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# A model for cascading failures in complex networks

## Abstract

Large but rare cascades triggered by small initial shocks are present in most of the infrastructure networks. Here we present a simple model for cascading failures based on the dynamical redistribution of the flow on the network. We show that the breakdown of a single node is sufficient to collapse the efficiency of the entire system if the node is among the ones with largest load. This is particularly important for real-world networks with a highly hetereogeneous distribution of loads as the Internet and electrical power grids.

Cascading failures are common in most of the complex communication/transportation networks mendesbook ; strogatzreview  that are the basic components of our lives and industry. In fact, although most failures emerge and dissolve locally, largely unnoticed by the rest of the world, a few trigger avalanche mechanisms that can have large effects over the entire networks.
Cascading failures take place on the Internet, where traffic is rerouted to bypass malfunctioning routers, eventually leading to an avalanche of overloads on other routers that are not equipped to handle extra traffic. The redistribution of the traffic can result in a congestion regime with a large drop of the performance. For instance in October 1986, during the first documented Internet congestion collapse, the speed of the connection between the Lawrence Berkeley Laboratory and the University of California at Berkeley, two places separated only by 200 meters, dropped by a factor 100 jacobson ; guimera .
Cascading failures also take place in electrical power grids. In fact, when for any reason a line goes down, its power is automatically shifted to the neighboring lines, which in most of the cases are able to handle the extra load. Few times, however, also these lines are overloaded and must redistribute their increased load to their neighbors. This eventually leads to a cascade of failures: a large number of transmission lines are overloaded and malfunction at the same time. This is exactly what happened in August 10 1996 carreras ; sachtjen  when a 1,300-megawatt electrical line in southern Oregon sagged in the summer heat, initiating a chain reaction that cut power to more than 4 million people in 11 Western States. And probably this is also what happened in August 14 2003 when an initial disturbance in Ohio NYT  triggered the largest blackout in the US’s history in which millions of people remained without electricity for as long as 15 hours.
Large cascading failures are also present in social and economic systems watts\_failures .

How is it possible that a small initial shock, as the breakdown of an Internet router (or of an electrical substation or line), can trigger avalanches mechanisms affecting a considerable fraction of the network and collapsing a system that in the past was proven to be stable with respect to similar shocks ? In this letter we propose a simple model for cascading failures in complex networks. Resistance of networks to the removal of nodes or arcs, due either to random breakdowns or to intentional attacks has been studied in Refs.barabasi\_attack ; holme ; crucitti ; girvan ; motter2002 . Such studies have focussed only on the static properties of the network showing that the removal of a group of nodes altogether can have important consequences. Here we show how the breakdown of a single node is sufficient to collapse the entire system simply because of the dynamics of redistribution of flows on the network. In our model each node is characterized by a given capacity to handle the traffic. Initially the network is in a stationary state in which the load at each node is smaller than its capacity. The breakdown (removal) of a node changes the balance of flows and leads to a redistribution of loads over other nodes. If the capacity of these nodes can not handle the extra load this will be redistributed in turn, triggering a cascade of overload failures and eventually a large drop of the network performance as the ones observed in real systems, like the Internet or the electrical power grids. The main differences with respect to previous models motter\_cascade ; moreno\_vespignani ; fiberbundle  are:
1) overloaded nodes are not removed from the network. It is the communication passing through overloaded (congested) nodes that will get worse, so that eventually the information/energy will avoid congested nodes.
2) the damage caused by a cascade is quantified in terms of the decrease in the network efficiency, a variable defined in Ref.lm2 .
First we introduce the model and then we show some applications to artificially created topologies, to the Internet and to the electrical power grid of the western United States.

We represent a generic communication/transportation network as a valued (weighted) wasserman  undirected note0  graph $`𝐆`$, with $`N`$ nodes (the internet routers or the substations of an electrical power grid) and $`K`$ arcs (the transmission lines). $`𝐆`$ is described by the $`N\times N`$ adjacency matrix $`\{e_{ij}\}`$. If there is an arc between node $`i`$ and node $`j`$, the entry $`e_{ij}`$ is the value, a number in the range (0,1\] attached to the arc, otherwise $`e_{ij}=0`$ note1 . Such a number is a measure of the efficiency in the communication along the arc. For instance, in the Internet, the smaller $`e_{ij}`$ is, the longer it takes to exchange an unitary packet of information along the arc between $`i`$ and $`j`$. Initially, at time $`t=0`$, we set $`e_{ij}=1`$ for all the existing arcs, meaning that all the transmission lines work perfectly and are equivalent. The model we will propose consists in a rule for the time evolution of $`\{e_{ij}\}`$ that mimics the dynamics of flow redistribution following the breakdown of a node. To define the network efficiency lm2  we assume that the communication between a generic couple of nodes takes the most efficient path connecting them. The efficiency of a path is the so-called harmonic composition performance1 ; performance2 ; hc  of the efficiencies of the component arcs. By $`ϵ_{ij}`$ we indicate the efficiency of the most efficient path between $`i`$ and $`j`$. Matrix $`\{ϵ_{ij}\}`$ is calculated by means of the algorithms used in Ref.lm2 . Then the average efficiency of the network is:

$$E(𝐆)=\frac{1}{N(N1)}\underset{ij𝐆}{}ϵ_{ij}$$
(1)
and is used as a measure of the performance of $`𝐆`$ at a given time.
The load $`L_i(t)`$ on node $`i`$ at time $`t`$ is the total number of most efficient paths passing through $`i`$ at time $`t`$ goh . Each node is characterized by a capacity defined as the maximum load that node can handle. Following Ref.motter\_cascade  we assume the capacity $`C_i`$ of node $`i`$ proportional to its initial load $`L_i(0)`$:

$$C_i=\alpha L_i(0)i=1,2,\mathrm{}N$$
(2)
where $`\alpha 1`$ is the tolerance parameter of the network note2 . This is a realistic assumption in the design of an infrastructure network, since the capacity can not be infinitely large because it is limited by the cost. With such a definition of capacity, the network we have created is in a stationary state in which it operates with a certain efficiency $`E`$. The initial removal of a node note3 , simulating the breakdown of an Internet router or of an electrical substation, starts the dynamics of redistribution of flows on the network. In fact the removal of a node changes the most efficient paths between nodes and consequentely the distribution of the loads, creating overloads on some nodes. At each time $`t`$ we adopt the following iterative rule:

$$e_{ij}(t+1)=\{\begin{array}{cc}e_{ij}(0)\frac{C_i}{L_i(t)}& \text{if}L_i(t)>C_i\\ e_{ij}(0)& \text{if}L_i(t)C_i\end{array}$$
(3)
where $`j`$ extends to all the first neighbours of $`i`$. In this way if at time $`t`$ a node $`i`$ is congested, we reduce the efficiency of all the arcs passing through it, so that eventually the information/energy will take alternative paths (the new most efficient paths). This is a softer and, for some applications, a more realistic situation than the one considered in Ref.motter\_cascade , in which the overloaded nodes are removed from the network. Rule (3) produces a decrease of the efficiency of the network $`E`$ and, as we will show in the following, in some cases it can trigger an avalanche mechanism collapsing the whole system.

We illustrate how our model works in practice by considering two artificially created network topologies: 1) Erdös-Rényi (ER) random graphs erdos ; 2) scale-free networks, i.e. graphs with an algebraic distribution of degree $`P(k)k^\gamma `$ with $`\gamma =3`$ generated according to the Barabási-Albert (BA) model ba\_model .
In both cases we have constructed networks with $`N=2000`$ and $`K=10000`$. In fig.1 we report the typical time evolution of the network efficiency for the BA scale-free network. The dynamics of redistribution of flows is triggered by the removal at time $`t=0`$ of a node chosen at random. We show the results for three values of the tolerance parameter, namely $`\alpha =1.3,1.05,1.01`$. In the first case the efficiency of the network is completely unaffected by the failure of the node. In the second case the network reaches a stationary state with an efficiency lower than the initial one. In the third case, because of the lower tolerance parameter, the cascading failures collapse the system: the network has lost the $`40\%`$ of the initial efficiency.

In fig.2 we report the final value of the efficiency, i.e. the efficiency after the system has relaxed to a stationary state, as a funtion of the tolerance parameter $`\alpha `$. We consider both the ER random graph and the BA scale-free graph. Moreover we adopt two different triggering strategies: $`\mathrm{𝑟𝑎𝑛𝑑𝑜𝑚}\mathrm{𝑟𝑒𝑚𝑜𝑣𝑎𝑙𝑠}`$ and $`\mathrm{𝑙𝑜𝑎𝑑}\mathrm{𝑏𝑎𝑠𝑒𝑑}\mathrm{𝑟𝑒𝑚𝑜𝑣𝑎𝑙𝑠}`$. In the first case (squares) the node removed initially is chosen at random: in this way we simulate the breakdown of the average node of the network. In the second case (full circles) the removed node is a very special one because it is the one with the largest load. Both for the random and for the scale-free network we observe a decrease of the efficiency for small values of the tolerance parameter $`\alpha `$, and the collapse of the system for values smaller than a critical value $`\alpha _c`$. ER random graphs appear to be more resistant to cascading failures than BA scale-free graphs (as also found in the model of Ref.motter\_cascade ). In both cases the collapse transition is always sharper for load-based removals than for random removals, although the values of $`\alpha _c`$ can fluctuate for different realizations. For the ER random graphs considered we have obtained $`\alpha _c=1.02\pm 0.002`$ for random removals, and $`\alpha _c=1.06\pm 0.005`$ for load-based removals. For BA scale-free graphs $`\alpha _c=1.1\pm 0.004`$ for random removals, and $`\alpha _c=1.3\pm 0.05`$ for load-based removals finitesize .

