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# Catching NGC 4051 in the low state with XMM-Newton

## 1 INTRODUCTION

The NLS 1 galaxy NGC 4051 is highly variable in X-rays on both long and short time-scales . In particular, on long time-scales, the X-ray light curve of NGC 4051 shows unusual low-flux states lasting months, during which the source varies little (compared with the normal variability amplitude) and the 2-10 keV X-ray spectrum becomes extremely hard (photon index $`\mathrm{\Gamma }1`$) . The first broadband X-ray spectrum of a confirmed low state, obtained in 1998 by BeppoSAX , suggested that the hard spectral shape (above $`3`$ keV) could be explained as being due to pure reflection from distant cold material (possibly the putative molecular torus). At lower energies, a different, much softer, spectral component was revealed ($`\mathrm{\Gamma }3`$) which, it was suggested, may be associated with extended emission from hot gas on scales of hundreds of parsecs . Thus the lack of variability in the low state spectrum, and its unusual shape, were explained entirely in terms of emission and reprocessing from large-scales, while the primary continuum was itself ‘switched off’.

Subsequently however, a Chandra observation of NGC 4051 in a normal state in April 2000  (and a later low state observation in February 2001 ) showed that there is in fact no significant soft X-ray emission on scales of hundreds of parsecs. Furthermore, although the source spectrum had the same unusual hybrid form of the 1998 low state (albeit at a higher continuum flux level), Chandra showed that the continuum in the low state is significantly variable in both hard and soft bands, and both hard and soft components are well-correlated. Thus, Chandra showed that the unusual shape of the low state spectrum was in fact intrinsic to the primary continuum emission and not due entirely to reflection and emission on larger scales. It was suggested  that in the low state, the unusually hard spectral shape seen above a few keV is simply due to an extrapolation of the spectral variability of NGC 4051 seen at higher fluxes , where the power-law continuum pivots, to become softer at higher fluxes (and consequently much harder at low fluxes). Furthermore, the Chandra 2001 low state observation showed evidence for strong reflection, consistent with the presence of a reflection component including a relativistic diskline, which is independent of continuum flux (also observed in MCG–6-30-15 ). These results suggest that the continuum emission processes in the low state are not really distinct from those in the much briefer (hours) low-flux epochs observed during the source’s normal state, and therefore the physical structure of the source, and perhaps the mode of accretion, is fairly stable despite the large-amplitude flux variability.

In order to test our earlier interpretation of the 2001 low state data, which was somewhat limited by the relatively low throughput of Chandra, we used a 33 ksec (useful exposure) XMM-Newton TOO to observe NGC 4051 in a low state in November 2002 (the observation was triggered using our RXTE monitoring campaign ). In this paper, we present some of the highlights of this observation and their relevance to our earlier interpretation of the spectral shape and variability. A more detailed analysis can be found in forthcoming papers .

## 2 RESULTS

### 2.1 The flux-flux plot: evidence for spectral pivoting

In order to examine the form of the continuum spectral variability of NGC 4051 in a model-independent way, and test whether the low state spectrum is consistent with that expected from the spectral variability seen at higher fluxes, we can produce a combined flux-flux plot  of EPIC-pn fluxes obtained during the low state TOO observation and an earlier (2001 May) $`100`$ ksec XMM-Newton observation of NGC 4051, obtained during its normal, higher flux state. The normal-state data is described in more detail in . For both low and normal states, we obtained 500 s resolution light curves in the 0.1-0.5 keV soft and 2-10 keV hard bands. We first examine the unbinned flux-flux relation in Figure 1. We note two main points. First, the overall distribution of points clearly does not follow a linear relationship. Second, the distribution of low state data seems to join smoothly on to the distribution of normal state data: the normal state distribution bends towards low fluxes and this bending continues in the low state data. Hence we conclude that the same process which causes the spectral variability in the normal state continues to lower fluxes in the low state. There is significant intrinsic scatter in the relation (which was also observed in the RXTE flux-flux relations ), which implies that there is also spectral variability which is not correlated with flux variations. Note that this scatter increases towards higher fluxes, which suggests that it is caused by some additional spectral variability in the pivoting component, rather than independent variations in a separate component.

To remove the scatter and so find the functional form of the flux-flux relation, we binned the data into 15 flux bins (minimum of 10 data points per bin), which are logarithmically spaced in order to maximise the usefulness of the low state data to constrain the flux-flux relation (error bars are standard errors determined using the spread of data points in each bin). We use a general power-law plus constants model  to describe the relationship of hard and soft fluxes, and obtain a good fit to the data ($`\chi ^2=10.8`$ for 11 d.o.f.) for a power-law index $`\alpha =0.57\pm _{0.04}^{0.07}`$ with constant offsets on the hard and soft axes of $`C_h=0.1\pm _{0.1}^{0.25}`$ and $`C_s=1.62\pm _{0.07}^{0.3}`$ respectively. The binned flux-flux plot and best-fitting power-law plus constants model are plotted in Figure 2. Using xspec simulations we find that the 90% confidence range of power-law indices fitted to the binned flux-flux plot corresponds to a pivoting model with a pivot energy between 75-300 keV. The positive offset on the soft axis of the present flux-flux plot implies a significant constant soft component which counteracts the effect of the hard constant component detected at higher energies  to produce an offset on the soft axis.

Since the spectral shape at low energies ($`<1`$ keV) is best described by thermal emission  rather than a power-law, then in order to produce a flux-flux relation consistent with the pivoting observed by RXTE , the pivoting power-law is probably attached to the thermal component and pivoting may be driven by the variations in the thermal component. An obvious physical realisation of this picture is that the thermal component (perhaps disk emission) is the source of seed photons which are Comptonised to produce the power-law observed at higher energies.

### 2.2 Evidence for reflection

In Figure 3 we plot the ratio of the 3-12 keV spectrum to a simple power-law model, which is fitted only over the 3-4 keV and 9-12 keV ranges (i.e. excluding the region where significant emission features may be expected). Clear broad residuals can be seen, in addition to a narrow iron emission line observed at $`6.4`$ keV. Consequently, a power-law plus narrow, unresolved Gaussian fitted to the data is a very poor fit (reduced chi-squared, $`\chi _\nu ^2=1.94`$ for 120 d.o.f.). We find that including a pexrav reflection component (with parameters fixed to those used to describe the May 1998 low state spectrum ) improves the fit substantially ($`R=2.4\pm _{0.7}^{0.5}`$), and an edge at $`7.9\pm 0.15`$ keV (optical depth $`\tau =0.5\pm _{0.15}^{0.25}`$) is also formally required (resulting $`\chi _\nu ^2=0.91`$ for 117 d.o.f). The observed edge energy corresponds to the K-shell photoionisation edge expected from Fexvii, a species which is seen in emission at lower energies (see next section). Removing the edge and including a Laor diskline, worsens the fit ($`\mathrm{\Delta }\chi ^2=+13`$ for one less degree of freedom). Adding the 7.9 keV edge in addition to the diskline does not improve on the reflection+edge fit significantly ($`\mathrm{\Delta }\chi ^2=3`$ for three fewer degrees of freedom). Worse fits are obtained in each case by including a diskline from a non-rotating black hole. Therefore we conclude that a diskline is not formally required to fit the low state spectrum. However, the reflection required is factor$`>2`$ larger than than that used to explain the entire May 1998 hard continuum flux, while the narrow 6.4 keV line flux is not larger than observed in May 1998. Therefore we suggest that strong disk reflection is in fact present in the low state spectrum, but the diskline may not be detectable, perhaps due to extreme relativistic smearing in the unstable inner disk.

### 2.3 RGS spectrum

Finally, we show in Figure 4 the RGS spectrum obtained during the 2002 low state observation. The drop in the continuum from normal flux levels reveals a host of emission lines, associated with the ionised ‘warm absorber’ gas, which has not had time to respond to the drop into the low state. The spectrum demonstrates how TOOs of AGN at unusually low fluxes can clearly reveal their X-ray emission lines, which may not be apparent in higher-flux observations where the lines are more likely to be seen in absorption. Besides providing additional diagnostics in their own right , the emission lines can be used to increase the information gained from grating spectra obtained at higher fluxes, e.g. determining the true optical depths of absorption lines which are partly filled in by emission lines.


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# Measurement of the decay rate of Ξ⁰_𝑐→𝑝𝐾⁻𝐾⁻𝜋⁺ relative to Ξ⁰_𝑐→Ξ⁻𝜋⁺

CLEO Collaboration

## Abstract

Using the CLEO III detector at CESR, we have measured the branching ratio of the decay $`\mathrm{\Xi }_c^0`$ $``$ $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ relative to $`\mathrm{\Xi }_c^0`$ $``$ $`\mathrm{\Xi }^{}`$$`\pi ^+`$. We find $`(\mathrm{\Xi }_c^0pK^{}K^{}\pi ^+)/(\mathrm{\Xi }_c^0\mathrm{\Xi }^{}\pi ^+)`$ = 0.35$`\pm `$0.06(stat)$`\pm `$0.03(syst). In the resonant substructure of this mode, we find evidence for $`\mathrm{\Xi }_c^0`$ decays to $`p\overline{K^{}}(892)^0K^{}`$, and measure $`(\mathrm{\Xi }_c^0p\overline{K^{}}(892)^0K^{})(\overline{K^{}}(892)^0K^{}\pi ^+)/(\mathrm{\Xi }_c^0\mathrm{\Xi }^{}\pi ^+)=0.14\pm `$0.03(stat)$`\pm `$0.01(syst) and $`(\mathrm{\Xi }_c^0pK^{}K^{}\pi ^+)/(\mathrm{\Xi }_c^0\mathrm{\Xi }^{}\pi ^+)`$= 0.21$`\pm `$0.04(stat)$`\pm `$0.02(syst) for the non-$`\overline{K^{}}(892)^0`$ $`\mathrm{\Xi }_c^0`$ $``$ $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ decays. This note has the revised numbers on the branching ratios with improved secondary vertex finding algorithm.

preprint: CLNS 03/1834preprint: CLEO 03-11

In the past decade, singly-charmed baryons (consisting of one heavy quark and two light quarks $`Qq_1q_2`$) have been of interest to many phenomenologists working in the realm of Heavy Quark Effective Theory hqet . The heavy charm quark acts as a heavy nucleus and the light di-quark moves around it, analogous to the hydrogen atom. The CLEO experiment has discovered many new charmed baryons and measured their properties; in particular it has measured many of their relative branching fractions. The study of charmed baryon decays is complicated because they can proceed by three distinctly different processes; external $`W`$-emission, internal $`W`$-decay, and $`W`$-exchange. Disentangling the contributions of each of these processes requires the measurement of as many different decay modes as possible.

Improvements in the particle identification in the CLEO III cleoiii  detector with the introduction of the RICH (Ring Imaging CHerenkov) sub-detector rich , have made it possible to search for decay modes previously contaminated by huge combinatorial background. This paper concentrates on one such decay mode of the $`\mathrm{\Xi }_c^0`$ (the $`csd`$ charmed baryon, discovered by CLEO xic ), namely $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ , and its substructure. To measure the relative branching fractions we use $`\mathrm{\Xi }_c^0`$$``$$`\mathrm{\Xi }^{}`$$`\pi ^+`$ as the normalizing mode. Charged conjugation is implied throughout the text. The only previous observation of the $`pK^{}K^{}\pi ^+`$ final state was made in 1990 by the ACCMOR Collaboration accm , who observed four $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`\overline{K^{}}(892)^0`$ decays; but there was no information on their rate.

