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# An X-ray Baldwin effect for the narrow Fe K𝛼 lines observed in Active Galactic Nuclei

## 1 Introduction

As the number of AGN surveyed by XMM-Newton and Chandra increases, it is becoming apparent that the vast majority show evidence for a narrow (unresolved by XMM) line at $``$ 6.4 keV, due to emission from neutral iron; recent papers describing such lines include Gondoin et al. (2003; NGC 3227), Page et al. (2003; Mrk 896), Pounds et al. (2003; Mrk 766), Petrucci et al. (2002; Mrk 841), Turner et al. (2002; NGC 3516), O’Brien et al. (2001; Mrk 359), Reeves et al. (2001; Mrk 205) and many others. In a number of cases (e.g., NGC 3783 – Kaspi et al. 2002; NGC 5548 – Yaqoob et al. 2001) the lines have actually been resolved by Chandra, with FWHM velocities typically $`<`$ 5000 km s-1.

Iron K$`\alpha `$ emission was first identified as a common feature by Ginga (Pounds et al. 1990; Nandra & Pounds 1994); observations by ASCA tended to find relatively broad profiles, although re-analysis of some of the data indicates that the lines may be narrower than originally measured (Lubinski & Zdziarski 2001). There is some disagreement over these results, however, with Yaqoob et al. (2002) stating that the ASCA calibration changes have a negligible effect on the line profiles. Very few broad lines have been found in XMM data to date, examples being MCG $``$6$``$30$``$15 (Fabian et al. 2002), Mrk 205 (Reeves et al. 2001) and Mrk 509 (Pounds et al. 2001). However, not all these line profiles are the same, with MCG $``$6$``$30$``$15 showing a strongly asymmetric line, presumably due to the strong gravitational forces and high velocity in the inner accretion disc. Mrk 205, however, is only well-fitted by a relativistic disc-line model if the disc is strongly ionised, since the broad emission peaks at $``$ 6.7 keV. This is not the only conceivable explanation, as Reeves et al. (2001) discuss: the emission could come from a spherical distribution of clouds, rather than the planar accretion disc; alternatively, the broad line may actually consist of a blend of different ionisation narrow lines. The broad line in Mrk 509 is also apparently ionised.

The narrow emission lines observed by XMM-Newton and Chandra are interpreted as Fe K fluorescence from cold (neutral) matter far from the inner accretion disc. Suggestions for the origin of the narrow line include the putative molecular torus, the Broad Line Region (BLR) or the very outer-most reaches of the accretion disc.

The Baldwin effect is well known for optical/UV emission lines, with Baldwin (1977) first reporting that the EW of the C iv ($`\lambda `$ = 1549 Å) line decreased with increasing UV luminosity. Since then, significant anti-correlations have been found between the luminosity and various other ions, such as N v, He ii, C iii\], Mg ii and Ly$`\alpha `$ (e.g., Tytler & Fan 1992; Zamorani et al. 1992; Green, Forster & Kuraszkiewicz 2001; Dietrich et al. 2002), although the strengths of these correlations are still unclear.

It should be noted that, although the Baldwin effect is generally accepted to be an anti-correlation between equivalent width and luminosity, Green et al. (2001) claim that EW is actually more strongly correlated with redshift than luminosity for their data. However, Croom et al. (2002) find that, for 12 of the 14 lines tested, the stronger correlation is with absolute magnitude rather than redshift.

Iwasawa & Taniguchi (1993) reported an X-ray Baldwin effect in the Fe K lines found in Ginga observations of AGN. They find a strong relationship for their Seyfert sample, but were unable to conclude that it holds for QSOs, due to poor constraints; there is also a Baldwin effect for the broad iron lines found in ASCA data (Nandra et al. 1997). Such broad lines are thought to be produced through fluorescence of the accretion disc itself. Nandra et al. suggest, based on an earlier paper (Nandra et al. 1995), that this Baldwin effect is due to the presence of an ionised skin on the accretion disc, with the degree of ionisation increasing with luminosity; see also Nayakshin (2000a,b). Nandra et al. (1997) also find that the narrow line core drops in intensity as the luminosity increases, but conclude that the entire Baldwin effect in their data can be attributed to the broader line alone.

In this paper we show, and attempt to explain, a Baldwin effect for the narrow Fe K$`\alpha `$ lines measured in XMM data, for a sample including both Seyfert galaxies and QSOs.

## 2 XMM-Newton Observations

This sample consists of 53 type I AGN (Table 1), these being mainly a combination of our own proprietary targets and public observations obtained from the online XMM Science Archive111http://xmm.vilspa.esa.es/external/xmm\_data\_acc/xsa/index.shtml. A literature search also revealed four more objects for which the relevant data had been published (NGC 5506 – Matt et al. 2001; NGC 3516 – Turner et al. 2002; 1H 0707$``$495 – Boller et al. 2002; Ton S180 – Vaughan et al. 2002 and Vaughan 2003, private communication).

For the spectra analysed here, the PN data only were used, since the instrument is more sensitive than the MOS cameras at higher energies. For each spectrum, a simple power-law was fitted over the rest frame band of 2–10 keV. If there was evidence for any broadened emission, then a broad Gaussian line was included; see Table 2. A narrow ($`\sigma `$ = 10 eV) line was next added and the equivalent width (EW) measured. If the reduction in $`\chi ^2`$ was less than 99 per cent significant, the 90 per cent upper limit was taken for the equivalent width. For the vast majority of the spectra, the energy of such a line was very close to 6.4 keV, and consistent with being neutral within the errors. For four of the higher luminosity objects, the line energy could not be constrained, with errors much bigger than the actual value. Six of the AGN tended towards ionised lines, although, when taking account of the errors, only two were inconsistent with a neutral origin, these being PKS 0558$``$504 and PKS 2126$``$15. For these objects with unconstrained or ionised line energies, the centre of the line was fixed at 6.4 keV. A neutral reflection component (pexrav in xspec; Magdziarz & Zdziarski 1995) was also tried for each spectrum. Only a small number were improved by this addition and, of these reflection parameters, the vast majority were unconstrained. The two objects which gave significant, constrained values were NGC 4151 (R = 0.52 $`\pm `$ 0.05) and MCG $``$6$``$30$``$15 (R = 1.81 $`\pm `$ 0.52); R = $`\mathrm{\Omega }`$/2$`\pi `$, where $`\mathrm{\Omega }`$ is the solid angle subtended by the reflecting matter. Such a reflection component is evidence for scattering off cool, optically thick matter (i.e., the torus) and will be discussed in more detail later. Throughout this paper, H0 is taken to be 70 km s-1 Mpc-1, q0 = 0.5 and $`\mathrm{\Lambda }`$ = 0.7.

Figure 1 plots the rest-frame EW against the de-reddened 2–10 keV luminosity. It can clearly be seen that there is a decrease in the EW as the luminosity increases – the ‘X-ray Baldwin effect’. The asurv (Astronomy Survival Analysis; Feigelson & Nelson 1985) package can be used in the presence of censored (upper limit) data. This allows the Spearman Rank (SR) statistic to be applied to the complete dataset, and gives an anti-correlation between the EW and luminosity of $`>`$ 99.98 per cent ($``$ 98.5 per cent if the upper limits are dropped). Due to selection effects, luminosity and redshift are very strongly correlated, as shown in Figure 2. Hence, it is often difficult to determine whether the correlation in question is with luminosity or redshift. Using the simple Spearman Rank, a weaker correlation (99 per cent; 79.5 per cent if the upper limits are excluded) was found between the line strength and the redshift. An alternative method for checking involves the Partial Spearman Rank, which gives an indication as to which of the two relationships is stronger. In this case, agreeing with the simple Spearman Rank, the EW-luminosity correlation appears to be the dominant relationship.

Weighted linear regression can be used to find the slope of the best-fit line to the log-log plot of EW against luminosity – that is, the power-law fit. This was performed using two different methods. Firstly the upper limit measurements were completely removed; this gave a value of $``$0.17 $`\pm `$ 0.08. The second method used the linear regression option within asurv; although upper limit values are accounted for, this method does not include the errors on the actual measurements. Using this method, the slope is very similar, with a value of $``$0.18 $`\pm `$ 0.04.

As a further check to determine whether the Baldwin effect could be due to evolution, the objects at higher redshifts were progressively removed from the sample. It was found, however, that even considering only those AGN at z $`<`$ 0.1, there still remained an inverse correlation between EW and luminosity which was consistent in magnitude (slope of 0.15 $`\pm `$ 0.08 using asurv) with that found for the complete sample. This implies that the decrease in line strength is predominantly a luminosity-dependent effect.

There is a possible complication in that the highest luminosity AGN tend to be radio-loud, since the average X-ray emission from radio-quiet AGN is about three times lower than that from radio-loud objects (Zamorani et al. 1981; Worrall et al. 1987). The underlying worry, therefore, is that the EW is very low at the highest luminosities because of dilution through beaming effects. However, as Fig. 1 shows, there are lower-luminosity radio-loud AGN in this sample which have correspondingly higher EWs. Conversely, PB 5062 and PG 1634+706 – radio-quiet AGN – at luminosities of $``$ 1046 erg s-1 have low upper limits of EW $`<`$ 63 eV for their lines. Hence, the anti-correlation observed is not simply due to beaming. To show the overall effect more clearly, Figure 3 was plotted. This shows the mean EW for a number of luminosity bins considering all the objects (top plot) and just the radio-quiet ones (bottom). In both plots, the decrease in EW is obvious. To produce Figure 3, upper limits were taken to be half of the value, together with an equally sized error bar; a similar decrease in EW is also observed if the upper limits are dropped, although the luminosity range covered is lower.

Figure 4 plots the EW against the power-law slope measured over the 2–10 keV rest-frame energy band. Since flatter slopes are often taken to be indicative of reflection, it might be expected that they would correspond to stronger emission lines (since the fluorescence line may come about through reflection processes), although the 2–10 keV band is not very sensitive to reflection components. However, this is clearly not the case; if anything, there is a slight trend in the opposite direction, with some of the steeper slopes showing the highest EWs.

## 3 Discussion

Suggestions for the origin of the neutral Fe K$`\alpha `$ line include the putative molecular torus and the BLR; these theories will be investigated in the following sections, considering both the feasibility of the line production and possible explanations for the X-ray Baldwin effect.

### 3.1 The broad-line region

Yaqoob et al. (2001) give the following equation for the EW of the narrow line in AGN, for low optical depths:

$$EW_{FeK\alpha }=42\left(\frac{f_c}{0.35}\right)\left(\frac{\omega _K}{0.34}\right)\left(\frac{A_{Fe}}{4.68\times 10^5}\right)\left(\frac{N_H}{10^{23}}\right)$$

$$\times \left(\frac{3.2}{\mathrm{\Gamma }+1.646}\right)\left(\frac{E_K}{7.11}\right)\left(\frac{E_{K\alpha }}{E_K}\right)^\mathrm{\Gamma }eV$$

where EK is the energy of Fe K edge (7.11 keV for neutral iron) and E the central energy of the line, both in units of keV. fc is the fraction of the sky covered by BLR clouds; AFe, the abundance of iron relative to hydrogen, where 4.68 $`\times `$ 10-5 is the Solar value (Anders & Grevesse 1989); NH, the column density of the clouds in cm-2 and $`\omega _K`$, the fluorescence yield (= 0.34 for neutral Fe).

Based on a particular BLR model, Yaqoob et al. find that the strength of the Fe K$`\alpha `$ line in NGC 5548 is likely to be too large to come simply from the BLR; the predicted EW is 36 eV, whereas the measured value is almost four times larger, at 133 eV. They suggest that these differences could be explained by a decline in the continuum level shortly before the observation; in this event, the line would not have had time to respond to the smaller continuum level and, so, would appear unusually strong.

Whatever the explantion for NGC 5548, if the BLR origin is correct, the reason why most of the objects in Table 1 have relatively high EW values compared to those predicted by the above equation must be explained. It must also be determined whether a variation in the parameters could explain the observed EW-luminosity correlation. The iron K line is produced by a different physical process (fluoresence) from the optical/UV emission lines (photoionisation). Nevertheless, changes in covering factor or abundance, for example, might be reflected in the BLR optical/UV lines, so it is briefly examined whether such correlations exist.