The heterogeneity of the network plays an important role in the network stability. ER random graphs have an exponential load distribution while BA networks exhibit a power law distribution in the node load goh . This makes a large difference between random removals and load-based removals in BA scale-free networks. In fact there are few nodes, the ones with extremely high initial load, that are far more likely than the other nodes (the most part of the nodes of network) to trigger cascades. Fig.2b shows the existence of a large region in the tolerance parameter, $`1.1\alpha 1.3`$, where scale-free networks are stable with respect to random removals and are unstable with respect to load-based removals. If, for instance the nodes work with a tolerance of $`30\%`$ above the standard load ($`\alpha =1.3`$), the network is in general very stable to an initial shock consisting in the breakdown of a node. This means that in most of the cases the failure is perfectly tolerated and reabsorbed by the system. However, there is always a finite, although very small probability that the failure triggers an avalanche mechanism collapsing the whole network.

As examples from the real world we study a network of the Internet (at the autonomous system level mendesbook ; vespignani ) with $`N=6474`$ nodes and $`K=12567`$ arcs taken from ref.moat , and the electrical power grid of the western United States from ref.wattsandstrogatz  having $`N=4941`$ and $`K=6592`$. Although the Internet exhibit a power law degree distribution (as for BA scale-free networks) while the electrical power grid has an exponential degree distribution (as for ER random graphs), we have checked that both the networks considered are very hetereogeneuos from the point of view of the loads on nodes. In the insets of fig.3 and fig.4 we report $`N(l)`$, the number of nodes with a load larger than $`l`$, as a function of $`l`$: the straight lines indicate that the load distribution is consistent with a power-law with exponents respectively of $`1.80`$ and $`1.75`$.

In the same figures we report the value of the efficiency after the cascade triggered by random failures and load-based failures. Due to the presence of few nodes with an extremely high initial load, the figures show a large range of $`\alpha `$ where the network is stable against random failures and is vulnerable with respect to the breakdown of the most loaded nodes. Although the latter events have a very low probability their occurrence may collapse the entire systems with a large effect on our life. These results are a possible explanation of the mechanism producing the experimentally observed Internet congestion collapses and the power blackouts. A small initial shock, as the breakdown of an Internet router or of an electrical substation or line may trigger avalanches mechanisms affecting a considerable fraction of a network that for years was proven to be stable with respect to similar shocks. As an example, if the electric power grid of the western United States of fig.4 works with a tolerance $`\alpha =1.1`$ ($`\alpha =1.5`$), a case in which the system is stable with respect to the failure of most of its nodes, the removal of a special node, the one with highest initial load, produces a drop of the $`30\%(15\%)`$ of its efficiency.

Summing up, in this paper we have introduced a simple model to explain why large but rare cascade triggered by small initial shocks are present in most of the complex communication/transportation networks that are the basic components of our lives. The model is based on a dynamical redistribution of the flow triggered by the initial breakdown of a component of the system. The results show that the breakdown of a single node is sufficient to affect the efficiency of a network up to the collapse of the entire system if the node is among the ones with largest load. This is particularly important for networks with a highly hetereogeneous distribution of node loads as BA scale-free networks, but also real-world networks as the Internet and electrical power grids. Our results show that it is only the breakdown of a selected minority of the nodes that can trigger the collapse of the system. It is so the same fact that for the majority of the nodes nothing harmful happens, that leads us to the erroneous believe that our communication/transportation networks are safe. Therefore it should be advisable to take into proper account, in the design of any complex network, the cascading failures effects analyzed here.

Acknowledgement. We thank D.J. Watts for the US power-grid data from ref.wattsandstrogatz  and A. Rapisarda for useful comments.


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# On the nature of light scalar mesons from their large 𝑁_𝑐 behavior

## Abstract

We show how to obtain information about the states of an effective field theory in terms of the underlying fundamental theory. In particular we analyze the spectroscopic nature of meson resonances from the meson-meson scattering amplitudes of the QCD low energy effective theory, combined with the expansion in the large number of colors. The vectors follow a $`\overline{q}q`$ behavior, whereas the $`\sigma `$, $`\kappa `$ and $`f_0(980)`$ scalars disappear for large $`N_c`$, in support of a $`\overline{q}\overline{q}qq`$-like nature. The $`a_0`$ shows a similar pattern, but the uncertainties are large enough to accommodate both interpretations.

Effective Quantum Field Theories are very useful to deal systematically with the degrees of freedom of systems when more fundamental theories are not available or intractable. The paradigmatic example is QCD, which is not able to describe hadron dynamics at low energies, where it becomes non-perturbative. In particular the existence and nature of the lightest scalar mesons is a longstanding controversial issue that has recently received relevant experimental and theoretical contributions. Concerning their existence, the implementation of the QCD spontaneously broken chiral symmetry leads to poles in the pion and kaon scattering amplitudes, associated to the most controversial states: the $`\sigma `$ and the $`\kappa `$ newsigma . Such poles have been found in the most recent charm meson decay experiments Aitala:2000xu . About their nature, most chiral descriptions of meson dynamics do not include quarks and gluons and are hard to relate to QCD, and the spectroscopic nature is thus imposed from the start. In contrast, models with quarks and gluons, even those inspired in QCD, have problems with chiral symmetry, small meson masses, etc… Furthermore, both kind of models are usually incompatible with the chiral expansion imposed by the low energy effective theory of QCD, known as Chiral Perturbation Theory (ChPT).

ChPT chpt1  is the most general derivative expansion of a Lagrangian, respecting the QCD symmetries, containing only $`\pi ,K`$ and $`\eta `$ mesons. These particles are the Goldstone bosons of the spontaneous chiral symmetry breaking of massless QCD and are the QCD low energy degrees of freedom. For two-meson scattering ChPT is an expansion in even powers of momenta, generically denoted as $`O(p^2),O(p^4)`$…, over a scale $`\mathrm{\Lambda }_\chi 4\pi f_01`$GeV. Since $`u`$, $`d`$ and $`s`$ quark masses are small compared with $`\mathrm{\Lambda }_\chi `$ they are introduced as perturbations, giving rise to $`\pi ,K`$ and $`\eta `$ masses, counted as $`O(p^2)`$. At each order in $`p^2`$ ChPT is the sum of all terms compatible with the symmetries, each multiplied by a “chiral” parameter, thus avoiding any bias in setting up a chiral model of mesons. Thus, ChPT allows for finite Quantum Field Theory calculations, by absorbing loop divergences order by order in the chiral parameters. Once the set of parameters up to a given order is determined from experiment, it describes, to that order, any other process involving mesons. At leading order there is only one parameter, the pion decay constant in the chiral limit, $`f_0`$, that fixes $`\mathrm{\Lambda }_\chi `$, so that all underlying theories breaking chiral symmetry at the same scale have the same leading term. Different underlying dynamics manifest through different chiral parameters at higher orders. We show in Table I the $`L_i`$ parameters that determine meson-meson scattering up to $`O(p^4)`$. As usual after renormalization, they depend on an arbitrary regularization scale $`\mu `$:

$$L_i(\mu _2)=L_i(\mu _1)+\frac{\mathrm{\Gamma }_i}{16\pi ^2}\mathrm{log}\frac{\mu _1}{\mu _2}.$$
(1)
where $`\mathrm{\Gamma }_i`$ are constants given in chpt1 . Of course, in physical observables the $`\mu `$ dependence is canceled through the regularization of the loop integrals.

The large $`N_c`$ expansion 'tHooft:1973jz  is the only analytic approximation to QCD in the whole energy region. Remarkably, it provides a clear definition of $`\overline{q}q`$ states that become bound states when $`N_c\mathrm{}`$. ChPT being the low energy QCD effective theory, the $`N_c`$ scaling of its $`L_i`$ parameters, listed in Table I, has been obtained in chpt1 ; chptlargen . In addition, the $`\pi ,K,\eta `$ masses scale as $`O(1)`$ and $`f_0`$ as $`O(\sqrt{N_c})`$. There is still the question of what is the renormalization scale at which the $`N_c`$ scaling should be applied to the $`L_i(\mu )`$. The scale dependence is certainly suppressed by $`1/N_c`$ for $`L_i=L_2,L_3,L_5,L_8`$, but not for $`2L_1L_2,L_4,L_6`$ and $`L_7`$. Even though the subleading pieces will become proportionally less important at large $`N_c`$, the logarithmic terms can be rather large for $`N_c=3`$ Pich:2002xy . The separation between the large $`N_c`$ leading and subleading parts of the measured $`L_i`$ is not possible, but the leading $`N_c`$ estimates work well around $`\mu \mathrm{\Lambda }_\chi 1`$GeV (as we will check below with the vector mesons). Indeed, the $`\mu `$ where the $`N_c`$ scaling applies has been estimated between 0.5 and 1 GeV chpt1 .