The data for this analysis were collected using CLEO III detector based at the Cornell Electron Storage Ring (CESR) taken at and near the $`\mathrm{{\rm Y}}(2S)`$, $`\mathrm{{\rm Y}}(3S)`$, and $`\mathrm{{\rm Y}}(4S)`$ resonances. The integrated luminosity corresponds to 7.2 fb<sup>-1</sup>. In the CLEO III detector configuration, the innermost tracking device is a four-layer double-sided silicon vertex detector surrounding the beam pipe. Beyond this vertex detector is the main cylindrical drift chamber dr3 , with the inner 16 layers being axial and the outer 31 layers having a small stereo angle. The tracking system is immersed in a 1.5 T solenoidal magnetic field and measures the momentum and specific ionization ($`dE/dx`$) of charged particles. Outside the drift chamber is the RICH sub-detector cleoiii  consisting of two concentric cylinders. The inner cylinder comprises LiF-crystal radiators on a carbon-fiber shell, while the outer one consists of thin multi-wire proportional chambers filled with a gas mixture of methane and TEA. Ultra-violet Cherenkov photons interact with the TEA emitting electrons that are multiplied by the chamber and whose image charge is sensed on pad detecting planes, thus localizing the photon positions. Between these two layers is a 16-cm thick gap which allows the Cherenkov cone to expand. Surrounding the RICH is the 7800 CsI crystal calorimeter for the identification of photons and electrons. Beyond the crystal calorimeter is the superconducting solenoid magnet and a muon detector system. The crystal calorimeter and the muon detectors are not used in this analysis.

To identify hadrons, we combine information on the specific ionization ($`dE/dx`$) measured in the drift chamber and likelihoods obtained from the RICH detector. The RICH likelihood is formed for each hypothesis ($`i=\pi `$, $`K`$, $`p`$) by using the measured positions of photons that are located within 3 standard deviations of their expected positions for the measured track momentum. The likelihood function for each particle hypothesis, i, is defined as,

$$L_i=\underset{j=1}{\overset{N^{obs}}{}}[G(\theta _j^{obs}|\theta _i^{exp})+B],$$
(1)
where $`G`$ is a Gaussian-like probability function of observing the $`j^{th}`$ photon at an angle $`\theta _j^{obs}`$ with respect to the expected Cherenkov angle $`\theta _i^{exp}`$ for particle type i, and $`B`$ is a flat background probability function. The details of RICH identification are given elsewhere blusk . Similarly, using the $`dE/dx`$ information, we construct a quantity for the different hypotheses ($`i=\pi `$, $`K`$, $`p`$) as $`S_i`$, which is the difference between the measured and expected $`dE/dx`$ for that hypothesis, expressed in units of its standard deviation. The RICH and $`dE/dx`$ information for each pair of hypotheses is then combined to form $`\chi ^2`$ functions, for example,

$$\mathrm{\Delta }\chi ^2(p\pi )=2\mathrm{l}\mathrm{o}\mathrm{g}L_p+2\mathrm{l}\mathrm{o}\mathrm{g}L_\pi +S_p^2S_\pi ^2.$$
(2)
In this example real protons peak at negative values of $`\mathrm{\Delta }\chi ^2(p\pi )`$ whereas real pions tend to have positive values. If there is no RICH information available, or if the particle’s momentum is less than 1.0 GeV/$`c`$ (for a proton), or 0.5 GeV/$`c`$ (for a kaon), we use only $`dE/dx`$ information to form the $`\mathrm{\Delta }\chi ^2`$ function.

All the primary charged tracks are required to have a distance of closest approach to the beam position in the $`\widehat{r}\widehat{\varphi }`$ plane of less than 5 mm and of less than 5 cm along the $`\widehat{z}`$ axis. Typical beam dimension is 300 microns, 100 microns, and 10mm in x,y, and z, respectively. In the CLEO environment charmed baryons do not have well separated decay vertices. We require that the scaled momentum of the charmed baryon candidate, $`x_p`$, be greater than 0.5. Here $`x_p=P/\sqrt{E_b^2M^2}`$, P and M are the momentum and mass of the candidate, and $`E_b`$ is the beam energy. This requirement dramatically suppresses combinatorial background, and dictates that the observed charmed baryons are the result of continuum production rather than from $`B`$ meson decays.

Candidates for the $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ decay are reconstructed by combining one proton candidate, two kaon candidates, and a pion candidate. For the proton identification, we require $`\mathrm{\Delta }\chi ^2(pK)<4`$ and $`\mathrm{\Delta }\chi ^2(p\pi )<4`$. Similarly for each kaon identification, we require $`\mathrm{\Delta }\chi ^2(Kp)<4`$ and $`\mathrm{\Delta }\chi ^2(K\pi )<4`$. Pions are selected with a loose $`dE/dx`$ criteria $`|S_\pi |<`$ 5. All charged tracks are required to have momenta in excess of 100 MeV/$`c`$. Once the four charged tracks are selected we kinematically constrain them to come from a common vertex. The invariant mass distribution of the $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ candidates is shown in Fig. 1. The data are fit to a Gaussian signal function and a second-order polynomial background shape. The fit yields a signal of $`148\pm 18`$ events at a mass consistent with previous measurements of the $`\mathrm{\Xi }_c^0`$ pdg  and a fitted width of 4.1$`\pm `$0.5 MeV/$`c^2`$, consistent with expected resolution of 4.5 MeV/$`c^2`$ obtained using a GEANT-based Monte Carlo simulation geant .

In this multi-body final state, $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$, we also search for resonant sub-structure $`\overline{K^{}}(892)^0`$ by calculating the invariant mass of each of the kaon candidates combined with the pion. Figure 2 shows the sideband-subtracted $`K^{}\pi ^+`$ invariant mass using those $`pK^{}K^{}\pi ^+`$ combinations within 3 standard deviations of the $`\mathrm{\Xi }_c^0`$ mass peak. Candidates for the signal (sidebands) are selected within the mass region of 2458.3 $``$ 2483.1 MeV/$`c^2`$ (2417.6 $``$ 2442.4 or 2498.3 $``$ 2523.1 MeV/$`c^2`$), as shown in Fig. 1. The low mass tail in this distribution is due to the fact that we combine both kaons with a pion. The correct combination appears in the peak region, and the incorrect once forms the low mass tail. This distribution is fit to the sum of two shapes. The first one is the $`\overline{K^{}}(892)^0`$ signal shape, which is generated using a 3-body phase space simulation of $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`\overline{K^{}}(892)^0`$, with $`\overline{K^{}}(892)^0`$$``$$`K^{}`$$`\pi ^+`$. For the second , we use a four-body non-resonant simulation of $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$, since the data show no evidence of any other narrow resonances. In particular, we also searched for the two-body decay of the $`\mathrm{\Xi }_c^0`$$``$$`\mathrm{\Lambda }`$(1520)$`\overline{K^{}}(892)^0`$, where $`\mathrm{\Lambda }`$(1520)$``$$`p`$$`K^{}`$ and $`\overline{K^{}}(892)^0`$$``$$`K^{}`$$`\pi ^+`$, and found no evidence for this mode. Moreover, broad resonances do not yield a statistically significant difference in shape than that from non-resonant production. We therefore model all the non-$`\overline{K^{}}(892)^0`$ contributions using this non-resonant production model. We fit this plot to the sum of two shapes from Monte Carlo simulation, one obtained for non-$`\overline{K^{}}(892)^0`$ $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ decays (dashed histogram) , and the other for resonant $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`\overline{K^{}}(892)^0`$ decays (dotted histogram), where $`\overline{K^{}}(892)^0`$$``$$`K^{}`$$`\pi ^+`$. In the fit the two normalizations are constrained to add to unity. The statistics are too poor to extract any possible interference effects in the invariant mass distribution, and is therefore not considered here. The measured resonant and non-$`\overline{K^{}}(892)^0`$ fractions are found to be 0.39$`\pm `$0.06(stat) and 0.61$`\pm `$0.06(stat), respectively. Thus, of the total 148$`\pm `$18 fitted $`\mathrm{\Xi }_c^0`$ ($``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$) candidates 58$`\pm `$11(stat) events are contributed by resonant $`p`$$`K^{}`$$`\overline{K^{}}(892)^0`$ decays and 90$`\pm `$14(stat) events are contributed by non-$`\overline{K^{}}(892)^0`$ decays. The $`\chi ^2`$/dof of the fit (shown in Fig. 2) to the resonant and non-$`\overline{K^{}}(892)^0`$ components is found to be 44/45, indicating that our fitting function, which includes a contribution from only one resonance, is a satisfactory one within the available statistics, and we believe that the systematic uncertainty may be neglected.

The reconstruction efficiency of these two final states are estimated using the Monte Carlo simulation. Within the kinematic region $`x_p>0.5`$, we find that both final states have a reconstruction efficiency of (23$`\pm `$1) $`\%`$. The corresponding efficiency-corrected measured cross-sections times branching fractions ($`\sigma `$) are 91$`\pm `$12(stat)$`\pm `$8(syst), 37$`\pm `$7(stat)$`\pm `$3(syst), and 54$`\pm `$9(stat)$`\pm `$5(syst) fb for all $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$, $`\overline{K^{}}(892)^0`$ resonant ($`\overline{K^{}}(892)^0`$$``$$`K^{}`$$`\pi ^+`$ only) and non-$`\overline{K^{}}(892)^0`$ $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$, respectively, where all the measurements refer to that part of the momentum spectrum with $`x_p>0.5`$.

As the production cross-section of $`\mathrm{\Xi }_c^0`$ baryons is unknown, we do not have a measure of the absolute branching fraction of any $`\mathrm{\Xi }_c^0`$ mode. Instead, we measure the branching ratios of these new modes with respect to that of the well-established decay $`\mathrm{\Xi }_c^0\mathrm{\Xi }^{}\pi ^+`$, where $`\mathrm{\Xi }^{}`$$``$$`\mathrm{\Lambda }`$$`\pi ^{}`$. Both the $`\mathrm{\Xi }^{}`$ and its daughter $`\mathrm{\Lambda }`$ have long flight paths, with $`c\tau `$ values of 4.91 and 7.89 cm, respectively. Therefore, in the $`\mathrm{\Xi }_c^0`$$``$$`\mathrm{\Xi }^{}`$$`\pi ^+`$ decay chain we have two vertices significantly detached from the beamspot. The $`\mathrm{\Lambda }`$ sample is selected by vertexing two oppositely charged tracks. The protons from the $`\mathrm{\Lambda }`$ decays, which have the higher momentum of the two daughters, are required to be consistent with a proton hypothesis ($`\mathrm{\Delta }\chi ^2(pK)`$ and $`\mathrm{\Delta }\chi ^2(p\pi )`$ $`<`$ 0). Background is further rejected by requiring the daughter tracks from the $`\mathrm{\Lambda }`$ to be inconsistent with coming from the beam interaction point. The $`\mathrm{\Lambda }`$ candidates within 5 MeV/$`c^2`$ (3 standard deviations) of the nominal PDG pdg  mass (1115.68 MeV/$`c^2`$) are then kinematically constrained to this mass and combined with an appropriately charged track to form the $`\mathrm{\Xi }^{}`$ candidate. The $`\mathrm{\Lambda }`$ decay vertex is required to be at a greater distance from the beamspot than the $`\mathrm{\Xi }^{}`$ decay vertex. The $`\mathrm{\Xi }^{}`$ candidates are also required to have a flight distance of 3 mm or more before decaying. Pions from the $`\mathrm{\Xi }^{}`$ baryons are required not to come from the interaction point, by requiring the $`\chi ^2`$ of the fit (if forced to come from the interaction point) to be greater than 3. Those $`\mathrm{\Xi }^{}`$ candidates within 7 MeV/$`c^2`$ (3 standard deviations) of the PDG pdg  mass (1321.31 MeV/$`c^2`$) are kinematically constrained to this mass and are used for further analysis. Finally a charged track consistent with the pion hypothesis is combined with the $`\mathrm{\Xi }^{}`$ candidate to reconstruct the $`\mathrm{\Xi }_c^0`$ candidate. A fit to the $`\mathrm{\Xi }^{}\pi ^+`$ invariant mass distribution returns a signal yield of $`182\pm 18`$ and a mass consistent with previous measurements as shown in Fig. 3. The $`\mathrm{\Xi }_c^0`$$``$$`\mathrm{\Xi }^{}`$$`\pi ^+`$ reconstruction efficiency is measured to be (9.8$`\pm `$0.3) $`\%`$. The measured branching fraction times the cross section ($`\sigma `$) for the $`\mathrm{\Xi }^{}`$$`\pi ^+`$ mode is 260$`\pm `$26(stat)$`\pm `$23(syst) fb for $`x_p>0.5`$.