One possibility is that the covering fraction of the BLR clouds is systematically underestimated in the above formula and decreases with increasing luminosity. There is no independent evidence for very high BLR covering factors, however, and the observed EW of optical/UV lines can be reproduced using modest values (few 10s of percent). For the AGN sample used here, no correlation is found between the EW of the narrow iron line and those of Civ $`\lambda `$1549 and Ly$`\alpha `$ (values taken from Wang, Lu & Zhou 1998 and Constantin & Shields 2003). Likewise, no correlation is found with the H$`\beta `$/Civ ratio, which can be used as a ionisation diagnostic, or with the H$`\beta `$ FWHM (obtained from Dewangan 2002; Kaspi et al. 2000) or EW (Marziani et al. 2003; Véron-Cetty, Véron & Gonçalves 2001); this is shown in Figure 5. H$`\beta `$ line fluxes for the H$`\beta `$/Civ ratio were taken from Marziani et al. (2003), Cruz-González et al. (1994) and Mulchaey et al. (1994).

Comparing the slope of the Baldwin relation is problematic, as different optical/UV lines show different slopes. For example, using the same cosmology as in this paper, Croom et al. (2002) find a correlation for the Civ line, produced in the BLR, of EW $``$ L-0.128±0.015. They also find EW $``$ L-0.07±0.008 for the Ciii\] blend (Ciii\], Aliii and Siiii\]). Dietrich et al. (2002) give a list of Baldwin effect slopes for different emission lines, varying between $``$ $``$0.24 and +0.02, for H0 = 65 km s-1 Mpc-1 and $`\mathrm{\Lambda }`$ = 0. They mention that including a cosmological constant of 0.7 changes the luminosities by $`<`$ 20 per cent. Green et al. (2001) find a similar range, using H0 = 50 km s-1 Mpc-1 and $`\mathrm{\Lambda }`$ = 0. The overall impression in the optical/UV is of a correlation between the slope of the Baldwin relation and the ionisation potential, suggesting a change in the average continuum shape with luminosity or redshift (depending which dominates the correlation found in a particular study). It is possible that the X-ray Baldwin effect found here is produced by a corresponding variation in the shape of the continuum illuminating the fluorescing material, although one might expect then to see some correlations with the observed optical/UV lines.

The range of luminosities of the AGN in this sample over-laps with those investigated by Dietrich et al. (2002). Upon comparison of all the objects with those with log$`\lambda `$Lλ(1450Å) $`>`$ 44, they find little change in the slope of the Baldwin relation for the different ranges, so the fact that QSOs tend to have larger LUV/LX ratios than Seyfert galaxies is not likely to be an important factor.

Alternatively it could be argued that the iron abundance has been underestimated and varies with luminosity. Predicting the trend of metallicity in AGN is complicated since their evolutionary history is not known sufficiently well. BLR metallicities appear to be near-Solar, but comparison of BLR observations with detailed photoionisation models suggest that BLR metallicity does increase with luminosity (e.g., Hamann & Ferland 1993; Shemmer & Netzer 2002). This is oppposite to the trend expected if the X-ray Baldwin effect is to be explained by an abundance effect. Deriving the iron abundance from optical line ratios is made difficult due to the thermostatic effect of Fe ii (which is a major coolant). For the present sample, there is no correlation between the strength of the X-ray Fe K$`\alpha `$ line and the optical Fe ii feature at $`\lambda `$4590 (Figure 6; Fe ii EWs from Marziani et al. 2003).

The predicted EW is linearly dependent on column density in the above equation, but Yaqoob et al. (2001) note that the approximations are only valid for NH $`<`$ 5.6 $`\times `$ 1023 cm-2 (i.e. assuming an Fe K absorption optical depth much less than unity). Although some BLR models suggest higher column densities (e.g., Radovich & Rafanelli 1994; Recondo-Gonzalez et al. 1997), values $`10^{23}10^{24}`$ cm-2 are thought ‘normal’.

Typical BLR velocities are of the order 5000 km s-1, which is resolvable by Chandra. To date, the velocity width of the narrow iron line has only been measured a few times, and the results are not entirely consistent. Kaspi et al. (2002) resolved the line profile of NGC 3783 with the Chandra High Energy Transmission Grating Spectrometer (HETGS), finding a FWHM velocity of $``$ 1700 km s-1, which is low for a BLR but consistent with originating in the inner part of the torus. Likewise, Ogle et al. (2000) obtain a FWHM value of 1800 $`\pm `$ 200 km s-1 for the narrow Fe K$`\alpha `$ line detected in NGC 4151. The width of the iron lines in MCG$``$6$``$30$``$15 have also been measured with the HETGS. The situation is complicated by the presence of the various different components of the line in this object, both resolved and unresolved, narrow and broad. However, Lee et al. (2002) obtain a width of 11 000$`{}_{4700}{}^{}{}_{}{}^{+4600}`$ km s-1 for the resolved narrow component when considering the full observation; this drops to 3600$`{}_{2000}{}^{}{}_{}{}^{+3300}`$ km s-1 for the ‘high’ flux state. Within the errors, these measurements are consistent with a FWHM of $``$ 6000 km s-1, which would indicate that the line is not formed in the torus. Yaqoob et al. (2001) measure a FWHM of $``$ 4500 km s-1 for NGC 5548, which also supports an origin in the BLR.

It should be noted that, although the measurements are all broadly consistent, and indicate an origin in either the outer BLR or torus, there are relatively few grating measurements of the line, so it is unclear how narrow the line core truly is. An alternative possibility is that the ‘narrow’ lines may actually be formed in the accretion disc itself. Nayakshin (2000a,b) discusses how a Baldwin effect could be produced by the ionisation of the skin of the disc, as the luminosity increases. A recent paper by Yaqoob et al. (2003) suggests that such narrow lines may come from a disc which is viewed face-on and has a flat emissivity profile. Similar suggestions have been made for optical/UV BLR lines. However, as mentioned above, no correlation is found here between the narrow iron line EW and the H$`\beta `$ parameters. There is a difference between the BLRs found in Narrow Line and Broad Line Seyfert galaxies – the NLS1s show much narrower emission lines, hence their name. It has been previously noted that NLS1s tend to show weaker H$`\beta `$ emission (e.g., Gaskell 1985) and this was confirmed upon comparing the H$`\beta `$ EW of samples of NLS1s and BLS1s (taken from Marziani et al. 2003) – Student’s T-test gave a very low probability of the two groups originating in the same population, with the NLS1s having a much lower mean EW. Considering the few objects in the present sample, this difference in line strengths is also found. When comparing the Fe K$`\alpha `$ EWs, however, there is no appreciable difference between the narrow- and broad-line samples, shown both by the T-test and asurv (to account for the upper limits).

Possible support for the accretion disc origin lies in the variability of the narrow line in Mrk 841 (Petrucci et al. 2002). They find that the line varied between two observations separated by 15 hours, although, within the errors, the change in line flux is not large. Such a rapid variation is hard to explain if the line is formed in distant reprocessing matter, indicating its origin might be closer to the central engine; the line width is only constrained to be $`<`$ 170 eV. To date, Mrk 841 is the only object in which this variation has been observed.

Overall, while the BLR remains a possible source for some of the narrow iron emission, we are unable to explain how the BLR alone could produce the strongest observed narrow lines nor why the Baldwin relation should exist. In particular, it is unclear why the most luminous objects should have fairly normal BLRs compared to the lower-luminosity objects, as judged from their optical/UV BLR lines, yet have no detectable narrow 6.4 keV iron line.

### 3.2 The molecular torus

Krolik, Madau & Życki (1994) discuss the production of the iron K$`\alpha `$ line in the torus. They compute that for a Thomson optical depth, $`\tau _T`$, of 0.5–1, the EW of the line should be of the order 100 eV, assuming an unobscured view; for $`\tau _T`$ = 2, this value approximately halves, to 55 eV. They also find a small decrease in EW for increasing opening angle of the torus. The value of $``$ 100 eV, for a low optical depth, is, as they point out, in broad agreement with the EW measured in many Seyfert 1 galaxies, suggesting that the Fe K$`\alpha `$ emission line could be due solely to reflection/fluorescence from the torus and not linked to the accretion disc or BLR at all. Ghisellini, Haardt & Matt (1994) also mention that the torus could produce an emission line of EW $``$ 90 eV, if the column density is $`>`$ 1024 cm-2. It should be noted that both of these papers used a value of 3.31 $`\times `$ 10-5 for the Solar abundance of iron, rather than the 4.68 $`\times `$ 10-5 assumed by Yaqoob et al. (2000). Assuming the EW scales linearly with the abundance, the values from Krolik et al. (1994) and Ghisellini et al. (1994) should be scaled to $``$ 141 or $``$ 127 eV, respectively, to compare to Yaqoob et al. ’s result.

As mentioned earlier, the presence of a neutral reflection component would indicate the existence of cool, Compton thick material (Guilbert & Rees 1988; Lightman & White 1988; George & Fabian 1991), such as the torus. Some of the spectra here show evidence for such reflection, although the values are generally poorly constrained. This is not entirely surprising though, since most of the objects are at fairly low redshift, meaning that the rest frame bands covered by XMM do not extend much above $``$ 10 keV, while the Compton reflection hump is expected to peak around 30–50 keV; reflection components may not be detected in the present data, but that is not to say that they do not exist. If, however, reflection components are not found in the spectra, this does not necessarily rule out the torus as the origin of the narrow line. Instead, the material of the torus could be Compton thin; if this were the case, no strong reflection component would be expected. Matt, Guainazzi & Maiolino (2003) show that, for a Compton thin torus with NH = 2 $`\times `$ 1023 cm-2, a fluorescent iron line with EW $``$ 80 eV can be formed. This is, therefore, a further possibility for production of the narrow line.

Königl & Kartje (1994) discuss a dusty disc-driven hydromagnetic wind model for the torus, finding that, if LIR $`>`$ 1.5 $`\times `$ 1042(M/10$`{}_{}{}^{7}\mathrm{M}_{}^{}`$) erg s-1, where LIR is the 2–100 $`\mu `$m infrared luminosity, then the radiation pressure force could be expected to flatten the dust distribution; this causes the opening angle of the torus to increase, leading to a reduction in the covering factor. This relates to Krolik et al. (1994), who found that the EW of the Fe K$`\alpha `$ line decreases slightly with increasing opening angle. In this way, an increase in luminosity and subsequent decrease in covering factor could lead to a smaller EW. This result is similar to work done by Mushotzky & Ferland (1984), who proposed a luminosity-dependent ionisation parameter and, hence, covering factor to explain the original Baldwin effect.

An alternative explanation, suggested by Ohsuga & Umemura (2001), is that relatively low-luminosity AGN are more likely to contain dusty walls of gas, supported by radiation pressure from a circumnuclear starburst; the stronger radiation pressure from the more luminous AGN may prevent these from forming.

If the X-ray Baldwin effect is, indeed, caused by a decrease in the covering factor of the torus, then this has implications for the number of Type-2 QSOs. Many Seyfert 2 galaxies are known, but very few obscured QSOs have yet been discovered (e.g., Derry et al. 2003 and references therein). A luminosity-dependent drop in the covering factor provides goes some way towards explaining the lack of high luminosity obscured sources, although obscuration should still arise due to mergers and the birth of the QSOs.

## 4 Conclusions

There is an apparent X-ray Baldwin effect for the narrow, neutral iron line observed in many AGN: as the 2–10 keV rest frame luminosity increases, the equivalent width of the line drops. The reason for this correlation is uncertain, but one possibility is a decline in the covering factor of the putative molecular torus as the luminosity increases. This decrease in covering fraction could be due to increased radiation pressure flattening the torus, leading to an increased opening angle and, hence, smaller covering factor. Although the BLR remains a possibility for the origin of some of the narrow line, it is difficult to explain how the strongest lines could be formed, or what it is that leads to the Baldwin effect.

The negative correlation between EW of the line and the luminosity of the object is not solely due to a dilution effect by beaming in the radio-loud sources, since the effect is also observed in the radio-quiet objects alone.

Given the resolution of EPIC and the Chandra HETGS, it is not currently possible to rule out the origin of the line being either the BLR clouds or reflection off distant matter (i.e., the torus). Future observations with calorimeter-based X-ray detectors (such as the X-ray Spectrometer on-board Astro-E2, or XEUS) will provide sufficient spectral resolution, of the order a few hundred km s-1, to be able to resolve this issue.

## 5 ACKNOWLEDGMENTS

The work in this paper is based on observations with XMM-Newton, an ESA science mission, with instruments and contributions directly funded by ESA and NASA. The authors would like to thank the EPIC Consortium for all their work during the calibration phase, and the SOC and SSC teams for making the observation and analysis possible. This research has made use of the NASA/IPAC Extragalactic Database (NED), which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administation. Support from a PPARC studentship is acknowledged by KLP.