Since ChPT is an expansion in momenta and masses, it is limited to low energies. As the energy grows, the ChPT truncated series will violate unitarity. Nevertheless, in recent years ChPT has been extended to higher energies by means of unitarization Dobado:1996ps ; Oller:1997ng ; Guerrero:1998ei ; GomezNicola:2001as ; Oller:1997ti . The main idea is that when projected into partial waves of definite angular momentum $`J`$ and isospin $`I`$, physical amplitudes $`t`$ should satisfy an elastic unitarity condition:

$$\text{Im}t=\sigma |t|^2\text{Im}\frac{1}{t}=\sigma t=\frac{1}{\text{Re}t^1i\sigma },$$
(2)
where $`\sigma `$ is the phase space of the two mesons, a well known function. A ChPT calculation up to a given order does not satisfy this constraint, since the powers of momenta will not match in the left hand equality. However, from the right hand side we note that to have a unitary amplitude we only need $`\text{Re}t^1`$, and for that we can use the ChPT expansion; this is the Inverse Amplitude Method (IAM) Dobado:1996ps . The results of this simple resummation are remarkable, since it generates resonances not initially present in ChPT like the $`\rho `$, $`K^{}`$, the $`\sigma `$ and the $`\kappa `$, ensuring unitarity in the elastic region and respecting the low energy ChPT expansion. When inelastic two-meson processes are present all partial waves $`t`$ between all physically accessible states can be gathered in a symmetric $`T`$ matrix. Then, the IAM generalizes to $`T(\text{Re}T^1i\mathrm{\Sigma })^1`$ where $`\mathrm{\Sigma }`$ is a diagonal matrix containing the phase spaces of all accessible two meson states, again well known Oller:1997ng ; Guerrero:1998ei ; GomezNicola:2001as ; Oller:1997ti . With this generalization it was recently shown GomezNicola:2001as  that, using the one-loop ChPT calculations, it is possible to generate the four resonances mentioned above together with the $`a_0(980)`$, the $`f_0(980)`$ as well as the octet $`\varphi `$, extending the ChPT description of two body $`\pi `$, K or $`\eta `$ scattering up to 1.2 GeV, but keeping simultaneously the correct low energy expansion and with chiral parameters compatible with standard ChPT. We show in Table I the $`L_i`$ obtained from a recent update of an IAM fit to the scattering data GomezNicola:2001as .

One may wonder how robust are these results. Similar unitarization methods Oller:1997ti ; Nieves:1999bx  lead to similar results. In particular the $`\sigma `$ and $`\kappa `$ are obtained as soon as one requires chiral symmetry and unitarity. The use of ChPT ensures that we are not forgetting any contribution up to $`O(p^4)`$, and that we could extend it to higher orders if we wished. Indeed, the IAM has been applied to $`\pi \pi `$ up to $`O(p^6)`$ finding basically the same results Nieves:2001de . Also, with an order of magnitude estimate for the leading $`O(p^8)`$ contribution it is even possible to go up to 1400 MeV in the $`J=2`$ channel, generating the $`f_2(1250)`$ Dobado:2001rv . One could worry about crossing symmetry, but it has been shown that the amount of crossing violation is smaller than the present experimental uncertainties Nieves:2001de . Furthermore, using the Roy equation formalism for $`\pi \pi `$, which respects also crossing symmetry, it has been recently found Ananthanarayan:2000ht  a similar pole for the $`\sigma `$. Unlike the IAM, all these improvements in $`\pi \pi `$ have not been applied to other processes because they become much more complicated.

Since we are interested in the specific underlying QCD dynamics, we have to consider at least $`O(p^4)`$ terms. It is possible to describe the scalar channels with the leading order plus a cutoff (or another regularization parameter) playing the role of some combination of higher order parameters. However, for the vector resonances we need at least the $`O(p^4)`$ parameters, and we want to generate the vectors to test that our approach is able to identify first of all the well established $`\overline{q}q`$ states, and the scale $`\mu `$ where the $`N_c`$ scaling applies. For those reasons, we use the one-loop $`O(p^4)`$ meson-meson scattering amplitudes unitarized with the IAM GomezNicola:2001as . Different IAM fits are due to different ChPT truncation schemes equivalent up to $`O(p^4)`$ and to the estimates of the large systematic uncertainties in the data; we have chosen a representative fit in Table I, but the results are similar for other sets. Note that these ChPT amplitudes are fully renormalized in the $`\overline{MS}1`$ scheme, and therefore scale independent. Hence all the QCD $`N_c`$ dependence appears correctly through the $`L_i`$ and cannot hide in any spurious parameter. If we had kept just the leading order and a regularization scale or a cutoff, we would not know if that cutoff is playing the role of, for instance, $`L_2`$ or $`L_8`$, or any other $`O(N_c)`$ combination of $`L_i`$.

Let us then scale $`f_0f_0\sqrt{N_c/3}`$ for $`m=\pi ,K,\eta `$, and $`L_i(\mu )L_i(\mu )(N_c/3)`$ for $`i=2,3,5,8`$, keeping the masses and $`2L_1L_2,L_4,L_6`$ and $`L_7`$ constant. Fig.1 shows, for increasing $`N_c`$, the modulus of the $`(I,J)=(1,1)`$ and $`(1/2,1)`$ amplitudes. We see the Breit-Wigner shape of the $`\rho `$ and $`K^{}(892)`$ vector resonances, respectively, becoming narrower as $`N_c`$ increases, but with a peak at an almost constant position. In contrast all over both the $`\sigma `$ and $`\kappa `$ regions the amplitudes decrease with larger $`N_c`$.

In Fig.2 we show the evolution of the $`\rho `$ and $`K^{}`$ pole positions, related to the mass and width as $`\sqrt{s_{pole}}Mi\mathrm{\Gamma }/2`$ (as for Breit-Wigner resonances, but abusing the notation for the rest). We have normalized both $`M`$ and $`\mathrm{\Gamma }`$ to their value at $`N_c=3`$ in order to compare with the $`\overline{q}q`$ expected behavior: $`M_{N_c}/M_3`$ constant and $`\mathrm{\Gamma }_{N_c}/\mathrm{\Gamma }_33/N_c`$. The agreement is remarkable, not only qualitatively, but also quantitatively within the gray band that covers the uncertainty on the scale $`\mu =0.51`$GeV where to apply the large $`N_c`$ scaling. We have checked that outside that band, the behavior starts deviating from that of $`\overline{q}q`$ states, which confirms that the expected scale range where the large $`N_c`$ scaling applies is correct. In contrast, the $`\sigma `$ and $`\kappa `$ poles show a totally different behavior, since their width grows with $`N_c`$, in conflict with a $`\overline{q}q`$ interpretation. This was also suggested using the ChPT leading order unitarized amplitudes with a regularization scale Oller:1997ti ; Harada:2003em .

In order to determine what these states could be, we have checked that in the whole $`\sigma `$ and $`\kappa `$ regions, the corresponding $`\text{Im}tO(1/N_c^2)`$ and $`\text{Re}tO(1/N_c)`$. Diagrammatically, imaginary parts can only be generated from graphs like those in Fig.3.a and 3.c, when the intermediate state (represented by the dotted line) is physically accessible. But Fig.3.a has an intermediate $`\overline{q}q`$ meson, with mass $`MO(1)`$ and $`\mathrm{\Gamma }1/N_c`$, so that at $`\sqrt{s}M`$ we expect $`\text{Im}tO(1)`$ and a peak, as it is indeed the case of the $`\rho `$ and $`K^{}`$. Therefore, the $`\sigma `$ and $`\kappa `$ do not get imaginary parts from graphs like that of Fig.3.a, although they get a $`1/N_c`$ contribution to the real part from Fig.3.b, usually interpreted as $`\rho `$ or $`K^{}`$ t-channel exchange, respectively. The leading s-channel contribution in terms of quarks and gluons comes from the graph in Fig.3.c. For the $`\kappa `$, which is a strange particle, this means a leading $`\overline{q}\overline{q}qq`$ (or two meson) contribution. This kind of states are predicted to unbound and become the meson-meson continuum in the $`N_c\mathrm{}`$ limit Jaffe . The same interpretation holds for the sigma, but Fig.3.c also corresponds to a glueball exchange, that we cannot exclude with these $`N_c`$ arguments alone. However, the lightest glueball is expected with a mass higher than 1 GeV and $`SU(3)`$ symmetry would suggest that the $`\kappa `$ and the $`\sigma `$ should be rather similar. Thus, a dominant $`\overline{q}\overline{q}qq`$ component for the $`\sigma `$ seems the most natural interpretation, although it can certainly have some glueball mixing.

Finally, Fig.4 shows the large $`N_c`$ behavior in the $`f_0(980)`$ and $`a_0(980)`$ region, which are more complicated due to the distorsions caused by the nearby $`\overline{K}K`$ threshold. The $`f_0(980)`$ is characterized by a sharp dip in the amplitude that vanishes at large $`N_c`$, contrary to the expectations for a $`\overline{q}q`$ state. Note that for smaller $`N_c`$, the position of the disappearing dip changes but for $`N_c>5`$ it follows again the $`1/N_c^2`$ scaling compatible with $`\overline{q}\overline{q}qq`$ states or glueballs. The $`a_0(980)`$ behavior is more complicated. When we apply the $`L_i(\mu )`$ large $`N_c`$ scaling at $`\mu =0.551`$ GeV, its peak disappears, suggesting that this is not a $`\overline{q}q`$ state, and the imaginary part of the amplitude follows roughly the $`1/N_c^2`$ behavior in the whole region. However, as shown in Fig.5, the peak does not vanish at large $`N_c`$ if we take $`\mu =0.5`$GeV. Thus we cannot rule out a possible $`\overline{q}q`$ nature, or a sizable mixing, although it shows up in an extreme corner of our uncertainty band. For other recent large $`N_c`$ arguments in a chiral context see Cirigliano:2003yq

In conclusion, we have shown how by changing effective Lagrangian parameters according to some specific rules dictated by the underlying dynamics, we can learn about the structure of the states at the fundamental level. In particular, we have shown that the QCD large $`N_c`$ scaling of the unitarized meson-meson amplitudes of Chiral Perturbation Theory is in conflict with a $`\overline{q}q`$ nature for the lightest scalars (not so conclusively for the $`a_0(980)`$), and strongly suggests a $`\overline{q}\overline{q}qq`$ or two meson main component, maybe with some mixing with glueballs, when possible.

