ^+`$ which is in also (3), nor in the decay of the $`\mu ^+`$ meson which follows. With the primary decay of $`D_s^+`$, (Eq.(2)), the tau neutrinos seem to have been eliminated, which will certainly be the case when the energy of the rest masses of all $`\nu _\tau `$ has been consumed by $`\mathrm{\Delta }`$. This process is analogous to the disappearance of one type of muon neutrino after the decay of the $`\pi ^\pm `$ mesons, as discussed in , where we have shown that the oscillation energy of all neutrinos in $`\pi ^\pm `$ is conserved in the decay, where therefore the energy in the emitted neutrino can come only from the sum of the rest masses of all neutrinos of the type of neutrino emitted in the decay.

Finally we want to show that the body-centered lattice of the $`D_s^\pm `$ meson leads also to the correct spin s($`D_s^\pm `$) = 0. We have shown in  and , e.g. in context with the spin of the $`\pi ^\pm `$ mesons s($`\pi ^\pm `$) = 0, that the spin of the electric charge carried by the $`\pi ^\pm `$ mesons is canceled by the sum of the spin vectors of all neutrinos in the lattice. Of all the spin vectors of the O($`10^9`$) neutrinos in the cubic lattice of the $`\pi ^\pm `$ mesons only the spin vector of the central neutrino remains, which then cancels the spin vector of the electric charge. The same applies for the body-centered lattice of the $`D_s^\pm `$ mesons. Of the spin vectors of all neutrinos in the $`D_s^\pm `$ lattice only the spin vector of the central neutrino, in this case of a $`\nu _\tau `$ or $`\overline{\nu }_\tau `$ neutrino, remains which cancels the spin vector of the electric charge of $`D_s^\pm `$. Consequently s($`D_s^\pm `$) = 0, as it must be.

## 3 Conclusions

Making use of the decay of the $`D_s^\pm `$ mesons $`D_s^\pm `$ $``$ $`\tau ^\pm `$ \+ $`\nu _\tau (\overline{\nu }_\tau )`$ we can show that the mass of the tau neutrino must be m($`\nu _\tau `$) $``$ 0.54 eV/$`c^2`$. We also find that m($`\nu _\tau `$) = m($`\overline{\nu }_\tau `$).

REFERENCES

 E.L.Koschmieder, arXiv:physics/0211100 (2002),
Chaos, Solitons and Fractals 18,1129 (2003).

 E.L.Koschmieder, arXiv:physics/0301060 (2003), Hadr.J. (to appear).

 E.L.Koschmieder, arXiv:physics/0308069 (2003).


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# Spinning Holes in Semiconductors

> The electron spin is emerging as a new powerful tool in the electronics and optics industries. Many proposed applications involve the creation of spin currents, which so far have proven to be difficult to produce in semiconductor environments. A new theoretical analysis shows this might be achieved using holes rather than electrons in semiconductors with significant spin-orbit coupling.

Perhaps the most prominent characteristic of the electron is the fact that it carries electric charge. Together with the rules of quantum mechanics, the electric forces among electrons and nuclei determine the chemical properties of atoms and molecules. Manipulation of electrons in semiconductors using electric forces, which couple to the charge, is the principle behind the revolution in the electronics industry of the last few decades.

Another fundamental feature of electrons is their spin, a property in which the charge apparently spins like a top, endowing the electron with a magnetic dipole moment much like that of a bar magnet. Incorporating and exploiting this spin in microelectronic and optoelectronic applications is the central idea of spintronics. While a number of commercially successful applications of this already exist (most prominently as memory for computers), many proposed future applications await the development of methods to produce and manipulate spin currents. An important theoretical step in this direction by Shuichi Murakami, Naoto Nagaosa, and Shou-Cheng Zhang is reported in this issue of Science .

Unlike charge, electron spin is specified by a direction through its rotation axis. If one tries to measure the direction of this spin – say, by passing the electrons through a magnetic field gradient – one finds that the spin will point either “up” or “down”; the rules of quantum mechanics forbid any other result upon measurement. One could thus imagine using the spin as a bit in a computer, with a down spin state representing 0 and up representing 1. Quantum mechanics however allows much richer possibilities than this. The electron spin can be in a state that is not just up or down, but one that is a combination of the two. The full range of possibilities may be represented by an arrow directed toward any point on a “Bloch sphere”  (see Fig. 1). It is only upon measurement of the spin component along some direction that quantum mechanics allows only two possible results.

This richness of possible states makes electron spin an ideal candidate for a qubit, the basic component of the (as yet undeveloped) quantum computer. Quantum computers exploit the quantum dynamics of spins to vastly improve the speeds of tasks such as Fourier transformation and factorization of large integers, which can often not be performed by existing digital technology on reasonable time scales. Factorization in particular plays a key role in cryptographic schemes, so government security agencies around the world have a keen interest in quantum computers.

