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# Remarks on the Bose description of the Pauli spin operatorsWork supported by the National Natural Science Foundation of China under grant 10175057 and The President Foundation of Chinese Academy of Science

## 1 Introduction

The purpose of this paper is to make a supplement to the Bose description of the Pauli spin operators proposed by Shigefumi Naka . This Bose operator description can also be applied to the Fermi operators, since the quantization of the anti-commuting variables by using anti-commutators generates the elements of Clifford algebra such as Pauli matrices. To see the close relationship between Fermi operators and the Pauli spin operators more clearly, we use the $`2\times 2`$ matrix representation of the Fermi operators. Let $`f`$ and $`f^\text{ }`$be fermion annihilation and creation operators respectively, satisfying anti-commuative relations

$$\{f,f^\text{ }\}_+=1,f^2=0,\text{ }f^{2\text{ }}=0,$$
(1)
and let $`|0`$ be the fermion vaccum state, then $`f^\text{ }|0=|1,`$ $`f|0=0,`$ $`f^\text{ }|1=|0`$. Using the matrix representation of $`|1`$ and $`|0,`$

$$|0=\left(\genfrac{}{}{0pt}{}{1}{0}\right),\text{ }|1=\left(\genfrac{}{}{0pt}{}{0}{1}\right),$$
(2)
one can see

$$f=|01|=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right)=\sigma _{},\text{ }f^\text{ }=|01|=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)=\sigma _+,$$
(3)
so the $`2\times 2`$ representations of $`f`$ and $`f^\text{ }`$ are just the Pauli matrices. Therefore, the Bose description of the Pauli spin operators is equivalent to the Bose description of Fermi operators.

In Ref.  Shigefumi firstly proposed the representation (he called the Bose discription of fermion) of the anti-commuting operators (or of the pseudospin operator) in the Hilbert space from the simple observation such that dividing the Hilbert space into two subspaces, the anti-commuting operators can be realized as the operators having matrix elements between these subspaces. By setting

$$\begin{array}{c}|n,1=\frac{1}{\sqrt{\left(2n+1\right)!}}\left(a^{}\right)^{2n+1}|0=|2n+1,\\ |n,2=\frac{1}{\sqrt{\left(2n\right)!}}\left(a^{}\right)^{2n}|0=|2n,\end{array}$$
(4)
in Fock space, here $`|n=a^n/\sqrt{n!}|0`$ is the Fock state, and noting that

$$\mathrm{cos}^2\frac{\pi N}{2}=\underset{n=0}{\overset{}{}}|2n2n|,$$
(5)
Shigefumi identified the Bose description of Fermi operators, though without giving a manifest derivation, as

$$f=\frac{\mathrm{cos}^2\frac{\pi N}{2}}{\sqrt{N+1}}a=\underset{n=0}{\overset{}{}}|2n2n+1|,f^{}=a^{}\frac{\mathrm{cos}^2\frac{\pi N}{2}}{\sqrt{N+1}}=\underset{n=0}{\overset{}{}}|2n+12n|.$$
(6)
Later the bosonization structure of fermions are also discussed in Ref. .

In the following we shall show how to directly employ both the bosonic-like property and fermionic-like property of Pauli spin operators $`\sigma _i`$ to derive the Shigefumi’s description. To go a step further, we make a supplement to this description, which means that another Bose representation of Pauli spin operators can be found. We then note that a nonlinear coherent state formalism can be introduced for the Bose description of the eigenvectors of Pauli spin operator $`\sigma _{}`$. However, its eigenvalue is a Grassmann number, which Ohnuki et al used to constuct their fermionic coherent states .

## 2 Derivation of Shigefumi’s description

Pauli spin operators $`\sigma _i`$ obeys the anticommutative relation

$$\{\sigma _i,\sigma _j\}_+=2\delta _{ij}.$$
(7)
Introducing

$$\sigma _\pm =\frac{1}{2}\left(\sigma _1\pm i\sigma _2\right),\text{ }\sigma _+=\sigma _{}^{},$$
(8)
Louisell  summarizes the following commutative relations (bosonic-like property)

$$\begin{array}{c}[\sigma _\pm ,\sigma _1]=\pm \sigma _3,\text{ }[\sigma _\pm ,\sigma _2]=i\sigma _3,\\ [\sigma _\pm ,\sigma _3]=2\sigma _\pm ,[\sigma _+,\sigma _{}]=\sigma _3,\end{array}$$
(9)
as well as the anti-commutative relations (femionic-like property)

$$\begin{array}{c}\{\sigma _\pm ,\sigma _1\}_+=I,\text{ }\{\sigma _\pm ,\sigma _2\}_+=\pm i,\\ \{\sigma _\pm ,\sigma _3\}_+=0,\{\sigma _+,\sigma _{}\}_+=I.\end{array}$$
(10)
We can deduce the representation (6) by the following method. Without loss of generality, we assume that the Pauli spin operators can be expressed as

$$\sigma _{}=f(N)a,\sigma _+=a^{}f(N),$$
(11)
where $`f\left(N\right)`$ is an operator-valued function of number operator $`N=a^{}a`$. It follows from $`[a,a^{}]`$ $`=1`$, and

$$f(N)a=af(N1)$$
(12)
that

$$\sigma _{}\sigma _+=\left(N+1\right)f^2(N),\text{ }\sigma _+\sigma _{}=a^{}f^2(N)a=Nf^2(N1).$$
(13)
Substituting (13) into the anti-commutative relation (10) we see

$$\left(N+1\right)f^2(N)+Nf^2(N1)=I.$$
(14)
Due to the eigenvalues of $`N`$ are 0, 1, 2,…, the solution to (14) is

$$\left(N+1\right)f^2(N)=\mathrm{cos}^{2l}\frac{\pi N}{2},\text{ }l=1,2,\mathrm{},$$
(15)
since

$$\mathrm{cos}^{2l}\frac{\pi N}{2}+\mathrm{cos}^{2l}\frac{\pi \left(N1\right)}{2}=I.$$
(16)
It then follows from (11) that

$$f(N)=\frac{\mathrm{cos}^l\frac{\pi N}{2}}{\sqrt{N+1}},\sigma _{}=\frac{\mathrm{cos}^l\frac{\pi N}{2}}{\sqrt{N+1}}a.$$
(17)
When $`l=2`$, with the use of the completeness relation of Fock state $`|n`$

$$\underset{n=0}{\overset{}{}}|nn|=1,$$
(18)
we see

$$\mathrm{cos}^2\frac{\pi N}{2}=\frac{1}{2}\left(1+\mathrm{cos}\pi N\right)=\frac{1}{2}\underset{n=0}{\overset{}{}}\left(1+\mathrm{cos}\pi n\right)|nn|=\underset{n=0}{\overset{}{}}|2n2n|,$$
(19)
and using $`n|a=\sqrt{n+1}n+1|`$,

$$\sigma _{}=\underset{n=0}{\overset{}{}}|2n2n+1|,$$
(20)
which is just the Shigefumi’s representation. For $`l=2k,`$ $`k=1,2,3\mathrm{},`$ we have

$$\mathrm{cos}^{2k}\frac{\pi N}{2}=\underset{n=0}{\overset{}{}}|2n2n|,\mathrm{sin}^{2k}\frac{\pi N}{2}=\underset{n=0}{\overset{}{}}|2n+12n+1|,$$
(21)
so the representation of $`\sigma _{}`$ is the same.

Let us recall the even- and odd- coherent state representations

$$\begin{array}{c}|z_e=e^{\left|z\right|^2/2}\underset{n=0}{\overset{}{}}\frac{z^{2n}}{\sqrt{2n!}}|2n,\\ |z_o=e^{\left|z\right|^2/2}\underset{n=0}{\overset{}{}}\frac{z^{2n+1}}{\sqrt{\left(2n+1\right)!}}|2n+1.\end{array}$$
(22)
so

$$\begin{array}{c}\underset{n=0}{\overset{}{}}|2n2n|=\mathrm{cos}^{2k}\frac{\pi N}{2}=\frac{d^2z}{\pi }|z_{ee}z|,\\ \underset{n=0}{\overset{}{}}|2n+12n+1|=\mathrm{sin}^{2k}\frac{\pi N}{2}=\frac{d^2z}{\pi }|z_{oo}z|.\end{array}$$
(23)
## 3 Another Bose representation