The techniques here presented could be easily applied in other frameworks were unitarized effective Lagrangian amplitudes already exist, as Heavy Baryon Chiral Perturbation Theory GomezNicola:2000wk  or the strongly interacting symmetry breaking sector of the Standard Model Dobado:1989gr . With somewhat more effort they could also be applied when the fundamental theory is intractable but has a simpler description in terms of effective Lagrangians.

Note added: The idea of this work and the pole movements were presented by the author in two workshops Pelaez:2003ip . While completing the calculations and the manuscript the results without the scale uncertainties have been confirmed Uehara:2003ax  for all resonances, using the approximated IAM Oller:1997ng .


text:
# Structure and Melting of Two-Species Charged Clusters in a Parabolic Trap

\[

## Abstract

We consider a system of charged particles interacting with an unscreened Coulomb repulsion in a two-dimensional parabolic confining trap. The static charge on a portion of the particles is twice as large as the charge on the remaining particles. The particles separate into a shell structure with those of greater charge situated farther from the center of the trap. As we vary the ratio of the number of particles of the two species, we find that for certain configurations, the symmetry of the arrangement of the inner cluster of singly-charged particles matches the symmetry of the outer ring of doubly-charged particles. These matching configurations have a higher melting temperature and a higher thermal threshold for intershell rotation between the species than the nonmatching configurations.

\]

Clusters of repulsive particles in confined traps have attracted considerable recent attention due to their applicability to a wide variety of systems. For example, two-dimensional (2D) clusters can represent electrons in quantum dots  or on the surface of liquid helium , vortices in superfluids , colloidal particles in circular traps , confined ferromagnetic particles , and charged dust particles in plasma traps . The 2D charged clusters also resemble the problem of charge distribution studied by Thomson in his “plum-pudding” model of the atom .

When confined to a parabolic trap, charged particles form a structure of concentric rings, with the inner particles forming a distorted triangular lattice resembling a defected Wigner crystal, and the outer rings taking on a more circular shape that conforms to the radial symmetry of the trap . Among the possible charge configurations are several “magic” arrangements in which the number of particles is such that the shells form with only a few symmetrically distributed dislocations, and so have a reduced total energy compared to what is predicted based on a semi-empirical approximation . Bubeck et al.  have observed that certain colloidal clusters confined by a circular hard-wall trap exhibit two-stage melting, in which intershell rotation between the outer two shells occurs at temperatures below the temperature at which particles are able to jump between the shells.

Several explanations of this two-stage melting phenomenon have been proposed , all of which focus on the intershell rotation which occurs prior to the exchange of particles between shells. Most plausible among these is the theory that the rotation is due to an incommensuration between the shapes of the potentials created by the adjacent shells. For this intershell rotation to occur, the inner shell configuration must be sufficiently stable to have a melting temperature higher than the threshold for intershell rotation.

In our simulation, we extend the confined charge system to include particles with two distinct values of charge. We find that the two species separate into shells, with those of greater charge located farther from the center of the trap. This occurs due to the fact that the pinning force couples only to the position of the particle, while the interparticle repulsion is a function of both position and charge. Thus particles of greater charge are pushed farther up the walls of the parabolic trap. If two-stage melting and intershell rotation is caused by an incommensuration between the potentials formed by the particles, then we should be able to predict the occurrence of intershell rotation based on the ratio of particles in the outer shell of singly-charged particles to the number of doubly-charged particles.

We consider a system of $`N_s+N_d`$ charged particles interacting via an unscreened $`1/r`$ Coulomb repulsion, where $`N_s`$ is the number of single-charge particles with $`q_s=1`$ and $`N_d`$ is the number of doubly-charged particles with $`q_d=2`$. The particles are free to move in two-dimensions but are confined by a parabolic trap centered at the origin and increasing radially as $`r^2`$. The dimensionless Hamiltonian  for this system is:

$$H=\underset{i=1}{\overset{N_s+N_d}{}}\underset{j=i+1}{\overset{N_s+N_d}{}}\frac{q_iq_j}{|\stackrel{}{r}_i\stackrel{}{r}_j|}+A(\underset{i=1}{\overset{N_s+N_d}{}}|\stackrel{}{r}_i|^2)$$
(1)
where $`q_i`$ ($`\stackrel{}{r}_i`$) is the charge (position) of particle $`i`$ and we fix the strength of the parabolic trap to $`A=10`$. Charged colloidal particles in a confinement potential, such as those employed by Wei et al. , bear the closest resemblance to the Coulomb interaction used in this study.

Using a molecular dynamics (MD) simulation method, we initialize the system at high temperature, simulated by random Langevin kicks, and then slowly anneal it to a $`T=0`$ ground state configuration. We checked the

accuracy of this method by reproducing the ground state configurations for single-species particle clusters found by Kong et al., albeit with different confinement strength. Once we have obtained the ground states of the two-species clusters, we slowly increase the temperature and observe the melting of the system.

Fig. 1 shows several examples of the ground-state configurations we obtained for $`N_d=5`$, 6, and 7, respectively. For $`N_d`$=5, configurations with $`N_s=6`$, 11, and 31 have five-fold symmetry matching the number of doubly-charged particles in the outer shell. $`N_s=8`$ approximates a six-fold symmetric arrangement by substituting a singly-charged particle to fill a potential well in the outermost shell. For $`N_d=6`$, configurations with $`N_s=7`$ and $`N_s=19`$ have six-fold symmetry. Configurations with $`N_s=12`$ and $`N_s=27`$ have three-fold symmetry and configuration $`N_s=30`$ has two-fold symmetry, which also are commensurate with the arrangement of particles in the outer shell. For $`N_d=7`$, $`N_s=8`$ and 22 are the only seven-fold symmetric inner particle configurations. $`N_s=23`$ and 24 are nearly symmetric, however, with seven-fold symmetry in the outer two shells of the inner particle configuration. In general we find highly ordered structures when the smaller particles form a commensurate structure with the outer particles. All the configurations are shown at . The general expressions $`N_s=kN_d`$ and $`N_s=kN_d+1`$, with $`k`$ a small integer, predict some configurations that have rotational symmetry through an angle $`2\pi /N_d`$, such as $`N_d=5`$, $`N_s=6`$, but do not work for all values of $`k`$ due to the fact that the outer particles may distort from a uniformly spaced arrangement in order to better accommodate the inner particles. Although in this work we only present results

for $`q_d=2q_s`$, we have considered other charge ratios, and find that the more highly charged particles always move to the outside of the trap, and the same general commensurate-incommensurate phases occur. We have also performed simulations with larger $`N_d>7`$; however, we do not treat this case here since the outer particles begin to form multiple rings which have their own commensurate-incommensurate transitions. In addition, we have run a set of simulations for $`N_s<15`$ with the same trap but with a $`1/r^3`$ interparticle interaction potential, which corresponds to the interaction between magnetic colloids. We found that, in general, the ground states and also the dynamical properties were qualitatively identical to those in the case of Coulomb repulsion for small $`N_s`$ $`(N_s<15)`$.

In order to confirm whether the highly ordered commensurate phases are more stable we consider the melting of the two-species system. We determine the temperature $`T_e`$ of the first exchange of particles between shells by measuring intershell exchange of the singly charged particles,

$$\sigma _s=\frac{1}{N_s}\underset{i=1}{\overset{N_s}{}}|\stackrel{}{r}_i(t)\stackrel{}{r}_i(0)|$$
(2)
This gives the mean radial distance of the inner singly-charged particles from their initial $`T=0`$ positions. $`\sigma _s`$ shows a marked increase at $`T_e`$ when the inner particles begin to jump between shells, as illustrated in Fig. 2 for a system with $`N_s=7`$ and $`N_d=6`$. This configuration is highly stable, as shown in Fig. 1(e), with one central particle surrounded by an inner hexagonal shell of six singly-charged particles and an outer hexagonal shell of six doubly-charged particles. At $`T=3.55`$, $`\sigma _s`$ jumps when one of the first-shell particles exchanges with the central particle, as shown in the trajectories of Fig. 3.

A similar measure, $`\sigma _d`$, tracks the doubly-charged particles; however, as they never formed more than one shell

for the parameters considered here, there were no intershell exchanges and $`\sigma _d`$ only increased linearly with temperature. We observe exchanges of a singly-charged particle with a doubly-charged particle only at very high temperatures $`TT_e`$, and these exchanges occur only for highly asymmetric and disordered configurations.

To track the onset temperature $`T_r`$ of intershell rotation between the two species when it occurs, we use a second measure, $`\mathrm{\Delta }_\theta `$:

$$\mathrm{\Delta }_\theta =|\frac{1}{N_s}\underset{i=1}{\overset{N_s}{}}(\theta _i(t)\theta _i(0))\frac{1}{N_d}\underset{j=1}{\overset{N_d}{}}(\theta _j(t)\theta _j(0))|,$$
(3)
which gives the difference between the mean angular displacements of the two species from their initial configurations. $`\mathrm{\Delta }_\theta `$ increases when the shells slip past each other, but is insensitive to coherent rotation of the two species. $`\mathrm{\Delta }_\theta `$ becomes meaningless if the particles do not maintain the same orientation with respect to the other particles of the same species, so it can detect intershell rotation only when this occurs before the onset of intershell exchange. $`\mathrm{\Delta }_\theta `$ also detects relative slip between shells of the same particle species, which does not interest us here. Such same-species shell slips were generally limited to the erratic rotation of two particles at the center of the configuration, and produced a sufficiently small change in $`\mathrm{\Delta }_\theta `$ to be distinguished easily from a genuine rotation relative to the other species. For configurations with a single central particle located roughly at the origin, the angular displacement of that particle was excluded from $`\mathrm{\Delta }_\theta `$ in order to reduce noise.