Materials that support spin currents can play a crucial role in the practical development of quantum computers. While there are many proposals for systems that could support spins or their analogs as qubits, one also needs practical means to initialize the spin states as well as read them. In semiconductor-based proposals for quantum computers, such as quantum dots, one can use interactions between a spin-current carrying wire and a qubit to read the qubit state, and “spin-injection” to initialize it. Moreover, qubits need to interact in ways that do not dissipate the information stored in their quantum states (as happens when an electron spin is directly measured). Spin currents have been demonstrated to preserve their coherence over remarkably long distances and times, so materials capable of supporting them could provide a medium through which the dots could interact in a controllable manner.

One possible approach to creating spin currents is to exploit spin-orbit coupling, an effect in which the trajectory of an electron moving under the influence of an electric field depends on its spin state. For example, a recent proposal  suggests passing electrons through a heterostructure engineered so that spin-orbit coupling might be made relatively strong, generating a spin current perpendicular to the electric current. Murakami et al. demonstrate that spin currents via spin-orbit coupling can be generated more simply using holes rather than electrons, because relatively strong spin-orbit coupling naturally exists for holes in many semiconducting systems in which it is small or absent for electrons. This idea offers several practical advantages.

First, many of the materials needed are commonly available and can easily be processed. Second, because the direction of spin and electric currents are connected, the information carried by the spin currents could in principle be translated into normal electric currents. This would facilitate the integration of spintronics with traditional microelectronic devices. The use of common semiconducting materials is a further benefit in developing such integrated devices. Finally, the polarization of the current is fixed not by a magnetic field but by the direction of the currents themselves, obviating the need for magnets to fix the spin polarization. This property may prove important in miniaturized systems, where one may not wish to have magnetic fields in every part of a given device.

Once spin currents can be created and manipulated in this way, quantum computers will arguably represent their most exciting possible application. Other applications may emerge much sooner, including spin diodes and transitors, which could be at the heart of high speed reprogrammable logic circuit elements and non-volatile memory applications, electro-optic light modulators, and circularly polarized light emitting diodes.

* The author acknowledges the support of the NSF through Materials Theory Grant No. DMR-0108451.

Figure. An electron spin may be represented by an arrow, and its quantum state specified by a point on a spherical surface towards which the arrow points. A measurement of the spin along some direction (e.g., one of the coordinate axes) always results in the spin being parallel or antiparallel to the measurement direction. The quantum state determines the probability for each of these two results. By allowing multiple spins to interact without directly measuring them, the full range of possible states would be exploited by a quantum computer.


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# Temperature Dependence of Zero-Bias Resistances of a Single Resistance-Shunted Josephson Junction

## Abstract

Zero-bias resistances of a single resistance-shunted Josephson junction are calculated as a function of the temperature by means of the path-integral Monte Carlo method in case a charging energy $`E_\mathrm{C}`$ is comparable with a Josephson energy $`E_\mathrm{J}`$. The low-temperature behavior of the zero-bias resistance changes around $`\alpha =R_\mathrm{Q}/R_\mathrm{S}=1`$, where $`R_\mathrm{S}`$ is a shunt resistance and $`R_\mathrm{Q}=h/(2e)^2`$. The temperature dependence of the zero-bias resistance shows a power-law-like behavior whose exponent depends on $`E_\mathrm{J}/E_\mathrm{C}`$. These results are compared with the experiments on resistance-shunted Josephson junctions.

Dissipative quantum systems have been studied for several decades in various systems Weiss99 . Among them, resistance-shunted Josephson junctions have been studied intensively as a typical system Caldeira81 ; Schon90 . Theoretically, it has been shown that a single resistance-shunted Josephson junction exhibits a dissipation-induced superconductor-insulator transition at $`\alpha =R_\mathrm{Q}/R_\mathrm{S}=1`$, where $`R_\mathrm{Q}=h/4e^2`$ and $`R_\mathrm{S}`$ is a shunt resistance Schmid83 ; Fisher85 . This transition is studied for $`E_\mathrm{J}/E_\mathrm{C}1`$ and $`E_\mathrm{J}/E_\mathrm{C}1`$, and is also expected to occur at any ratio $`E_\mathrm{J}/E_\mathrm{C}`$, where $`E_\mathrm{J}`$ and $`E_\mathrm{C}`$ are a Josephson energy and charging energy of a junction, respectively. Recently, the phase diagram has been obtained experimentally for a single resistance-shunted Josephson junction in the $`\alpha (E_\mathrm{J}/E_\mathrm{C})`$ plane Yagi97 ; Pentila99 . Subsequently, the phase diagram has been obtained also for one-dimensional Miyazaki02  and two-dimensional Takahide00  arrays of resistance-shunted Josephson junctions. For these higher-dimensional systems, the corresponding phase diagrams are modified from the one for a single junction.