From (17) we see when $`l=1,`$

$$\mathrm{cos}\frac{\pi N}{2}=\underset{n=0}{\overset{}{}}\mathrm{cos}\frac{\pi n}{2}|nn|=\underset{n=0}{\overset{}{}}\left(1\right)^n|2n2n|.$$
(24)
It then follows from (21) and (24) that when $`l=2k+1,`$

$$\mathrm{cos}^{2k+1}\frac{\pi N}{2}=\underset{n=0}{\overset{}{}}\left(1\right)^n|2n2n\left|\underset{n^{}=0}{\overset{}{}}\right|2n^{}2n^{}|=\underset{n=0}{\overset{}{}}\left(1\right)^n|2n2n|,$$
(25)
In this case

$$\sigma _{}=\underset{n=0}{\overset{}{}}\left(1\right)^n|2n2n+1|,\sigma _+=\underset{n=0}{\overset{}{}}\left(1\right)^n|2n+12n|,l\text{ is odd,}$$
(26)
this is another Bose realization of Pauli spin operators. Due to

$$\begin{array}{c}()^{N/2}|z_e=e^{\left|z\right|^2/2}\underset{n=0}{\overset{}{}}\frac{()^nz^{2n}}{\sqrt{2n!}}|2n=|iz_e,\\ ()^{\left(N1\right)/2}|z_o=e^{\left|z\right|^2/2}\underset{n=0}{\overset{}{}}\frac{()^nz^{2n+1}}{\sqrt{\left(2n+1\right)!}}|2n+1=|iz_o.\end{array}$$
(27)
so the corresponding coherent representation of (24) and (25) is

$$\begin{array}{c}\mathrm{cos}^{2k+1}\frac{\pi N}{2}=\frac{d^2z}{\pi }|iz_{ee}z|,\\ \mathrm{sin}^{2k+1}\frac{\pi N}{2}=\frac{d^2z}{\pi }|iz_{oo}z|.\end{array}$$
(28)
For both $`l`$ being even and odd,

$$\sigma _+\sigma _{}=\underset{n=0}{\overset{}{}}|2n+12n+1|,\text{ }\sigma _{}\sigma _+=\underset{n=0}{\overset{}{}}|2n2n|,$$
(29)
from (9) we have

$$\begin{array}{c}\sigma _3=[\sigma _+,\sigma _{}]=\underset{n=0}{\overset{}{}}\left(|2n+12n+1||2n2n|\right)\\ =\mathrm{sin}^2\frac{\pi N}{2}\mathrm{cos}^2\frac{\pi N}{2}=\mathrm{cos}\pi N=\frac{e^{i\pi N}+e^{i\pi N}}{2}=\left(1\right)^{N+1}.\end{array}$$
(30)
For the new representation we can check its fermion-like property. Using (28) and (30), we see

$$\{\sigma _{},\sigma _3\}_+=\underset{n=0}{\overset{}{}}\left[\left(1\right)^{3n+2}+\left(1\right)^{3n+1}\right]|2n2n+1|=0.$$
(31)
Its bosonic-like property can also be checked, i.e.,

$$\begin{array}{c}[\sigma _{},\sigma _3]\stackrel{}{=\underset{n=0}{}}\left[\left(1\right)^{3n+2}\left(1\right)^{3n+1}\right]|2n2n+1|\\ =2\underset{n=0}{\overset{}{}}\left(1\right)^n|2n2n+1|=2\sigma _{}.\end{array}$$
(32)
## 4  The eigenvector of $`\sigma _{}`$ as a nonlinear coherent state

In Ref.  the nonlinear conherent state is defined as eigenstate of $`f\left(N\right)a`$,

$$f\left(N\right)a|z_f=z|z_f.$$
(33)
From relation (12),

$$[f\left(N\right)a,\frac{1}{f\left(N1\right)}a^{}]=1,$$
(34)
the nonlinear conherent state $`|z_f`$ can be constructed directly as,

$$|z_f=\mathrm{exp}\left[\frac{z}{f\left(N1\right)}a^{}\right]|0.$$
(35)
Since $`\sigma _{}`$ is of the form $`f\left(N\right)a`$ (see eq. (17)), the eigenvector of $`\sigma _{}`$ can be discussed in the context of nonlinear coherent states and be formally expressed as

$$|\xi _f=\mathrm{exp}\left[\frac{\sqrt{N}}{\mathrm{cos}^l\frac{\pi \left(N1\right)}{2}}a^{}\xi \right]|0.$$
(36)
Thus

$$\sigma _{}|\xi _f=\xi |\xi _f,$$
(37)
and because$`\sigma _{}^2=0,`$

$$\sigma _{}\left(\sigma _{}|\xi _f\right)=\xi ^2|\xi _f=0,$$
(38)
therefore $`\xi ^2=0`$, so $`\xi `$ must be a Grassmann number3. Ohnuki and Kashiwa have employed Grassmann number in constructing the fermionic coherent states.

In summary, using both the fermionic-like and the bosonic-like properties of the Pauli spin operators we have reviewed the Bose description of the Pauli spin operators, and derived another new representation. The eigenvector of $`\sigma _{}`$ in this representation is a nonlinear coherent state with the eigenvalues being the Grassmann numbers.


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# Size dependence of the internal energy in Ising and vector spin glasses

## Abstract

We study numerically the scaling correction to the internal energy per spin as a function of system size and temperature in a variety of Ising and vector spin glasses. From a standard scaling analysis we estimate the effective size correction exponent $`x`$ at each temperature. For each system with a finite ordering temperature, as temperature is increased from zero, $`x`$ initially decreases regularly until it goes through a minimum at a temperature close to the critical temperature, and then increases strongly. The behavior of the exponent $`x`$ at and below the critical temperature is more complex than suggested by the model for the size correction that relates $`x`$ to the domain-wall stiffness exponent.

Since Gibbs, thermodynamic transitions have been classified according to the critical behavior of the specific heat, or equivalently of the critical temperature dependence of the internal energy. One of the disturbing features of the spin-glass transition has always been that there appears to be no thermodynamic signature whatsoever of the critical temperature, except in the mean-field limit. In finite dimensions, the specific-heat exponent $`\alpha `$ is strongly negative and the energy changes perfectly smoothly as a function of temperature through the critical temperature $`T_\mathrm{c}`$.Binder and Young (1986)

The standard scaling form for the finite-size correction to the internal energy per spin $`e(L)`$ is

$$e(L)=e_{\mathrm{}}+aL^x,$$
(1)
where $`L`$ represents the system size. An exponent $`\theta _\mathrm{E}`$ can be defined by $`\theta _\mathrm{E}=dx`$ ($`d`$ represents the space dimension). In Ising spin glasses (ISG) it has been surmised from “droplet” argumentsNewman and Stein (1998); Komori et al. (1999); Bouchaud et al. (2002) that this correction is directly related to the energy associated with domain walls, for which independent numerical measurements can also be carried out. Thus it is expected that at zero temperature $`\theta _\mathrm{E}`$ is identical to $`\theta _{\mathrm{DW}}`$, the domain-wall stiffness exponent. This conjecture is related to the controversial question of the form of the elementary excitations in spin glasses, and the identity should be valid if periodic boundary conditions simply introduce supplementary domain walls. It is exact for Migdal-Kadanoff spin glasses.Bouchaud et al. (2002) While the argument was introduced for zero temperature, it has also been invoked for finite $`T`$.Komori et al. (1999) At a continuous transition the singular part of the free energy divided by the temperature scales as $`\mathrm{length}^d`$. Because $`(TT_\mathrm{c})\mathrm{length}^{1/\nu }`$ (see Refs. Katzgraber and Young, 2002 and Barber et al., 1985), if $`T_\mathrm{c}>0`$,

$$x(T=T_\mathrm{c})=d1/\nu .$$
(2)
If $`T_\mathrm{c}=0`$, $`\theta _{\mathrm{DW}}=1/\nu `$ at $`T=0`$ and $`x(0)=d+1/\nu `$.Katzgraber and Young (2002)

We have carried out Monte Carlo measurements of the size dependence of the energy as a function of temperature in the mean-field Sherrington-Kirkpatrick (SK) ISG model, in the Edwards-Anderson ISG with Gaussian interactions in dimensions $`2`$, $`3`$, and $`4`$, in the gauge glass (GG) in dimensions $`2`$, $`3`$, and $`4`$, and in the $`XY`$ spin glass ($`XY`$SG) with Gaussian interactions in dimension $`4`$. In all systems with a nonzero ordering temperature, $`x(T)`$ is strongly temperature dependent below as well as above $`T_\mathrm{c}`$. The effective exponent initially decreases progressively as $`T`$ increases from zero; it passes through a minimum at a temperature $`T_{\mathrm{min}}`$ close to $`T_\mathrm{c}`$, and from then on increases sharply. The data for the mean-field SK spin glass and for the finite-dimensional systems follow strikingly similar patterns. We associate the observed minimum with the critical behavior in Eq. (2) which potentially provides a powerful criterion for identifying $`T_\mathrm{c}`$ in spin glasses from purely energetic measurements.