The measured relative branching fractions of the $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ modes are tabulated in Table 1.

We investigated several sources of uncertainty, including background shapes, signal width, Monte Carlo statistics, charged particle identification, and $`\mathrm{\Lambda }`$ and $`\mathrm{\Xi }^{}`$ reconstruction. The dominant uncertainties arise from the $`\mathrm{\Xi }^{}`$$`\pi ^+`$ mode, due to the reconstruction of the displaced vertices.

To estimate the uncertainty due to our assumptions in the shape of the background, we tried both first and second order polynomials to describe its shape. The fitted yield changed by 3$`\%`$, which we take as our systematic uncertainty from this source. The systematic uncertainty due to the imperfect understanding of the signal resolution is taken as the difference in $`\mathrm{\Xi }_c^0`$ signal yield using a floating width and a width fixed to the value found from simulation (3$`\%`$ for the branching ratios, 6$`\%`$ and 8$`\%`$ for the $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ and the $`\mathrm{\Xi }^{}`$$`\pi ^+`$ modes, respectively). We assign 4$`\%`$ and 5$`\%`$ systematic uncertainties to the $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ and $`\mathrm{\Xi }_c^0`$$``$$`\mathrm{\Xi }^{}`$$`\pi ^+`$ decay modes, respectively, due to the finite statistics of the Monte Carlo samples. As the number of tracks for the observed (numerator) and the normalizing (denominator) modes are the same, the 1% per track uncertainty in basic track-finding cancels in the calculation of the branching ratio, as does the uncertainty in the luminosity (2%). Systematic uncertainties in the charged particle identification are investigated using samples of protons and kaons from the $`\mathrm{\Lambda }`$$``$$`p`$$`\pi ^{}`$ and $`\mathrm{\Lambda }_c`$$``$$`p`$$`K^{}`$$`\pi ^+`$ modes, respectively. The study demonstrated that the uncertainties in the particle identification for protons and kaons in the relevant momentum range are 3.2$`\%`$ and 2.4$`\%`$, respectively. As there are two kaons in the final state, we assign 4.8$`\%`$ uncertainty to the kaon identification. Based on a study of displaced vertex finding in data and Monte Carlo we assign systematic uncertainties of 6$`\%`$ to the $`\mathrm{\Lambda }`$ finding and 2.8$`\%`$ to the $`\mathrm{\Xi }^{}`$ finding; these numbers include the extra uncertainty in track-finding for low momentum, large impact parameter tracks. All systematic uncertainties are summarized in Table 2. The total systematic uncertainty, obtained by adding the individual contributions in quadrature, is 9$`\%`$, and considerably less than the statistical uncertainty.

In conclusion, we have measured the branching fraction for $`\mathrm{\Xi }_c^0`$$``$$`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$ relative to $`\mathrm{\Xi }_c^0`$$``$$`\mathrm{\Xi }^{}`$$`\pi ^+`$. We find that 39$`\pm `$6(stat)$`\%`$ of the signal proceeds via the resonance sub-structure $`p`$$`K^{}`$$`\overline{K^{}}(892)^0`$, where $`\overline{K^{}}(892)^0`$$``$$`K^{}`$$`\pi ^+`$ with the remainder being the non-$`\overline{K^{}}(892)^0`$ decay $`p`$$`K^{}`$$`K^{}`$$`\pi ^+`$. Results are given as a ratio normalized to the $`\mathrm{\Xi }^{}`$$`\pi ^+`$ rate. The measured branching ratios for $`\frac{(pK^{}K^{}\pi ^+)}{(\mathrm{\Xi }^{}\pi ^+)}`$, $`\frac{(pK^{}\overline{K^{}}\left(892\right)^0)(\overline{K^{}}(892)^0K^{}\pi ^+)}{(\mathrm{\Xi }^{}\pi ^+)}`$, and $`\frac{(pK^{}K^{}\pi ^+)\mathrm{No}\overline{K^{}}(892)^0}{(\mathrm{\Xi }^{}\pi ^+)}`$ are 0.35$`\pm `$0.06(stat)$`\pm `$0.03(syst), 0.14$`\pm `$0.03(stat)$`\pm `$0.01(syst), and 0.21$`\pm `$0.04(stat)$`\pm `$0.02(syst), respectively. This is the first measurement of a $`\mathrm{\Xi }_c^0`$ decay mode where both of the $`s`$ quarks in the final state are part of mesons. It is possible that such four-body decays proceed via external $`W`$-decay, internal $`W`$-decay or $`W`$-exchange decay diagrams. Resonant decays such as $`p`$$`\overline{K^{}}(892)^0`$$`K^{}`$, which have no $`\pi ^+`$ in the final state, cannot decay via external $`W`$-decay. Their observation is not surprising, as many such $`\mathrm{\Lambda }_c^+`$ and $`\mathrm{\Xi }_c^0`$ decays modes have been discovered, and is a further indication that external $`W`$-decay diagrams do not dominate in charmed baryon decays.

We gratefully acknowledge the effort of the CESR staff in providing us with excellent luminosity and running conditions. M. Selen thanks the Research Corporation, and A.H. Mahmood thanks the Texas Advanced Research Program. This work was supported by the National Science Foundation, and the U.S. Department of Energy.


text:
# Approaching NGC 3079 with VLBI

## 1. Introduction

Structure and kinematics in the jets of radio-loud AGNs have been studied for long time spans, yielding discoveries such as superluminal motion, flux density outbursts which mark the ejection of new jet components, and twisted magnetic fields within the jets. Only little is known about the physically less extreme radio-weak objects, and only those few that are strong enough are suitable for detailed VLBI studies. NGC 3079 is one of the brightest Seyfert 2 galaxies, and shows significant changes in radio configuration, component spectra and overall geometry on a timescale of a few years. It can contribute important insights to our understanding of the difference between radio-loud and radio-weak AGN.

## 2. NGC 3079

NGC 3079 is a nearby Seyfert 2 or LINER galaxy at a distance of 15 Mpc with embedded $`\mathrm{H}_2\mathrm{O}`$ maser emission. VLA B-array observations at 6 cm show a bright core and two prominent radio lobes. These lobes extend 2 kpc away from the nucleus in P.A. $`70^{}`$, almost perpendicular to the disc of the galaxy in P.A. $`165^{}`$ (Duric et al. 1983). Pilot VLBI observations by Irwin & Seaquist (1988) resolved the core into two strong components, $`A`$ and $`B`$, separated by 1.47 pc in P.A. $`130^{}`$ (relative to $`A`$). They also found emission along a line between these components, suggestive of a jet-like feature, which they named $`C`$. These three components do not align with either the kpc-scale lobes or the galaxy disc.

Spectral-line and continuum observations by Trotter et al. (1998) and Sawada-Satoh et al. (2000) (hereafter S00) have resolved the $`\mathrm{H}_2\mathrm{O}`$ maser emission in NGC 3079 into numerous aligned spots at almost the same P.A. as the galaxy disc and at an angle of $`35^{}`$ with respect to the jet axis. Those authors suggest that the location of the nucleus is on the $`A`$-$`B`$ axis, where it intersects with the line of masers, although there is no radio emission from that location. Another component, $`D`$, was found by T98 further down the $`A`$-$`B`$ axis but was not confirmed by S00. $`A`$ and $`B`$ were found by S00 to separate at $`0.16c`$, and $`B`$ appeared to be stationary with respect to the brightest maser clumps.

## 3. Observations and Results

We have observed NGC 3079 at 1.7 GHz, 2.3 GHz, 5.0 GHz and 15.4 GHz during four epochs (Table 1). All observations were made with the VLBA and Effelsberg111The National Radio Astronomy Observatory is a facility of the National Science Foundation, operated under cooperative agreement by Associated Universities, Inc. The Effelsberg 100-m telescope is operated by the Max-Planck-Institut für Radioastronomie., except for the 2.3 and 5.0 GHz observations in 2002-09-22 which were made with the VLBA only. Only the observations of the last epoch included polarization measurements and were phase-referenced to a calibrator. At 1.7 GHz the source is very weak and resolved and was not detected on baselines longer than $`5\mathrm{M}\lambda `$. Phase-referencing, however, yielded a good ($`\mathrm{SNR}=8`$) detection. The determination of instrumental polarization did not work at 2.3 GHz, and so polarization information could be obtained only at 1.7 GHz and 5.0 GHz. At 15.4 GHz, NGC 3079 was successfully detected on baselines shorter than $`200\mathrm{M}\lambda `$.

The images from 2002-09-22 and the 15.4 GHz image from 2000-11-30 are shown in Fig. 1. We have detected two new components $`E`$ and $`F`$ at 1.7 GHz to 5.0 GHz in addition to the known components $`A`$, $`B`$ and $`C`$. Two components are visible at 1.7 GHz, a more compact one to the north-west ($`E`$) and an extended one to the south-east ($`F`$). Based on absolute coordinates, we find that these components are not coincident with $`A`$ and $`B`$ seen at higher frequencies, despite having a similar separation and relative position angle. They are, instead, coincident with $`E`$ and $`F`$ seen at 5.0 GHz. At 2.3 GHz, component $`F`$ has weakened, but $`E`$ has become stronger. South of $`E`$, component $`A`$ starts to show up, but $`B`$ is still not detected. Only at 5.0 GHz are all components visible, including the jet-like feature $`C`$ and a weak detection of $`F`$. At 15 GHz, only $`A`$ and $`B`$ are detected. Our polarimetric observations did not show polarized emission at 1.7 GHz or 5.0 GHz, the limits being 2.2 % and 1.2 %, respectively.

### 3.1. Spectra and Spectral Variability

The big spectral differences among the components are illustrated in Fig. 2 (left panel). The graphs show the spectra of (top to bottom) $`F`$, $`E`$, $`A`$ and $`B`$.

Component $`A`$ has a highly inverted spectrum with $`\alpha _{2.3}^{5.0}=4.85`$ between 2.3 GHz and 5.0 GHz and a steep spectrum with $`\alpha _{15.4}^{5.0}=0.28`$ (2000-11-30). However, this has significantly evolved from $`\alpha _{15.4}^{5.0}=1.38`$ in 1999-11-20. Component $`B`$ also has an inverted spectrum with $`\alpha _{15.4}^{5.0}=0.90`$ to 1.08 during the first three epochs. $`B`$ was detected only at 5.0 GHz in 2002-09-22, yielding a lower limit of $`\alpha _{2.3}^{5.0}>4.5`$.