In this report, we study the temperature dependence of the zero-bias resistance $`R_0`$. Analytical calculation has shown that $`R_0`$ behaves as $`T^{2\alpha 2}`$ for $`\alpha >1`$ and $`E_\mathrm{J}/E_\mathrm{C}1`$ Weiss85 . The renormalization group approach have indicated that also for any ratio of $`E_\mathrm{J}/E_\mathrm{C}`$, below a crossover temperature $`T_{\mathrm{cr}}`$, the behavior $`R_0T^{2\alpha 2}`$ may be observed Fisher85 . However, there may be deviation from this result for $`E_\mathrm{J}E_\mathrm{C}`$ above $`T_{\mathrm{cr}}`$. In order to clarify this deviation, we study the zero-bias resistance by means of the path-integral Monte Carlo method. Similar numerical study of a single resistance-shunted Josephson junction has been performed by Herrero et.al. Herrero02 . They have discussed phase fluctuations along the imaginary time, clarifying the superconductor-insulator phase boundary lies on $`\alpha =1`$ even for $`E_\mathrm{J}E_\mathrm{C}`$. They have also obtained the linear resistance on the Matsubara frequency, $`R(\mathrm{i}\omega _n)`$. They, however, have not obtained the zero-bias resistance on the real frequencies, which can be directly related to the experimental data. In this paper, we calculate $`R(\mathrm{i}\omega _n)`$ first, and obtain the zero-bias resistance by extrapolation as

$$R_0=\underset{\omega _n0}{lim}R(\mathrm{i}\omega _n).$$
(1)
We also compare the numerical results with the experiments of resistance-shunted Josephson junctions.

The equation of motion of a single resistance-shunted Josephson junction is expressed by a phase difference $`\varphi `$ as

$$\left(\frac{\mathrm{\Phi }_0}{2\pi }\right)^2C\ddot{\varphi }+\left(\frac{\mathrm{\Phi }_0}{2\pi }\right)^2\frac{1}{R_\mathrm{S}}\dot{\varphi }+\frac{V}{\varphi }=0,$$
(2)
where $`C`$ is a capacitance, $`R_\mathrm{S}`$ is a shunt resistance, and $`\mathrm{\Phi }_0=h/2e`$ is the flux quantum. The potential energy is given as

$$V(\varphi )=E_\mathrm{J}\mathrm{cos}\varphi I\frac{\mathrm{\Phi }_0}{2\pi }\varphi ,$$
(3)
where $`I`$ is an external current through the junction. This equation of motion is equivalent to a dissipative classical motion described by

$$M\ddot{\varphi }+M\gamma \dot{\varphi }+\frac{V}{\varphi }=0.$$
(4)
Here, a particle mass $`M`$ corresponds to $`\mathrm{}^2/8E_\mathrm{C}`$, and a damping frequency $`\gamma `$ to $`1/R_\mathrm{S}C`$, where $`E_\mathrm{C}=e^2/2C`$. In order to consider the dissipation effect, we use the Caldeira-Leggett model Caldeira81 , in which, a reservoir consisting of infinite harmonic oscillators is coupled to the system. In the path-integral formalism, the partition function $`Z`$ is calculated by integrating the degrees of freedom of a reservoir as Weiss99

$`Z`$ $`=`$ $`{\displaystyle 𝒟\varphi (\tau )e^{S_{\mathrm{eff}}/\mathrm{}}},`$ (5)
$`S_{\mathrm{eff}}`$ $`=`$ $`{\displaystyle _0^\beta \mathrm{}}𝑑\tau \left[{\displaystyle \frac{\mathrm{}^2}{16E_\mathrm{C}}}\dot{\varphi }(\tau )^2+V(\varphi (\tau ))\right]`$ (6)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^\beta \mathrm{}}𝑑\tau {\displaystyle _0^\beta \mathrm{}}𝑑\tau ^{}\varphi (\tau )K(\tau \tau ^{})\varphi (\tau ^{})`$
where $`K(\tau )`$ is a damping kernel given by

$$K(\tau )=\underset{n}{}\frac{|\nu _n|}{R_\mathrm{S}C}e^{i\nu _n\tau }.$$
(7)
Here $`\nu _n=2\pi n/\beta \mathrm{}`$ is the Matsubara frequency.