The value of the stiffness exponent in the $`d=3`$ gauge glass has been source of controversy: results have clustered either close to $`\theta _{\mathrm{DW}}0.0`$ (Refs. Reger et al., 1991; Gingras, 1992; Kosterlitz and Simkin, 1997; Maucourt and Grempel, 1997) or close to $`\theta _{\mathrm{DW}}0.27`$ (Refs. Akino and Kosterlitz, 2002; Cieplak et al., 1992; Moore and Murphy, 1994; Kosterlitz and Akino, 1998; Katzgraber and Young, 2002). This situation has been analyzed by Akino and Kosterlitz,Kosterlitz and Akino (1998); Akino and Kosterlitz (2002) who show that following the boundary conditions imposed, either a “best twist” (BT) value (near $`0.27`$) or a “random twist” (RT) value (near zero) of $`\theta _{\mathrm{DW}}`$ is obtained. They associate the BT value with domain walls, but they say “We do not understand what, if anything, $`\theta _{\mathrm{RT}}`$ means…,” implying that this $`\theta `$ could be nonphysical and simply an artifact arising from an inappropriate choice of boundary conditions. If interpreted in terms of a domain-wall stiffness exponent, our $`T=0`$ estimate is compatible with $`\theta _{\mathrm{DW}}0`$.

In the canonical \[Ising,$`XY`$\] Edwards-Anderson spin glass \[Ising,$`XY`$\] spins on a hypercubic lattice of size $`L`$ interact with their nearest neighbors through random interactions whose strengths follow a Gaussian distribution with zero mean and standard deviation unityBinder and Young (1986):

$$=\underset{i,j}{}J_{ij}S_iS_j.$$
(3)
Periodic boundary conditions are applied. The mean-field limit system is the SK model. In the gauge glass,Olson and Young (2000) $`XY`$ spins on a hypercubic lattice of size $`L`$ interact through the Hamiltonian

$$=J\underset{i,j}{}\mathrm{cos}(\varphi _i\varphi _jA_{ij}),$$
(4)
where the sum ranges over nearest neighbors. $`\varphi _i`$ represent the angles of the spins and $`A_{ij}`$ are quenched random variables (gauge fields) uniformly distributed between $`[0,2\pi ]`$ with the constraint that $`A_{ij}=A_{ji}`$. $`J=1`$ and periodic boundary conditions are applied.

In the present series of simulations, samples are equilibrated using the parallel tempering Monte Carlo method.Hukushima and Nemoto (1996); Marinari (1998) The sizes studied are $`N=36,64,100,121,144`$, and $`196`$ for the SK model, $`L=3`$$`6`$ in the $`d=4`$ ISG, $`L=2`$$`5`$ in the $`d=4`$ GG, $`L=3`$$`5`$ in the $`d=4`$ $`XY`$SG, $`L=3`$$`6`$, $`8`$ in the $`d=3`$ ISG, $`L=2`$$`6`$, $`8`$ in the $`d=3`$ GG, $`L=3`$, $`4`$, $`6`$, $`8`$, $`10`$, and $`12`$ in the $`d=2`$ ISG, and $`L=6`$, $`8`$, $`12`$, and $`16`$ in the $`d=2`$ GG.

The equilibrium energies $`e(L,T)`$ for a given system are averaged over at least $`10^3`$ disorder realizations for the largest system sizes. Due to small differences in the random interactions, there are sample to sample fluctuations at each size. At each temperature, the data for each system are fitted using Eq. (1), with $`e_{\mathrm{}}(T)`$, $`a(T)`$, and $`x(T)`$ as temperature-dependent fitting parameters. Note that for each value of $`L`$, exactly the same set of samples is studied over the whole range of temperatures.

We first discuss the mean-field SK model and then the finite-dimension models in order of decreasing dimension. In the SK model, $`x(T)=2/3`$ at the ordering temperature $`T_\mathrm{c}=1`$,Parisi et al. (1993) in agreement with Eq. (2). For $`T>T_\mathrm{c}`$ the power law \[see Eq. (1)\] is an approximation to a sum of terms in $`N^k`$ with $`k`$. We fit $`e(N,T)`$ assuming that the power law with exponent $`x(T)`$ is valid at all temperatures below $`T_\mathrm{c}=1`$ and is a useful approximation above. The infinite-size limit energies $`e_{\mathrm{}}(T)`$ have been established numerically to high precision,Crisanti and Rizzo (2002) and we use these values as input in our fits. In Fig. 1, it can be seen that $`x(T)`$ is temperature dependent and passes through a minimum at $`T0.85`$. At $`T=0`$, $`x(T)`$ again tends to a value very close to $`2/3`$, consistent with a directly measured zero-temperature estimate.Bouchaud et al. (2002)

For the $`d=4`$ ISG (Fig. 2), $`\theta _\mathrm{E}(0)=0.71\pm 0.08`$ , in agreement with estimates for the $`T=0`$ domain-wall stiffness of the bimodal $`d=4`$ ISG: $`\theta _{\mathrm{DW}}=0.65\pm 0.04`$ (Ref. Hartmann, 1999) and $`0.82\pm 0.06`$ (Ref. Hukushima, 1999). However, as the two estimates are fairly different from each other, a more stringent comparison must await a definitive estimate for $`\theta _{\mathrm{DW}}(0)`$. There is a minimum in $`x(T)`$ at $`T1.5`$, a temperature lower than $`T_\mathrm{c}=1.80\pm 0.02`$ (Refs. Parisi et al., 1996 and Campbell et al., 2000). We find $`x(T_\mathrm{c})=3.10\pm 0.05`$, which is higher than $`d1/\nu =2.8\pm 0.1`$.

For the GG in dimension $`4`$, our data only extend down to $`T=0.7`$; $`x(T)`$ has a minimum at $`T0.85`$, slightly below the ordering temperature ($`T_\mathrm{c}=0.89\pm 0.01`$, Ref. Katzgraber, 2003). By extrapolation, we estimate $`\theta _\mathrm{E}(0)=0.54\pm 0.05`$ and $`x(T_\mathrm{c})=3.42\pm 0.02`$, which, with $`\nu =0.70\pm 0.1`$,Katzgraber and Campbell (2003) is distinctly larger than $`d1/\nu =2.6\pm 0.2`$.

We have also analyzed data on the four-dimensional $`XY`$SG with Gaussian interactions (see Fig. 3). The correction exponent $`x(T)`$ behaves similar to the other $`d=4`$ cases, with $`\theta _\mathrm{E}(0)=0.60\pm 0.05`$ and a well defined minimum at $`T_{\mathrm{min}}=0.67\pm 0.02`$. We are not aware of measurements of $`\theta _{\mathrm{DW}}(0)`$ or of $`T_\mathrm{c}`$ for this system, although $`T_\mathrm{c}0.95`$ has been reported for the four-dimensional $`XY`$SG with bimodal interactions.Jain (1996)

Figure 4 shows a similar behavior for the $`d=3`$ ISG. Again, $`x(T)`$ initially decreases as temperature increases. The data are consistent with two temperature points reported for $`T=0.7`$ and $`T=0.8`$ by Komori et alKomori et al. (1999). The extrapolated low-temperature limiting value is $`\theta _\mathrm{E}(0)=0.15\pm 0.02`$. This is consistent with a zero-temperature measurement $`\theta _\mathrm{E}(0)=0.135\pm 0.037`$.Bouchaud et al. (2002) The values from the three independent studies taken together suggest a zero-temperature limiting value $`\theta _\mathrm{E}(0)`$ that is significantly lower than the directly measured three-dimensional domain-wall exponent value $`\theta _{\mathrm{DW}}(0)=0.19\pm 0.01`$.Bray and Moore (1987); Hartmann (1999) There is a minimum in $`x(T)`$ at a temperature $`T_{\mathrm{min}}0.89`$ which, in this case, agrees within the quoted errors to $`T_\mathrm{c}`$ estimated independently by other techniques,Parisi et al. (1996); Mari and Campbell (1999) $`T_\mathrm{c}=0.94\pm 0.03`$. Using $`\nu =1.65\pm 0.1`$ (Refs. Parisi et al., 1996 and Mari and Campbell, 1999), $`d1/\nu =2.4\pm 0.05`$, a value below $`x(T_\mathrm{c})2.75`$.

Figure 5 shows $`x`$ vs $`T`$ for the $`d=3`$ GG. Here, the low-temperature limit corresponds to $`\theta _\mathrm{E}=0.010(12)`$. As in the other cases, $`x(T)`$ decreases with increasing $`T`$. There is a minimum in $`x(T)`$ at $`T0.45`$, which again, within the error bars, agrees with the ordering temperature $`T_\mathrm{c}`$ estimated from other methods.Olson and Young (2000); Katzgraber and Young (2002) We find $`d1/\nu =2.28\pm 0.03`$ ($`\nu =1.39\pm 0.03`$, Ref. Katzgraber and Campbell, 2003), whereas the measured value is much larger, $`x(T_\mathrm{c})=2.95\pm 0.01`$.