An example of intershell rotation measured by $`\mathrm{\Delta }_\theta `$ is shown in Fig. 4, where we plot $`\mathrm{\Delta }_\theta `$ vs temperature for a configuration of $`N_s=7`$ and $`N_d=7`$. In this case, the configurations of each of the two species are highly stable independently, with the singly-charged particles forming a hexagonal ring around a central particle. However, there is an incoherence between the hexagonal ring of singly-charged particles and the seven-particle ring of

doubly charged particles which surrounds it. A substantial increase in $`\mathrm{\Delta }_\theta `$ occurs at $`T0.65`$, corresponding to a slipping between the outer shell and the inner cluster of particles. The trajectory plot, Fig. 5, also indicates this slipping, as the trails of the inner shell particles become larger than those of the outer shell particles at this temperature. Since the onset of intershell rotation at $`T_r`$ is more gradual than the intershell exchange transition, we define $`T_r`$ to occur when $`\mathrm{\Delta }_\theta `$ exceeds a threshold value of $`\mathrm{\Delta }_\theta =\frac{\pi }{N_d}`$, corresponding to an angular displacement of half of the angular distance between neighboring particles in the outer shell of singly-charged particles.

The matching of the inner particle symmetry with the outer shell symmetry produces an elevated melting threshold for commensurate configurations. The melting temperature $`T_m`$ is taken to be the lower of $`T_e`$ or $`T_r`$. In Fig. 6(b) we plot $`T_m`$ for a range of $`N_s`$ at fixed $`N_d=6`$. Figs. 6(a) and (c) show $`T_m`$ for $`N_d=5`$ and $`N_d=7`$, respectively. For each configuration, we averaged $`\sigma _s`$ and $`\mathrm{\Delta }_\theta `$ over five realizations to reduce error. In Fig. 6(b), $`T_m`$ for $`N_d=6`$ has a peak at $`N_s=19`$, another perfect triangular arrangement. We also find an

elevated melting temperature for $`N_d=12`$, which has threefold symmetry. As seen in Fig. 6(a), configuration $`N_d=5`$ and $`N_s=11`$ also exhibits a higher than average melting temperature. This is expected since the configuration $`N_s=11`$ has five-fold symmetry, commensurate with the number of outer particles. Fig. 6(c) shows high $`T_m`$ values for $`N_d=7`$ at $`N_s=23`$ and $`N_s=24`$, which is expected due to the matching seven-fold symmetry of the outer three rings. The inner part of the configuration $`N_d=7`$, $`N_s=19`$ forms the same highly stable perfectly hexagonal arrangement of $`N_d=6`$, $`N_s=19`$, and thus has a high threshold for intershell exchange between the singly-charged inner particles. However, the incommensuration with the 7 particles on the outside yields a low threshold for intershell rotation.

There is an obvious shift in the peaks of Fig. 6(a-c) as the number of outer-shell doubly-charged particles changes. Most notably, the highest melting temperature for each $`N_d`$ occurs for $`N_s=N_d+1`$, when the singly-charged particles form a central particle surrounded by a shell that is commensurate with the outer particles. As expected, the highest melting temperature occurs for $`N_d=6`$ and $`N_s=7`$, as this arrangement matches the triangular lattice of the Wigner crystal. However, melting temperatures nearly as high occur for $`N_d=5`$ and $`N_s=5`$ and 6. We believe that the smaller size of the crystal in this case exaggerates the effect of the commensuration between rings, despite the dissimilarity with the bulk lattice configuration.

In conclusion we have investigated the structure and melting of two species of charged particles in a parabolic trap. The more highly charged particles form an outer ring. Highly ordered clusters occur when the structure of the central cluster of singly charged particles is commensurate with the outer ring of doubly charged particles. We observe variations in the melting temperatures of the two species clusters, with elevated melting thresholds for intershell rotation and intershell particle exchange when a commensuration occurs between the symmetry of the inner cluster and the outer ring.

This work was supported by the U.S. Department of Energy under Contract No. W-7405-ENG-36 and by the U.S. DoE, Office of Science, under Contract No. W-31-109-ENG-38. BJ and JD were supported by NSF-NIRT award DMR02-10519 and the Alfred P. Sloan Foundation.


text:
# A Geometric Determination of the Distance to SN 1987A and the LMC

## 1 Introduction

Cepheid variables are possibly the most reliable, and certainly the most widely used secondary distance indicators to measure distances up to several tens of Mpc. Because of this they play a crucial role in the determination of the cosmological distance scale (for a review see the proceedings of the STScI Symposium *The Extragalactic Distance Scale*, Livio97 ). On the other hand, the calibration of Cepheids as distance indicators is based on the study of Cepheid variables in the LMC and, therefore, determining the distance to the Large Magellanic Cloud is a fundamental step in establishing a cosmological distance scale because the zero point of the Cepheid calibration relies crucially on the calibration of the LMC distance.

Various methods have been employed to measure the distance to the LMC, with various degrees of success and/or accuracy (e.g. Madore91 ). All methods, however, are indirect in that they all depend on the calibration of other distance indicators, and, therefore, have only a statistical value. Moreover, different distance indicators appear to give discordant results that are not compatible with each other, thus making the distance issue very slippery.

The presence of the famous circumstellar ring around SN 1987A has provided a unique opportunity to determine the distance to the LMC *directly* by using a purely geometric method: it consists in measuring the angular size of the ring from high resolution images and comparing it to the absolute size as estimated from the evolution of emission lines produced by the ring ionized gas (see e.g. Panagia91 ; Dwek92 ; Gould95 ).

In 1991 Panagia et al. Panagia91  estimated the distance to SN 1987A ($`51.2\pm 3.1kpc`$) from a comparison of the angular size of the inner circumstellar ring as measured with the HST-FOC in August 1990 Jakobsen91 , with the ring absolute size as determined from the peaks of its UV emission line light curves.

More recently, Gould re-examined the problem adopting an infinitely narrow ring geometry and retaining Panagia et al. Panagia91  assumption of an exponential law for the line emissivity Gould95 ; Gould98 . Thus, using the same data as in Panagia et al. Panagia91  and Sonneborn et al. Sonneborn97 , respectively, but including only the NIV\] and NIII\] light curves, and adopting the average \[OIII\] ring size as measured by Plait et al. Plait95  over the period August 1990 - May 1993, Gould concluded that the distance to SN 1987A be less than $`47kpc`$.

The new reductions of the IUE spectra, done by Sonneborn et al. Sonneborn97 , have produced more accurate and reliable light curves. Therefore, we have decided to repeat our analysis using the new data set and including a more accurate and realistic estimate of the ring angular size obtained from the study of an extensive set of HST images of SN 1987A. Here, we present a brief outline of our analysis and the main results of our study. A complete account of this work will be presented in a forthcoming paper Panagia03 .

## 2 The Angular Size of the Ring

The inner circumstellar ring is clearly extended with a HPW of about 1/7 its radius (e.g. Jakobsen91 ; Panagia03 ). The finite width of the ring makes the definition of an average size a very delicate one, which, if done improperly, may introduce errors as large as, say, half the HPW, i.e. as much as 7% or more.

Also, to derive the distance to SN 1987A one should compare the absolute ring size, determined from the light curves of twice ionized N and C and three times ionized N, with the angular size of the ring as measured at the time of the peak for radiation emitted by ions of comparable ionization stages.

While the images obtained with *HST* in the \[OIII\] line filter (see e.g. Fig. 1) satisfy the second requirement (comparable ions), they fail to satisfy the first one (comparable epochs). On the other hand, the analysis of both *FOC* and *WFPC2* images have revealed that the ring angular size, as estimated from \[OIII\] images, appears to increase with time (Plait95 ; Panagia03 ; see Fig. 2) while the one derived from H$`\beta `$ and \[NII\] images remains constant in time and virtually coincides with the size measured in the earliest \[OIII\] image. This is the effect of both cooling and recombination of the OIII ion, that cause the \[OIII\] 5007 Å line intensity to decline more quickly at the inner edge of the ring where the density is believed to be higher. An experimental confirmation of this effect is provided by HST-STIS imaging-spectroscopy of SN 1987A, obtained in April 1997 Sonneborn98 , that has shown an appreciably smaller ring size in the \[OI\] 6300 Å line than it is in the \[OIII\] 5007 Å line.