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# Young star clusters: Progenitors of globular clusters!?

## 1. Models & tests

We use our evolutionary synthesis code to study the basic physical parameters of star clusters in interacting galaxies and violent starbursts. The main ingredients are: stellar isochrones from the Padova group for metallicities in the range -1.7 $``$ \[Fe/H\] $``$ +0.4, a stellar initial mass function (usually assumed to be Salpeter-like), the library of stellar spectra by Lejeune et al. (1997, 1998), and gaseous emission (both lines and continuum). From the integrated spectrum we derive magnitudes in a large number of filter systems. The gaseous emission contributes significantly to the integrated light of stellar populations younger than $`3\times 10^7`$ yr both in terms of absolute magnitudes and derived colors (see Fig. 1 and Anders & Fritze - v. Alvensleben 2003). The updated models are available from

http://www.uni-sw.gwdg.de/$``$galev/panders/

While star clusters can easily be approximated as simple stellar populations (SSPs; with all stars having the same age, metallicity and extinction), more complicated star formation / metallicity evolution histories of galaxies can be studied by superimposing appropriate SSPs.

We developed a tool to compare our evolutionary synthesis models with observed cluster SEDs to determine the cluster parameters age, metallicity, internal extinction and mass independently. Using artificial clusters with various input parameters (with SEDs taken directly from the evolutionary synthesis models) we systematically studied the impact of the choice of passbands, of finite observational photometric uncertainties, and a priori assumptions on our analysis results. One example of these tests is shown in Fig. 2. Additional tests were performed using broad-band observations for star clusters in NGC 3310 (de Grijs et al. 2003a,b), confirming the results from the artificial cluster tests. Due to the young age of this cluster system these additional tests are restricted to ages younger than approx. 200 Myr. From our tests we conclude that:

1. At least 4 passbands are necessary to determine the 3 free parameters age, metallicity and extinction, and the mass by scaling the SED, independently.
2. The most important passbands are the U and B bands; for systems older than roughly 1 Gyr the V band is equally important.
3. NIR bands significantly improve the results by constraining the metallicity efficiently.
4. A wavelength coverage as long as possible is desirable. Best is UV through NIR, thus tracing the pronounced kink/hook in the SEDs around the B band.
5. Large observational errors and/or wrong a priori assumptions may lead to completely wrong results.

## 2. The case of NGC 1569

As a first application the dwarf starburst galaxy NGC 1569 was chosen. Our sample enlarges the number of observed star clusters in this galaxy by a factor of 3. Our results for the physical parameters are in agreement with previous results of the starburst history in NGC 1569 in general, and of the two prominent “super star clusters” in particular, regarding age, mass and metallicity. In addition, we find a surprising change in the cluster mass function with age: The clusters formed during the onset of the burst (approx. 25 Myr ago) seem to exhibit an excess of massive clusters as compared to clusters formed more recently. Using various statistical methods we show the robustness of this result (Anders et al. 2003b).

## 3. References

Anders, P., Fritze - v. Alvensleben, U. 2003, A&A, 401, 1063
Anders, P., Bissantz, N., Fritze - v. Alvensleben, U., de Grijs, R. 2003a,
MNRAS, submitted
Anders, P., de Grijs, R., Fritze - v. Alvensleben, U., Bissantz, N. 2003b,
MNRAS, submitted
de Grijs, R., Fritze - v. Alvensleben, U., Anders, P., Gallagher, J. S., Bastian, N., Taylor, V. A., Windhorst, R. A. 2003a, MNRAS, 342, 259
de Grijs, R., Anders, P., Bastian, N., Lynds, R., Lamers, H.J.G.L.M., O’Neil, Jr., E.J. 2003b, MNRAS, 343, 1285
Lejeune, T., Cuisinier, F., Buser, R. 1997, A&AS, 125, 229
Lejeune, T., Cuisinier, F., Buser, R. 1998, A&AS, 130, 65


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# High Frequency Peakers: Baby Radio Sources?

## 1. Scientific background

The Compact Steep Spectrum (CSS) and Gigahertz Peaked Spectrum sources (GPS) are two classes of intrinsically compact objects (linear size $`<`$ 1 kpc) defined on the basis of their spectral properties: the overall shape is convex with the position of the turnover between 100 MHz (CSS) and few GHz (GPS) and the spectral index at high frequencies is steep (see O’Dea 1998).

The currently favoured model (the youth scenario) relates the small linear size of GPS/CSS sources to their age, implying that they are the progenitors of extended radio sources. Both the spectral analysis (Murgia et al. 1999) and the dynamical studies of the separation speed of the hot spots (Owsianik & Conway 1998; Owsianik, Conway, & Polatidis 1998) provide strong evidence in favour of this hypothesis indicating age values of $`10^210^3`$ years.

Observational studies of the population of GPS/CSS sources have led to the discovery of a correlation between the radio turnover frequency ($`\nu _{max}`$) and the projected angular size ($`\theta `$) (O’Dea & Baum 1997; Fanti et al. 2002). This relationship is expected from synchrotron self absorption, where $`\theta ^2\nu _{max}^{5/2}`$ , although free-free absorption could also play a role (Bicknell, Dopita, & O’Dea 1997)). In the youth scenario this means that the youngest objects have the highest turnover frequencies.

Objects with turnover frequencies above 5 GHz, which is the limit of GPS samples, would represent smaller/younger sources. We call them High Frequency Peakers (HFP). One of the disadvantages of this approach is the contamination by beamed radio sources like blazars which possess radio spectra peaking above a few GHz as the result of self-absorbed synchrotron emission from the jet base.

Two epochs of simultaneous multifrequency VLA observations have been carried out to investigate the reliability of the selection criterium based on the spectral properties. Here we present the results of the second epoch of observations and we compare them with those of the first epoch (see Tinti et al., in preparation).

## 2. The Bright HFP Sample

The complete sample of candidate bright HFPs has been obtained by Dallacasa et al. (2000). Sources with $`S_{4.9GHz}`$ 300 mJy and inverted spectra (slope steeper than -0.5, S$`\nu ^\alpha `$) were selected in the area of the 87GB catalogue (4.9 GHz) by cross correlating it with the NVSS catalogue (1.4 GHz). The sample was then “cleaned” from variable flat spectrum sources by means of simultaneous multifrequency VLA observations at 1.365, 1.665, 4.535, 4.985, 8.085, 8.485, 14.96 and 22.46 GHz. The resulting sample consist of 55 sources with radio spectra peaking at observed frequencies ranging from a few GHz to 22 GHz.

The selection criterium is independent of optical identification and redshift. As a result both galaxies and quasars are present in the sample, which is composed of 20% galaxies, 65% stellar objects and 15% still unidentified objects. For comparison, galaxies and quasars are almost equally represented in GPS samples and most CSS sources are galaxies. This confirms that the fraction of galaxies, as opposed to quasars, decreases in samples selected at increasing turnover frequency (Fanti et al. 1990; O’Dea 1998; Stanghellini et al. 1998).

Additional observations in the same bands were carried out with the VLA for 45 sources of the original sample to study the variability in both flux density and spectral shape. Moreover this subsample has been imaged at 1.465 and 1.665 GHz by means of sensitive and longer observations in order to determine if there is any extended emission surrounding the compact source.

## 3. Spectral analysis

In order to estimate the peak flux density and frequency of the HFP sources, we have fitted the simultaneous radio spectra at the two epochs using an hyperbolic function.

A considerable fraction of sources (16%), identified as stellar objects (i.e. 26% of such objects), do not show a convex spectrum at the second epoch and are flat over the full frequency range sampled by our observations. Therefore they should be classified as flat spectrum sources, plausibly in an outburst state in the first epoch. Among the sources which preserve the convex spectral shape, HFP quasars are found to be more variable in radio flux density than galaxies (see Figure 1).

In Figure 2, the HFPs with known redshifts are plotted together with the CSS sample of Fanti et al. (1990), the GPS samples of Stanghellini et al. (1998) and Snellen et al. (1998) in the turnover frequency-linear size plane. The line is the expected correlation (in the source frame) in the case of synchrotron self absorption (Fanti et al. 2002). The distribution of HFP sources is consistent with the correlation obeyed by the other classes.

In GPS samples it has been found that quasars typically peak at higher frequencies than galaxies (Snellen et al. 1997; Stanghellini et al. 1998). Peak frequencies in the bright HFP sample are on average about a factor 5 higher than in GPS samples but still the galaxies cover a range of values lower than the quasars do (Figure 2, right panel).

## 4. Extended emission

Within our sample 14 (31%) sources show extended emission (2 galaxies, 9 quasars and 3 objects without optical identification) on scales ranging from 14 to 55 arcsec. Stanghellini et al. (1990) and Baum et al. (1990) found a fraction of 10% of GPS sources displaying diffuse and faint extended emission on arcsecond scales near/or around the core.

The youth scenario and the presence of radio emission on scales of tens of kpc could be reconciled by the hypothesis of recurrency proposed by Baum et al. (1990): the extended emission can be the relic of a previous large scale radio source while the peaked spectrum is due to the young central component that is propagating out admist the relic of the previous epoch of activity.

Eight out of the nine quasars with extended emission have strongly variable spectra while the only two extended galaxies in the sample both have non variable and sharply peaked spectra. The recurrent model seems to be suitable for radio galaxies, while radio quasars can be more easily explained as beamed objects whose jet is pointing towards the observer and whose radio emission is dominated by a single compact component. Milli-arcsecond images at different frequencies can distinguish between a core-jet structure, typically associated to blazars, and the CSO-like structure expected for young or recurrent objects.

## 5. Conclusion

The fraction of quasars compared to galaxies is substantially higher in our sample than in samples of GPS sources.

Although in the literature GPS sources are frequently referred to as non variable (but see Stanghellini 2003), many of our sources and especially quasars are found to be variable.

A substantial fraction (31%) of our HFP sources show extended emission which, in the case of quasars, is associated in most cases with strong variability. On the other hand, the two galaxies with extended emission are non variable. This adds to the body of evidence that GPS galaxies and quasars likely represent a different phenomenon and that for quasars the beamed emission from compact components id dominant.

Spectral selection relying on high turnover frequencies is an easier method for selecting candidate young sources than the morphological selection. However the contamination of spectrally selected samples by Doppler boosted objects increases with turnover frequency.

We plan to complete the analysis and the identification of the sample using high resolution observations to study the mas morphology. VLBA observations, at two different frequencies in the optically thin part of the spectrum, have been already carried out and the analysis of the data is in progress.

## References

Baum, S.A., O’Dea, C.P., de Bruyn, A.G., & Murphy, D.W. 1990, A&A, 232, 19

Bicknell, G., Dopita, M. A., & O’Dea, C. P. 1997, ApJ, 485, 112

Dallacasa, D., Stanghellini, C., Cetonza, M., & Fanti, R. 2000, A&A, 363, 887

Fanti R., Fanti C., Schilizzi R.T., Spencer, R.E., Nan Rendong, Parma, P., van Breugel, W.J.M., & Venturi, T. 1990,A&A, 231, 333

Fanti, C., & Fanti, R. 2002,in Issues in Unification of Active Galactic Nuclei, ASP Conference Series 258, ed R. Maiolino, A. Marconi & N. Nagar (San Francisco: ASP), 261

Murgia, M., Fanti, C., Fanti, R., Gregorini, L., Klein U., Mack, K-H., & Vigotti, M. 1999, A&A, 345,769

O’Dea, C.P., & Baum, S. A. 1997, AJ, 113, 148

O’Dea, C.P. 1998, PASP, 110, 493

Owsianik, I., & Conway, J.E. 1998, A&A, 337, 69

Owsianik, I., Conway, J.E., & Polatidis, A.G. 1998, A&A, 336, L37

Snellen I. A. G. 1997, PhD thesis, Leiden Observatory

Snellen, I.A.G., Schilizzi, R.T., de Bruyn A.G., et al., 1998, *A&AS*, 131, 435

Stanghellini, C., Baum, S.A., O’Dea, C.P., & Morris, G. B. 1990, A&A, 233, 379

Stanghellini, C., O’Dea, C.P., Dallacasa, D., Baum, S.A., Fanti, R., Fanti, C. 1998, A&AS, 131, 303

Stanghellini C. 2003, PASA, 20, 118S


text:
# Statistical Analysis of Airport Network of China 1footnote 11footnote 1Supported in part by National Natural Science Foundation of China under No. 70271067, a key program of Hua-Zhong Normal University, and a grant from the international program of the Santa Fe Institute of the United States of America.