The new component $`E`$ has a very peculiar, narrow-peaked spectrum, with $`\alpha _{2.3}^{1.7}=5.77`$ and $`\alpha _{5.0}^{2.3}=1.18`$. Synchrotron self-absorption cannot explain the inverted side with $`\alpha _{2.3}^{1.7}=5.77`$, and free-free absorption (FFA) in a foreground absorber is the most likely cause. If FFA is present, the observed spectrum will be $`S_\nu ^{\mathrm{FFA}}=S_0\nu ^{\alpha _{\mathrm{intr}}}\times e^{\tau _{\mathrm{FFA}}}`$, where $`\tau _{\mathrm{FFA}}\nu ^{2.1}`$, resulting in an exponential cutoff towards lower frequencies. However, fitting a spectrum of this form to the data yields an uncommonly steep intrinsic spectral index (before the absorber) of $`\alpha _{\mathrm{intr}}=4.59`$. A possible explanation could be that the electrons in the source population are not replenished and age, causing a cutoff towards high frequencies. If so, the FFA and electron population cutoffs would need to be very close in frequency. The spectrum of $`F`$ is extremely steep between 1.7 GHz and 2.3 GHz, with $`\alpha _{2.3}^{1.7}=6.12`$. We consider it most unlikely that the extreme spectra of $`E`$ and $`F`$ are due to resolution effects, because we used approximately scaled arrays (i.e., Effelsberg was included at 1.7 GHz only) and the data were calibrated and analyzed in the same manner, using the same tapering, weights, and imaging procedures.

The peak frequencies increase with decreasing RA of the components, suggestive of a gradient in a foreground absorber (in the shape of a wedge?) or, alternatively, an absorber with considerable and clumpy sub-structure on sub-pc scales.

### 3.2. Proper Motions

As absolute positions are lost in phase self-calibration, the analysis of motions inside NGC 3079 is restricted to relative position changes. The component separations shown in Table 2 yield speeds of $`v_{AB}=(0.11\pm 0.01)c`$, $`v_{BE}=(0.07\pm 0.01)c`$ and $`v_{AE}=(0.00\pm 0.01)c`$, where the determination of $`v_{AB}`$ has been supplemented by literature data. Selecting either $`A`$, $`B`$ or $`E`$ as the stationary reference point then yields three different scenarios, and we consider the one shown in Fig. 2 ($`E`$ stationary) the most natural. Although we do not believe that $`E`$ is the nucleus, it might be kinematically disconnected from the AGN and hence be quasi-stationary over the observed epochs. The back-extrapolations of the trajectories of $`A`$ and $`B`$ then intersect in the past, from which point they may have been ejected. However, the nature of $`E`$ remains unclear. It cannot be a starburst due to its high brightness temperature, $`T_\mathrm{B}=4.6\times 10^8\mathrm{K}`$ at 2.3 GHz, but it could be a supernova. In previously suggested scenarios (S00, Greenhill et al. 2003, this conference), $`B`$ was assumed to be stationary. If so, $`E`$ would be moving inwards, perpendicular to the $`A`$-$`B`$ axis, at $`0.08c`$. Although the evidence from the maser observations is strong, we consider this situation more difficult to understand than the scenario in which $`E`$ is stationary.

## 4. Statistics

We have searched the literature for VLBI observations of Seyfert galaxies to see how NGC 3079 compares to other objects. We have found 33 spectral indices of components in 13 Seyferts, and 11 Seyferts where a linear structure is seen both on pc and kpc scales (Fig. 3). The spectral indices cluster around $`0.75`$, as expected for optically thin synchrotron emission, and then fade into a tail out to +5. The points between $`\alpha =4.5`$ and $`\alpha =5`$ were measured in NGC 3079 (components $`A`$ and $`B`$), indicating that this galaxy is a special object. However, 10 out of 13 objects have flat ($`0.3<\alpha <0.3`$) or inverted ($`\alpha 0.3`$) spectra, indicating compact synchrotron emission or free-free absorption.

The pc- and kpc-scale structures in Seyferts show no strong tendency to be aligned: 8 out of 11 are misaligned with angles of $`>15^{}`$ between pc and kpc-scale structure. This indicates a difference from powerful radio objects, which show a bimodal distribution, tending to be either aligned or perpendicular (Pearson & Readhead 1988, Conway & Murphy 1993). The frequent misalignment in Seyferts indicates either precession of the jet ejection axis or pressure gradients and interactions with the ISM on scales of tens to hundreds of pc.

## References

Conway, J. E., and Murphy, D. W. 1993, ApJ, 411, 89

Duric, N., Seaquist, E. R., Crane, P. C., Bignell, R. C. and Davis, L. E., 1983, ApJL, 273, L11

Irwin, J. A. and Seaquist, E. R., 1991, ApJ, 371, 111

Pearson, T. J., and Readhead, A. C. S. 1988, ApJ, 328, 114

Sawada-Satoh, S., Inoue, M., Shibata, K. M., Kameno, S., Migenes, V., Nakai, N. and Diamond, P. J., 2000, PASJ, 52, 421

Trotter, A. S., Greenhill, L. J., Moran, J. M., Reid, M. J., Irwin, J. A. and Lo, K., 1998, 495, 740


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# Epidemic Incidence in Correlated Complex Networks

\[Phys. Rev. E 68, 035103(R) (2003)\]

## Abstract

We introduce a numerical method to solve epidemic models on the underlying topology of complex networks. The approach exploits the mean-field like rate equations describing the system and allows to work with very large system sizes, where Monte Carlo simulations are useless due to memory needs. We then study the SIR epidemiological model on assortative networks, providing numerical evidence of the absence of epidemic thresholds. Besides, the time profiles of the populations are analyzed. Finally, we stress that the present method would allow to solve arbitrary epidemic-like models provided that they can be described by mean-field rate equations.

A few years ago, Watts and Strogatz ws98  introduced a model able to produce networks with properties of both regular lattices and random graphs with small diameter. Their model soon led to a burst of activity in the field strogatz ; doro , further spurred by Barabasi and collaborators who found that many seemingly diverse systems share several topological properties such as a power law behavior in their connectivity distributions when represented as networks bar99 . These complex networks are formed by a set of many elements (or nodes) that are linked together through edges (or links) if they interact directly. Empirical evidence supports that in notable networks, such as metabolic or communication webs, the probability $`P(k)`$ that any node has $`k`$ links to other nodes is distributed accordingly to a power law $`P(k)k^\gamma `$ bara02 ; fal ; romu01 , with $`\gamma 3`$ in most cases.

Networks of this type, called scale-free (SF) networks, show a noticeable property: the heterogeneity of the connectivity distribution can not be neglected. One of the fundamental results derived from this property is that the threshold characterizing the percolation transition or an epidemic outbreak is vanishing in the thermodynamic limit havlin01 ; newman00 ; bar00 ; pv01a . On the other hand, many real-world networks are also characterized by degree correlations n02a ; kr01 , which make it necessary to reconsider the same problems but taking into account the conditional probability $`P(k^{}|k)`$ that a link emanating from a node of connectivity (or degree) $`k`$ leads to a node of connectivity $`k^{}`$. Very recently, it has been shown analytically that the presence of nontrivial correlations does not change the main conclusions drawn for uncorrelated graphs, namely, the absence of percolation and epidemic thresholds av03 ; brv03  under very general conditions. However, neither complete exact solutions nor numerical studies of the system’s dynamics have been reported. From a theoretical side, it seems an unsurmountable task to work out such study. In contrast, although feasible in principle, numerical simulations using Monte Carlo techniques would be quite arduous since one should first generate a network with the proper correlations and then perform expensive Monte Carlo simulations for large system sizes, where memory requirements could seriously limit the size of the networks under study.

In this paper, we present an efficient numerical method that allows the study of epidemic-like models on the underlying topology of complex networks with arbitrary connectivity distributions and degree-degree correlations. The method solves the mean-field rate equations describing the dynamics of the system, where the topological properties are accounted for. Specifically, we fully analyze the Susceptible-Infected-Removed (SIR) model in networks with assortative correlations, where nodes tend to be linked with their connectivity peers n03  as for the case of social networks. Our results are compared with those obtained for uncorrelated networks and confirm the previous findings about the absence of any epidemic threshold. Besides, we report on the time evolution of the individual populations which allow us to draw interesting conclusions when confronted to uncorrelated networks.

The SIR model moreno02 ; n02b  considers that individuals are classified in three classes according to their state: susceptible, infected and removed. The epidemic is propagated by contacts between infected and susceptible individuals at a rate $`\lambda `$. Thus, once an individual gets infected and recovers he can not catch the epidemic again. Moreover, in networks with power-law distributed connectivities one also has to consider the presence of nodes with different connectivity $`k`$ within each category. We consider the time evolution of the magnitudes $`\rho _k(t)`$, $`s_k(t)`$, and $`r_k(t)`$, which are the density of infected, susceptible, and removed nodes of connectivity $`k`$ at time $`t`$, respectively, with the normalization condition $`\rho _k(t)+s_k(t)+r_k(t)=1`$. Global quantities can be obtained by averaging over the connectivity classes. In this way, the fraction of infected individuals (or the epidemic incidence) is given by $`r(t)=_kP(k)r_k(t)`$.

The mean-field rate equations for the evolution of these densities satisfy the following set of coupled differential equations moreno02 :

$`{\displaystyle \frac{ds_k(t)}{dt}}`$ $`=`$ $`\lambda ks_k(t){\displaystyle \underset{k^{}}{}}P(k^{}|k)\rho _k^{},`$ (1)
$`{\displaystyle \frac{d\rho _k(t)}{dt}}`$ $`=`$ $`\rho _k(t)+\lambda ks_k(t){\displaystyle \underset{k^{}}{}}P(k^{}|k)\rho _k^{},`$ (2)
$`{\displaystyle \frac{dr_k(t)}{dt}}`$ $`=`$ $`\rho _k(t).`$ (3)
with the initial conditions $`s(0)=(N1)/N`$, $`\rho (0)=1/N`$ and $`r(0)=0`$. In the above equations, it is considered that infected individuals recover with unitary rate. Moreover, the creation term in Eq. (2) is proportional to the density of susceptible individuals, $`s_k(t)`$, times the spreading rate $`\lambda `$, the number of emanating links $`k`$ and the probability that any neighboring node is infected. This probability is given by the average over all degrees of the probability $`P(k^{}|k)\rho _k^{}`$ that a link emanated from a node with connectivity $`k`$ points to an infected node with degree $`k^{}`$ brv03 ; note1 .