Therefore, the best value of the ring angular size to compare with the absolute size determined from the UV lines is an extrapolation of the observed sizes, as measured with *HST* in the \[OIII\] 5007 Å filter, back to the epoch of maximum UV line emission (approximately 400 days after the explosion, i.e. around early April 1988; cf. Fig. 3). In this way we obtain:

$$R^{\prime \prime }=808\pm 17\mathrm{mas}.$$

## 3 The Absolute Size of the Ring

It has been shown Panagia91 ; Dwek92 ; Gould95  that under the assumption of an infinitely narrow width the absolute radius of the ring can be derived from measurements of the onset time of the UV line emission, $`t_{}`$, and the time of maximum UV line emission $`t_{\mathrm{max}}`$ because they correspond to the times when the near side and the far side of the ring start shining as a result of the ionization due to the initial UV flash from the supernova explosion. A simple geometric argument gives

$$R=c(t_{}+t_{\mathrm{max}})/2.$$

As mentioned before, one has to measure the absolute size for the same emitting ion for which one can measure the angular size. In addition, one has also to take into account that the ring is clearly extended with a width $`\delta RR/7`$. Therefore, we have limited our analysis to the UV light curves of twice ionized ions, namely OIII, NIII and CIII, and we have compared them to theoretical light curves computed under the following assumptions:

* The ring is circular and has a gaussian width with HPW of 14% the ring radius.
* The intrinsic emission of each ion decays exponentially with time.
* The free parameters are the radius and the inclination angle of the ring, the specific emissivity at time $`t=0`$ and the decay time of each line.

The best fits to the light curves for the OIII\] 1666 Å, NIII\] 1750 Å, and CIII\] 1909 Å lines are shown in Fig. 3.

We also show the composite light curve, sum of the OIII\], NIII\] and CIII\] line intensities, and its best model fit: we note that the scatter in the composite light curve is greatly reduced relative to the three light curves, indicating that most of the fluctuation is actually noise. The individual determinations of the absolute radius fall in the range 230 to 248 light-days, or 6.0 to $`6.4\times 10^{17}`$ cm, with uncertainties of about 4% for OIII\] and CIII\], and slightly above 1% for NIII\], resulting in an average value of

$$R=(6.23\pm 0.08)\times 10^{17}\mathrm{cm}.$$

## 4 Distance Determination

Comparing the absolute size of the circumstellar ring to its angular size, we derive a distance to SN 1987A

$$𝐝(\mathrm{𝐒𝐍𝟏𝟗𝟖𝟕𝐀})=\mathbf{51.4}\pm \mathbf{1.2}\mathrm{𝐤𝐩𝐜}(𝐦𝐌)_{\mathrm{SN1987A}}=\mathbf{18.55}\pm \mathbf{0.05}.$$

This value is very close to our original determination Panagia91  but is considerably more accurate. Actually, it could still be an *underestimate* to the true distance to SN 1987A, because if the ring is not perfectly circular, as hinted by the marginal discrepancy between the inclinations determined from light curve fitting ($`i42^{}`$) and from the major to minor axis ratio ($`i44^{}`$), then the distance may have to be increased by as much as 2% Gould98 .

Allowing for the difference of position of SN 1987A relative to the LMC barycenter vdMC01  the best estimate of the distance to the center of mass of the LMC is found to be

$$𝐝(\mathrm{𝐋𝐌𝐂})=\mathbf{51.7}\pm \mathbf{1.3}\mathrm{𝐤𝐩𝐜}(𝐦𝐌)_{\mathrm{LMC}}=\mathbf{18.56}\pm \mathbf{0.05}.$$

The error includes the uncertainties on the SN 1987A distance ($`\pm 1.2`$ kpc) as well as those on the depth toward SN 1987A ($`\pm 0.2`$ kpc) and the relative position of the LMC barycenter ($`\pm 0.3`$ kpc).

## 5 Discussion and Consequences for the Cosmological Distance Scale

In the literature one finds a number of determinations of SN 1987A distance which are all based on the analysis of UV line light curves and *HST* imaging but provide values that may be quite discrepant with each other. Table 1 summarizes most of the “independent” analyses of such data, listing the authors (column 1), the emission lines considered (column 2), the derived time of the onset of the far side emission (column 3), the adopted/measured angular size of the ring (column 4) and, finally, the resulting distance modulus (column 5).

One sees immediately that most of the discrepancy can be attributed to the different angular size adopted and/or to the selection of UV emission lines that were employed to estimate the absolute size.

In particular, the “high” value of the angular size, 858 mas, is the *average* of the sizes measured by Plait95  on *FOC* images taken mostly with the \[OIII\] filter between August 1990 and October 1993. Since the apparent size of the ring increases with time, such an average represent a gross overestimate (about 6%) of the ring size at the time of the UV maximum which leads to an underestimate of the distance modulus of 0.13 magnitudes: this effect *alone* accounts for most of the discrepancies.

The second point to consider is the time of the far side emission onset, $`t_{\mathrm{max}}`$. As mentioned in Sec. 2, light curves of different ions give different values of $`t_{\mathrm{max}}`$. This is due to both measurement uncertainties and physical effects, such as:

* different ions recombine at different rates;
* different lines react faster or slower to a general temperature decline, i.e. cooling, depending on their excitation potential;
* the ring is made of a multitude of condensations with a wide range of densities and temperatures, with the effect that intrinsic, and possibly large fluctuations add on top of the measurement errors to distort the average behaviour of light curves.

To minimize these effect one has to combine the results of as many light curves as possible but selecting only of ions with similar characteristics, which is is what we have done in our study.

The conclusion is that all apparent discrepancies can be explained in terms of less-than-perfect selections of the data to compare with each other.

Our geometric determination of the LMC distance modulus is in excellent agreement with the recent determinations by Romaniello et al. Romaniello00  that are based on a study of both Red Clump stars and TRGB stars measured in multi-band HST images of SN 1987A field. In particular, they obtained $`(mM)_{RC}=18.59\pm 0.04\pm 0.08`$ and $`(mM)_{TRGB}=18.69\pm 0.25\pm 0.06`$ (the quoted errors are the statistical and systematic ones , respectively), whose weighted average is $`<(mM)>_{\mathrm{LMC}\mathrm{field}}=18.60\pm 0.04\pm 0.08`$.

It is apparent that the true LMC distance modulus must be around 18.60 and that values lower than 18.48 and than higher 18.72 are to be excluded with high confidence.

The main consequence of our distance determination is that all Cepheid distances based on the canonical value of 18.50 for the LMC (e.g. Madore91 ) should be increased by about 3%. And, of course, all values of $`H_0`$ based directly or indirectly on Cepheid distances should be reduced by the same amount.

In this light, I like to assess the consequences for the determination of $`H_0`$ based on a Cepheid calibration of the peak brightness of type Ia supernovae (SNIa) relatively nearby (up tp $``$25 Mpc) and comparison of Hubble diagrams of more distant SNIa. In a long term HST project led by Sandage, Saha and Tammann, 9 SNIa in spiral galaxies have been calibrated with Cepheid variables, resulting in average absolute magnitudes for type Ia supernovae $`M_\mathrm{B}=19.47\pm 0.07`$ and $`M_\mathrm{V}=19.46\pm 0.06`$ with the assumption of a LMC distance modulus of 18.50 Saha01 . Entering these values into the Hubble diagram of more distant SNIa leads to values of the Hubble constant around $`H_0=61\pm 6`$ km s-1 Mpc-1 for an adopted cosmological model with $`\mathrm{\Omega }_M=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ Saha01 .

As said above, the new LMC distance modulus would imply a reduced value of the Hubble constant, by about -3%. However, one has to take into account reddening corrections for distant supernovae in the Hubble diagram (this problem was partly bypassed in Sandage et al. analysis by considering a Hubble diagram that included only SNIa affected by little reddening) whose effect may increase the value of $`H_0`$ by as much as +7% (see e.g. Hamuy96 ; Riess96 ). Combining the two competing effects in an approximate way results in a Hubble constant of

$$𝐇_\mathrm{𝟎}=\mathrm{𝟔𝟑}\pm \mathrm{𝟕}\mathrm{km}\mathrm{s}^\mathrm{𝟏}\mathrm{Mpc}^\mathrm{𝟏}.$$

Although it is obtained with a simplified analysis which can, and will be refined, I regard this as a rather robust result that is not likely to change much in the years to come, and that offers the pleasant feature of not violating any constraint posed by old stars and the evolution of the Universe.


text:
# On the Status of Highly Entropic Objects

## I Introduction

The laws of thermodynamics and the concepts of entropy ($`S`$) and energy ($`E`$) express fundamental aspects of physics. In the conventional understanding, these quantities are related to each other and to the size of an object only through the first law of thermodynamics $`dE=TdSPdV`$. However, there have been intriguing suggestions (see e.g. Bek73 ; tH ; LS ; FS ; Bousso ) that more fundamental laws (e.g., quantum gravity and/or string theory effects) should change this picture. In particular, the entropy of any object might be bounded by some function of its size, typically characterized by a length scale $`R`$ or an enclosing area $`A`$, and perhaps its energy $`E`$. Suggestions of this form include Bekenstein’s proposed bound Bek73 ,

$$S<\alpha RE/\mathrm{}c,$$
(1)
and the so-called holographic bound tH ; LS ,

$$S<Ac^3/4\mathrm{}G,$$
(2)
Here we have displayed the fundamental constants explicitly, but below we use geometric units with $`k_B=\mathrm{}=c=G=1`$.111In many ways, the choice $`8\pi G=1`$ is more natural than $`G=1`$. With this choice of units, the horizon entropy becomes $`2\pi A`$ and equation (2) reads $`S<2\pi A`$. The original version Bek73  of Bekenstein’s bound has $`\alpha =2\pi `$, while some subsequent discussions (e.g. Erice ) weaken the bound somewhat, enlarging $`\alpha `$ by a factor of order ten.