The two-dimensional ISG with Gaussian random interactions does not order above zero temperature.Hartmann and Young (2001) Our data show that $`x(T)`$ tends to $`2.37\pm 0.06`$ at zero temperature, consistent with the value of $`2.35\pm 0.02`$ observed in Ref. Bouchaud et al., 2002. Both estimates suggest that $`\theta _\mathrm{E}(0)`$ is slightly more negative than the accurately measured $`\theta _{\mathrm{DW}}=0.28\pm 0.01`$.Rieger et al. (1996); Hartmann and Young (2001); Carter et al. (2002) $`x(T)`$ shows a shallow minimum at $`T0.4`$, unrelated to any ordering temperature.

In the $`d=2`$ GG, for which $`T_\mathrm{c}=0`$,Katzgraber (2003) $`x(T)`$ increases steadily as $`T`$ rises, from a value $`x(0.13)=2.40\pm 0.02`$ at the lowest measuring temperature $`T=0.13`$ corresponding to $`\theta _\mathrm{E}(0)0.40\pm 0.02`$ in agreement with results from Ref. Katzgraber and Young, 2002. Note also that the above estimate of $`x(TT_\mathrm{c}=0)`$ agrees with the zero-$`T_\mathrm{c}`$ scaling of Eq. (2).

We can review the estimates for $`\theta _\mathrm{E}(0)`$ in the GG. In dimension 2, the estimated $`\theta _\mathrm{E}(0)=0.40\pm 0.02`$ could be consistent with either the “best twist” $`\theta _{\mathrm{BT}}`$, which is $`0.39\pm 0.03`$,Kosterlitz and Akino (1998); Katzgraber and Young (2002) or with the “random twist”$`\theta _{\mathrm{RT}}`$, $`0.45\pm 0.015`$.Kosterlitz and Akino (1998) For the three-dimensional GG, however, the low-temperature limit $`\theta _\mathrm{E}(0)=0.010\pm 0.012`$ is in agreement within the error bars with the $`\theta _{\mathrm{RT}}`$ estimate by Akino and Kosterlitz, $`0.05\pm 0.05`$ (Ref. Akino and Kosterlitz, 2002) but is completely different from the domain-wall $`\theta _{\mathrm{BT}}(0)`$ estimated to be $`0.27\pm 0.01`$.Katzgraber and Young (2002); Akino and Kosterlitz (2002) For the GG in dimension $`4`$, our data do not go below $`T=0.7`$; we estimate $`\theta _\mathrm{E}(0)=0.54\pm 0.05`$. By extrapolation from dimensions $`1`$ (Ref. Bray and Moore, 1984), $`2`$ and $`3`$, we estimate for the four-dimensional GG $`\theta _{\mathrm{BT}}0.9\pm 0.1`$. We conclude that in the GG $`\theta _\mathrm{E}(0)`$, defined unambiguously through the effect of periodic boundary conditions on the energy, can be very different from the domain-wall $`\theta _{\mathrm{BT}}(0)`$; it may well be possible to identify it with $`\theta _{\mathrm{RT}}(0)`$ as defined by Akino and Kosterlitz.Akino and Kosterlitz (2002) Regardless, the size effect provides an operational physical realization of a bona fide $`\theta `$ quite distinct from the “best twist” domain-wall stiffness exponent $`\theta _{\mathrm{BT}}(0)`$. The strong difference between the domain-wall exponent $`\theta _{\mathrm{BT}}(0)`$ and the periodic boundary conditions exponent $`\theta _\mathrm{E}(0)`$ seen in $`d=3`$ and implied in $`d=4`$ is presumably related to the extra liberty that vector spins (as opposed to Ising spins) have to reorganize under external constraints. Any differences there may be between $`\theta _\mathrm{E}(0)`$ and $`\theta _{\mathrm{DW}}(0)`$ in ISG’s certainly appear to be less spectacular than in the GG. However, in both dimension 3 and dimension 2, independent measurements of $`\theta _\mathrm{E}(0)`$ are consistent with each other while the agreement with $`\theta _{\mathrm{DW}}(0)`$ is poor.

We find that for the models studied, the observed critical exponent $`x(T_\mathrm{c})`$ is systematically higher than its rigorous scaling value $`d1/\nu `$. A possible explanation might be the influence of a “lattice artifact” correctionSalas and Sokal (1998); Ballesteros et al. (1999) so that, for instance, $`e(L)e_{\mathrm{}}=aL^{(d1/\nu )}+bL^d`$. In the presence of this correction term the data can be represented quite accurately by a single effective exponent $`x`$ with a value between $`d1/\nu `$ and $`d`$ if $`b`$ is positive.

In conclusion, we have presented numerical results on the scaling correction to the internal energy per spin as a function of system size and temperature in a variety of spin-glass models. The $`T=0`$ finite-size correction has been linked to domain walls,Newman and Stein (1998); Komori et al. (1999); Bouchaud et al. (2002) and scaling predicts $`x=d1/\nu `$ at $`T_\mathrm{c}`$. By definition, the domain-wall stiffness exponent $`\theta _{\mathrm{DW}}(T)`$ drops to zero at $`T_\mathrm{c}`$ (see Refs. Olson and Young, 2000, Katzgraber and Young, 2002 and Hukushima, 1999) and one would expect from the domain-wall picture that $`\theta _\mathrm{E}(T)`$ should drop in a similar way. Based on standard scaling arguments, the effective stiffness exponent $`\theta _\mathrm{E}(T=T_\mathrm{c})`$ should be equal to $`1/\nu `$. In practice, for $`0TT_\mathrm{c}`$ there is a steady enhancement of the effective stiffness exponent in all finite-$`T_c`$ spin-glass systems studied, which can be interpreted as a gradual change from domain-wall to critical behavior. Nevertheless, the temperature-dependence of $`\theta _\mathrm{E}`$ is incompatible with a domain-wall mechanism. However, the critical dip is never as deep as the scaling theory predicts – the observed effective $`\theta _\mathrm{E}(T_\mathrm{c})`$ is systematically smaller than $`1/\nu `$. A rigorous relationship between the minimum of $`x(T)`$, $`T_{\mathrm{min}}`$, and $`T_\mathrm{c}`$ could provide a method to determine $`T_\mathrm{c}`$ from purely energetic measurements.

We are extremely grateful to A. Crisanti and T. Rizzo for generously providing us with the tabulated data for the infinite-size SK energies and to G. Blatter, A. K. Hartmann, and F. Ricci-Tersenghi for discussions. We would also like to thank A. K. Hartmann for critically reading the manuscript.


text:
# Implications of Cosmological Gamma-Ray Absorption

## 1 Introduction

High-energy gamma rays traveling through intergalactic space can produce electron-positron pairs in collisions with low energy photons from the metagalactic radiation field (MRF) (Nikishov 1962, Goldreich & Morrison 1964, Gould & Schreder 1966, Jelley 1966). Gamma rays of energy above 1 TeV typically interact with infrared photons of wavelengths larger than 1 $`\mu `$m, such as those predominantly emitted by dust-obscured galaxies. Gamma-rays of energy below 1 TeV interact with near-infrared, optical, and ultraviolet photons, mostly from stars.

Following the discovery of extragalactic TeV gamma ray sources (Punch et al. 1992), the effects of cosmological pair creation on their spectra have been studied by a number of authors (e.g., Malkan & Stecker 1998, Konopelko et al. 1999, Primack et al. 1999). Results differ by a large margin, owing to the different models for the MRF employed by the authors, and lead to extreme physical interpretations of the observed gamma-ray spectra. The debate culminates in the claim of Meyer & Protheroe (2000) that the weakness of the observed gamma-ray attenuation might have to be remedied by a threshold anomaly for the pair creation process, such as predicted in certain (ad hoc) models of quantum-gravity which violate Lorentz invariance (Stecker & Glashow 2001).

Discrepancies between the models for the metagalactic radiation field can be traced to the different formalisms which are used (for a detailed discussion see Hauser & Dwek 2001). The simplest method (backward evolution) is to extrapolate present day data or template spectra to high redshift in a certain wavelength range (Malkan & Stecker 2001). Cosmic chemical evolution models self-consistently describe the temporal history of globally averaged properties of the Universe (Pei, Fall & Hauser 1999). Semi-analytical models are invoking specific hierarchical structure formation scenarios to predict the MRF. In our approach we developed (Kneiske et al. 2002; Paper I) a semi-empirical, forward-evolution model for the optical-to-ultraviolet MRF and for the infrared part a backward evolution model based on the data obtained from recent deep galaxy surveys. The model parameterizes the main observational uncertainties, (i) the redshift dependence of the cosmic star formation rate, and (ii) the fraction of UV radiation released from the star forming regions.