In order to apply the path-integral Monte Carlo method, we introduce a discrete imaginary time $`\tau _j=\mathrm{}\beta j/P`$, where $`P`$ is a Trotter number assumed to be even and $`j=0,1,2,\mathrm{},P1`$. Then, the path $`\varphi (\tau )`$ is approximated by a discrete path $`\varphi _j=\varphi (\tau _j)`$. After the Fourier transformation $`\varphi _j=\overline{\varphi }+2_{k=1}^{P/21}(a_k\mathrm{cos}\frac{2\pi kj}{P}+b_k\mathrm{sin}\frac{2\pi kj}{P})+a_{P/2}(1)^j`$, the partition function (5) is approximately given as

$`Z_P`$ $`=`$ $`A{\displaystyle 𝑑\overline{\varphi }\underset{k=1}{\overset{P/21}{}}da_kdb_k𝑑a_{P/2}e^{S_{\mathrm{eff},P}}},`$ (8)
$`S_{\mathrm{eff},P}`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{P/21}{}}}\left({\displaystyle \frac{\beta E_CP^2}{2}}\mathrm{sin}^2{\displaystyle \frac{\pi k}{P}}+\alpha k\right)(a_k^2+b_k^2)`$ (9)
$`+`$ $`\left({\displaystyle \frac{\beta E_CP^2}{2}}+{\displaystyle \frac{\alpha P}{2}}\right)a_{P/2}^2+{\displaystyle \frac{\beta }{P}}{\displaystyle \underset{l}{}}V(\varphi _l),`$
where $`\alpha =R_Q/R_S`$ and $`A`$ is a constant. By this modification, the dissipative quantum mechanics is reduced to a classical statistical problem. Applying the ordinary Monte Carlo method to this effective action, we can simulate the dissipative quantum system. Using the linear response theory, the zero-bias resistance can be related to the correlation function

$$\varphi \varphi _{\omega _n}=_0^\mathrm{}\beta 𝑑\tau e^{\mathrm{i}\omega _n\tau }\varphi (0)\varphi (\tau )$$
(10)
as Schmid83

$$R(\mathrm{i}\omega _n)/R_\mathrm{Q}=\eta |\omega _n|\varphi \varphi _{\omega _n},$$
(11)
where $`\eta =\alpha /2\pi `$. The zero-bias resistance is then obtained by the extrapolation (1).

Generally, an analytic continuation of the correlation function to the real frequencies may have a large noise, and is ill-defined. Additionally in the present system, the correlation function is not analytic at $`\omega =0`$ due to the presence of a characteristic factor $`|\omega _n|`$ of the ohmic damping. Therefore, the Padé approximation, which is one of the standard methods of the analytic continuation, does not work well except for moderate temperatures. Here, since we are interested only in $`R(\mathrm{i}\omega _n=0)`$, we extrapolate the numerical data toward $`\omega _n=0`$ by assuming a fitting function. At high temperatures, the numerical data of $`R(\mathrm{i}\omega _n)`$ can be fitted well to the form

$$R(\mathrm{i}\omega _n)=\frac{1}{A|\omega _n|+B}.$$
(12)
One example is shown in Fig. 1 (a). At low temperatures ($`\beta >5`$), the deviation from the form (12) is observed. Then, we fit the data to the form

$$R(\mathrm{i}\omega _n)=A^{}+B^{}|\omega _n|+C^{}\omega _n^2$$
(13)
by using the lowest five frequencies. One example of this case is shown in Fig. 1 (b). For moderate temperatures, $`R_0`$ is consistent with the one obtained by the Padé approximation within 10 percent. We expect that the method adopted here for the extrapolation is accurate enough to discuss the temperature dependence of $`R_0`$.

Before showing the result of the zero-bias resistance $`R_0`$, we study a linear mobility defined as $`\mu _\mathrm{l}=\mu _0R_0/R_\mathrm{Q}`$, where $`\mu _0=1/\eta `$ is a linear mobility of a free particle. The temperature dependence of the linear mobility has been studied by Fisher and Zwerger Fisher85  for $`E_\mathrm{J}/E_\mathrm{C}1`$. They have showed that for $`\alpha <1`$, as the temperature decreases, the scaled linear mobility $`\mu _\mathrm{l}/\mu _0`$ shows a reentrant behavior; above a temperature $`T^{}`$ it once decreases from $`1`$, and increases toward $`1`$ below $`T^{}`$. They have also claimed that for $`\alpha >1`$ the linear mobility decreases monotonically as the temperature decreases, and becomes zero at the zero temperature. The temperature dependence of $`\mu _\mathrm{l}/\mu _0`$ in the regime $`E_\mathrm{J}E_\mathrm{C}`$ has, however, not yet studied. The temperature dependence of $`\mu _\mathrm{l}/\mu _0`$ obtained in our simulation is shown in Fig. 2 for $`E_\mathrm{J}/E_\mathrm{C}=1.0`$. These results show that the linear mobility behaves as predicted by Fisher and Zwerger even for $`E_\mathrm{J}E_\mathrm{C}`$. The similar behaviors are observed also for other values of $`E_\mathrm{J}/E_\mathrm{C}`$.