Arguments in favor of these bounds Bek73 ; tH ; LS ; Bek2000 ; Erice  typically suggest that inserting or transforming bound-violating objects into black holes leads to contradictions with the second law of thermodynamics. Many counter-arguments have been given and the subject remains in a state of controversy. The original argument Bek73  for (1) involved slowly lowering a “box” toward a black hole and then, at some point, letting it fall freely through the horizon. Counter-arguments appealing to a buoyant force exerted on the box by the “thermal atmosphere” of the black hole were given by Unruh and Wald in UW . The question was reconsidered recently in MS  in the context of a resolution of the “self accelerating box paradox”. Under plausible assumptions as to the treatment of certain boundary effects, it was shown in MS  that a box violating (1) would make a notable contribution to the thermal atmosphere of the very black hole with which it was supposed to violate the second law. This contribution might be negligible far from the black hole, but would become important in the region near the horizon from which the box was to be dropped. This opens the door to new effects which might provide loopholes in the original argument of Bek73 . A few such effects were discussed in MS  and similar effects will be described below.

However, other arguments for a version of (1) (with $`\alpha `$ somewhat greater than $`2\pi `$) have been made in which one releases the object to fall into the black hole from far away Erice . When applied to such processes, the comments of MS  suggest that thermally produced copies of bound-violating objects would be relevant even far away from the black hole. In other words, despite the very low Hawking temperature of any macroscopic black hole, they suggest that objects violating this version of (1) would be Hawking radiated at a significant rate by the particular black hole used in the argument. We explicitly verify this suggestion below, noting that the situation far from the black hole is under much better control than that studied in MS .

We then note that these considerations generalize to any setting (e.g. those of HD  and Bek73 ; Erice ) in which the absorption of a ‘highly entropic object’ by a black hole would, in the absence of further entropy generation, lead to a violation of the second law. Thus, such highly entropic objects and their kin will be important components of the black hole’s thermal atmosphere so that further processes will indeed occur. We show that similar comments apply to the holographic bound (2). Finally, we suggest how this same effect could lead to observational evidence in favor of both (1) and (2) in certain regimes, independently of whether, as a matter of principle, these bounds necessarily hold in all possible hypothetical worlds.

We remark here that the majority of the thought experiments we consider herein (as well as those considered in MS ) involve only semiclassical processes which are quasistationary for the black hole, that is to say processes in which the black hole may be treated classically such that its mass changes only incrementally. (An important exception is the gendankenexperiment for deriving the holographic bound in LS .) In this context, a very general argument presented in chb ; tpe  establishes222assuming that certain a priori divergent quantities can be handled appropriately. that no violation of the GSL can occur if the matter outside the black hole is correctly described by some quantum field theory. From this point of view any attempt to decrease the total entropy of a black hole by inserting highly entropic objects is doomed in advance to fail, and the only question is how this failure will work itself out in the given case. Thus, a proof that one could decrease the entropy with the aid of a certain type of highly entropic object would amount to a proof that no such object could exist in any self consistent quantum field theory (which extended to curved spacetime). Conversely, if one could imagine a quantum field theory in which such an object definitely could exist, then one would be guaranteed that the theory would provide for some effect to protect the GSL from violation, when such objects were made to interact with black holes in the above semiclassical setting. To a certain extent, the remainder of this paper is just a more detailed working out of this implication.

## II Highly Entropic Objects at Equilibrium

It is well established UW2 ; Ray ; BFZ ; TJ1 ; TJ2 ; TJ3  that the radiation surrounding a black hole of temperature $`T_{BH}`$ is thermal in the sense that, in equilibrium, it is described by an ensemble of the form $`e^{\beta H}`$, where $`\beta =1/T_{BH}`$. When a black hole radiates into empty space and the thermal ensemble would be dominated by weakly interacting particles, the Hawking radiation is just the outgoing component of the radiation described by this ensemble.

The point stressed in MS  is that, according to statistical mechanics, the probability to find a particular macrostate in a thermal ensemble is not $`e^{\beta E}`$ but $`e^{\beta F}`$, where $`F=ET_{BH}S`$ is its free energy333Since $`e^{F/T}=e^{E/T}e^S`$, the free energy includes the effect of collecting $`e^S`$ microstates into a single macrostate. at the temperature $`T_{BH}`$ corresponding to the black hole. In converting this into an emission rate, the only other relevant factor is a ‘gray body factor’ that enters the absorption cross section $`\sigma `$ for our object. (The absorption and emission rates are related by the assumption of “detailed balance”. We assume that this assumption is valid for our objects.444If the object can be described as a field quantum and the black hole metric treated as fixed, then one just has potential scattering, for which detailed balance can be derived in the usual manner. More generally, one might appeal to some version of time reversal invariance, or better CPT invariance, but the status of the latter is not settled within quantum gravity.)

### II.1 The Bekenstein bound

Let us now recall the setting for the argument of Erice  in favor of (1). One considers an object of size $`R`$, energy $`E`$, and entropy $`S`$ which falls into a Schwarzschild black hole of size $`R_{BH}=2\zeta R`$ from a distance $`dR_{BH}`$. The parameter $`\zeta `$ is taken to be large enough that the object readily falls into the black hole without being torn apart. In other words, we engineer the situation so that the black hole is, at least classically, a perfect absorber of such objects. It is also assumed that the Hawking radiation emitted during the infall of our object is dominated by the familiar massless fields, in which case it is a small enough effect so as not to significantly impede the fall of our object. Consideration of the second law Erice  then leads to the bound

$$S<8\pi \nu \zeta RE,$$
(3)
where $`\nu `$ is a numerical factor in the range $`\nu =1.351.64.`$ Here the energy $`E`$ has been assumed to be much smaller than the mass $`M_{BH}`$ of the black hole and, up to the factor $`\nu `$, the above bound is obtained by considering the entropy increment of the black hole, $`dS_{BH}=dE_{BH}/T_{BH}`$. Notice here that the black hole was assumed not to readily emit copies of our object as part of its Hawking radiation.

Suppose, now, that a “highly entropic object” does exist with $`S>8\pi \nu \zeta RE`$. The arguments of MS  suggest that this large entropy will induce such objects to be emitted copiously by the black hole, and it is clear that no violation of the second law will result if the net flux of such objects vanishes or is directed outward from the black hole. To see whether this is indeed the case, let us compute the free energy of our object at the black hole temperature $`T_{BH}=(4\pi R_{BH})^1=(8\pi \zeta R)^1`$:

$$F=E\frac{S}{4\pi R_{BH}}<E\nu E<0.$$
(4)
Now if we assume that no objects are present, then we find $`F=ETS=00=0`$. By (4), objects violating (1) have significantly lower free energy than this, and are therefore more likely to exist than not in a state of thermal equilibrium at $`T_{BH}`$. (In fact, the most likely macrostate is one that is so full of such objects that new ones cannot be squeezed in at the same low free energy.) Consequently, it is unjustified to assume that such objects are unlikely to be radiated by the black hole, during the course of one of the putatively entropy-violating processes under consideration. (On the other hand, we cannot simply assert that they must be radiated in great numbers, because the nature of the equilibrium state does not in itself determine what happens away from equilibrium.)

Consideration of simple models elucidates the ways in which this loophole might play itself out. Suppose for example that our object’s free energy were independent of the number of such objects already present555This supposition is instructive but not realistic. Note in particular that free bosons do not fall into this category, as a thermal ensemble of any number $`N`$ of free boson fields exists any temperature $`T`$. The free boson case is quite interesting and will be studied in detail in MMR . Then the putative thermal ensemble would be unstable, as adding an additional such object would lower the free energy, no matter how many were already present. (Hence, strictly speaking, there could be no state of equilibrium at all, much as with the super-radiant modes in the case of a rotating black hole.) Thus, we would expect the Hawking radiation to contain so many of our objects that the usual semi-classical approximation would fail and the black hole would quickly decay.

As a second example, suppose that our objects can be modeled by weakly interacting Fermions. Then all macrostates with $`F<0`$ will be occupied, although states with sufficiently high kinetic energy will remain empty. If the parameters are chosen correctly, the rate of Hawking radiation can remain low enough that the semiclassical approximation remains valid and the black hole does exist as a metastable state. However, since the object we wish to drop is by construction in a state with insufficient kinetic energy to satisfy $`S<8\pi \nu \zeta RE`$, it represents an ingoing state with $`F<0`$. Thus, a corresponding outgoing state is occupied with high probability and the black hole will very likely emit such an object during the time that our ingoing object is being absorbed. In fact, it is very likely to emit a large number of such objects in various directions.

In the third instructive case we suppose that the thermal atmosphere of the black hole blocks the passage of our highly-entropic objects so that energetic objects cannot stream freely outward from the black hole. Let us assume it also blocks the passage of the CPT conjugate objects, since these will carry equal entropy. This case might arise because the thermal atmosphere already contains many densely packed copies of our object, or it might arise because our objects are excluded by interactions with some other component of the atmosphere. Note that due to detailed balance (or CPT invariance) this atmosphere will also obstruct us from dropping in a new object from far away. Our new object will bounce off the thermal atmosphere or be otherwise prevented from entering the black hole to the same extent that an outgoing such object emitted by the black hole will fail to escape. Thus, again it is plausible that the black hole is very likely to emit at least one such object before we manage to send a new one into the black hole.

In each case we find, with high plausibility, that the Hawking radiation adds at least as much entropy to the universe as is removed when our object falls through the horizon. Note that none of the caveats from MS  apply here: the relevant region is far from the black hole so that it is large and homogeneous and no boundary effects should be important.