The numerical approach introduced here is based on a different interpretation of the mean-field rate equations (1-3) and is implemented as follows. Indeed, these equations describe a process in which individuals are decaying from one state to another. Hence, one can speak in terms of transition probabilities from the class of susceptible onto infected and finally onto removed individuals, i.e., $`s_k\stackrel{W_{s\rho }^k}{}\rho _k\stackrel{W_{\rho r}^k}{}r_k`$. From Eqs. (1-3) we get the transition probabilities at each time step $`t`$:

$`W_{s\rho }^k(t)`$ $`=`$ $`\lambda kNP(k)s_k(t){\displaystyle \underset{k^{}}{}}P(k^{}|k)\rho _k^{}(t),`$ (4)
$`W_{\rho r}^k(t)`$ $`=`$ $`NP(k)\rho _k(t),`$ (5)
where all the topological information is contained. The mean time interval, $`\tau `$, for one transition to occur after $`i1`$ decays is,

$$\tau =\frac{1}{W_{s\rho }(t)+W_{\rho r}(t)},$$
(6)
with $`W_{s\rho }(t)=_kW_{s\rho }^k(t)`$, $`W_{\rho r}(t)=_kW_{\rho r}^k(t)`$ and $`t=_j^{i1}\tau _j`$. That is, at any instant $`t`$ of the decaying process, $`\tau `$ represents the mean time for the next individual decay. Once the transition probabilities (4-5) are calculated, we stochastically decide what transition takes place. Nodes are divided in three classes according to their state and, within each of these classes, they are also characterized by their connectivity $`k`$. Hence, the identification of both what transition occurs and which class $`k`$ is affected after one $`\tau `$ is done by deciding that the probabilities that precisely a node with connectivity $`k`$ changes its state at time $`t`$ are given by

$`\mathrm{\Pi }_{s\rho }^k(t)=W_{s\rho }^k(t)\tau ,\mathrm{\Pi }_{\rho r}^k(t)=W_{\rho r}^k(t)\tau ,`$ (7)
materializing the choice by generating a random number between $`0`$ and $`1`$. In other words, the individual decays within each connectivity class $`k`$ proceeds by chance with the probabilities dictated by Eq. (7) until the end of the spreading process,i.e., when the condition $`\rho _k=0`$ is verified $`k`$. It is worth mentioning that the present stochastic approach has been successfully applied to the study of time-dependent models of fracture pre98 ; jgr . Besides, we remark that the main advantage of the method lies in the fact that we don’t have to know explicitly the connectivity matrix, but only a functional form for $`P(k^{}|k)`$. Therefore, in contrast to Monte Carlo simulations, we do not generate any network. Instead, we generate a sequence of integers distributed according to a power law $`P(k)k^\gamma `$ for the node’s connectivities.

In order to compare the SIR dynamics in uncorrelated and correlated networks, we set henceforth $`\gamma =3`$. For uncorrelated networks, the two-point degree correlation function $`P(k^{}|k)`$ is of the form

$$P(k^{}|k)=q_k^{}=\frac{k^{}P(k^{})}{k}.$$
(8)
Furthermore, consider the case in which the degree correlations can be decomposed into two components

$$P(k^{}|k)=(1\alpha )q_k^{}+\alpha \delta _{kk^{}},$$
(9)
with $`0\alpha <1`$. Varying the parameter $`\alpha `$ one interpolates between the uncorrelated graphs ($`\alpha =0`$) and a graph with positive degree correlations av03 ; aw03 .

We have studied the effects introduced by assortative correlations given by Eq. (9) in the spreading of a disease. Social networks are the capital example of assortative networks and, although positively correlated, do not have high correlation coefficients n03 , hence, we have used small values of $`\alpha `$ in our simulations. Figure 1 shows the epidemic incidence, $`R=r(t_{\mathrm{}})=_kP(k)r_k(t_{\mathrm{}})`$, averaged over many realizations, where $`t_{\mathrm{}}`$ is the lifetime of an epidemic outbreak. The results indicate that the epidemic incidence in networks with assortative correlations is smaller that for uncorrelated ones with the same degree distribution. However, the epidemic threshold in the thermodynamic limit is not modified by the presence of positive correlations and is vanishing when $`N\mathrm{}`$. The inset in Fig. 1 is a plot of $`R`$ as a function of $`1/\lambda `$ for an uncorrelated network with $`k=6`$. The behavior nicely fits the theoretical prediction $`Re^{2/k\lambda }`$ moreno02 , being the slope of the straight line equal to $`0.36(1)`$. This constitutes a further test of the validity of the approach presented here. As to the correlated networks, they satisfy the same functional form $`Re^{C/\lambda }`$ but approaches zero more slowly. Thus, the numerical findings confirm some theoretical arguments recently pointed out about the absence of any epidemic threshold in SF correlated networks with $`\gamma 3`$ av03 ; brv03 . Moreover, we note that in finite size networks with assortative correlations the effective threshold is larger, suggesting that these networks are more robust than uncorrelated ones.

The high heterogeneity of SF networks also causes that the relative incidence of an outbreak strongly depends on the connectivity of the first infected nodes moreno02 . First, we explored the likelihood of an epidemic outbreak, $`P_{out}`$ as a function of the connectivity, $`k_i`$, of the initial infected node. This probability is obtained by dividing the number of times an epidemic developed by the total attempts made. The results are summarized in Fig. 2. As can be observed, no matter whether or not correlations are present, the probability of having an epidemic outbreak is the same for both kind of networks. This behavior changes when coarse-graining the results of Fig. 1. The results shown in Fig. 3 have been obtained by simulating the SIR dynamics when the initial infected node has a connectivity $`k_i`$ and recording the epidemic incidence in each case. Now, the number of individuals within the removed class at the end of the spreading process significantly depends on the correlations. Note that this is not a consequence of the smaller value of the epidemic incidence for assortative correlations. In fact, the first part of the curves, up to intermediate values of $`k_i`$, follows a logarithmic dependency on the connectivity, but the number of removed individuals for uncorrelated networks grows more faster than for correlated ones. This behavior can be intuitively understood since in assortative networks, nodes are mainly connected with their connectivity peers (even for small values of $`\alpha `$), whereas in uncorrelated networks it is always possible that a poorly connected node transmits the disease to a hub. In other words, the random mixing leads to a higher $`R`$ and favors the propagation of the outbreak.

The method introduced here also allows the exploration of the time dependency of the quantities characterizing the epidemic spreading. Note that the time profiles, in contrast to MC simulations, are in units of $`\lambda ^1`$ and thus they can be used as a real quantitative measure. Figure 4 plots the time evolution of the fraction of removed individuals and that of the infected nodes for the two networks under study when the initial infected individual has the largest connectivity $`k_{max}`$. Here, as before, by simple inspection one would not be able to distinguish the behavior of these magnitudes in both networks as they show the same functional dependency on time. However, a more careful look at the plateau of $`R(\lambda t)`$ reveals that the epidemic lifetime is longer for assortative correlations than for uncorrelated networks. This is a direct consequence of the correlations. Starting from the very hub of the network, as time goes on, the epidemic is propagated, on average, from highly connected nodes down to less connected individuals such that when the end of the process is approaching, the mean time for individual decays is longer and longer leading to an effective deceleration of the epidemic spreading process. This is not anymore the case when random mixing rules out any correlated spreading. A further evidence of this mechanism is provided in the inset where it can be clearly noted that the two density profiles crosses well before the final death of the disease.

In summary, we have introduced an efficient numerical method that allows to explore the spreading of epidemic diseases in complex correlated networks without generating explicitly the network with the proper correlations. We have studied the SIR epidemiological model in assortative networks and found that its qualitative behavior is the same as for uncorrelated networks. However, from a more practical perspective, there are some important quantitative differences that deserve to be considered more carefully and makes the inclusion of correlations in nowadays studies meaningful. In particular, while the likelihood of an epidemic outbreak is not modified when taking into account positive correlations, the epidemic incidence is smaller than in networks with no correlations. In large social networks this may lead to a difference of $`15\%`$ to $`20\%`$ of infected people for moderate values of $`\lambda `$. On the other hand, we have found that the diseases are longest-lived in assortative networks. Additionally, we stress that the method employed here can be used to solve other epidemic-like models in networks with any correlations such as the SIS pv01a  and rumor spreading ymv03  models, provided that they can be described through mean-field rate equations. Finally, we point out that results for disassortative networks will appear elsewhere.

###### Acknowledgements.

Y. M. thanks A. Vázquez for useful discussions. Y. M. acknowledges financial support from the Secretaría de Estado de Educación y Universidades (Spain, SB2000-0357). This work has been partially supported by the Spanish DGICYT project BFM2002-01798.


text:
# 1 Best fit scaling exponents of the spanning cluster multiplicity with the lattice size L, corresponding to the mixed boundary conditions (P.B.C.) of the first program and to the free boundaries (F.B.C.) of the second program. The latter series is well described by the formula (𝑑-5)/2.

Percolation in high dimensions is not understood

S. Fortunato1, D. Stauffer2 and A. Coniglio3

1 Faculty of Physics, Bielefeld University, D-33615 Bielefeld, Germany

fortunat@physik.uni-bielefeld.de

2 Institute for Theoretical Physics, Cologne University,

D-50923 Köln, Euroland

stauffer@thp.uni-koeln.de

3 Dipartimento di Fisica, Università di Napoli ‘Federico II’,

Via Cintia, I-80126 Naples, Euroland

Antonio.Coniglio@na.infn.it

Abstract: The number of spanning clusters in four to nine dimensions does not fully follow the expected size dependence for random percolation.

Researchers were interested already long ago in percolation theory above the upper critical dimension of six , and we followed . At the percolation threshold , there is a theoretical consensus that the number $`N`$ of spanning clusters stays finite with increasing lattice size below $`d=6`$ dimensions, and increases with some power of the lattize size above six dimensions, for hypercubic lattices of $`L^d`$ sites . Andronico et al., however, have worrying data in five dimensions showing an increase of $`N`$ with increasing $`L`$. Thus we now check this question.

One Fortran program, available from stauffer@thp.uni-koeln.de, checks if a cluster spans from top to bottom and uses free boundary conditions in this and one other direction, while helical boundary conditions are used in the remaining $`d2`$ directions. The spanning properties are known to depend on boundary conditions and thus no quantitative agreement with  is expected. In three dimensions the average $`N`$ is about 0.4 for $`L=7`$ to 101, roughly independent of $`L`$ as predicted; that means there is often no spanning cluster. Figure 1, however, shows for $`d=5`$ an increase of $`N`$ with increasing $`L=3`$ to 101. Figure 2 shows for $`d=7,8`$ and $`9`$ an increase of the multiplicity as $`L^{1.65}`$, $`L^{2.49}`$ and $`L^{3.39}`$, respectively. The points in Figs. 1 and 2 are averages over mostly 1000 runs.

The other Fortran program uses free boundary conditions in all directions and it is available from fortunat@Physik.Uni-Bielefeld.DE. Its results in Figs.3 and 4, which refer mostly to a number of iterations between 10000 and 50000, are qualitatively similar to Figs.1 and 2. However, one derives instead an increase of the spanning cluster multiplicity as $`L^{0.97}`$, $`L^{1.53}`$ and $`L^{2.1}`$ for $`d=7,8`$ and $`9`$, respectively. We remark that this series of slopes is quite well reproduced by the simple formula $`(d5)/2`$, which is not predicted by any theory and which, if true, would hint the existence of infinite spanning clusters at threshold already in five dimensions. In fact, even the trend of the 6D data is quite well reproduced by a power law with exponent 0.51, which is amazingly close to the 1/2 that one would derive from the above mentioned formula. The 6D data points derived by the first program (Fig.1) can be instead better described by a logarithmic law, in accord with theory: one sees an increase as $`\mathrm{log}^2(L/2)`$. The best fit exponents derived by the two sets of data for $`d=6`$ to $`9`$ are listed in Table 1.

For $`d=5`$ both data sets show an analogous behaviour: the expected plateau is not reached even at the largest lattice used, $`L=101`$ for periodic boundary conditions, $`L=70`$ for free boundaries. Instead, the trend is quite well described in both cases by a logarithmic law.

As far as the comparison with theory is concerned, neither of the sets of exponents of Table 1 agrees with existing predictions. Moreover, they do not agree either with the following plausible argument:

Let us assume that above the upper critical dimensionality the linear dimension of the system $`L`$ does not scale asymptotically with the correlation length $`\xi `$, instead it scales with a ”thermodynamical” length $`\xi _T`$. This length diverges as the critical point is approached with an exponent $`\nu _T=3/d`$ for percolation and $`\nu _T=2/d`$ for Ising  models.