The expected effects of gamma ray absorption vanish below 10 GeV (out to redshifts of $`z200`$, see Zdziarski & Svensson 1989). On the contrary, at energies above 300 GeV gamma rays suffer absorption for sources at redshifts $`z>0.2`$. This is in line with current observations. The satellite-borne EGRET-All-Sky-Survey has resulted in the 3rd EGRET catalog (Hartman 1999) of 93 blazars with gamma ray emission between 100 MeV and 10 GeV. The ground-based pointing telescopes Whipple, HEGRA, CANGAROO, and CAT have found only 6 well established blazars at energies above 300 GeV searching for gamma ray emission from cataloged sources, in spite of their superior sensitivity. The few detected sources indeed have very low redshifts ($`z<0.2`$). Intrinsic absorption in the gamma ray sources, e.g. due to the strong infrared radiation field associated with a dust torus, could give rise to a redshift-independent pair creation cutoff (Donea & Protheroe 2003).

Only three blazars Mkn 421, Mkn 501, and H1426+428 were bright enough to determine their spectra. Mkn 501 and Mkn 421 are showing a turn-over at almost the same energy adopting a power-law-times-exponential model. The spectra show some small changes with flux, and it is under investigation whether this affects the cutoff energy or not. Both sources have almost the same redshift $`z=0.03`$ and should show cosmological absorption at the same energy of $`618`$ TeV. In spite of large systematic errors, several attempts to probe galaxy evolution from the column depth of the extragalactic infrared photons inferred from the gamma ray data have been launched (Stecker & de Jager 1993, Biller et al. 1995, Madau & Phinney 1996, Primack et al. 1999, Renault et al. 2001, Kneiske et al. 2002). A third source at a redshift of $`z=0.129`$ has very recently been discovered. The statistics of the signal are poor, probably resulting from absorption much stronger at four times the distance than for the other blazars (Aharonian et al. 2002, Petry et al. 2002, Costamante et al 2003).

If gamma-ray sources could be detected at redshifts $`z>0.2`$ using imaging air Cherenkov telescopes with threshold energies as low as 10 GeV, such as the MAGIC telescope, one could infer indirectly the MRF from infrared to ultraviolet wavelengths.

The plan of this paper is to employ various parameter sets for the calculation of the MRF and to study their effects on gamma-ray absorption. Friedman-cosmology parameters were fixed to the values $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, and $`h=0.65`$ corresponding to the $`\mathrm{\Lambda }`$CDM cosmology. Five generic constellations of MRF model parameters which lead to MRF spectra consistent with observations, and which bracket the range of allowed values, are described in Sect. 2. In Sect. 3 we will use the optical depth of gamma-rays to calculate the intrinsic spectra of Mkn501, Mkn421 and H1426+428 from the observed spectra. The absorption at higher redshifts will be discussed in the fourth section introducing the Fazio-Stecker relation.

## 2 The Metagalactic Radiation Field (MRF)

The model developed in Paper I accounts for the emission from stars, ISM, and dust in galaxies. Since galaxies strongly obscured by dust do not show up in optical galaxy surveys, recent infrared and sub-millimeter surveys were additionally taken into account. The latter surveys show that more than half of the cosmic star formation might be hidden in obscured galaxies (Chary & Elbaz 2001).

We will briefly outline the main ideas behind the MRF model developed in Paper I (Kneiske et al. 2002). The power spectrum of the MRF in the comoving frame is given by

$$P_\nu (z)=\nu I_\nu (z)=\nu \frac{c}{4\pi }_z^{z_m}_\nu ^{}(z^{})\left|\frac{dt^{}}{dz^{}}\right|𝑑z^{},$$
(1)
with $`\nu ^{}=\nu (1+z^{})/(1+z)`$ and

$$_\nu (z)=_z^{z_m}L_\nu (t(z)t(z^{}))\dot{\rho }_{}(z^{})\left|\frac{dt^{}}{dz^{}}\right|𝑑z^{},$$
(2)
For the spectra $`L_\nu (\tau )`$ of a simple stellar population as a function of age $`\tau `$ we used population synthesis models by Bruzual & Charlot (1999) with low metalicity. The absorption due to interstellar medium is modelled by uniform distributed dust and gas. In Paper I, the gas around the stars is assumed to absorb all UV photons originating from young, massive stars. Here we introduce a new parameter which is the fraction of the ionizing photons that escapes from a galaxy, e.g. through super-bubbles blown into the ISM by supernovae (cf. Stecker et al. 1998). This fraction is, depending on the galaxy type, quite low (i.e. Starbursts: $`f_{esc}`$ 6% Heckmann et al. 2001). Note that UV photons from active galactic nuclei (AGN), which might contribute considerably at UV wavelengths, are not considered at this stage. We adopt an average extinction curve for the dust absorption. The reemission is calculated as the sum of three modified Planck spectra

$$L_\lambda ^d(L_{bol})=\underset{i=1}{\overset{3}{}}c_i(L_{bol})Q_\lambda B_\lambda (T_i)$$
(3)
where $`Q_\lambda \lambda ^1`$ and $`L_{bol}=L_{bol}(\tau )`$, here $`\tau `$ is the age of the stellar population. The three components characterize cold ($`c_1`$, $`T_1`$) and warm ($`c_2`$, $`T_2`$) dust and the contribution due to PAH molecules ($`c_3`$, $`T_3`$). To get the best-fit values for the parameters we used a sample of galaxies detected with IRAS at 12$`\mu `$m, 25$`\mu `$m, 60$`\mu `$m and 100$`\mu `$m. The warm dust component has its maximum around 50$`\mu `$ and is quite low in our best-fit model.Increasing $`c_2`$, we obtain a model with an enhanced fraction of warm dust, the Warm-Dust model.

The global star formation rate (SFR) $`\dot{\rho _{}}(z)`$ consists of two components.

$$\dot{\rho _{}}(z)=\dot{\rho _{}}^{\mathrm{OPT}}(z)+\dot{\rho _{}}^{\mathrm{ULIG}}(z)$$
(4)
The first component accounts for the stars which can be optically detected, the other coming from stars hidden by dust which can only be seen looking at infrared or submm wavelength. Each of the SFRs can be approximated with a simple broken power law

$$\dot{\rho _{}}(z)(1+z)^\alpha $$
(5)
with $`\alpha =\alpha _m>0`$ for $`zz_{peak}`$ and $`\alpha =\beta _m<0`$ for $`z>z_{peak}`$. So each SFR provides four parameters $`\alpha _m,\beta _m,z_{\mathrm{peak}}\mathrm{and}\dot{\rho _{}}(z_{\mathrm{peak}})`$. The values we used are shown in Table 1.

For reasons outlined in Paper I, it is sufficient to consider the star formation rates and the UV escape fraction as the dominant parameters. In the following, we will use six generic parameter constellations leading to MRF predictions bracketing the data, see Fig. 1.

### 2.1 Best-fit model

The parameters used in the best-fit model interpolate best the data from galaxy number counts at optical and infrared wavelengths, and direct measurements of the extragalactic background, i.e. the present-day MRF. The model MRF shows a sharp cut-off at 0.1 $`\mu m`$ due to the total absorption of ultraviolet starlight due to interstellar gas.

### 2.2 Warm-Dust model

This model is almost identical to the Best-Fit model except for the amount of warm dust in the interstellar medium. The different dust types are calculated to fit the line intensities detected in a sample of infrared galaxies by IRAS at 12$`\mu `$m, 25$`\mu `$m, 60$`\mu `$m and 100$`\mu `$m. The range between 25$`\mu `$m and 60$`\mu `$m is not well determined. We raise the amount of warm dust at 80 K to the maximum determined by the spectra of individual infrared galaxies. The corresponding change is clearly noticeable in all panels of Fig. 1 and in Fig. 6 for sources at redshifts smaller than $`z0.02`$.

### 2.3 Low-IR model

The infrared part of the low redshift (z$`<`$0.5) MRF is important for the absorption of gamma rays from low redshift sources. In order to consider the least possible gamma-ray attenuation, we adopt a low-IR model, where we choose the infrared star formation rate as low as allowed by observational lower limits on sub-mm galaxy number counts (e.g. SCUBA $`0.06`$ for $`2<z<5`$ Hughes et al. (1998) , see Fig 2). For the sake of demonstration we accept that the present-day background in this model somewhat drops below the lower limits from ISO at 15$`\mu m`$ and from IRAS at 60 $`\mu m`$.

### 2.4 Low-SFR model

The cosmic star formation rate at high redshifts is still a matter of debate. Therefore, we consider a steep decline of the star formation rate at high redshifts (see Fig 2) as an extreme to study the effect of high z star formation and gamma ray attenuation (as opposed to the plateau in the other models). The star formation rate in the low-SFR model drops so rapidly that at $`z=2`$ it is already an order of magnitude below the star formation rate of the other models.