## I Degree distributions and degree correlations

ANC consists of $`N=128`$ note1  airports (nodes) and 1165 flights (edges) that connect most major cities in China. The topology of ANC can be symbolized by a $`128\times 128\times 7`$ connectivity matrix $`C`$ whose entry $`C_{ijt}`$ is 1 if their is a link pointing from node $`i`$ to node $`j`$ at the $`t`$-$`th`$ day of a week (Herein and after $`t`$=1, 2, 3, 4, 5, 6, and 7 specifies the seven days within a week, starting from Monday, respectively.) and 0 otherwise, and a $`128\times 128\times 7`$ weight matrix $`W`$ note2  whose element is defined as

$$W_{ijt}=\frac{n_{ijt}}{_t_{\{i,j\}}n_{ijt}},$$
(1)
where $`n_{ijt}`$ is the number of flights $`ij`$ at the $`t`$-$`th`$ day. $`W_{ijt}`$ satisfies the normalization condition, i.e., $`_t_{\{i,j\}}W_{ijt}=1`$. Normally, $`C_{ijt}=C_{jit}`$ and $`W_{ijt}=W_{jit}`$ only hold for undirected ANC.

We employ $`k_{in}^w(i)`$ and $`k_{ou}^w(i)`$ to denote the in-degree and out-degree of a given node $`i`$ in the directed ANC during a whole week time, and $`k_{un}^w(i)`$ to represent the undirected degree of the undirected ANC in the same week. Hence, we have

$$k_{in}^w(i)=\underset{j}{\overset{ji}{}}\eta (\underset{t=1}{\overset{7}{}}C_{ijt}1),$$
(2)
$$k_{ou}^w(i)=\underset{j}{\overset{ji}{}}\eta (\underset{t=1}{\overset{7}{}}C_{jit}1),$$
(3)
and

$$k_{un}^w(i)=\underset{j}{\overset{ji}{}}\eta (\underset{t=1}{\overset{7}{}}[C_{ijt}+C_{jit}]1),$$
(4)
where $`\eta (x)`$ is a unit step function, which takes 1 for $`x0`$ and 0 otherwise.

First we consider the three distributions of $`k_{in}^w(i)`$, $`k_{ou}^w(i)`$, and $`k_{un}^w(i)`$, respectively. Here the cumulative distribution, widely used in economies and well known as the Pareto Law Pareto1 , is adopted to reduce the statistical errors arisen from the limited system size. The cumulative form, $`P(k_{in}^w(i)>k)`$ ($`P(k_{ou}^w(i)>k)`$, or $`P(k_{un}^w(i)>k)`$), gives the probability that a given airport $`i`$ has an in-degree (out-degree or undirected degree) larger than $`k`$. Fig. 1A presents behaviors of the three distributions. It is amazing to find that all three distributions follow nearly a same two-regime power law with two different exponents, known as Double Pareto Law Double\_Pareto , with a turning point at degree value $`k_c26`$, which can be well prescribed by the following expression,

$$P(K>k)\{\begin{array}{cc}k^{\gamma _1},\hfill & \text{for }kk_c;\hfill \\ k^{\gamma _2},\hfill & \text{for }k>k_c,\hfill \end{array}$$
(5)
where $`\gamma _1`$ and $`\gamma _2`$ are the respective degree exponents of two separate power laws. By means of fitting, exponents pairs ($`\gamma _1`$, $`\gamma _2`$) of the three distributions in Fig. 1A are (0.428, 4.161), (0.416, 4.453), and (0.45, 4.535). Using a simple algebra, the original distributions of $`k_{in}^w(i)`$ ($`k_{ou}^w(i)`$, or $`k_{un}^w(i)`$) can be written as,

$$P(k)=\frac{P(K>k)}{k}\{\begin{array}{cc}k^{(\gamma _1+1)},\hfill & \text{for }kk_c;\hfill \\ k^{(\gamma _2+1)},\hfill & \text{for }k>k_c,\hfill \end{array}$$
(6)
where $`k`$ specifies the three different degrees above. Correspondingly, the mean values of $`k_{in}^w(i)`$, $`k_{ou}^w(i)`$, and $`k_{un}^w(i)`$ are 18.931, 17.156 and 18.203. This conveys that each airport, on average, is connected to around 18 other airports.

The undirected degree of a certain airport $`i`$ at the $`t`$-$`th`$ day of a week is given by

$$k_{un}^t=\underset{j}{\overset{ji}{}}\eta (C_{ijt}+C_{jit}1).$$
(7)
The cumulative distributions of $`k_{un}^t`$, with $`t=`$1, 2, 3, 4, 5, 6, and 7, shown in Fig. 1B, reflects the daily evolution of the topology of the undirected ANC within a week. It is evident from Fig. 1B that the distributions of days from Monday to Saturday nearly coincide with one another, on a same Double Pareto Law. The distribution of Sunday, however, deviates apparently from the shared curve and itself obeys another law. By checking the original data, one may find out the discrepancy is mainly caused by the fact that some flights are not available on Sundays. Exponents pairs and average undirected degrees of the undirected ANC for each day of one week are listed in Table I. As we can see, the values of $`\gamma _1`$ and $`\gamma _2`$ in the table are in general (except on Sundays) slightly larger than the counterparts of undirected ANC during a whole week. The average degrees of each day, around 14 (12 on Sundays), are much smaller than 18, the counterpart of a week. This is understandable because many flights are only available on certain days of a week.

We also check an important feature of ANC, the degree correlations. First we come to the correlation between in-degrees and out-degrees, simply called in-out degree correlation. This is quite natural for airport networks because each airport should generally maintain the balance of its traffic flow. Normally, for each airport, the higher its in-degree, the higher its out-degree. We plot $`k_{in}^w(i)`$ versus $`k_{ou}^w(i)`$ (i=1,2,…,128) in Fig. 2. The following expression can be obviously obtained by fitting the data,

$$k_{in}^w(i)k_{ou}^w(i).$$
(8)
Evidently, the in-out degree correlation is very strong.

Another possible correlation exists between the degrees of adjacent airports, named degree-degree correlation. The degree-degree correlation tells that the degrees are not independent and correlate with those of their neighbors. It can be demonstrated by calculating the mean degree of the neighbors of a given airport as a function of the degree of that airport. Fig. 3 presents our analysis of degree-degree correlation in the undirected ANC. As shown, the degrees of adjacent airports have significant anticorrelations, based on which the ANC appear to be disassortative disassortative-network . But the anticorrelation found in ANC is almost linear, different than that found in Ref. anti-degree-correlation , which is a power law with exponent of about -0.5.

## II Flight weight distributions and weight-degree correlation

An important feature of ANC is that some flights are more frequent than others. The weight or the frequency of a certain flight, henceforth, states the extent to which it is busy. The weight of flight $`ij`$ in a whole week is given by

$$W_{ij}^w=\underset{t=1}{\overset{7}{}}W_{ijt}.$$
(9)
The cumulative distribution of $`W_{ij}^w`$, $`P(W_{ij}^w>W)`$, gives the probability that a flight has a weight larger than $`w`$. Shown in Fig. 1C, $`P(W_{ij}^w>W)`$ has a power-law tail,

$$P(W_{ij}^w>W)W^\gamma ,$$
(10)
where $`\gamma =1.65`$. Through a simple algebra, one may obtain $`P(W)(W)^{2.65}`$. Such a power-law tail indicates that the probability of finding a very busy flight is nonzero, and significant instead. The daily cumulative distributions of $`W_{ijt}`$ within a week is given in Fig. 1D. Amongst the seven distributions, those from Monday to Saturday obey the same power law, while Sunday data reveals a steeper power law that extends a narrower region on the x-coordinate. The exponents of flight weight distributions of each day are also presented in Table I and are slightly larger than 1.65.

We also conjecture if there is a certain kind of relation between the weight of a given flight and the degrees of the two airports at both ends of that flight. We simply call it weight-degree correlation. Without losing the generality, we propose the following ansatz for the possible existence of such correlation,

$$W_{ij}^w[k_{un}^w(i)k_{un}^w(j)]^{1/2}.$$
(11)
This scaling ansatz has been well supported by the real data, shown in Fig. 4.

## III Clustering coefficient

The neighborhood $`\mathrm{\Gamma }_v`$ of a given airport $`v`$ is a graph which includes all nodes who have flights with $`v`$. The clustering coefficient Watts  $`C(\mathrm{\Gamma }_v)`$ of neighborhood $`\mathrm{\Gamma }_v`$ of airport $`v`$ characterizes the extent to which airports in $`\mathrm{\Gamma }_v`$ are connected to every other. In precise words,

$$C(\mathrm{\Gamma }_v)=\frac{E(\mathrm{\Gamma }_v)}{C_m^2},$$
(12)
where $`E(\mathrm{\Gamma }_v)`$ is the number of real connections in $`\mathrm{\Gamma }_v`$ consisting of $`m`$ airports, and $`C_m^2`$ is the total number of all possible connections in $`\mathrm{\Gamma }_v`$. The average clustering coefficient of the entire air network is defined as,

$$C=\frac{1}{N}\underset{\mathrm{\Gamma }_v}{}C(\mathrm{\Gamma }_v),$$
(13)
where $`N`$ is the number of airports of the whole network. By calculation, $`C`$ of the entire undirected ANC for a whole week is 0.733, in stark contrast with the low density of connectivity, $`k/N`$, 0.143. The $`C`$ of the daily undirected ANC given in Table I centralizes 0.600, the value for Sunday being slightly lower.

## IV Diameter and efficiency

For a connected network, the diameter $`D`$ can have the following definition,

$$D=\frac{1}{N(N1)/2}\underset{(i,j)}{}d_{min}(i,j),$$
(14)
where $`d_{min}(i,j)`$ represents the shortest-path length between nodes $`i`$ and $`j`$. In an air network, the diameter $`D`$ indicates the average number of transfers a passenger need to take between the start and the end. For ANC, $`D`$ is around 2.067. Specifically, $`d_{min}(i,j)`$ in ANC only takes three distinctive values, 1, 2 and 3, with percentages of 0.143, 0.646, and 0.211, respectively. This implies most trips will need one intermediate transfer or two before the final destinations, only a small percent can be reached directly.

The high clustering and the small diameter inevitably indicates the small-world property of ANC. For comparison, random graphs of the same average degree, $`k`$, and the same number of nodes, $`N`$, with ANC are investigated. It is readily to learn that the average clustering coefficient of random graphs, 0.143, is much smaller than 0.733, the weekly average clustering coefficient. The diameter of such random graphs, scales as $`\mathrm{ln}N/\mathrm{ln}k`$, which is 1.672, less than the counterpart of ANC.

A practical thing of ANC is related to its transportation efficiency, which tells us how one can travel from one place to another both quickly and economically. Let us first take a look at the efficiency of sub-clusters of ANC. A sub-cluster here is composed of a hub $`v`$, the central node, and its neighborhood $`\mathrm{\Gamma }(v)`$ consisting of whoever has flights with the hub. The largest sub-cluster of ANC includes 84 airports, and the smallest one, only 2. In terms of graph theory, the sub-clusters consist of only two kinds of structure, trees and triangles. The density of connectivity of a sub-cluster with $`m`$ nodes and $`E(\mathrm{\Gamma }_v)`$ edges in $`\mathrm{\Gamma }(v)`$ of the hub is,

$$\rho _{dc}=\frac{2(E(\mathrm{\Gamma }_v)+m)}{m^2+m}.$$
(15)
The diameter of the sub-cluster, $`d_{sc}`$, can be readily derived,

$$D_{sc}=\frac{2(m^2E(\mathrm{\Gamma }_v))}{m^2+m}.$$
(16)
The plot of $`D_{sc}`$ versus $`\rho _{dc}`$, for all 128 sub-clusters of ANC, is presented in Fig. 5A, which can be well fitted by a straight line. The larger $`\rho _{dc}`$ is, the more direct connections there exist in the sub-clusters, and the smaller the diameter will be. In the case of a complete graph, the diameter will be definitely 1.

We simply define the efficiency of sub-clusters of ANC, $`E_{sc}`$, as,

$$E_{sc}=\frac{1}{D_{sc}}=\frac{m^2+m}{2(m^2E(\mathrm{\Gamma }_v))}.$$
(17)
After a simple calculation, $`E_{sc}`$ versus $`\rho _{sc}`$ is presented in Fig. 5B. It’s clearly shown that the higher the density of connectivity, the higher the efficiency of a sub-cluster. The efficiency is 1 when the sub-cluster is totally connected. This agrees with our intuition.