What is the meaning of this length $`\xi _T`$ ? We believe  that the number of incipient infinite clusters $`N_1`$ in a region of linear dimension $`\xi `$ scales as

$$N_1\xi ^{d6}(d>6).$$

The average distance $`\xi _1`$ between the ”centers” of these clusters is given by $`(\xi /\xi _1)^d\xi ^{d6}`$. Consequently $`\xi _1\xi ^{6/d}\xi _T`$. So $`\xi _T`$ is the average distance between the ”centers” of the spanning clusters in a region of linear dimension $`\xi `$.

How many spanning clusters are there in a region of linear dimension $`\xi _T`$? If the clusters did not interpenetrate one would find only one cluster. However, since the clusters do interpenetrate there are many more, depending strongly on the boundary conditions. As first approximation we can assume that there are $`N_1\xi ^{d6}`$ spanning clusters.

Using the relation $`\xi _T\xi ^{6/d}`$, we obtain $`N_1\xi _T^{d(d6)/6}`$. Since $`\xi _T`$ scales as $`L`$, we get the result that the number of spanning clusters $`N_1`$ scales as

$$N_1L^{d(d6)/6}$$

which gives the exponents 1.17 $`(d=7)`$, 2.67 $`(d=8)`$ and 4.5 $`(d=9)`$. From Table 1 we see that if, on the one hand, the predictions for $`d=7,8`$ can be taken as possible interpolations of the two numerical values we found, the results in nine dimensions (3.39, 2.10) seem to rule out this possibility, being both sensibly smaller than the predicted value (4.5).

Of course, one can always say that the simulated lattice sizes were too small, but nevertheless the discrepancies are worrying.

Acknowledgements: This paper was partly written up while DS was at Ecole de Physique et Chimie Industrielles, Lab. PMMH, in Paris; he thanks D. Tiggemann for help. AC would like to acknowledge partial support from MIUR-PRIN 2002 and MIUR-FIRB 2002. SF acknowledges the financial support of the TMR network ERBFMRX-CT-970122 and the DFG Forschergruppe FOR 339/1-2.


text:
# Collective excitations in a fermion-fermion mixture with different Fermi surfaces

## I Introduction

A lot of progress has been made in the area of low temperature Fermi gases in recent several years. Particularly, the quantum degenerate regime was reached DeMarco  and Feshbach resonance was observed Loftus . Currently, a lot of effort are concentrated on creating and studying the superfluid phase OHara .

At low temperature, $`s`$-wave scattering is the dominant interaction between atoms. Interactions with higher angular momentum are ineffective for cooling. To take advantage of the $`s`$-wave interaction, the fermion system must contain more than one species. In most experiments so far, fermions are trapped in two different hyperfine-spin states. The two Fermi surfaces are usually different, which makes the system more complex.

Collective excitations are important properties of low-temperature systems. Landau predicated the existence of the zero sound in Fermi liquids. In 3He systems, sound modes are distinct signatures of exotic pairing phases. The collective excitations in Fermi gases have been extensively studied theoreticallyYip ; Vichi ; Baranov ; BruunPRL ; Bruun . However, so far, most studies assume the two species have the same Fermi surface, which is often not true in experiments.

In this paper, we study the collective excitations in the fermion-fermion mixture with different Fermi surfaces. For simplicity, we consider a homogeneous system. We find that the dispersion of collective excitations are affected by the Fermi velocities. The superfluid phase can be exclusively identified by its sound velocity as proposed in Ref.Baranov ; BruunPRL .

The Hamiltonian describing the fermion-fermion mixture is given by

$$H=\frac{\mathrm{}^2}{2m_a}\psi _a^{}\psi _a+\frac{\mathrm{}^2}{2m_b}\psi _b^{}\psi _b+g\psi _a^{}\psi _b^{}\psi _b\psi _a,$$
(1)
where $`m_a`$ and $`m_b`$ are the masses of the $`a`$\- and $`b`$-species. The single-particle dispersion is given by $`ϵ_𝐤^{a,b}=\frac{\mathrm{}^2k^2}{2m_{a,b}}\mu _{a,b}`$, where $`\mu _a`$ and $`\mu _b`$ are the chemical potentials of the two species. The coupling constant between the two species is given by $`g`$. In this paper, only the s-wave scattering is considered, and the interaction between atoms of the same species is ignored.

To obtain the spectrum of collective excitations, we construct the kinetic equations,

$$i\mathrm{}\frac{n}{t}=[n,H],$$

where $`n`$ is a 2 by 2 density matrix given by

$$n_{\mathrm{𝐤𝐤}^{}}=\left(\begin{array}{cc}a_𝐤^{}a_𝐤^{}& a_𝐤^{}b_𝐤^{}\\ b_𝐤a_𝐤^{}& b_𝐤b_𝐤^{}^{}\end{array}\right).$$
(2)
In this paper, we consider the low-energy and low-temperature region, where the system is in the collisionless region and the collision integral can be ignored. The density fluctuation $`\delta n`$ obeys the simple kinetic equation

$$\omega \delta n_{\mathrm{𝐤𝐤}+𝐪}=\delta n_{\mathrm{𝐤𝐤}+𝐪}ϵ_{𝐤+𝐪}^0ϵ_𝐤^0\delta n_{\mathrm{𝐤𝐤}+𝐪}+n_𝐤^0\delta ϵ_{\mathrm{𝐤𝐤}+𝐪}\delta ϵ_{\mathrm{𝐤𝐤}+𝐪}n_{𝐤+𝐪}^0,$$
(3)
where $`n_𝐤^0`$ is the density in equilibrium, $`ϵ_𝐤^0`$ is the mean-field energy, $`\delta ϵ`$ is the energy fluctuation, and they are all 2 by 2 matrices.

In the low-frequency and long-wavelength limit, we apply gradient expansion to second order, and eq.(3) is reduced to

$$\omega \delta n_𝐤=[\delta n_𝐤,ϵ_𝐤^0]+\{\delta n_𝐤,\frac{1}{2}𝐪_𝐤ϵ_𝐤^0\}+[n_𝐤^0,\delta ϵ_𝐤]\{\delta ϵ_𝐤,\frac{1}{2}𝐪_𝐤n_𝐤^0\}+[\frac{1}{8}q_iq_j\frac{^2n_𝐤^0}{_{k_i}_{k_j}},\delta ϵ_𝐤],$$
(4)
where the second derivative of $`ϵ_𝐤^0`$ can be ignored because the fermi energies are usually much bigger than the pairing gap. The fluctuations in energy and density are also related through interaction,

$$\delta ϵ_𝐤^{(1),(2),(3)}=g\frac{d^3k^{}}{(2\pi )^3}\delta n_𝐤^{}^{(1),(2),(3)},$$

$$\delta ϵ_𝐤^{(0)}=g\frac{d^3k^{}}{(2\pi )^3}\delta n_𝐤^{}^{(0)},$$

where $`\delta ϵ=\delta ϵ^{(i)}\sigma _i`$, $`\delta n=\delta n^{(i)}\sigma _i`$, $`\sigma _i`$’s are Pauli matrices, and $`\sigma _0`$ is the identity matrix. As a consequence of the $`s`$-wave scattering, $`\delta ϵ_𝐤`$ is independent of $`𝐤`$. So in the following, we omit its subscript $`𝐤`$.

## II Zero Sound

In the Fermi-liquid phase, the low-energy collective excitations come from density fluctuation. Since the pairing fluctuation is massive, the off-diagonal matrix elements $`ϵ^{(1),(2)}`$ and $`n^{(1),(2)}`$ can be ignored. The mean-field energy and density are given by

$$ϵ_𝐤^0=\left(\begin{array}{cc}ϵ_𝐤^a& 0\\ 0& ϵ_𝐤^b\end{array}\right),$$

$$n_𝐤^0=\left(\begin{array}{cc}f(ϵ_𝐤^a)& 0\\ 0& 1f(ϵ_𝐤^b)\end{array}\right),$$

where $`f(ϵ)=1/(1+e^{\beta ϵ})`$ is the fermi function.

At low temperature, $`_𝐤f(ϵ_𝐤^{a,b})\delta (ϵ_𝐤^{a,b})v_F^{a,b}\widehat{k}`$, the kinetic equations are approximately given by

$$(\omega v_F^{a,b}\widehat{k}𝐪)\delta n_𝐤^{a,b}=v_F^{a,b}\widehat{k}𝐪\delta (ϵ_𝐤^{a,b})\delta ϵ^{a,b},$$
(5)
where $`\delta ϵ^{a,b}=\delta ϵ^{(3)}\pm \delta ϵ^{(0)}`$, $`\delta n^{a,b}=\delta n^{(3)}\pm \delta n^{(0)}`$, and $`v_F^{a,b}`$ are the Fermi velocities. Since the density fluctuation is always around the Fermi surfaces, it is a good approximation to assume $`\delta n_𝐤^{a,b}=\delta ϵ^{a,b}\nu _{\widehat{k}}^{a,b}`$, where $`\nu _{\widehat{k}}^{a,b}`$ are functions of $`\widehat{k}`$, $`𝐪`$, and $`\omega `$. The kinetic equations are now reduced to

$`(\omega v_F^{a,b}\widehat{k}𝐪)\nu _{\widehat{k}}^{a,b}=v_F^{a,b}\widehat{k}𝐪\delta (ϵ_𝐤^{a,b}),`$ (6)
$`\delta ϵ^{a,b}=g{\displaystyle \frac{dk^3}{(2\pi )^3}\nu _{\widehat{k}}^{b,a}\delta ϵ^{b,a}}.`$ (7)
The above equations can be further simplified to the following form

$$1=g^2D_a(x_a)D_b(x_b),$$
(8)
where

$$D_{a,b}(x_{a,b})=N_{a,b}(0)\frac{\widehat{q}\widehat{k}d\widehat{k}}{4\pi (x_{a,b}\widehat{q}\widehat{k})},$$

$`x_{a,b}=\omega /(v_F^{a,b}q)`$, and $`N_{a,b}(0)`$ are the densities of states of the two species. The function $`D_a(x_a)`$ has an imaginary part when $`x_a<1`$. Therefore Eq. (10) has an undamped solution only when

$$\omega >\mathrm{max}(v_F^a,v_F^b)q.$$
(9)
In the weak coupling limit, the zero sound velocity is approximately given by the largest Fermi velocity,

$$\omega \mathrm{max}(v_F^a,v_F^b)q.$$
(10)
For stronger couplings, the difference between the sound velocity and the largest Fermi velocity becomes bigger.

## III Phase Mode

With attractive interactions, $`g<0`$, the system can go into a pairing phase below a critical temperature. The fermion excitations have a gap $`\mathrm{\Delta }`$ which can be obtained from the gap equation in the standard BCS formulism,

$$1=\frac{g}{V}\underset{𝐤}{}\frac{\mathrm{tanh}[\frac{\beta }{2}(E_𝐤+ϵ_𝐤^{})]+\mathrm{tanh}[\frac{\beta }{2}(E_𝐤ϵ_𝐤^{})]}{4E_𝐤},$$
(11)
where $`E_𝐤=\sqrt{ϵ_{𝐤}^{+}{}_{}{}^{2}+\mathrm{\Delta }^2}`$, $`ϵ_𝐤^\pm =(ϵ_𝐤^a\pm ϵ_𝐤^b)/2`$, and $`\mathrm{\Delta }`$ is positive for simplicity. The fermion excitations in this phase have two branches with dispersions given by $`E_𝐤\pm ϵ_𝐤^{}`$.