Next, the superconductor-insulator phase transition is studied through the temperature dependence of the zero-bias resistance $`R_0`$. We show $`R_0`$ as a function of the temperature for various values of $`\alpha `$ in Fig. 3. Due to the difficulty of the extrapolation, the temperature region in which $`R_0`$ is properly obtained, is limited. Particularly, the lack of data at low temperatures makes it difficult to distinguish the phase of the ground state. The qualitative feature, however, can be observed in these figures; For $`\alpha <1`$, the result shows the tendency of a reentrant behavior, while for $`\alpha >1`$ the result shows a monotonic decrease as the temperature decreases. Hence, we expect that the phase boundary lies on $`\alpha =R_\mathrm{Q}/R_\mathrm{S}=1`$ even for $`E_\mathrm{J}E_\mathrm{C}`$.

Finally, we discuss the temperature dependence of $`R_0`$ in the superconducting phase ($`\alpha >1`$). For both $`\alpha =1.25`$ and $`\alpha =1.5`$, the zero-bias resistances show a power-law-like behavior ($`R_0T^\nu `$) in the low temperature region as shown in Fig. 4. This result disagrees with the analytic result ($`R_0T^{2\alpha 2}`$) expected in the low temperature limit; The exponent $`\nu `$ seems to depend also on $`E_\mathrm{J}/E_\mathrm{C}`$. This indicates that above a crossover temperature $`T_{\mathrm{cr}}`$ there exists deviations from the result expected in the renormalization group analysis, and that $`T_{\mathrm{cr}}`$ is much smaller than the temperature range studied in this report. Note that the exponent $`\nu `$ may change depending on the temperature range, and that $`\nu `$ should not be thought as a well-defined constant. Here, we use the exponent $`\nu `$ obtained in the temperature range under consideration only for a qualitative comparison with the experiments. In Fig. 5, the exponent $`\nu `$ is shown as a function of $`E_\mathrm{J}/E_\mathrm{C}`$. We observed the tendency that the exponent is approximately a linear function of $`E_\mathrm{J}/E_\mathrm{C}`$, and that the slope depend on $`\alpha `$.

Let us compare the results obtained here with the experiment. Experimentally, the temperature dependence of the zero-bias resistance $`R_0`$ has been measured to characterize the superconductor-insulator transition; In Ref. Yagi97  the system is assigned to an insulator when $`dR_0/dT<0`$ at low temperatures, and otherwise to a superconductor. Systematic analysis of zero-bias resistance, however, has not been performed for a single resistance-shunted Josephson junction Yagi97 ; Pentila99 . In the superconducting regime ($`\alpha >1`$), the zero-bias resistances in these experiments weakly depend on the temperature, and do not show a clear power-law behavior. These experimental results disagree with the present theoretical calculation. The origin of this disagreement is not known. We speculate that the environment effect through the leads may be important to determine the temperature dependence of $`R_0`$. Finally, we point out that the zero-bias resistance observed in one-dimensional Josephson arrays Miyazaki02  obeys the power-law behavior in the superconducting phase. In this experiment, the exponent seems to depend linearly on $`E_\mathrm{J}/E_\mathrm{C}`$ and not on $`\alpha `$. Numerical calculation of one-dimensional resistance-shunted Josephson arrays and comparison with the experiment remain for a future problem.

In summary, we have studied the temperature dependence of the zero-bias resistance of a single resistance-shunted Josephson junction by means of quantum path-integral Monte Carlo method. We reproduced the result predicted by Fisher and Zwerger even though $`E_J/E_C1`$. We have also shown superconductor-insulator transition around $`\alpha =R_Q/R_S=1`$. The temperature dependence of the zero-bias resistance showed a power-law-like behavior in the temperature range under consideration. In conflict with the renormalization analysis, the exponent depends on $`E_\mathrm{J}/E_\mathrm{C}`$. These results have been compared with the experiment on one-dimensional Josephson arrays.


text:
# I Introduction.

## I Introduction.

Recently physicists have begun applying Statistical Mechanics and other tools employed to study complex systems, in an effort to understand the properties of financial and commodities markets . A particular striking feature of real markets is their ability to develop collective modes, including features such as bubbles and collective crashes of a whole stock market. Such features are not possible within the framework of equilibrium and only negative feedbacks, but may be associated to the positive social feedback mechanisms that must be part of building any society. Positive feedbacks are considered in some economic literature, most notably in H. Simon’s article on emergence of Zipf laws in various social settings , and in W.B. Arthur’s discussion  on the initial development of frozen states in manufacturing activities. The existence of such factors containing self-amplifying mechanisms brings about the interplay between these and the classical negative feedback mechanisms between the amount of any product and its value. This calls for new model building.