Compared with its sub-clusters, ANC itself displays no more difference in structure. The ANC can be viewed as a cluster with hierarchical structure Li\_Cai , composed of a center, e.g., Beijing, and whoever has direct connections with the center, and whoever has no direct connections with the center, but with whoever has, and so on. For a connected network, such a cluster can include all nodes in the same system. By analyzing the real data, each node of ANC is connected to any other with no more than three steps. In this sense, Eq. (17) also applies to ANC. After some algebra, we find the efficiency of ANC is 0.484.

## V Conclusions and discussions

In conclusion, our analysis reveals two characteristic small-world properties of ANC, a short average path length and a high degree of clustering. Another important feature of ANC, the degree distribution, however, is strikingly different from counterparts of both scale-free networks and of random graphs. In ANC there exist strong, positive correlations between in-degrees and out-degrees of each airport, and significant anticorrelations between degrees of adjacent airports. The weekly and daily weight distributions of ANC display power-law behaviors. The existence of weight-degree correlation of ANC shows that there is an dependence of the weight of a certain flight on the degrees of the two airports at both ends of that flight. In particular, we suggest a rough idea to measure the efficiency of ANC and that of its sub-clusters.

In the previous sections we do not answer why the structure of ANC obeys double Pareto Law. Here we come up with a simple idea which can be realized through computer simulation. Suppose one constructs a whole airport network from the very beginning, with only a few airports in major cities, following two simple rules. Under the first rule, preferential attachment Albert-Barabasi-2 , a newly established airport tends to connect to the hubs with more flights, which naturally drives the airport network to develop a structure beyond those of random graphs. The second rule manifests the existence of different growth rates of airports between the region of smaller airports and that of larger ones. Thats is, in the early history of airport network construction, smaller airports have considerable probabilities to be growing to accommodate more flights. Gradually, as most major airports have been established, the smaller airports were unlikely to expand any more. Hence more small-sized airports were established. This limited growth endows the airport network features part of scale-free topology. It may be more appropriate to say that ANC has an intermediate topology between random graphs and scale-free networks.

Another issue should be addressed to the efficiency. The efficiency based on our definition is solely idealistic and only limited to the structure of the network itself. It is more appropriate to call it structural efficiency. In the reality of air transportation, the carriers (airlines) should consider more factors in order to have a higher and reasonable efficiency. That is, one needs to know how an air network can satisfy the passengers’ needs on one hand, and ensure the profits of airlines, on the other hand. This should be an interesting topic and worth investigating.

W.L. would like to thank Alexander von Humboldt Stiftung for research funding and Prof. Juergen Jost of Max-Planck Institute for Mathematics in the Sciences for hosting.

Figure Captions:

Fig. 1: Cumulative degree distributions of ANC for undirected degree, in-degree, and out-degree of (A) a whole week and (B) each day from Monday to Sunday. Cumulative weight distributions of ANC for (C) a whole week and (D) each day from Monday to Sunday.

Fig. 2: Correlation between in-degrees and out-degrees of the directed ANC in a whole week.

Fig. 3: Correlation between degrees of adjacent airports of the undirected ANC in a whole week.

Fig. 4: Weight-degree correlation of the undirected ANC in a whole week.

Fig. 5: (A) Diameter and (B) Efficiency versus density of connectivity for sub-clusters of the undirected ANC.

Table Captions:

TABLE I: Comparison of relevant variables of daily undirected ANC (from Monday to Sunday): (1) $`\gamma _1`$ and (2) $`\gamma _2`$ are exponents of two power-laws of cumulative degree distributions; (3) $`k`$, the average degree; (4) $`\gamma `$, the exponent of flight weight distributions; (5) C, the clustering coefficient of the whole system.


text:
# Deconfining transition in two-flavor QCD

## 1 Introduction

In QCD with two dynamical fermions a finite temperature phase transition is expected at $`m_q=0`$. The basic question of the order of this phase transition has been extensively studied in the continuum by an effective sigma model analysis and on the lattice with Kogut-Susskind and Wilson fermions. Nonetheless a conclusive answer has not yet been found.

At zero quark mass in the Pisarski-Wilczek scenario, if the axial anomaly is effectively restored the transition is predicted to be a fluctuation-driven first order transtion; in the opposite case the transition can be second order in $`O(4)`$ universality class; mean field critical behavior with logarithmic corrections is also possible as a limiting case between the previous two. Since first order phase transitions are generally robust against small perturbations, we expect the first order behavior also if the effective coupling of the anomalous current is small enough. K-S fermions break explicity the $`O(4)`$ simmetry to $`O(2)`$ at finite lattice spacing, so in the case of a second order phase transition we expect $`O(2)`$ critical behavior until the continuum limit is recovered.

The mass term in the QCD Lagrangian corresponds to an external magnetic field in the effective sigma model, thus we expect the transition to remain first order at finite and small quark masses if the transition were first order at $`m_q=0`$. In the other cases, the mass term completely washes out the phase transition to an analytical crossover.

To determine which of the above possibilities is actually realized, the standard test of universality is a comparison of the critical exponents. Critical exponents can be extracted from the scaling analysis of susceptibilities obtained from the second derivatives of the partition function:

$`\rho `$ $`=`$ $`{\displaystyle \frac{}{\beta }}\mathrm{ln}\mu =\stackrel{~}{S}_g_{\stackrel{~}{S}_g}S_g_{S_g}`$ (1)
$`C_V`$ $`=`$ $`{\displaystyle \frac{1}{VT^2}}{\displaystyle \frac{^2}{\beta ^2}}\mathrm{ln}Z\chi _{ij},\chi _{ee},\chi _{ie}`$ (2)
$`\chi _m`$ $`=`$ $`{\displaystyle \frac{T}{V}}{\displaystyle \frac{^2}{m_q^2}}\mathrm{ln}Z=V[(\overline{\psi }\psi )^2\overline{\psi }\psi ^2]`$ (3)
$`\chi _{ij}`$ $`=`$ $`V[P_iP_jP_iP_j],i,j=\sigma ,\tau `$ (4)
$`\chi _{ee}`$ $`=`$ $`V[(\overline{\psi }D_0\psi )^2\overline{\psi }D_0\psi ^2]`$ (5)
$`\chi _{ie}`$ $`=`$ $`V[P_i(\overline{\psi }D_0\psi )P_i\overline{\psi }D_0\psi ]`$ (6)
with $`V=L^3N_t`$, $`D_0`$ is temporal component of the Dirac operator and $`P_\sigma `$, $`P_\tau `$ indicate the average spacial and temporal plaquette respectively. $`C_V`$ denotes the specific heat and it can be expressed in term of $`\chi _{ij}`$, $`\chi _{ee}`$ and $`\chi _{ie}`$; $`\chi _m`$ is the susceptibility of the chiral condensate and only its disconnected component is taken into account in the present work. The first of these susceptibilities $`\rho `$ is defined in term of the disorder parameter introduced in . $`\mu `$ creates a magnetic charge defined by some given abelian projection and $`\mu `$ detects magnetic monopoles condensation. The parameter has been tested in quenched theory and it is well defined in full QCD. The independence from the chosen abelian projection has also been successfully tested.

The peaks of these susceptibilities define the pseudocritical coupling and their heights obey scaling laws. Since we have two parameters, namely the bare quark mass $`am_q`$ and the finite spatial size $`L`$, in order to obtain scaling relations of just one variable, we constrained our parameters by the relation $`am_qL^{y_h}=cost`$. In proximity of the critical point, the singular part of the free energy density $`f_s`$ satisfies

$$f_s(t,m_q,L^1)=b^df_s(b^{y_t}t,b^{y_h}m_q,bL^1)$$
(7)
where $`t=(TT_c)/T_c`$ is the reduced temperature, $`y_t`$ and $`y_h`$ are the thermal and magnetic critical exponents, and $`b`$ is an arbitrary scale factor. From this and using the above constraint, we obtain the scaling laws

$`\beta _c(L^1)`$ $`=`$ $`\beta _c(0)+c_\beta L^{y_t}`$ (8)
$`\rho ^s(t,L)`$ $`=`$ $`L^{y_t}\mathrm{\Psi }(tL^{y_t})`$ (9)
$`C_V^{max}`$ $`=`$ $`c_0+c_1L^{2y_td}`$ (10)
$`\chi _m^s(t,L)`$ $`=`$ $`L^{2y_hd}\mathrm{\Phi }(tL^{y_h}).`$ (11)
## 2 Numerical Results

We used the plaquette action for gluons with the Kogut-Susskind quark action. Configuration updating was performed adopting the standard Hybrid R algorithm. The lattice temporal size was fixed at $`N_t=4`$, the molecular dynamics step size was $`\mathrm{\Delta }\tau =0.005`$ and the molecular dynamics trajectories were generated with unit lenght. As discussed in the previous section, we constrained simulation parameters by $`am_qL^{y_h}=cost`$. Expecting $`O(4)`$ scaling from previous works, we fixed the magnetic critical exponent to be $`y_h=2.49`$; notice that the $`O(2)`$ value is also very near to that. We performed two parallel set of runs, referred to as Run1 and Run2, the only difference between the two beeing that for Run1 we set $`am_qL^{y_h}=74.7`$ whereas for Run2 $`am_qL^{y_h}=149.4`$. Table 1 summarizes the simulations parameters for our runs and shows the statistics collected from each run. Results from Run1 suffer from the low statistics collected at $`L=32`$ and should be considered as preliminary.

The behavior of the $`\rho `$ susceptibility is shown in Fig. 1. For $`T<T_c`$ $`\rho `$ is size indipendent showing that $`\mu 0`$; for $`T>T_c`$ $`\rho `$ shows a growing linear with $`L`$ showing that $`\mu `$ is strictly zero in the limit $`L\mathrm{}`$.

A power law fit of the $`\rho `$ peak as a function of $`L`$ gives a value for $`y_t`$ (Eq. 9). Other estimates for this exponent can be obtained from analogous fits (Fig. 2-3) for the pseudocritical coupling (Eq. 8) and the specific heat through $`\chi _{ij}`$, $`\chi _{ee}`$ and $`\chi _{ie}`$ (Eq. 10) as shown in Fig. 2-3. Result for the critical exponents are summarized in Table 2. These estimates tends to be greater than the expected values for $`O(4)`$ ($`y_t=1.34`$, $`y_h=2.49`$), $`O(2)`$ ($`y_t=1.49`$, $`y_h=2.48`$) and mean field ($`y_t=3/2`$, $`y_h=9/4`$). Moreover the exponent from $`\rho `$ seems to indicate a first order phase transition. As a consistency check one can fit the peak of $`\chi _m`$ to read back from data the assumed magnetic exponent $`y_h`$ (Fig. 3). Also in this case we note a deviation from the starting value $`y_h=2.49`$.

We tested the $`O(4)`$ scaling behavior and found it inconsistent with our data. A first order transition cannot be excluded but our initial assumption for $`y_h`$ flaws the analysis. Moreover the staggered fermion action at $`N_t=4`$ is probably plagued by large lattice artifacts that suppress the critical behavior.


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# BI-TP 2003/26 Heavy quark free energies, potentials and the renormalized Polyakov loopPresented by O. Kaczmarek. This work is supported by BMBF under grant No.06BI102 and DFG under grant FOR 339/2-1. P.P. is Goldhaber Fellow supported by the contract DE-AC02-98CH10886 with the U.S. Department of Energy.

## 1 Introduction

Polyakov loop correlation functions are generally used to analyze the temperature dependence of confinement forces and the screening in the high temperature phase of QCD. The Polyakov loop correlation functions are directly related to the change in free energy arising from the presence of a static quark anti-quark pair in a thermal medium, $`\mathrm{Tr}L(\stackrel{}{x})\mathrm{Tr}L^{}(0)\mathrm{exp}(F_{\overline{q}q}(|x|,T)/T)`$ . Nonetheless, over the years it has become customary to call this observable the heavy quark potential at finite temperature. The role of any additional entropy contribution at finite temperature thus has been ignored. We will discuss here a first calculation of the access energy (potential) from the access free energy of static heavy quark sources.

We will concentrate on results from calculations of the singlet free energy, $`F_1(|x|,T)/T=\mathrm{ln}\mathrm{Tr}L(\stackrel{}{x})L^{}(0)`$ and will present results on color averaged and octet free energies elsewhere. The operator used to calculate $`F_1`$ is not gauge invariant. Calculations thus have been performed in Coulomb gauge. It has been shown in  that this approach is equivalent to using a suitably defined gauge invariant (non-local) operator for the singlet free energy.