### II.2 A generalization

Since the end result did not rely on particular properties of Schwarzschild black holes, one might expect that our argument can be formulated much more generally. To see that this is the case, let us proceed along the lines of chb . Consider then any process in which a given object with entropy $`S`$ is destroyed, giving its energy $`E`$ to a black hole. Note that this includes both processes of the original form Bek73  as well as the more recent Erice . As above, we suppose that this represents a small change, with $`E`$ being small in comparison to the total energy of the black hole. The change in the total entropy of the universe is at least

$$\mathrm{\Delta }S_{total}\mathrm{\Delta }S_{BH}S.$$
(5)
But using the first law of thermodynamics for the black hole, this is just

$$\mathrm{\Delta }S_{total}\frac{E}{T_{BH}}S=\frac{F}{T_{BH}},$$
(6)
where $`F`$ is the free energy of the object at the Hawking temperature $`T_{BH}`$. In particular, since $`T_{BH}>0`$, the sign of $`\mathrm{\Delta }S_{total}`$ must match that of $`F`$. One concludes that the absorption of an object by a black hole can violate the second law only if $`F<0`$, in which case any of the mechanisms from section II.1 may come into play to prevent the process from occurring. Note that only the first law (energy conservation) has been assumed in our argument and that no special properties of black holes have been used; the argument would proceed as well if one replaced the black hole by any object at the same temperature. (However, in places we did assume that emission and absorption rates could be analyzed as if the black hole were in equilibrium with its surroundings, unlike in the more general treatment of chb ; tpe .)

### II.3 The holographic bound

Let us now consider the holographic bound (2). Suppose in particular that we have a (spherical, uncharged) object with $`SA/4`$ and consider a Schwarzschild black hole of equal area $`A=4\pi R_{BH}^2`$. Since our highly entropic object is not itself a black hole, its energy $`E`$ must be less than the mass $`M_{BH}`$ of the black hole. The arguments of tH ; LS  now ask us to consider what happens if we drop our highly entropic object into a black hole of mass $`M_{BH}`$ or otherwise transform it into a black hole of this mass. For arguments which drop the object into a pre-existing black hole, one typically666See, e.g., the weakly gravitating case described in Bek2000 . assumes $`EM_{BH}`$, but this is not the case for all the arguments.

Based on effects like those described in WaldRev  (section II) and in MS  one may speculate that some Hawking-like process forbids this transformation. More specifically the suggestion is that if the transformation does proceed at first, then the resulting black hole state will be a mere ‘thermal fluctuation’ that lasts for no more than a time of order $`R_{BH}`$. In order to assess this suggestion, let us suppose for the moment that $`EM_{BH}`$ so that the emission rate of such ‘highly entropic objects’ from a black hole of mass $`M_{BH}`$ can be analyzed as in Sections II.1 and B. Then the free energy of our highly entropic object at the Hawking temperature $`T_{BH}=(4\pi R_{BH})^1`$ of the black hole is

$$F=ET_{BH}S<E\frac{A/4}{4\pi R_{BH}}=EM_{BH}/2<0.$$
(7)
Thus, we again see that our object is likely to be emitted readily in Hawking radiation.

In the case where $`E`$ and $`M_{BH}`$ are comparable, the emission of our object will react back significantly on the black hole itself. In this case it no longer seems possible to analyze the emission rate by comparison with a state of thermal equilibrium in a fixed black hole background. (Indeed a canonical ensemble at fixed temperature seems inappropriate, and one would have to replace it by a microcanonical ensemble for the system of radiation plus black hole(s).) Therefore, we will fall back on a more general, but less compelling type of argument which we could also have used above, but did not since the equilibrium alternative was available.

Instead of reasoning from detailed balance and equilibrium abundances, we could have just assumed that our object was emitted as if it were a field quantum of a massive free field (as in the original calculations of Hawking radiation). This yields an emission rate, which, if we ignore the pre-factor, takes the Boltzmannian form, $`\mathrm{exp}(E/T_{BH})`$. This can also be written as $`\mathrm{exp}(\mathrm{\Delta }S_{BH})`$, where $`\mathrm{\Delta }S_{BH}`$ (a negative number) is the entropy lost by the black hole in emitting the object of energy $`E`$, and we are still assuming that $`EM_{BH}`$. If we now assume further that this rate applies equally to each microstate of our object, then the total emission rate for the macrostate of the object acquires a factor of $`\mathrm{exp}(S)`$, whence the overall rate (still neglecting “pre-factors”) takes on the “naive thermodynamic value” of $`\mathrm{exp}(\mathrm{\Delta }S_{BH}+S)`$. This coincides with the form utilized above, $`\mathrm{exp}(E/T_{BH}+S)`$.

Now this form of the argument has the weakness that the assmuptions going into it seem to be under poorer control and less convincing than those going into our equilibrium analysis above. However, unlike the latter, the present analysis carries over to the case where $`E`$ is comparable to $`M_{BH}`$, at least in the sense that, according to references kpw ; mp , the emission rate for a microstate retains a factor proportional to $`\mathrm{exp}(\mathrm{\Delta }S_{BH})`$. If we accept this, then the rest of the argument is just as before: The formation of a black hole from our object could violate the second law only if $`S>S_{BH}`$. But since $`\mathrm{\Delta }S_{BH}>S_{BH}`$, one finds $`\mathrm{\Delta }S_{total}=\mathrm{\Delta }S_{BH}+S>0`$ for the corresponding emission process. Since this implies an exponentially large emission rate for our object, we conclude that the combined process of collapse and emission would actually result in a net increase in the total entropy.

## III Discussion

The proposals (1) and (2) for fundamental entropy bounds would forbid the existence of objects with extremely high entropy. In fact, we have seen that the entropy of the putatively forbidden objects is so high that they (or even more entropic objects) would be an important component of Hawking radiation even for large black holes where the temperature is low. This expands an interesting loophole in existing arguments for such fundamental bounds. In a more special context where such a violation arises from a large number of light fields, a very similar loophole was discussed in WaldRev . To quote from that reference, “…the bound should be necessary in order for black holes to be stable or metastable states, but should not be needed for the validity of the GSL \[generalized second law\].” We found evidence for such an assertion in two different regimes. In the first, where the energy $`E`$ of the putative highly entropic object (HEO) is much less than that of the black hole, one knows on general grounds that the GSL cannot be violated in any semiclassical process with a quasistationary black hole chb ; tpe . Therefore, if one imagines a HEO which would lead to a violation, then the conclusion must be either that the HEO cannot actually exist (compare how self-accelerating boxes were excluded in MS ) or that some effect has been overlooked which would avoid the violation in another way; we presented evidence that emission of HEO’s by the black hole is such an effect. In the second regime, where $`E`$ is comparable to $`M_{BH}`$, things are much less clear cut, but a similar argument can be made if one accepts the conclusions of kpw ; mp  concerning the emission of such objects.

One might think that such highly entropic objects are in any case experimentally excluded due to our excellent understanding of high temperature thermal states produced in the laboratory. However, states under experimental control are produced by interactions with normal matter. As a result, they place only loose constraints on highly entropic objects made from unknown fundamental fields which might interact extremely weakly with those of the standard model. One may imagine such objects as being made from exotic dark matter or other ‘hidden-sector’ fields. One might also imagine that, even if made of standard model fields, some dynamical effect might cause these objects to come into equilibrium only after a cosmologically long timescale.

Since objects violating (1) and (2) can be abundant in Hawking radiation, it is interesting to speculate that the production of highly entropic objects could lead to observable rates of mass loss from known black holes. For example, let us consider the case where such objects pass unimpeded through the thermal atmosphere of the black hole but where semi-classical black holes nevertheless exist as metastable states. A good model for this case is the scenario of weakly interacting Fermions discussed above. Then if the putative bounds are violated by a factor of order 1, our objects have negative free energy even when their kinetic energies are relativistic. The Hawking radiation may then be modeled as a ‘fluid’ of such objects777Similar fluid pictures were described in CGLP  as candidate descriptions of Hawking radiation at temperatures high enough to create hadrons. which flows outward from the black hole with density $`\rho `$ and speed $`vc`$. The black hole loses mass at a rate of $`\dot{M}=4\pi \rho R_{BH}^2c`$. On the other hand, we have observed various black holes for some time and thus have at least rough bounds on the rate at which they lose mass. Consideration of a black hole of a few solar masses whose mass remains roughly constant over a period of ten years would rule out the existence of such a fluid with $`\rho 5\times 10^4kg/m^3`$, while similar observations of a $`10^6`$ solar mass black hole would exclude a corresponding fluid with $`\rho 0.2kg/m^3`$. One of course obtains much stronger limits if the accepted age of such objects is used as the relevant timescale. The detailed modeling of similar scenarios may provide fertile ground for future investigations.

We conclude with a hand waving argument that also allows one to set observational limits on certain highly entropic objects. An enthusiastic seminar speaker can probably wave his or her hand with an acceleration exceeding $`10^4cm/s^2`$. If massive objects were present in the thermal radiation associated with this acceleration then, unless these objects were transparent to human hands, one would bump into them and the vacuum would not feel empty. Consider, for example, an object of mass $`1`$ gram and size $`1`$ cm. In order that such an object not impede our waving hand, its entropy cannot exceed $`10^{54}`$. This is tighter than the holographic bound by about ten orders of magnitude, though much looser than the Bekenstein bound. It is even possible that one can extend this hand waving argument to rule out certain objects at zero temperature, but we leave that discussion for another place.

###### Acknowledgements.

D.M. would like to thank Ted Jacobson and Omer Blaes for useful discussions. D.M. was supported in part by NSF grants PHY00-98747, PHY99-07949, and PHY03-42749, and by funds from Syracuse University, and the University of California. He would also like to thank the Aspen Center for Physics for their hospitality during part of this work. R.D.S. was partly supported by NSF grant PHY-0098488 and by a grant from the Office of Research and Computing of Syracuse University.