### 2.5 Stellar-UV model

This model differs from the best-fit model in the escape fraction parameter which is set to unity allowing for the entire stellar UV light to escape into the metagalactic medium. Due to the missing reprocessed UV radiation, the part of the MRF at wavelengths $`\lambda >0.2\mu `$m is not exactly the same as in the best-fit model (although it might appear so on the double-logarithmic plot washing out minute details).

### 2.6 High-stellar-UV model

The proximity effect (Bajtlik, Duncan & Ostriker, 1988) allows for a measurement of the metagalactic UV radiation field at a wavelength of 912 Å, even at very high redshifts. Comparing our results with the recent compilation of data from Scott et al. (2000) (upper panels Figure 1) shows that even the model with $`f_{esc}=1`$ lies below the data. The reason for this discrepancy could be that the MRF model does not yet include the UV emission produced by AGN. Haardt & Madau (1996) found values for an AGN contribution to the UV MRF of 1.64 nW $`\mathrm{m}^2\mathrm{s}^1\mathrm{sr}^1`$ at a redshift of $`z=2.5`$ which would account for the value measured with the proximity effect method. The UV excess over the stellar MRF is about a factor of four and should make a significant difference for high redshift gamma-ray absorption. As a zeroth-order approximation, we assume an empirical UV background component by multiplying the UV component of the stellar-UV model by a factor of four, matching at the Lyman break by linear interpolation. Chosing a, perhaps more realistic, power law representation of the template would not make a significant difference for this analysis.

### 2.7 The Optical Depth

The optical depth for pair creation for a source at redshift $`z_q`$, and at an observed energy $`E_\gamma `$, is obtained from

$$\tau _{\gamma \gamma }(E_\gamma ,z_q)=c_0^{z_q}_0^2_{ϵ_{gr}}^{\mathrm{}}\frac{dl}{dz^{}}\frac{\mu }{2}n(z,ϵ)\sigma _{\gamma \gamma }(E_\gamma ,ϵ,\mu ,z^{})𝑑ϵ𝑑\mu 𝑑z^{}$$
(6)
with the cosmological line element $`\frac{dl}{dz^{}}`$, the angle $`\theta `$ between the interacting photons $`\mu =\mathrm{cos}(\theta )`$, the number density of the MRF $`n(z,ϵ)`$ as a function of reshift and MRF photon energy and the pair-production cross section $`\sigma _{\gamma \gamma }`$.

By comparing the generic MRF models (see Fig. 3), it can be seen that the optical depth from $`0.2<z<1`$ is rather insensitive to the choice of the parameters in the MRF model. The interaction mainly takes place with optical MRF photons, which are emitted by stars and undergo no absorption of the ISM. The rather small differences in pure stellar models have only a weak effect on the optical depth. However, at smaller redshifts effects become strong. For example, using the best-fit model we obtain a cut-off energy of $`5`$ TeV, while for the low-IR model the energy is $`18`$ TeV. Only at very low redshifts ($`z<0.1`$) the effect of the Warm-Dust model is noticeable. The cut-off energy for a source at $`z=0.03`$ (redshifts $`z>0.02`$) remains largely unaffected, see Fig. 3 and Fig. 4, since the change is relevant only for energies above 10 TeV and occurs at an optical depth from 2 to 10. Only Fig. 5 is showing such high gamma energies at the high end of blazar spectra. The upper limit of the shaded region above 10 TeV are made by the warm-dust model. Looking at spectra of single sources is the only method to probe this part of the MRF (e.g. Biller et al 1995, Stanev &Franceschini 1998, Guy et al. 2000, Renault et al. 2001). But there are two problems, the low statistic of the TeV data and the production processes of such high energy photons in AGNs which are still under discussion.

At higher redshifts, the optical depth due to interactions with the UV part of the MRF become important. Consequently, the cut-off energy decreases by adding the UV components to the MRF model. By contrast, the cut-off energy increases by lowering the star formation rate at high redshifts in the low-SFR model. For example, the cut-off energy for a source at a redshift of $`z=4`$ ranges between $`16`$ GeV for the high-stellar-UV model and $`40`$ GeV for the low-SFR model.

A comparison with other models is shown in Fig 4. The range bounded by our models contains the results of Dwek et al. (1998), Chary& Elbaz (2001), and Franceshini et al. (2001) in the infrared part of the spectrum. There are differences in the optical part where the other models come just close to the lower limits given by the HST data. At low redshifts, this part is irrelevant for gamma-ray absorption due to the threshold condition, so the difference is of no concern to us.

## 3 Spectral modifications of nearby blazars

A number of extragalactic gamma-ray sources have been detected with imaging air-Cherenkov telescopes (Table 6, Horan et al. 2002). Three of them (with redshifts $`z=0.03,0.03,0.129`$) were bright enough to resolve their spectra in the TeV energy band, as shown in Figure 5111World-data set for Mkn501: Aharonian et al. (1999, 2001), Kranich et al. (2001), Krennrich et al. (1999), Djannati-Atai et al. (1999) and Hayashida et al. (1998); for Mkn421: Kohnle et al. (2001), Cortina et al. (2001) and Krennrich et al. (2001); for H1416+428: Petry et al. (2002), Horan et al. (2002), Aharonian et al. (2002) and Costamante et al. (2003).

The observed spectra are modified by gamma ray attenuation, i.e.

$$F_{\mathrm{obs}}(E)=F_{\mathrm{int}}(E)\mathrm{exp}[\tau _{\gamma \gamma }(E,z)]$$
(7)
where $`\tau _{\gamma \gamma }(E,z)`$ is given by Eq. 1 (see Figure 3 for a number of examples). Note that we neglect secondary gamma rays arising from cascading in the metagalactic radiation field, which are discussed in a separate paper (Bretz et al. 2003). We used the best-fit model, the Warm-Dust model and the low-IR model to bracket the range of the unabsorbed (intrinsic) spectra. Using the other generic models would not alter the results, since the optical depth at low redshifts is practically independent of the ultraviolet part of the MRF.

The intrinsic spectrum of Mkn501 (power per bandwidth) shows a moderate peak at 1-4 TeV. In a similar analysis, de Jager & Stecker (2002) found 5-9 TeV for the peak depending on the infrared model used. They claim that this peak could correspond to the observed X-ray peak at 50-100 keV (adopting an SSC model). While Krennrich&Dwek (2003) found quite lower values for Mkn501 $`785\pm 153`$GeV to $`2390\pm 127`$GeV.

The intrinsic spectrum of Mkn421 still seems to show a shallow turnover. Assuming an exponential cutoff, the energy changes from 3 TeV (observed, i.e. absorbed) to 4 TeV (intrinsic, i.e. unabsorbed). A peak is very hard to see, but if there is a maximum it is consistent with the values found by Krennrich&Dwek (2003) and would lie between 0.5 and 2 TeV. This could be the signature of the inverse Compton peak reflecting the X-ray peak at 6-8 keV. To further disentangle observed and intrinsic spectra, it is helpful to look at flux-dependent spectra, using the defining blazar property of being highly variable sources. The Mkn421 high-flux spectrum seems to be curved stronger than the low-flux spectrum which resembles a power law (Aharonian et al. 2002(I)). However, the statistical bias in these studies is non-negligible, and no conclusive evidence has emerged. A conservative estimate to study the location of the peak at different flux levels is introduced in Krennrich&Dwek (2003) and will be discussed in more detail in a paper by the same authors. They found a shift in the peak energy between the lowest and highest flux levels. The cut-off could also be of an intrinsic origin, if strong radiation fields surround the gamma-ray production zone (Mannheim 1993, Donea & Protheroe 2003). Strong radiation fields in the far-infrared to near-infrared wavelength ranges result from irradiated dust tori generally surrounding the central engine in AGN. However, low-redshift blazars (BL Lacertae objects) seem devoid of massive tori, and show sub-Eddington accretion implying weak irradiation. Moreover, it is at present not clear how deep in the dust torus the gamma rays are produced rendering this mechanism difficult to estimate. Theoretical SSC models (Caprini 2002) or proton blazar models (Muecke et al. 2003) including time variability do not yet predict the location of gamma ray emission zone relative to the dust torus.

Inferring a spectrum for H1426+428 is difficult owing to poor statistics. Inspecting the range of the likely intrinsic spectrum, the low flux seems to be the consequence of heavy absorption owing to the comparatively high redshift of the source (four times larger than for Mkn421 and Mkn501, respectively). The expected exponential cut-off energy at a redshift of $`z=0.129`$ obtains values of 100-200 GeV, i.e. at energies below the threshold energy of the detecting instruments (Whipple, HEGRA).