The Polyakov loop, calculated on the lattice, is ultra-violet divergent and needs to be renormalized to become a meaningful observable in the continuum limit. We will do so by renormalizing the free energies at short distances. Considering that no additional divergences arise from thermal effects and that at short distances the heavy quark free energies will not be sensitive to medium effects, renormalization is achieved through a matching of free energies to the zero temperature heavy quark potential. Using the large distance behavior of the renormalized free energies we can define the renormalized Polyakov loop which is well defined also in the continuum limit.

## 2 The renormalized free energy

At small distances the free energy of a quark anti-quark pair should essentially be temperature

independent at distances which are smaller than the average separation between partons in the thermal medium. Therefore, in the limit of small $`R=|\stackrel{}{x}|`$, the heavy quark free energy $`F_1(R,T)`$ is supposed to be given by the heavy quark potential, $`V_{\overline{q}q}(R)`$, at zero temperature. By matching $`F_1(R,T)`$ to the $`T`$=$`0`$-potential at small $`R`$, the divergent self-energy contributions to the free energy are removed.

The singlet free energy (Fig. 1) coincides with the $`T`$=$`0`$-potential at short distances and shows no temperature dependence up to $`R\sqrt{\sigma }1`$. There is a significant overshooting of $`F_1`$ relative to the $`T`$=$`0`$-potential which may be understood in terms of string fluctuations. At large separation $`F_1`$ shows confining behavior with a string tension that is decreasing with increasing temperature. This is a first indication that there are entropy contributions at large separations, while at small $`R`$ the entropy is zero.

Above $`T_c`$ (Fig. 2) the free energy is again $`T`$-independent at small distances and coincides with the $`T`$=0-potential at sufficiently small $`R`$. With increasing temperature screening sets in at shorter separation.

$`F_1`$ decreases with increasing temperature at fixed $`R`$, indicating that there is a positive entropy, $`S=\frac{F_1}{T}`$, contribution at large distances, while it is close to zero, due to the (asymptotic) $`T`$-independence of $`F_1`$, at small $`R`$.

## 3 Internal energy and entropy

The free energy has a quite complex $`R`$-dependence. It is not only determined by the potential energy but contains entropy contributions, which are also $`R`$-dependent ($`F_1(R,T)=V_1(R,T)TS_1(R,T)`$). The singlet free energy is temperature independent at sufficiently small distances, while it gets $`T`$-dependent at large $`R`$. This leads to a vanishing entropy at small separation and a non-vanishing entropy at large $`R`$.

In order to separate both contributions to the free energy, we calculate the derivatives with respect to $`T`$,

$`V_1(R,T)=T^2{\displaystyle \frac{F_1(R,T)/T}{T}}`$ (1)
In Fig. 3 the internal energy for three different temperatures below $`T_c`$ is shown. At small distances the data coincide with the $`T`$=$`0`$-potential, while at large separations they tend toward larger values with increasing temperature. This is in contrast to the behavior of the free energy (Fig. 1) and shows that entropy contributions play a major role at finite temperature.

The internal energies above $`T_c`$ (Fig. 4) also show major differences compared to the free energy. In the limit of small separations they turn into the $`T`$=$`0`$-potential. At intermediate $`R`$ the potential becomes narrower (overshooting) which is a consequence of screening and finally leads to a flat potential at large distances. This behavior indicates that also above $`T_c`$ the free energy is not only controlled by the internal energy itself.

## 4 The renormalized Polyakov loop

Using the renormalized free energies from Fig. 2 we can define the renormalized Polyakov loop ,

$`L^{\mathrm{r}en}=\mathrm{exp}\left({\displaystyle \frac{F_1(R=\mathrm{},T)}{2T}}\right).`$ (2)
In quenched QCD it is zero below $`T_c`$ by construction. $`L^{\mathrm{r}en}`$ does not depend on $`N_\tau `$ and is well behaved in the continuum limit.

## 5 Full QCD

The concepts presented above can be extended to the case of full QCD, where string breaking has been observed in Polyakov loop correlation functions in . In Fig. 6 the renormalized singlet free energies in 2-flavor QCD for three different quark masses are shown. They tend towards the $`T`$=$`0`$-potential at small $`R`$ and get constant at large distances due to the breaking of the string.

This behavior might be explained by the model for string breaking proposed in ,

$`F_1(R)=\left(\sigma R{\displaystyle \frac{\pi }{12R}}\right)e^{\omega R^2}\left(1e^{\omega R^2}\right)A`$ (3)
The lines in Fig. 6 show the results of a fit of (3) using the zero temperature string tension, $`\sigma `$, and two fit parameters $`\omega `$ and $`A`$. The data seem to be well described by this Ansatz.

## 6 Conclusions

We have discussed the renormalized color singlet free energy in quenched QCD as well as 2-flavor QCD. It was shown that $`F_1`$ is not only given by the potential energy, but entropy contributions play a major role at large distances. First results for the potential energy were presented and show a quite different behavior compared to the free energy.

The results in 2-flavor QCD show that the concepts, developed in quenched QCD, can be extended to full QCD. The data can be well described by a string model inspired Ansatz proposed in . A more detailed analysis of the temperature and mass dependence, as well as a closer look to the short distance regime, is needed.

The large distance behavior of the free energy was used to calculate the renormalized Polyakov loop, which is well behaved in the continuum limit.


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# The Cross Curvature Flow of 3-manifolds with Negative Sectional Curvature

## 1 The evolution equation

We introduce an evolution equation which deforms metrics on 3-manifolds with sectional curvature of one sign. Given a closed 3-manifold with an initial metric with negative sectional curvature, we conjecture that this flow will exist for all time and converge to a hyperbolic metric after a normalization. We shall establish a monotonicity formula in support of this conjecture. Note that in contrast to negative sectional curvature, every closed $`n`$-manifold admits a metric with negative Ricci curvature by the work of Gao and Yau  for $`n=3`$ and Lohkamp  for all $`n3.`$ When $`n4,`$ Gromov and Thurston  have shown that there exist closed manifolds with arbitrarily pinched negative sectional curvature which do not admit metrics with constant negative sectional curvature. It is unknown whether such manifolds admit Einstein metrics. In particular, the stability result of Ye  assumes more than curvature pinching. When $`n=3,`$ it is an old conjecture, which is also a consequence of the Geometrization Conjecture, that any closed 3-manifold with negative sectional curvature admits a hyperbolic metric.

Let $`(M,g)`$ be a $`3`$-dimensional Riemannian manifold with negative sectional curvature. The Einstein tensor is $`P_{ij}=R_{ij}\frac{1}{2}Rg_{ij}.`$ We find it convenient to raise the indices: $`P^{ij}=g^{ik}g^j\mathrm{}R_k\mathrm{}\frac{1}{2}Rg^{ij}.`$ The cross curvature tensor is

$$h_{ij}=\left(\frac{detP^k\mathrm{}}{detg^k\mathrm{}}\right)V_{ij}$$

where $`V_{ij}`$ is the inverse of $`P^{ij}.`$ If the eigenvalues of $`P_{ij}`$ are $`a=R_{2323},`$ $`b=R_{1313},`$ $`c=R_{1212},`$ then the eigenvalues of $`R_{ij}`$ are $`\left(b+c\right),`$ $`\left(a+c\right),`$ $`\left(a+b\right)`$ and the eigenvalues of $`h_{ij}`$ are $`bc,`$ $`ac,`$ $`ab.`$ Hence if $`(M^3,g)`$ has negative sectional curvature, then both $`P_{ij}`$ and $`h_{ij}`$ are positive definite.

###### Lemma 1

We have the following identities

1. $`_iP^{ij}=0`$
2. $`h^{ij}_ih_{jk}=\frac{1}{2}h^{ij}_kh_{ij}.`$

Note that the first identity is the contracted second Bianchi identity. The above identities imply that the cross curvature tensor is dual to the Ricci tensor in the following sense.

###### Lemma 2

Let $`(M^n,g)`$ be Riemannian manifold.

1. If the Ricci curvature is positive, then the identity map $`\iota :(M,g_{ij})(M,R_{ij})`$ is harmonic.
2. If $`n=3`$ and the sectional curvature is negative (or positive), then $`\iota :(M,h_{ij})(M,g_{ij})`$ is harmonic.

With this in mind we define the cross curvature flow (XCF)111We owe this nice abbreviation to Ben Andrews. by

$$\frac{}{t}g_{ij}=2h_{ij}$$

if the sectional curvature is negative and by $`\frac{}{t}g_{ij}=2h_{ij}`$ if the sectional curvature is positive. Note that the XCF is fully nonlinear whereas the Ricci flow is quasi-linear.

## 2 Short time existence

Let $`\mu _{ijk}`$ denote the volume form and raise indices by $`\mu ^{ijk}=g^{ip}g^{jq}g^{kr}\mu _{pqr}.`$ Our normalization is such that $`\mu _{123}=\mu ^{123}=1.`$ We find it convenient to rewrite $`h_{ij}`$ as

$$h_{ij}=\frac{1}{8}R_{i\mathrm{}pq}\mu ^{pqk}R_{kjrs}\mu ^{rs\mathrm{}}.$$

###### Lemma 3

If $`(M,g)`$ is a closed $`3`$-manifold with negative (or positive) sectional curvature, then for any smooth initial metric a solution to the XCF exists for a short time.

Proof. We consider the case of negative sectional curvature since the case of positive sectional curvature is similar. Let $`\stackrel{~}{g}_{ij}`$ denote a variation of the metric $`g_{ij}`$ and let tildes also denote the variations of various curvature tensors. We have

$$\stackrel{~}{R}_{ijk\mathrm{}}=\frac{1}{2}\left(\frac{^2\stackrel{~}{g}_{jk}}{x^ix^{\mathrm{}}}+\frac{^2\stackrel{~}{g}_i\mathrm{}}{x^jx^k}\frac{^2\stackrel{~}{g}_j\mathrm{}}{x^ix^k}\frac{^2\stackrel{~}{g}_{ik}}{x^jx^{\mathrm{}}}\right)+\mathrm{}$$

where the dots denote terms with 1 or less derivatives of the metric. Applying the equality

$$\mu ^{pqk}R_{kjrs}\mu ^{rs\mathrm{}}=2P^m\mathrm{}\left(\delta _j^p\delta _m^q\delta _m^p\delta _j^q\right)$$

yields

$`\stackrel{~}{h}_{ij}`$ $`={\displaystyle \frac{1}{8}}\left({\displaystyle \frac{^2\stackrel{~}{g}_\mathrm{}p}{x^ix^q}}+{\displaystyle \frac{^2\stackrel{~}{g}_{iq}}{x^{\mathrm{}}x^p}}{\displaystyle \frac{^2\stackrel{~}{g}_\mathrm{}q}{x^ix^p}}{\displaystyle \frac{^2\stackrel{~}{g}_{ip}}{x^{\mathrm{}}x^q}}\right)P^m\mathrm{}\left(\delta _j^p\delta _m^q\delta _m^p\delta _j^q\right)`$
$`{\displaystyle \frac{1}{8}}\left({\displaystyle \frac{^2\stackrel{~}{g}_\mathrm{}p}{x^jx^q}}+{\displaystyle \frac{^2\stackrel{~}{g}_{jq}}{x^{\mathrm{}}x^p}}{\displaystyle \frac{^2\stackrel{~}{g}_\mathrm{}q}{x^jx^p}}{\displaystyle \frac{^2\stackrel{~}{g}_{jp}}{x^{\mathrm{}}x^q}}\right)P^m\mathrm{}\left(\delta _i^p\delta _m^q\delta _m^p\delta _i^q\right)`$
$`+\mathrm{}.`$
The symbol of $`E\left(g\right)=2h`$ is obtained from $`\stackrel{~}{h}_{ij}`$ by replacing $`\frac{}{x^i}`$ by a cotangent vector $`\zeta _i`$ in the highest (second) order terms

$$\sigma DE\left(g\right)\left(\zeta \right)\stackrel{~}{g}_{ij}=P^m\mathrm{}\left(\zeta _i\zeta _m\stackrel{~}{g}_\mathrm{}j+\zeta _{\mathrm{}}\zeta _j\stackrel{~}{g}_{im}\zeta _i\zeta _j\stackrel{~}{g}_\mathrm{}m\zeta _{\mathrm{}}\zeta _m\stackrel{~}{g}_{ij}\right).$$

Since the sectional curvature is negative, $`P^m\mathrm{}`$ is positive and the eigenvalues of the symbol are nonnegative. One checks that the integrability condition is $`L\left(h_{ij}\right)=0,`$ where

$$L\left(T\right)_kh^{ij}_iT_{jk}\frac{1}{2}h^{ij}_kT_{ij}.$$

By Theorem 5.1 of , a solution to the XCF exists for short time.