In the present paper we show how collective modes in trading markets may be reproduced by means of a very schematic model, previously discussed in , and conceptually related to . We have already exemplified how the model may explain the appearance of money in a primitive economy, and how the concept of demand may be associated to the memory of past transactions by the different agents. Other properties of the model are presented in Refs.  and . Here we study how production and consumption integrate into the market model.

We have organized this work as follows. In Section 2 we provide a short description of the model and the most relevant features found in previous studies. In Section 3 production and consumption are introduced and their effects on demand, stock size and monetary value for given products are studied. In the concluding Section 4 we discuss these results and make suggestions for future work.

## II Description of the model.

The market we consider consists of $`N_{ag}`$ agents and $`N_{pr}`$ different products. Initially we give $`N_{unit}`$ units of the products to each agent. The number $`N_{unit}`$ is fixed, but the products are chosen at random, so the individuals are not in exactly the same situation. At each timestep we select two agents at random and let them attempt to perform a trade between each other. In order to perform a trade, each agent presents the other a list with the goods he is interested to obtain.

In  this was done in two steps. The trade started by comparing the list of goods that each agent lacks and therefore would like to get from the other agent in exchange for goods it has in stock. Therefore, the model first considered the simple “need” based exchange procedure: when each of the agents had products that the other needed, then one of these products, chosen at random, was exchanged. In case such a “need” based exchange were not possible they considered the “greed” exchange procedure: one or both of the agents would accept goods which they do not lacked, but considered useful for future exchanges.

In order to determine the usefulness of a product, each agent $`i`$ kept a record of the last requests for goods it received in encounters with other agents. This memory is finite, having a length of $`N_{mem}(i)`$ positions, each of which registers a product that was requested. As the memory gets filled, the record of old transactions is lost. Agents accepted products they already have in stock with a probability based on their memory record. The chance that agent $`i`$ accepting such a good $`j`$ was taken to be proportional to the number of times $`T_{ij}`$ that good $`j`$ appears on the memory list of agent $`i`$:

$$p_{ij}=\frac{T_{ij}}{N_{mem}(i)}.$$
(1)
Here we simplify the procedure by making a single list containing all the products the agent needs and all those he would accept in exchange. A product is included in this list with probability given by Eq. (1). We have verified that the properties of the model, described in  are not modified with this simplification. These general properties are:

* After a relatively short equilibration time “greed” transactions dominate over “need” based exchanges. This means that the agents rapidly distribute their holdings in an efficient way, thus allowing money exchange to become the dominating mode of transaction.
* Over long periods, one particular good is considered valuable by a majority of the agents. The monetary value of a good $`j`$ was defined as the number of agents $`M=M(j)`$ that considered that particular good to be the easiest to trade. Thus monetary value is a measure of consensus among the agents in the system.
* Demand for a product, defined as the total number of times $`D`$ that product $`j`$ appears in the memory of the system,

$$D(j)=\underset{i}{}T_{ij},$$
(2)
exhibits fluctuations which may be characterized by a Hurst exponent $`H0.7`$ over a wide range of model parameters. In contrast, the short and long time statistics of the monetary value, $`M`$ cannot be described by the same Hurst exponent.

In  it was also discussed the appearance of absorbing states for different products. Such states are reached when all agents have in stock a given product, and, at the same time, that product has disappeared from the memory of all agents.

To simplify the model, we will initially assume that the production rate for all products is the same, and furthermore that production and consumption are such that their combined stocks are constant. This is achieved by requiring that every time an agent produces an unit of some good, another unit is consumed and thus removed from its stock. The production/consumption rate is given in terms of a parameter $`p`$, that measures the probability that such events take place at a given time step in the simulation. We have implemented this by imposing that at each time step one of the agents has a probability $`p`$, of producing and consuming goods. While the good being consumed by an agent is taken at random among those in its stock, we have considered that it produces a good with a probability proportional to its subjective desirability, i.e. the times that item appears in its memory list. This provides the classical negative feedback between abundance and value.

The results presented in the following section are independent of details of the model. For example, one could consider production only after encounters that lead to transactions, or after encounters that lead to no transactions, and the conclusions reached would be robust with respect to these modifications.

## III Results.

The described model contains four basic features, namely exchange of information, trade associated to perception of demand, trade due to fulfillment of need and finally production and consumption. The fact that demand is taken into account tends to unfreeze the economy. Products that by accident have become well distributed (present in all agents’ stocks), but which still occupy part of their memories, are still traded and therefore redistributed in such a way that new need is generated. On the other hand, adding need to an economy driven purely by perception of value (demand) limits the dominance that one product would have in an economy governed only by demand. In other words, as the demand for a product grows, its rapid exchange for other products naturally generates need, and thereby demand, for other products.