Calculating the intrinsic spectral range we find for the best-fit model the same result as Costamante et al. (2003). The energy spectrum increases with energy. However, inspection of Figure 5 shows that the intrinsic energy flux spectrum inferred from the low-IR model remains rather flat, or even shows a shallow downturn, implying a peak energy an order of magnitude lower than in the calculation of Costamante et al. (2003). As shown in Costamante et al. (2001), the X-Ray peak is at an energy around or larger than 100 keV, and this would argue in favor of the gamma-ray peak larger than 12 TeV (adopting an SSC model). In Bretz et al. (2003), we discuss in detail the fate of the absorbed gamma ray photons which carry a substantial energy flux.

## 4 The Fazio-Stecker relation

The energy-redshift relation resulting from the cosmic gamma-ray photosphere $`\tau _{\gamma \gamma }(E_\gamma ,z)=1`$ depends on the column-depth of the absorbing photons, as can be seen from inspection of Eq. (6). We coin this relation, plotted in Fig. (6), which proves to be very useful to study the MRF, the ”Fazio-Stecker relation (FSR)” (first shown by Fazio & Stecker 1970)111In 1968, Greisen has already suggested (in a lecture Brandeis Summer Institute in Physics) that pair-production at high redshift between optical and gamma photons would produce a cut-off around 10 GeV. . The theoretically predicted FSR (depending on the MRF model and cosmological parameters) can then be compared with a measured one, by determining e-folding cut-off energies for a large sample of gamma ray sources at various redshifts. Two important corollaries follow from inspecting the Fazio-Stecker relation: (i) gamma-ray telescopes with thresholds much lower than 40 GeV are necessary to determine the cut-off for sources with redshifts around the maximum of star formation $`z1.5`$, and (ii) gamma-ray telescopes with a threshold below 10 GeV have access to extragalactic sources of any redshift (another cosmological attenuation effect sets in at $`z200`$, Zdziarski 1989).

The main obstacle for this method to indirectly measure the MRF by achieving convergence between theoretical and observed FSR is the uncertainty about the true shape of the gamma ray spectra before cosmological absorption has ocurred. In the simplest case, the intrinsic spectra would be just power law extensions of the (definitively unabsorbed) lower energy spectra to higher energies, representative of non-thermal emission. Even in this optimistic case, it is difficult to assess this lower energy spectrum owing to the source variability. Simultaneous multi-wavelength observations are required. However, life is expected to be more complex, and the intrinsic spectra might consist of a sequence of humps, with spectral hardening and softening in the observed energy window (this is the case, for instance, in the proton-initiated cascade models, e.g. Mannheim 1998). Moreover, the presence of strong infrared radiation fields within the sources would lead to gamma ray cut-off energies well below the cosmological ones (Donea & Protheroe 2003). These effects would mostly place the measured pairs of cut-off energy and redshift to the left of the expected FSR. The obstacles can be overcome by collecting data of a large sample of extragalactic gamma ray sources, and by matching the theoretical FSR to the upper boundary curve for all entries in the FS diagram.

### 4.1 Gamma-ray attenuation for low-redshift sources

In the redshift interval $`0.02<z<0.1`$, three of the five used generic MRF parameter sets show a clearly distinguishable behavior (see Figure 6, upper panel). The three sets are best-fit, low-IR, and low-SFR, whereas those sets in which the UV fraction is varied naturally do not lead to measurable differences. The warm-dust model is only different from the best-fit model at redshifts smaller than 0.02 (dashed-line). The published values for the cut-off energies of the three nearby blazars seem to support the best-fit MRF model which entails a strong far-infrared component in the present-day extragalactic background. No clear evidence for deviations from intrinsic power law spectra emerges, a hardening of the intrinsic spectra would allow for a yet stronger FIR component in the MRF model than adopted in the best-fit model. However, an increase by more than a factor of two would be inconsistent with the chemical abundances in the Universe (Pei, Fall & Hauser 1999).

### 4.2 Gamma-ray attenuation for high-redshift sources

At high redshifts, the Fazio-Stecker relation for the high-IR and the low-IR models converge, since the optical depth becomes independent of the density of infrared photons. Due to the large distances, which increase the column depth for pair production, the cut-off energies are generally at lower energies where the threshold condition implies interactions with harder photons. Hence it follows that the sensitivity on the diffuse UV radiation field is enhanced at high redshifts. Considering UV radiation up to the level of the proximity data in the high-stellar-UV model, gamma-ray attenuation for sources at redshifts $`z>1`$ increases considerably compared to the best-fit model, or the stellar-UV model. The low star formation rate at high redshifts adopted in the low-SFR model would reduce the UV photon density, making the universe more transparent for gamma-photons. However, the large drop of the star formation rate has been adopted only to bracket the range of possibilities, while latest observations rather indicate a plateauish behavior for the star formation rate at high redshifts, or even a shallow upturn.

Note that the Fazio-Stecker relation in this redshift regime is also sensitive to cosmological parameters (Blanch & Martinez 2001), which we have set to the current $`\mathrm{\Lambda }`$CDM cosmology values.

## 5 Conclusions

Direct methods for measuring the MRF based on faint galaxy counts suffer from being limited to rather narrow wavelength ranges (introducing strong selection effects) and from not being sensitive to a truly diffuse component of the MRF. Complementary information from an inherently independent method, such as measuring the Fazio-Stecker relation is therefore of great diagnostic value to determine the amount of star formation occurring in optically-obscured infrared galaxies, to find other than stellar sources of UV radiation at high redshifts, and to determine the star formation rate at high redshifts.

A major source of uncertainty is the shape of the unabsorbed gamma ray spectra, and how much of an observed cut off can be attributed to cosmological absorption in the MRF. In the Fazio-Stecker diagram, sources with intrinsic gamma ray absorption would appear to lie on the left side of the FS relation. This bias can be overcome statistically by observing a large sample of gamma ray sources over a broad range of redshifts to find the upper bound in the FS diagram. To probe the present-day infrared background at energies larger than 10$`\mu `$m using the FS diagram, cut-off energies from sources at redshifts z$`<`$0.02 are needed. The only method to make predictions in this part of the MRF is to look at single-source spectra at energies larger than 10 TeV, dealing again with all uncertainties mentioned above.

Practically, this emphasizes the importance of very large imaging air-Cherenkov telescops such as MAGIC (Corinta 2001, Martinez 2003) or the proposed ECO-1000 telescope (Martinez et al. 2003, Merck et al. 2003), which have the capability to discover a large number of sources, and which achieve low-threshold energies.

The small range of the Fazio-Stecker relation which has been probed with the current generation of IACTs indicates consistency with the optical and infrared data on the MRF. Lacking detections of high-redshift sources with cut-off energies below 100 GeV, no conclusions about the UV part of the MRF can currently be drawn .

###### Acknowledgements.

We thank Eli Dwek, Alberto Franceschini and Ranga-Ram Chary for providing their MRF results and for discussions. This research was gratefully supported by the BMB+f under grant 05AM9MGA.


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# Ultra-High Energy Neutrino Fluxes: New Constraints and Implications

## I Introduction

High energy neutrino astrophysics is currently very active, in particular experimentally nu\_tele . Neutrino telescopes are reaching sensitivities comparable to theoretical expectations for neutrino fluxes based on their connection to primary cosmic rays and secondary $`\gamma `$rays nu\_review . This is in particular the case for upper limits from AMANDA II amandaII  in an energy range between $`10^{14}`$eV and $`10^{18}`$eV, and from the RICE experiment rice\_new  above $`10^{16}`$eV. The former aims to detect neutrinos by looking for showers and/or tracks from charged leptons produced by charged current reactions of neutrinos in ice, whereas the latter is searching for radio pulses emitted by neutrino induced showers in south polar ice. In addition, based on the non-observation of radio pulses from the Earth’s surface expected from neutrinos above $`10^{22}`$eV, the FORTE satellite has established upper limits on their fluxes in this hitherto unexplored territory forte .

In the near future sensitivities will further improve by next generation versions of these techniques. For AMANDA this will be ICECUBE icecube  at the South pole and possibly a comparable kilometer scale neutrino telescope in the Mediterranean katz , based on ANTARES antares , NEMO nemo , and NESTOR nestor . Improved limits from the radio technique may come from the Antarctic Impulsive Transient Antenna (ANITA) which is a planned long duration balloon mission to detect radio waves from showers induced by neutrinos in the antarctic ice anita .

Next generation experiments for ultra-high energy cosmic rays (UHECR) above $`10^{19}`$eV will also have considerable sensitivity to neutrinos, typically from the near-horizontal air-showers that are produced by them auger\_nu . These projects include the southern site of the Pierre Auger Observatory auger , a combination of a charged particle detector array with fluorescence telescopes for air showers produced by cosmic rays above $`10^{19}`$eV, and the telescope array ta , which may serve as the optical component of the northern Pierre Auger site. There are also plans for space based observatories such as EUSO euso  and OWL owl  of even bigger acceptance.