## 3 Evolution of the Einstein tensor

We find it convenient to express the Einstein tensor as

$$P^{mn}=\frac{1}{4}\mu ^{ijm}\mu ^{k\mathrm{}n}R_{ijk\mathrm{}}.$$

###### Lemma 4

The evolution of the Einstein tensor is given by

$$\frac{}{t}P^{ij}=_k_{\mathrm{}}\left(P^k\mathrm{}P^{ij}P^{ik}P^j\mathrm{}\right)detPg^{ij}HP^{ij}$$

where $`Hg^{ij}h_{ij}`$ and $`detP=detP^k\mathrm{}/detg^k\mathrm{}.`$

Proof. We have

$`{\displaystyle \frac{}{t}}R_{ijk\mathrm{}}`$ $`=_i_{\mathrm{}}h_{jk}+_j_kh_i\mathrm{}_i_kh_j\mathrm{}_j_{\mathrm{}}h_{ik}`$
$`+g^{pq}\left(R_{ijkp}h_q\mathrm{}+R_{ijp\mathrm{}}h_{qk}\right).`$
Since the evolution of the volume form is given by $`\frac{}{t}\mu _{ijk}=H\mu _{ijk}`$ and $`\frac{}{t}\mu ^{ijk}=H\mu ^{ijk},`$ we have

$`{\displaystyle \frac{}{t}}P^{mn}`$ $`={\displaystyle \frac{1}{4}}\mu ^{ijm}\mu ^{k\mathrm{}n}\left(_i_{\mathrm{}}h_{jk}+_j_kh_i\mathrm{}_i_kh_j\mathrm{}_j_{\mathrm{}}h_{ik}\right)`$
$`{\displaystyle \frac{1}{4}}\mu ^{ijm}\mu ^{k\mathrm{}n}g^{pq}\left(R_{ijkp}h_q\mathrm{}+R_{ijp\mathrm{}}h_{qk}\right)2HP^{mn}`$
$`=\mu ^{ijm}\mu ^{k\mathrm{}n}_i_kh_j\mathrm{}{\displaystyle \frac{1}{2}}\mu ^{ijm}\mu ^{k\mathrm{}n}g^{pq}R_{ijp\mathrm{}}h_{qk}2HP^{mn}.`$
The lemma follows from the identity

$$\frac{1}{2}\mu ^{ijm}\mu ^{k\mathrm{}n}g^{pq}R_{ijp\mathrm{}}h_{qk}+HP^{mn}=detPg^{mn}.$$

## 4 Monotonicity of the volume of the Einstein tensor

###### Proposition 5

If $`(M,g)`$ is a $`3`$-manifold with negative sectional curvature, then vol$`\left(P_{ij}\right)`$ is nondecreasing under the XCF.

This follows from the more general computation

###### Lemma 6

For any $`\eta `$

$`{\displaystyle \frac{d}{dt}}{\displaystyle _M}\left(detP\right)^\eta 𝑑\mu `$ $`=\eta {\displaystyle _M}\left({\displaystyle \frac{1}{2}}\left|T^{ijk}T^{jik}\right|^2\eta \left|T^i\right|^2\right)\left(detP\right)^\eta 𝑑\mu `$
$`+\left(12\eta \right){\displaystyle _M}\left(detP\right)^\eta H𝑑\mu `$
where $`T^{ijk}=P^i\mathrm{}_{\mathrm{}}P^{jk},`$ $`T^i=V_{jk}T^{ijk}=P^{ij}_j\mathrm{log}detP,`$ and the norms are with respect to the metric $`V_{ij}.`$

Decomposing $`T^{ijk}`$ into its irreducible components

$$T^{ijk}=E^{ijk}\frac{1}{10}\left(P^{ij}T^k+P^{ik}T^j\right)+\frac{2}{5}P^{jk}T^i,$$

where the coefficients $`\frac{1}{10}`$ and $`\frac{2}{5}`$ are chosen so that $`V_{ij}E^{ijk}=V_{ik}E^{ijk}=V_{jk}E^{ijk},`$ we find that

$$\left|T^{ijk}T^{jik}\right|^2=\left|E^{ijk}E^{jik}\right|^2+\left|T^i\right|^2.$$

Taking $`\eta =1/2`$ in the lemma, we have

$$\frac{d}{dt}_M\left(detP\right)^{1/2}𝑑\mu =\frac{1}{4}_M\left|E^{ijk}E^{jik}\right|^2\left(detP\right)^{1/2}𝑑\mu 0$$

and the proposition follows.

## 5 Approach to hyperbolic in an integral sense

We show that an integral measure of the difference of the metric from hyperbolic is monotone decreasing. Let

$$J=_M\left(\frac{P}{3}\left(detP\right)^{1/3}\right)𝑑\mu $$

where $`P=g_{ij}P^{ij}.`$ By the arithmetic-geometric mean inequality, the integrand is nonnegative, and identically zero if and only if $`P_{ij}=\frac{1}{3}Pg_{ij},`$ i.e., $`g_{ij}`$ has constant curvature.

###### Theorem 7

Under the cross curvature flow $`\frac{dJ}{dt}0.`$

Proof. We compute $`\frac{d}{dt}_MP𝑑\mu =3_MdetPd\mu .`$ Combining this with the previous lemma with $`\eta =1/3`$ and the decomposition of $`T^{ijk}`$ into its irreducible components, we have

$`{\displaystyle \frac{dJ}{dt}}`$ $`={\displaystyle \frac{1}{6}}{\displaystyle _M}\left(\left|E^{ijk}E^{jik}\right|^2+{\displaystyle \frac{1}{3}}\left|T^i\right|^2\right)\left(detP\right)^{1/3}𝑑\mu `$
$`{\displaystyle _M}\left({\displaystyle \frac{H}{3}}\left(deth\right)^{1/3}\right)\left(detP\right)^{1/3}𝑑\mu `$
which is nonpositive ($`0`$ if and only if $`g_{ij}`$ has constant negative sectional curvature).

## 6 A maximum principle estimate

Let $`\mathrm{}=P^{ij}_i_j=_i_jP^{ij},`$ which is an elliptic operator.

###### Proposition 8

$$\frac{}{t}\mathrm{log}detP=\mathrm{}\mathrm{log}detP+\frac{1}{2}\left|T^{ijk}T^{jik}\right|^22H.$$

By the maximum principle

$$\frac{d}{dt}\underset{M}{\mathrm{min}}\mathrm{log}detP\left(t\right)2\mathrm{max}\left\{H(x,t):detP(x,t)=\underset{M}{\mathrm{min}}detP\left(t\right)\right\}2X\left(t\right).$$

Suppose for some $`T<\mathrm{}`$ we have $`inf_{M\times [0,T)}detP=0.`$ It is not difficult to show that there then exists a sequence of times $`t_iT`$ such that $`\mathrm{min}_M\mathrm{log}detP\left(t_i\right)\mathrm{}`$ and $`X\left(t_i\right)\mathrm{}.`$ Hence there exists $`x_iM`$ such that $`detP(x_i,t_i)0`$ and $`H(x_i,t_i)\mathrm{}.`$ Hence there exists a sequence of points and times where one of the sectional curvatures tends to zero and another tends to minus infinity.

## 7 Conclusion

In view of the well-developed theory of Ricci flow  and the ground breaking work of Perelman  on the second author’s program for Ricci flow as an approach to the Thurston Geometrization and Poincaré conjectures, it is hopeful that further progress can be made on the cross curvature flow. Recently Ben Andrews  has obtained new estimates for the cross curvature flow. In the case the universal cover of the initial 3-manifold is isometrically embedded as a hypersurface in Euclidean or Minkowski 4-space, the Gauss curvature flow (see , , , ,  for earlier works on the GCF) induces the XCF for the metric. In this case Andrews has proved convergence results. In general, he expects long time existence and convergence of the XCF to reduce to proving local in time regularity (higher derivative estimates).


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# Controlled dephasing of a quantum dot in the Kondo regime

## Abstract

Kondo correlation in a spin polarized quantum dot (QD) results from the dynamical formation of a spin singlet between the dot’s net spin and a Kondo cloud of electrons in the leads, leading to enhanced coherent transport through the QD. We demonstrate here significant dephasing of such transport by coupling the QD and its leads to potential fluctuations in a near by ’potential detector’. The qualitative dephasing is similar to that of a QD in the Coulomb Blockade regime in spite of the fact that the mechanism of transport is quite different. A much stronger than expected suppression of coherent transport is measured, suggesting that dephasing is induced mostly in the ’Kondo cloud’ of electrons within the leads and not in the QD.

Experiments involving controlled dephasing of coherent systems are excellent means for probing the nature of phase coherent transport. Such experiments were recently performed in mesoscopic structures based on quantum dots (QD) in the Coulomb Blockade (CB) regime r1 ; r2 ; Sprinzak . Coherence of the QD was monitored by embedding it in a two path Aharonov-Bohm (AB) interferometer. Dephasing was induced by a capacitively coupled quantum point contact (QPC) which serves as a which path detector (a detector sensitive to the electron trajectory). We now perform a controlled dephasing experiment of a QD in the Kondo correlated regime, where transport is ideally expected to be fully coherent.

Kondo correlation takes place when a QD, containing an odd number of electrons and a net spin, has strong coupling to its leads. The strong coupling allows spilling of the electronic wave-function of the highest occupied energy level in the dot to the leads. This enables the formation of a dynamical many-body spin singlet, spanning across a Kondo cloud Aleiner , and a resonance in the QD density of states at the Fermi energy (as a consequence of a coherent superposition of spin flip co-tunnelling events) Anderson . The characteristic energy scale of this dynamical singlet is termed the Kondo temperature, $`T_k`$, and the typical size of the Kondo cloud is $`\frac{\mathrm{}v_F}{k_BT_k}`$, with $`v_F`$ the Fermi velocity, h Plank’s constant, and $`k_B`$ the Boltzman constant. This enhances the conductance, $`G_{QD}`$, and for an electron temperature $`TT_k`$ (the unitary limit), $`G_{QD}=2e^2/h`$ DGGkondo ; Wiel ; Cronenwett . The application of either a small source-drain bias $`V_{sd}`$, a finite magnetic field, or an increased temperature, will all quench the Kondo correlation. Since correlation is only among the spins of the electrons, one may ask whether dephasing can be induced via nearby potential fluctuations that couple only to the charge. It was predicted Glazman ; Silva  that under weak interaction between a ’Kondo dot’ and an adjacent biased QPC the Kondo valley enhanced conductance will be suppressed.

One can view the QPC as a detector or alternatively as a noise source r1 ; r2 ; Sprinzak . It serves as a detector since its conductance is affected by long living trajectories in the Kondo system, and this detection prevents coherent superposition. On the other hand, the QPC serves as a noise source via shot noise fluctuations in its current reznikov : $`SI_{DC}t_d(1t_d)`$, with $`t_d`$ the transmission of the QPC and $`I_{DC}`$ the impinging current. The transmission resonance of a QD in the CB regime broadens proportionally to the dephasing rate induced by the QPC Sprinzak . By contrast, theory predicts Silva  that the width of the Kondo resonance, $`k_BT_k`$, will remain unaffected by the interaction with the QPC. Here we report the results of such a study, in which we observe quenching of the otherwise enhanced Kondo valley as a result of interaction with a nearby QPC detector. We find a much stronger effect than anticipated Silva , pointing at the role of the Kondo cloud. Nevertheless, our experimental setup prevents us from being able to prove that $`T_k`$ remains unaffected by the dephasing process.