If no other ingredients are added, products that both become well distributed and forgotten by all agents will never be traded again. As seen in Fig. 1, this increase in the number of forgotten products ultimately leads to an economy where only a few products are left for active trading. We see in the same figure how a small production/consumption term may alleviate the absorbing state of a pure trading economy, thereby allowing the system to settle into states where, at all times, a fraction of the products are active, and all products become active at one time or another.

This means that the inclusion of production/consumption adds an external source to an otherwise decaying system, thereby pushing it to a non-equilibrium steady state where various products alternate being the most demanded one. Although in our model production/consumption is not responsible for the emergence of cooperativity and perception of value, in the long term it is an essential ingredient for keeping the system alive and able to change.

When analyzing the number of units of a given product as a function of time, and compare it with the demand for the same product, we notice that a clear correlation appears between amount in stock and demand. As illustrated in Fig. 2, typically a product that is in low stock raises rapidly in demand, and, consequently, is produced at a fast rate. Once it has become abundant, however, the demand for it rapidly disappears. The number of units of the products decreases at a lower rate, as it is removed from the stocks only when it is consumed, and, at any given time, there is a much larger number of products in low demand than in high demand. We see in the same figure that the periods where there is a sizable demand for a product coincide with those where the same product has a high monetary value.

So far we have considered all products to be a priory equally easy or difficult to produce, and even with this assumption obtained products, that, for some time, become universally accepted means of exchange, i.e. they take the role of money in the model system. The model thus naturally enables us to examine relationships between production and demand. In Fig. 3 we show a simulation where one of the products is a factor 50 more difficult to produce than all other products. The upper panel of that figure shows that while the stock of one of the other products behaves in an essentially similar way as in Fig. 2, the stock of the good having a low production rate decreases gradually until it stabilizes at approximately 60% of the average value for all goods. As observed in the lower panel of Fig. 3, the scarcity of the difficult to produce good leads to a large increase in its demand, which takes values much larger than for normal products.

A simple calculation allows to estimate the average steady state demand for the scarce product, $`D_s`$, from the model parameters. The probability that at a given time step the scarce product is added to the memory is

$$\frac{D_s}{D_{Tot}}=\frac{P_s(0)+D_s/D_{Tot}}{P_s(0)+(N_{pr}1)P_n(0)+1},$$
(3)
where $`D_{Tot}=N_{ag}N_{mem}`$ is the total memory of the system and equals the maximum value of the demand for any given product, and $`P_s(0),P_n(0)`$ are the probabilities that the scarce and the normal product are absent from the selected agent’s stock, respectively. The numerator of the rhs of eq. (3) represents the events that the scarce product is added to the stock because of need or demand, while in the denominator we have also included all other products’ needs and demands. Eq. (3) may be simplified to

$$D_s=\frac{P_s(0)D_{Tot}}{P_s(0)+(N_{pr}1)P_n(0)},$$
(4)
which relates demand of the scarce product to how much the product is needed relative to the other products.

In order to determine steady state values of $`P_s(0),P_n(0)`$ we have calculated the distribution of stocks by averaging their values on the asymptotic region of the time evolution. In Fig. 4 we show the probability distributions for a given agent having $`N`$ units of either the scarce or a normal product, in the stock of an agent. From it we find $`P_s(0)0.34,P_n(0)0.01`$; by substitution of these values and the parameters of the simulation into eq. (4) we obtain $`D_s2000`$, in agreement with the results shown in Fig. 3. It is important to note that the value, $`P_n(0)`$, represents the typical need in the system, and thus determines the mode in which the economy operates. If it is large, the system is driven by need, and cooperativity breaks down, and it is not possible for the system to maintain sizable stocks of the scarce product.

It is interesting to remark that the probability distribution for the stock of the scarce product, shown in Fig. 4 is adequately described by a Poisson distribution with parameter $`\lambda =1.2`$. This is consistent with the average stock of this product, also observed in Fig. 3, $`N_s60`$, as one should expect that $`\lambda =N_s/N_{pr}`$. On the other hand, the distribution for the normal product is clearly non-Poissonian, as the probability for having $`N=0`$ is very depleted. The difference in these two distributions may be directly related to the high demand for the scarce product, which makes it the most frequently traded.

To show that this high trading activity is the essential feature leading to the relatively high availability of the scarce product, we show, in Fig. 5 the results of a simulation with the same parameters of those of Fig. 3, but where trade was not allowed. We see that, although the stock of an average product behaves about the same as when trade is considered, its absence makes the stock of the scarce product fall to very low levels. Therefore, production alone is not sufficient to lead to a cooperative state where agents have enough stock of scarce products. This can be achieved only through trade. In fact, we have numerically verified that both a relatively large trade/production ratio, and certain abundance of products, measured as the ratio $`N_{unit}/N_{pr}`$ is needed to maintain the cooperative state.