At zero temperature, there is no pairing contribution from the region where $`E_𝐤<|ϵ_𝐤^{}|`$, as shown in the gap equation,

$$1=\frac{g}{V}\underset{𝐤}{}\frac{\theta (E_𝐤|ϵ_𝐤^{}|)}{2E_𝐤}.$$
(12)
When the two Fermi surfaces are different, there is no infra-red divergence on the right-hand side of Eq. (12) in the limit $`\mathrm{\Delta }0`$. The coupling constant has to be bigger than a critical value, $`g>g_c`$, for the pairing phase to be stable. In contrast, when the two Fermi surfaces are identical, the critical coupling constant is zero, $`g_c=0`$, and the pairing of fermions is stronger.

In the following, we consider the case $`g>g_c`$ and at zero temperature for simplicity. The mean-field energy and density matrix are given by

$`ϵ_𝐤^0=ϵ_𝐤^{}I+ϵ_𝐤^+\sigma _3+\mathrm{\Delta }\sigma _1,`$
$`n_𝐤^0={\displaystyle \frac{1}{2}}I\mathrm{\Delta }\theta _𝐤\sigma _1\varphi _𝐤\sigma _3,`$
where $`\theta _𝐤=\frac{1}{2E_𝐤}`$ and $`\varphi _𝐤=ϵ_𝐤^+\theta _𝐤`$. The kinetic equation Eq. (4) is now given by

$$\mathrm{\Omega }_𝐤\delta n_𝐤=M_𝐤\delta ϵ,$$
(13)
where $`\mathrm{\Omega }_𝐤`$ and $`M_𝐤`$ are 4 by 4 matrices given by

$`\mathrm{\Omega }_𝐤`$ $`=`$ $`\left(\begin{array}{cccc}\omega \eta _𝐤^{}& 0& 0& \eta _𝐤^+\\ 0& \omega \eta _𝐤^{}& 2iϵ_𝐤^+& 0\\ 0& 2iϵ_𝐤^+& \omega \eta _𝐤^{}& 2i\mathrm{\Delta }\\ \eta _𝐤^+& 0& 2i\mathrm{\Delta }& \omega \eta _𝐤^{}\end{array}\right),`$
$`M_𝐤`$ $`=`$ $`\left(\begin{array}{cccc}0& \eta _𝐤^+\theta _𝐤^{}\mathrm{\Delta }& 0& \eta _𝐤^+\varphi _𝐤^{}\\ \eta _𝐤^+\theta _𝐤^{}\mathrm{\Delta }& 0& 2i\varphi _𝐤+i\eta _{𝐤}^{+}{}_{}{}^{2}\varphi _𝐤^{}& 0\\ 0& 2i\varphi _𝐤i\eta _{𝐤}^{+}{}_{}{}^{2}\varphi _𝐤^{}& 0& 2i\mathrm{\Delta }\theta _𝐤+\frac{i}{4}\eta _{𝐤}^{+}{}_{}{}^{2}\mathrm{\Delta }\theta _𝐤^{\prime \prime }\\ \eta _𝐤^+\varphi _𝐤^{}& 0& 2i\mathrm{\Delta }\theta _𝐤\frac{i}{4}\eta _{𝐤}^{+}{}_{}{}^{2}\mathrm{\Delta }\theta _𝐤^{\prime \prime }& 0\end{array}\right),`$
where $`\eta _𝐤^\pm =v_F^\pm \widehat{k}𝐪`$, $`\varphi _𝐤^{}=\frac{d\varphi _𝐤}{dϵ_𝐤^+}`$, $`\varphi _𝐤^{\prime \prime }=\frac{d^2\varphi _𝐤}{dϵ_{𝐤}^{+}{}_{}{}^{2}}`$, $`\theta _𝐤^{}`$ and $`\theta _𝐤^{\prime \prime }`$ are similarly defined. The kinetic energy $`ϵ_𝐤^\pm `$ is linearized around the place where $`ϵ_𝐤^+=0`$, $`_𝐤ϵ_𝐤^\pm =v_F^\pm \widehat{k}`$. The curvature of $`ϵ_𝐤^\pm `$ is negligible as long as the chemical potentials of the two species are much larger than the pairing gap. To a good approximation, $`v_F^\pm =(v_F^a\pm v_F^b)/2`$. The fluctuations in energy and density are related through interaction

$$\delta ϵ=\lambda g\frac{d^3k}{(2\pi )^3}\delta n_𝐤,$$
(16)
where $`\lambda `$ is the 4 by 4 matrix given by

$`\lambda =\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right).`$
Using Eq. (13) and Eq. (16), we obtain the equation for the dispersion of the collective mode

$$det|I\lambda g\frac{d^3k}{(2\pi )^3}\mathrm{\Omega }_𝐤^1M_𝐤|=0.$$
(18)
To the leading nontrivial order of $`\omega `$ and $`q`$, the above equation is reduced to

$$det\left|\begin{array}{cccc}1& 0& 0& 0\\ 0& gN_+(0)& 0& 0\\ 0& 0& \frac{gN_+(0)}{4\mathrm{\Delta }^2}(\omega ^2\frac{1}{3}v_F^av_F^bq^2)& \frac{igN_+(0)}{2\mathrm{\Delta }}\omega \\ 0& 0& \frac{igN_+(0)}{2\mathrm{\Delta }}\omega & 1+gN_+(0)\end{array}\right|=0,$$
(19)
where $`N_+(0)`$ is the density of states of $`ϵ_𝐤^+`$, approximately given by $`N_+(0)=2N_a(0)N_b(0)/[N_a(0)+N_b(0)]`$. As shown in Eq.(19), the spin fluctuation and the pairing amplitude fluctuation are decoupled from the the rest fluctuations. The uniform density fluctuation is closely coupled to the pairing phase fluctuation.

The dispersion of the phase mode to the leading order of $`q`$ is given by

$$\omega =q\sqrt{\frac{1}{3}v_F^av_F^b(1+gN_+(0))}.$$
(20)
In the case of weak coupling, the phase-mode velocity is noticeably smaller than the zero-sound velocity given by Eq.(10). This difference between the two velocities is large enough to be used in detecting the existence of the paring state, as propose in Ref.Baranov ; BruunPRL . Further work for the case of trapped systems are needed to compare with experiments.

The author would like to thank T.-L. Ho and S.-K. Yip for helpful discussions, and acknowledge support from SRF for ROCS, SEM and support from NSFC under Grant No. 10174003.


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# LENGTHS OF FINITE DIMENSIONAL REPRESENTATIONS OF PBW ALGEBRAS

## 1. INTRODUCTION

For a fixed integer $`n>1,`$ let $`\mathrm{\Sigma }=\{X_1,\mathrm{},X_t\}`$ be a set of $`n\times n`$ matrices over an arbitrary field k, and let $`\mathrm{\Sigma }^m`$ be the set of products of length $`m`$ in the $`X_i,`$ where $`\mathrm{\Sigma }^0`$ is defined as the identity. Let $`L_i`$ be the linear space spanned by $`\mathrm{\Sigma }^0\mathrm{\Sigma }^1\mathrm{}\mathrm{\Sigma }^i,`$ and denote the dimension of this space by $`r_i.`$ Next, let $`L_{}`$ be the linear space spanned by products of any length, and let $`r_{}`$ denote its dimension. Finally, let $`c(\mathrm{\Sigma })=min\{i:r_i=r_{}\}.`$

In , Paz proved that $`c(\mathrm{\Sigma })(n^2+2)/3`$, and Pappacena gave lower bounds . Paz conjectured a bound of $`2n2`$ and suggested a lemma which, if proved, would prove the conjecture. We prove this lemma (listed as Proposition 2.5 below) for matrices satisfying the following property: every product $`u=X_{i_1}X_{i_2}\mathrm{}X_{i_l}`$ in the matrices $`X_1,\mathrm{},X_t`$ can be written, modulo $`L_{l1},`$ in the form

$$\underset{j_1+j_2\mathrm{}+j_t=l}{}c_{(j_1,\mathrm{},j_t)}X_t^{j_t}X_{t1}^{j_{t1}}\mathrm{}X_1^{j_1},$$

with $`c_{(j_1,\mathrm{},j_t)}=0`$ whenever $`X_t^{j_t}X_{t1}^{j_{t1}}\mathrm{}X_1^{j_1}<u`$ in the lexicographical ordering.

This modified PBW property allows any $`l`$-length matrix product $`u`$ to be written as a linear combination of ordered products of length $`l`$, modulo products (not necessarily ordered) of lesser length; here by ordered product we mean a product in which $`X_iX_j`$ never appears for $`i<j.`$ Our condition is, in fact, looser than what is generally found in homomorphic images of algebras satisfying the PBW property. Sets of matrices obeying this property include finite dimensional representations of Lie algebras and quantum groups (see, e.g.,  for further details).

The $`2n2`$ bound is in fact sharp for the class of matrices satisfying the above property, as an example using the quantum plane illustrates, but lower bounds for certain other cases can be obtained. In particular, knowledge about $`r_{}`$ allows the constraints of Paz’s suggested lemma to be tightened, resulting in lower bounds on $`c(\mathrm{\Sigma }).`$ As an example we provide a proof of a $`2n3`$ bound when the k-algebra generated by $`\mathrm{\Sigma }`$ is not equal to $`M_n(\text{k}),`$ the full algebra of all $`n\times n`$ matrices over the field k.

This research was begun during the summer 2003 Research Experience for Undergraduates program supervised by E. S. Letzter at Temple University. The authors are greatly indebted to Dr. Letzter for his guidance during the program and his help in writing this paper.

## 2. PROOF OF THE MAIN THEOREM

We begin with some notation and preliminaries necessary to our proof. We then prove Lemmas 2.3 and 2.4. Together, these preliminary lemmas establish Paz’s suggested lemma, listed below as Proposition 2.5. We then proceed to prove our main theorem.

### 2.1 Notation

(i) We write the matrix product $`X_{i_1}\mathrm{}X_{i_k}`$ as the word $`i_1\mathrm{}i_k.`$ An $`l`$-subword of a word $`u`$ is any set of $`l`$ consecutive letters in $`u`$.

(ii) We say two words are formally equivalent if their $`i^{th}`$ letters match for all $`i;`$ otherwise we say they are formally distinct. We call a subword consisting of one repeated letter, such as $`111\mathrm{}1,`$ formally constant.

(iii) If $`u_i,u_j,u_k,\mathrm{},u_p`$ are $`m`$-length products, $`u_i(u_j,u_k,\mathrm{},u_p)`$ means $`u_i`$ is a linear combination of $`u_j,u_k,\mathrm{},u_p`$ modulo $`L_{m1}.`$

(iv) We call a word reducible if it can be written as a linear combination of words of lesser length.

### 2.2 Preliminaries

(i) Any word that can be written as a linear combination, modulo words of lesser length, of other words that are all reducible is itself reducible. Thus, we will examine only ordered products, and the modified PBW property satisfied by the matrices we are considering guarantees that our results will carry over to all matrix products.

(ii) If any word contains a subword of $`n`$ or more of the same letter this word will be reducible by the Cayley-Hamilton Theorem.

(iii) Any word $`u`$ can be treated as a base-$`(t+1)`$ number, and this number will be unique to $`u.`$ We denote this number by $`\overline{u}.`$ The numerical ordering on $`\overline{u}`$ coincides exactly with the lexicographical ordering on matrix products.