Buks et al. had already demonstrated r1  the suppression of coherent transmission of a QD in the CB regime via path detection by a biased QPC. This was done by embedding the QD in an Aharonov-Bohm interferometer and monitoring the visibility of the interference pattern $`\nu _d1\gamma `$ (with $`\gamma `$ the suppression strength), as a function of $`t_d`$ and the applied bias $`V_d`$ across the QPC. One obtains r1 ; r2  a dependence $`\gamma =\frac{1}{8\pi }\frac{eV_d}{\mathrm{\Gamma }}\frac{(\mathrm{\Delta }t_d)^2}{t_d(1t_d)}\frac{\mathrm{\Gamma }_d(t_d,\mathrm{\Delta }t_d,V_{sd})}{\mathrm{\Gamma }}`$, with $`\mathrm{\Gamma }`$ the unperturbed single particle level width and $`\mathrm{\Delta }t_d`$ the change of the detector’s transmission $`t_d`$ due to an added electron in the QD. Note that the suppression of the visibility is accompanied by broadening of the resonance peak $`\mathrm{\Gamma }\mathrm{\Gamma }+\mathrm{\Gamma }_d`$ . In contrary, if we assume only QPC-QD interaction in the Kondo regime, the suppression of the coherent transport has an almost identical form, but with $`k_BT_k`$ replacing $`\mathrm{\Gamma }`$: $`\gamma =\frac{1}{8\pi }\frac{eV_d}{k_BT_k}\frac{(\mathrm{\Delta }t_d)^2}{t_d(1t_d)}`$. However, unlike the CB case, the width of the Kondo resonance is expected to remain (to first approximation) $`k_BT_k`$ Silva .

The experimental configuration, shown in Fig. 1, consists of two neighboring systems: a QD on the right hand side and a QPC on the left, each with its separate current path. Confinement in the two dimensional electron gas (2DEG; 53 nm below the surface; areal electron density $`3.3\times 10^{11}cm^2`$; mobility $`\mu =1.6\times 10^6cm^2/Vs`$ at 4.2K) is provided by negatively biased metallic gates deposited on the surface of the structure. The QD is well coupled to the leads (via its confining QPCs), hence enabling the formation of the Kondo cloud. The separate QPC on the left - serves as a sensitive potential detector - partly reflecting the incident current with conductance $`G_{detector}=t_d\frac{2e^2}{h}`$. An electron added to the QD, responding to an increased voltage of the plunger gate, screens the gate potential and changes the transmission of the QPC by $`\mathrm{\Delta }t_d`$ (acting as a ’far away gate’). This detection method can also be used to count electrons, as demonstrated in Fig. 1(b), where the detector signal is shown at the top trace and the conductance of the QD at the lower one. The saw-tooth pattern of conductance of the QPC, as a function of plunger gate voltage, reflects the potential evolution in the QD. Note that the saw-tooth behavior persists even though the conductance peaks of the QD cannot be resolved anymore, with a clearly observed first electron in the dot. The strong enhancement in the conductance valley for 13 electrons in the QD indicates that the QD is in the Kondo correlated regime - as was indeed verified by raising the temperature, applying a DC voltage, or increasing the magnetic field.

We first characterize the detector by measuring its sensitivity $`\mathrm{\Delta }t_d`$ as a function of its transmission $`t_d`$. Since the QD is relatively open in the Kondo regime the saw-tooth potential is smoothed out and $`\mathrm{\Delta }t_d`$ is very difficult to determine accurately (see Fig. 1(b) near the 13th electron). Hence, we perform a differential measurement $`\frac{dI_{QPC}}{dV_p}`$, by modulating the QD’s plunger gate voltage, the results are shown in Fig 1(c). The two peaks are indicative of two electrons added to the dot, and the integral under each peak provides the detector’s sensitivity, $`\mathrm{\Delta }t_d`$. It peaks near $`t_d0.3`$ and diminishes, as expected, at the conductance plateaus ($`t_d=0`$ and $`t_d=1`$, Fig. 1(d)). The Kondo temperature was estimated from the full width at half maximum (FWHM) of the Zero Bias Anomaly (ZBA), namely, the width of the differential conductance peak as a function of the voltage across the QD, $`V_{sd}`$. The width was determined from the 3D plot of the differential conductance as a function of both $`V_{sd}`$ and the plunger gate voltage, $`V_p`$ (Fig. 2). We find that the width, $`k_BT_k`$ ZBA , is temperature independent up to $`T`$ 50mK ($`k_BT4\mu eV`$) with $`T_{k1}41\pm 3\mu eV`$. Above 50mK the temperature dominates the FWHM, which increases linearly with temperature with a slope of $`5.4k_B`$; in agreement with previous reports Wiel ; Cronenwett . For a lower Kondo temperature (set by reducing the coupling to the leads), $`T_{k2}12\pm 5\mu eV`$, the FWHM of the ZBA is already in the temperature dependent regime at our base temperature (35mK, $`k_BT3\mu eV`$). Then $`T_k`$ is estimated from the slope of the FWHM vs. temperature comment\_detTk .

An unintentional electrostatic coupling between the QPC and the QD is always present due to their proximity. For example, changing $`t_d`$ of the QPC via its gate voltage inadvertently alters the coupling of the QD to the leads. Moreover, applying $`V_d`$ across the QPC raises the potential on one side of the QPC and affects the delicate symmetry of the two QPCs that form the QD. Hence $`\mathrm{\Gamma }_S\mathrm{\Gamma }_D`$ and the transmission of the QD decreases. These extrinsic effects, which might be interpreted erroneously as dephasing, must be taken into account. Therefore, for each setting of $`t_d`$, $`QPC_S`$ and $`QPC_D`$ of the QD (see Fig.1(a)) were readjusted in order to keep $`T_k`$ constant and maximize the linear conductance of the valley ($`1.8e^2/h`$) at $`V_{sd}=0`$. In order to correct the undesirable gating effect which is due to the bias of the QPC detector, the conductance of the QD was renormalized: either by the value of the conductance at $`t_d=1`$, where there are no shot noise fluctuations in the QPC and therefore no dephasing is expected (see Fig. 3(a)); or by the conductance peaks on both sides of the Kondo valley, where the dephasing rate is expected to be negligibly small but symmetry of the QD is important in determining the heights of the peaks. The latter procedure is demonstrated in Fig. 3(b) and the data are summarized in Fig. 3(c). There we plot the valley conductance $`g_v`$ and the peaks conductance $`g_m`$ as a function of $`V_d`$ across the QPC. The normalized suppression strength is $`\gamma =1\frac{g_v}{g_m}\frac{g_{m0}}{g_{v0}}`$, where $`g_{v0}`$ and $`g_{m0}`$ are the corresponding QD conductances for $`V_d=0`$.

The suppression strength, $`\gamma `$ , for two different Kondo temperatures exhibits a double-hump behavior as a function of $`t_d`$ (Figs. 4(a) and 4(b)). The suppression strength is found to be inversely proportional to $`T_k`$ r13 , namely, $`\gamma _1T_{k1}\gamma _2T_{k2}`$ for each value of the detector’s parameters ($`V_d,t_d`$). A comparison with the theoretical prediction of the suppression strength Silva , substituting the measured $`\mathrm{\Delta }t_d`$ (found in Fig. 2), highlights three distinct discrepancies. The first is a large quantitative disagreement, namely, our measured suppression strength is some 30 times larger. The second is the quadratic bias dependence (data not shown here), while the theory predicts a linear dependence. The third, seen in Fig. 4(c), is a deviation from the otherwise qualitative agreement near the second hump, namely near $`t_d0.7`$. We find a strong dephasing peak which the theory doesn’t predict.

Though we do not have definite explanations to these discrepancies we wish to suggest the following possibilities. The theory in Ref. 10 follows similar arguments to those for a QD in the CB regime r1 ; r2 , assuming only QPC-QD interaction. In the CB regime it is a justified assumption, since the electron is confined to the QD with a dwelling time $`1/\mathrm{\Gamma }`$. However, in the Kondo regime, an electron transmitted from source to drain dwells for a long time (approximately $`\mathrm{}/k_BT_k`$) inside the ’Kondo cloud’, comprising the QD and part of the leads. Since the actual phase space for scattering in the 2D leads (having continuous density of states) is much greater, the dephasing of the leads electrons inside the Kondo cloud is dominant. Employing the ’Fermi golden rule’, one gets a similar dependence as for e-e scattering, leading to $`\gamma \frac{(eV_d)^2}{k_BT_k}`$ instead of $`\gamma eV_d`$ is predicted in Ref 10. This modified expression results in a reasonable quantitative agreement and at the same time explains the quadratic dependence we found on $`V_d`$. These results demonstrate, even though not directly, the existence of the Kondo cloud. The qualitative discrepancy near $`t_d0.7`$ might be related to the so-called ”0.7 anomaly” r14 , where the shot noise is expected to be suppressed r15  relative to the noise $`St_d(1t_d)`$ of the QPC. Our QPC detector does not show a distinct 0.7 plateau in its conductance plot vs. gate voltage at $`T=35mK`$, but only a slight change in the curvature. However, it does show a small ZBA peak in its differential conductance in the vicinity of $`t_d0.7`$ CM07 , suggesting a deviation from the ubiquitous behavior of the QPC.

An important prediction is that $`T_k`$ remains fixed independent of the dephasing rate, even though the many body transmission is strongly affected by the dephasing rate. This is in contrast with the dephasing process in a Coulomb Blockaded QD, where the level width $`\mathrm{\Gamma }`$ is directly related to the dephasing rate. Unfortunately, our experimental setup did not allow an exact determination of $`T_k`$ as a function of $`V_d`$ (any better than 10 % accuracy). Hence we can only claim that $`T_k`$ didn’t change by more than 10 %, prohibiting an exact verification of this point.

In conclusion, we have studied the response of a QD in the Kondo correlated regime to an interaction with charge fluctuations in a nearby, capacitively coupled, QPC detector. Despite the differences between the transport in a QD in the Kondo correlated regime and a QD in the CB regime, we find similar characteristic dephasing behavior in both. We show that the suppression strength is inversely proportional to the Kondo temperature. Moreover, we can explain our results only by assuming on the existence of an extended Kondo cloud outside the QD.

Acknowledgments We thank Ji Yang, Y. Oreg and S. Levit for fruitful discussions. The research was partly supported by the Israeli Ministry of Science, the MINERVA foundation, The German Israeli Project Cooperation (DIP), the German Israeli Foundation (JIF), and the EU QUACS network.


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# Untitled Document

Précis: Quantum Feedback

H. M. Wiseman

> The following is the body of page ix of the PhD thesis Quantum Trajectories and Feedback by H.M. Wiseman (Physics Department, University of Queensland, 1994), which is downloadable as a postscript file at `http://www.sct.gu.edu.au/~sctwiseh/PhDThesis.ps.z`. It is (as it describes itself) a very brief technical summary of the most important results therein.

Consider an optical field in one dimension with canonical commutation relations

$$[b(z,t),b^{}(z^{},t)]=v\delta (zz^{}),$$
(1)
propagating at speed $`v`$. Let it be coupled to a system at position $`z=0`$ by the Hamiltonian

$$V_{\mathrm{dipole}}(t)=\mathrm{i}[b^{}(0,t)c(t)c^{}(t)b(0,t)],$$
(2)
where a rotating-wave approximation has been used 111C. W. Gardiner, Quantum Noise (Springer-Verlag, Berlin, 1991).. Let the output photocurrent be fed back to control the system via

$$V_{\mathrm{feedback}}(t)=Z(t)b^{}(v\tau ,t)b(v\tau ,t).$$
(3)
For a vacuum input field \[zero eigenstate of $`b(z,t)`$ for $`z<0`$\], the explicit increment in an arbitrary system operator is

$`ds`$ $`=`$ $`\mathrm{i}[H,s]dt[s,c^{}]\left(\frac{1}{2}c+b_0\right)dt+\left(\frac{1}{2}c^{}+b_0^{}\right)[s,c]dt`$ (4)
$`+[c^{}(t\tau )+b_0^{}(t\tau )]\left(e^{\mathrm{i}Z}se^{\mathrm{i}Z}s\right)[c(t\tau )+b_0(t\tau )]dt,`$
where $`b_0(t)b(0^{},t)`$ commutes with $`s(t)`$ and obeys

$$b_0(t)b_0^{}(t)dt=1,$$
(5)
with other such moments vanishing 2. For finite delay $`\tau `$, the output field operator $`b_0(t\tau )+c(t\tau )`$ commutes with $`s(t)`$, but for $`\tau =0`$ it does not. In the latter case, one obtains the corresponding feedback master equation

$$\dot{\rho }=\mathrm{i}[H,\rho ]+e^{\mathrm{i}Z}c\rho c^{}e^{\mathrm{i}Z}\frac{1}{2}\{c^{}c,\rho \}.$$
(6)
This has an obvious interpretation in terms of the quantum jumps associated with photodetection in the theory of quantum trajectories 222H. J. Carmichael, An Open Systems Approach to Quantum Optics (Springer-Verlag, Berlin, 1993).