As agents that interact are picked at random, the present model does not consider spatial distribution of the agents. However most of the presented results are robust to even the most restricted spatial distribution: agents placed on a 1-d periodic lattice. Fig. 6a shows the spatio-temporal development of agent consensus (monetary value) of agents that consider a given product the most demanded one. One observe that “fashion” waves of this product appear and propagate in the system. In Fig. 6b we show the corresponding overall behavior of demand, value and total stock for parameters identical to the ones used in Fig. 2. One observes persistent fluctuations in overall demand, that scale with a Hurst exponent $`H0.7`$, as it was found in Ref. . On the other hand, neither the consensus measure (the monetary value of the product) nor its overall stock exhibit scaling. In the case of the stock, the absence of scaling is noticed when one consider higher moments of the fluctuations (not shown). None of these quantities exhibits multiscaling. Notice that the size of demand fluctuations does not depend of dimension, whereas the consensus fluctuations are much smaller in the 1-dimensional case.

The quantitative comparison in Fig. 7a shows that spatial restrictions do not change fluctuation sizes in demand and stock appreciably, but systematically decrease the overall consensus, measured by the value of the product. Thus spatial localization increases the agreement between nearby agents, but on the other hand makes fewer agents agree with each other. In this way the system becomes fractionated in groups. The typical size of the groups can measured through the time-averaged spatial decay of demand overlap $`T_{ik}T_{jk}=_kT_{ik}T_{jk}`$ with agent separation $`x=ji`$, as plotted in Fig 7b. Notice that a lower production/consumption rate $`p`$ increases correlation lengths and overall correlations throughout the system.

## IV Conclusions and outlook

We have earlier discussed  how agents with memory trade to fulfill both their needs and also to improve their future possibilities to trade. In the present work we have focused on the feedback mechanism between need and production of a product. Overall production/consumption is not a needed element in building a cooperative economy, but it is a necessary element in maintaining active all products in the model economy. Cooperativity appears as a consequence of trade and exchange of information.

Key elements in maintaining the civilized/cooperative state is large memory, enough richness ($`N_{mem},N_{unit}`$, respectively, in our model) and many trades/communications per production event ($`p`$ small enough). For high cooperativity the system is able to maintain a rather large stock of a product that is difficult to produce, simply because all agents develop a large demand for this product. Stock maintenance collapses when cooperativity between agents disappears. This resembles the transition from a cooperative/civilized state with well tempered amounts of all products and a disorganized state where some products essentially disappear.

In summa, the introduction of production, and subsequent spatial localization opens for studies of consequences of collapse of cooperativity on stock maintenance, and of self organized groups of agents that internally agree on values, but externally disagree on the value assessment with other groups.

R.D. thanks Nordita and the Niels Bohr Institute for hospitality and support during his stay in Copenhagen during which this work was performed, and acknowledges support from the Brazilian National Research Council (CNPq).

Figure Captions

* Fig. 1. Number of products in the absorbing state for two values of the production/consumption parameter $`p`$. This simulation was performed for $`N_{ag}=50`$ agents, $`N_{pr}=50`$ products, $`N_{unit}=100`$ units of each product and a memory length $`N_{mem}=100`$. Time is defined as number of trades per agent. See text for other details.
* Fig. 2. Demand, value and stock for a typical product, as a function of time, in a simulation with the same parameters as Fig. 1. Here $`p=0.02`$ for all products.
* Fig. 3. Upper panel: time evolution of the stocks of the scarce (low $`p`$) and a normal (high $`p`$) product for a system with the same parameters as in the previous figures. Normal products have $`p=0.02`$, and the scarce product had its $`p`$ parameter value reduced by an additional factor $`r=0.02`$. See text for further details.

Lower panel: time evolution of the demand for the two products illustrated in the upper panel.
* Fig. 4. Probability distributions for a given agent having $`N`$ units, of either the scarce or a normal product, in its stock. Same parameter values as in Fig. 3.
* Fig. 5. Similar to the upper panel of Fig. 3, but without trading of goods.
* Fig. 6. Upper panel: Spatio-temporal distribution of value regarding a particular product in the 1-d version of the model.

Lower panel: Overall variability in total demand, value and stock of the same product as in the upper panel. All parameters are identical to those of Fig. 2, thus allowing a direct assessment of the influence of the 1-d geometry.
* Fig. 7. Upper panel: Fluctuation analysis of a particular product in the random neighbor and the 1-d versions of the model. The model parameters are the same that in the previous figures. See text for details.

Lower panel: Spatial correlations in the 1-d version of the model, illustrating that local demand agreement is larger in the 1-d case, although overall agreement is similar in the two cases.