###### Lemma 2.3

For any positive integers $`k,m`$ and $`N`$, if $`r_kr_{k1}N`$ then any word of length $`m`$ with more than $`N`$ formally distinct $`k`$-subwords can be written as a linear combination, modulo $`L_{m1}`$, of words each having at most $`N`$ formally distinct $`k`$-subwords.

###### Demonstration Proof

Given such a word $`u`$ of length $`m`$, let $`u_1,u_2,\mathrm{},u_s`$ for $`s>N`$ be $`u`$’s formally distinct $`k`$-subwords, numbered such that $`\overline{u}_1<\overline{u}_2<\mathrm{}<\overline{u}_s.`$ Since there are more subwords than $`r_kr_{k1},`$ these subwords must be linearly dependent, modulo $`L_{k1}.`$ Therefore there exists a minimum $`i`$ such that $`u_i(u_{k_1},u_{k_2},\mathrm{},u_{k_p})`$ with $`k_1,k_2,\mathrm{},k_p>i.`$ (Note that if $`i=s`$ then $`u_s`$ is equal, modulo $`L_{k1},`$ to zero, and $`u`$ is trivially reducible.) We form the new words $`u^{(1)},u^{(2)},\mathrm{},u^{(p)}`$ from $`u`$ by replacing $`u_i`$ with $`u_{k_l}`$ to form $`u^{(l)}.`$ We see that $`u(u^{(1)},u^{(2)},\mathrm{},u^{(p)})`$ and that $`\overline{u}^{(l)}>\overline{u}`$ for all $`l.`$

We can apply the above process to each of the words $`u^{(l)}`$ as long as they have more than $`N`$ formally distinct subwords. Since this process continually increases the numerical value of these words and there are finitely many words of length $`m,`$ we will eventually write $`u`$ as a linear combination, modulo $`L_{m1},`$ of words with at most $`N`$ formally distinct $`k`$-subwords.

In addition, because rewriting words in ordered form via the modified PBW property also continually increases their numeric value, we can, at each step in the above process, put all our words in ordered form. Therefore, when working with sets of matrices obeying the modified PBW property we can write any ordered word $`u`$ as a linear combination, modulo $`L_{m1},`$ of ordered words with at most $`N`$ formally distinct $`k`$-subwords.∎

###### Lemma 2.4

For a positive integer $`k2n2,`$ set

$$N=\{\begin{array}{cc}k\hfill & \text{ for }1kn1\text{ }\hfill \\ 2nk2\hfill & \text{ for }nk2n2.\text{ }\hfill \end{array}$$

Any ordered word of length $`2n1`$ not reducible by the Cayley-Hamilton Theorem contains at least $`N+2`$ formally distinct $`k`$-subwords.

###### Demonstration Proof

Let $`u`$ be an ordered word of length $`2n1`$ that is not reducible by the Cayley-Hamilton Theorem.

Case I. Suppose $`1kn1.`$ Recall $`N=k.`$

Subcase i. The longest formally constant subword in $`u`$ has length greater than or equal to $`k`$.

Specifically, call the longest formally constant subword $`w`$ and say it has length $`jk`$. Since our word is not reducible by Cayley-Hamilton, $`j<n.`$ Since $`kj<n`$ and $`u`$ has length $`2n1`$ there will be at least $`k+1=N+1`$ $`k`$-subwords overlapping but not contained in $`w`$. Examining these $`k`$-subwords, we see that they will be formally distinct since each features the transition between $`w`$ and the surrounding letters in a different spot. Thus, including one of the formally constant $`k`$-subwords found within $`w`$, we conclude that $`u`$ contains at least $`N+2`$ formally distinct $`k`$-subwords.

Subcase ii. The longest formally constant subword in $`u`$ has length less than $`k.`$

In this case no two $`k`$-subwords will be formally equivalent since none will be constant. Since $`k<n,`$ $`u`$ has at least $`n+1`$ $`k`$-subwords. Since $`N=k<n,`$ $`u`$ contains at least $`N+2`$ formally distinct $`k`$-subwords.

Case II. Now suppose $`nk2n2.`$ Recall $`N=2n2k.`$ Since $`kn,`$ no two $`k`$-subwords can be formally equivalent or else $`u`$ will be reducible by Cayley-Hamilton since $`u`$ will contain a formally constant subword of length greater than $`n`$. There are $`2nk`$ $`k`$-subwords in total, so $`u`$ contains $`N+2`$ formally distinct $`k`$-subwords. ∎

We now prove the lemma suggested by Paz.

###### Proposition 2.5

Let $`m=2n1.`$ If for some positive integer $`k2n2`$ the corresponding condition from among

$$r_kr_{k1}k\text{ for }1kn1$$

$$r_kr_{k1}2nk2\text{ for }nk2n2$$

holds then $`c(\mathrm{\Sigma })m1.`$

###### Demonstration Proof

Lemmas 2.3 and 2.4 establish this proposition in the following manner. Suppose one of the above conditions holds; say it is the condition for $`k^{}`$ and let $`N^{}`$ correspond to $`k^{}`$ as described in the statement of Lemma 2.4. Consider a word $`u`$ of length $`m=2n1.`$ We will show that $`u`$ is reducible, giving us that $`c(\mathrm{\Sigma })m1=2n2.`$

If $`u`$ is reducible by Cayley-Hamilton, we are done. If $`u`$ is not reducible by Cayley-Hamilton then Lemma 2.4 implies that it has more than $`N^{}`$ formally distinct $`k^{}`$-subwords. Lemma 2.3 then implies that $`u`$ is linearly dependent, modulo $`L_{m1},`$ on ordered words which do not have more than $`N^{}`$ distinct $`k^{}`$-subwords. Finally, the contrapositive of Lemma 2.4 implies that these words are reducible by Cayley-Hamilton. Thus $`u`$ is reducible, and $`c(\mathrm{\Sigma })m1.`$

We now prove our main theorem.

###### Theorem 2.6

Let $`\mathrm{\Sigma }=\{X_1,\mathrm{}X_t\}`$ be a set of $`n\times n`$ matrices satisfying the following property: any product $`X_{i_1}\mathrm{}X_{i_l}`$ can be written, modulo $`L_{l1},`$ in the form

$$\underset{j_1+\mathrm{}+j_t=l}{}c_{(j_1,\mathrm{}j_t)}X_t^{j_t}\mathrm{}X_1^{j_1},\text{ with }c_{(j_1,\mathrm{}j_t)}=0\text{ whenever }\overline{X_t^{j_t}\mathrm{}X_1^{j_1}}<\overline{u}\text{}$$

Then $`c(\mathrm{\Sigma })2n2.`$

###### Demonstration Proof (following Paz )

If $`c(\mathrm{\Sigma })=m2n1,`$ none of the conditions of Proposition 2.5 can hold. Thus, if $`c(\mathrm{\Sigma })2n1`$, then $`r_0=1,r_1r_02,r_2r_13,\mathrm{},r_{n1}r_{n2}n,r_nr_{n1}n1,\mathrm{},r_{2n2}r_{2n3}1.`$ Then we have $`r_{2n2}1+2+\mathrm{}+n1+n+n1+\mathrm{}+1=2(n(n1))/2+n=n^2r_{}.`$ This, however, contradicts $`c(\mathrm{\Sigma })2n1,`$ for if $`r_{2n2}`$ is already greater than or equal to the dimension of all of $`L_{},r_{2n1}`$ can be no larger than $`r_{2n2}.`$

## 3. SHARPNESS OF THE BOUND

The bound of $`2n2`$ is sharp for the general set of matrices described above as the following example from the quantum plane shows.

Consider complex $`n\times n`$ matrices $`X`$ and $`Y`$ satisfying $`XY=qYX`$, where $`q=e^{2\pi i/n}`$, such that the algebra generated by $`X`$ and $`Y`$ is all of $`M_n().`$ Because $`X^n`$ and $`Y^n`$ are reducible by the Cayley-Hamilton Theorem, the set $`P=\{X^iY^j|0i,jn1\}`$ must span all of $`L_{}`$. Since $`M_n()`$ has dimension $`n^2`$ and $`P`$ contains $`n^2`$ matrices, $`P`$ is in fact a basis. Thus the $`(2n2)`$-length product $`X^{n1}Y^{n1}`$ is linearly independent from any products of lesser length, giving us that $`c(\mathrm{\Sigma })=2n2`$ for such a set of matrices.

It remains only to show that such matrices do indeed exist. We leave it to the reader to verify that the following matrices satisfy the above conditions.

$$X=\left[\begin{array}{cccc}1& & & \\ & q& & \\ & & \mathrm{}\\ & & & q^{n1}\end{array}\right],Y=\left[\begin{array}{cccc}& & & 1\\ 1\\ & \mathrm{}\\ & & 1\end{array}\right].$$

Lower bounds for certain sets of matrices can be obtained. Paz’s suggested lemma is set up to deal with sets of matrices for which $`r_{}`$ could be as great as $`n^2.`$ With more information about the dimension of $`L_{}`$ for a given set of matrices, the conditions of the lemma can be tightened, resulting in lower bounds for $`c(\mathrm{\Sigma }),`$ as the following shows.

We prove a slightly more restrictive form of Proposition 2.5, which we then use to prove Theorem 3.2.

###### Proposition 3.1

Let $`m=2n2.`$ If for some $`k2n3`$ the corresponding condition from among

$$r_kr_{k1}k\text{ for }1kn1$$

$$r_kr_{k1}2nk2\text{ for }nk2n3$$

holds then $`c(\mathrm{\Sigma })m1.`$

###### Demonstration Proof

Lemma 2.4 tells us that in an ordered word of length $`2n1`$ there are at least $`N+2`$ formally distinct $`k`$-subwords. Since decreasing to length $`2n2`$ eliminates at most one of these $`k`$-subwords, there will still be at least $`N+1.`$ Since we only need more than $`N,`$ the proof of Proposition 3.1 then follows directly from the proof of Proposition 2.5.∎

###### Theorem 3.2

Let $`\mathrm{\Sigma }`$ be as before, with the added restriction that it does not generate all of $`M_n(\text{k}).`$ Then $`c(\mathrm{\Sigma })2n3.`$

###### Demonstration Proof

Now we proceed as before. If $`c(\mathrm{\Sigma })=m2n2,`$ then none of the above conditions can hold. This implies $`r_0=1,r_1r_02,r_2r_13,\mathrm{},r_{n1}r_{n2}n,r_nr_{n1}n1,\mathrm{},r_{2n3}r_{2n4}2.`$ Then we have $`r_{2n3}1+2+\mathrm{}+n1+n+n1+\mathrm{}+2=2(n(n1))/2+n1=n^21.`$ Because of the restriction placed on the algebra generated by $`\mathrm{\Sigma },`$ $`n^21r_{}.`$ As before, this contradicts $`c(\mathrm{\Sigma })2n2.`$

For representations of Lie algebras $`c(\mathrm{\Sigma })`$ is bounded by $`2n3`$ as well. No Lie algebra consisting of two matrices generates all of $`M_n,`$ and for a Lie algebra of three or more matrices to do so those three matrices, together with the identity, must be linearly independent, implying that $`r_1r_03.`$ This allows a proof similar to that given for Theorem 3.2 since now the sum of the $`r_{i+1}r_i`$ terms will be greater than or equal to $`n^2.`$ We leave as an open question whether the bound of $`2n3`$ is sharp for representations of Lie algebras. We have looked for an example achieving this bound but have been unable to find one.