Finally, there are plans to construct telescopes to detect fluorescence and Čerenkov light from near-horizontal showers produced in mountain targets by neutrinos in the intermediate window of energies between $`10^{15}`$eV and $`10^{19}`$eV fargion ; mount . Acoustic detection of neutrino induced interactions is also being considered acoustic .

In an earlier paper kkss2  we reviewed fluxes in various scenarios in the context of constraints from current cosmic ray data and upper limits on $`\gamma `$ray and neutrino fluxes. Besides the improved neutrino flux limits from AMANDA II, RICE, and FORTE, a possibly lower extragalactic contribution to the diffuse GeV $`\gamma `$ray background observed by the EGRET instrument on board the Compton $`\gamma `$ray observatory egret ; egret\_new ; kwl  has been pointed out recently. An upper limit on the extragalactic diffuse $`\gamma `$ray flux constrains the total amount of electromagnetic (EM) energy injected above $`10^{15}`$eV which cascades down to below the pair production threshold for photons on the cosmic microwave background (CMB) bere ; bs . Since in any scenario involving pion production the EM energy fluence is comparable to the neutrino energy fluence, a change in the constraint on EM energy injection can also influence allowed neutrino fluxes. Furthermore, future $`\gamma `$ray detectors such as GLAST glast  will test whether the diffuse extragalactic GeV $`\gamma `$ray background is truly diffuse or partly consists of discrete sources that could not be resolved by EGRET. This could further improve the cascade limit.

Motivated by these improved constraints and prospects, and by more detailed information available on neutrino sensitivities of future experiments, in the present paper we reconsider flux predictions in scenarios currently often discussed in the literature. As in Ref. kkss2 , we apply our recently combined propagation codes code1 ; code2 ; photons ; kkss . Sect. II summarizes the numerical technique used in this paper. In Sect. III we discuss the cosmogenic neutrino flux, i.e. the flux of neutrinos produced as secondaries of extragalactic cosmic rays during propagation, and its dependence on various UHECR source characteristics. In Sect. IV we review neutrino flux predictions in extragalactic top-down scenarios where UHECRs are produced in decays of super-massive particles continuously released from topological defect relics from the early Universe. If UHECRs are new hadrons, they have to be produced as secondaries of accelerated protons which also gives rise to neutrinos. Their fluxes in these scenarios are reviewed in Sect. V. Sect. VI discusses primary neutrino fluxes required in scenarios where the cosmic rays observed at the highest energies are produced as secondaries from interactions with the relic cosmological neutrino background, often called Z-burst scenario. In Sect. VII we discuss neutrino fluxes from active galactic nuclei (AGN) models. Finally, in Sect. VIII we conclude.

## II Numerical Technique

Our simulations use an implicit transport code that evolve the spectra of nucleons, $`\gamma `$rays, electrons, electron-, muon-, and tau-neutrinos, and their anti-particles along straight lines. Arbitrary injection spectra and redshift distributions can be specified for the sources and all relevant strong, electromagnetic, and weak interactions have been implemented. For details see Refs. code1 ; code2 ; kkss ; kkss2 . Our results apply to average large scale extragalactic magnetic fields of the order $`B10^{11}`$G and a universal radio background between the minimal values consistent with observations Clark  and moderately low theoretical estimates from radio source counts pb .

For the neutrinos we assume for simplicity that all three flavors are maximally mixed which for our purposes is an excellent approximation superK ; mstv  and thus have equal fluxes. For each flavor we sum fluxes of particles and anti-particles.

In the present investigation we parameterize power law injection spectra of either protons (for UHECR sources) or neutrinos (for Z-burst models) per co-moving volume in the following way:

$`\varphi (E,z)`$ $`=`$ $`f(1+z)^mE^\alpha \mathrm{\Theta }(E_{\mathrm{max}}E)`$ (1)
$`z_{\mathrm{min}}zz_{\mathrm{max}},`$
where $`f`$ is the normalization that has to be fitted to the data. The free parameters are the spectral index $`\alpha `$, the maximal energy $`E_{\mathrm{max}}`$, the minimal and maximal redshifts $`z_{\mathrm{min}}`$, $`z_{\mathrm{max}}`$, and the redshift evolution index $`m`$. The resulting neutrino spectra depend insignificantly on $`z_{\mathrm{min}}`$ in the range $`0z_{\mathrm{min}}0.1`$ where local effects could play a role, and thus we will set $`z_{\mathrm{min}}=0`$ in the following.

To obtain the maximal neutrino fluxes for a given set of values for all these parameters , we determine the maximal normalization $`f`$ in Eq. (1) by demanding that both the accompanying nucleon and $`\gamma `$ray fluxes are below the observed cosmic ray spectrum and the diffuse $`\gamma `$ray background observed by EGRET, respectively.

## III The Cosmogenic Neutrino Flux

The flux of “cosmogenic” neutrinos is created by decaying charged pions produced in interactions of primary nucleons of energy above $`5\times 10^{19}`$eV with CMB photons, the Greisen-Zatsepin-Kuzmin (GZK) effect gzk . This flux depends on the production rate of the primary nucleons which we parameterize according to Eq. (1).

### III.1 Dependence on diffuse photon background

We first consider the dependence of the cosmogenic neutrino flux on the contribution of the accompanying photons to the diffuse $`\gamma `$ray flux in the 100MeV - 100 GeV region. As an example, we do this by fixing $`m=3`$, $`z_{\mathrm{max}}=2`$, and $`\alpha =1`$ in Eq. (1), while varying the maximal energy $`E_{\mathrm{max}}`$. The relatively hard proton spectrum in this scenario could be produced, for example, by acceleration in potential drops or reconnection colgate . We normalize the resulting UHECR flux to the observations above $`10^{19}`$eV and note that the discrepancy between the AGASA agasa  and HiRes hires  fluxes above $`10^{20}`$eV has a negligible influence on the predicted cosmogenic neutrino flux. As Fig. 1 shows, a decrease of the diffuse photon flux results from a decrease of $`E_{\mathrm{max}}`$ in this case. The old EGRET flux estimate egret  corresponds to $`E_{\mathrm{max}}=3\times 10^{22}`$eV, whereas the $`50`$% smaller new EGRET flux egret\_new  corresponds to $`E_{\mathrm{max}}=2\times 10^{22}`$eV. Most likely only a fraction of the measured diffuse photon background is connected to GZK neutrinos. In the present scenario 0.5 and 0.2 of the flux measured by EGRET corresponds to $`E_{\mathrm{max}}=10^{22}`$eV and $`E_{\mathrm{max}}=3\times 10^{21}`$eV, respectively. Note that the UHECR proton flux is the same in all cases, except for the highest not yet observed energies where the flux can be affected by the distance to the nearest sources.

The cosmogenic neutrino flux has recently been re-evaluated also in Ref. fkrt  where the EGRET constraint has not been taken into account. The latter, however, eliminates a considerable part of the higher fluxes considered there.

### III.2 Comparison with experimental limits and future sensitivities

The two major categories of experiments are based on detection in water, ice or underground, typically sensitive below $`10^{16}`$eV, and on air shower detection, usually sensitive at higher energies. Existing neutrino flux upper limits come from the underground MACRO experiment MACRO  at Gran Sasso, AMANDA II amandaII  in the South Pole ice, and the Lake BAIKAL neutrino telescope baikal\_limit  in the first category, and the AGASA ground array agasa\_nu , the former fluorescence experiment Fly’s Eye baltrusaitis , the Radio Ice Čerenkov Experiment RICE rice\_new  (there is also a limit from the HiRes experiment hires\_nu  which is between the RICE and AGASA limits), the Goldstone Lunar Ultra-high energy neutrino experiment GLUE glue , and the Fast On-orbit Recording of Transient Events (FORTE) satellite forte  in the second category. As an example, an optimistic cosmogenic neutrino flux is compared with current neutrino flux upper limits in Fig. 2. Future experiments in the first category include NT200+ at Lake Baikal baikal\_limit , ANTARES antares , NESTOR in Greece nestor , as well as a possible common km3 scale detector in the Mediterranean nemo ; katz , and ICECUBE icecube , the next-generation version of AMANDA at the South pole. The air shower based category includes the Pierre Auger project auger\_nu , the telescope array ta\_nu , the fluorescence/Čerenkov detector NUTEL mount , and the space based EUSO euso\_nu  and OWL owl\_nu  experiments. The EUSO sensitivity estimate used here is based on deeply penetrating atmospheric showers induced by electron or muon-neutrinos only euso\_nu  and may thus be considerably better if tau neutrinos, Čerenkov events, and Earth skimming events are taken into account skim , for which there are no final estimates available yet. The same applies to the OWL project owl\_nu . The cosmogenic neutrino flux models shown in Fig. 1 are compared with future sensitivities in Fig. 3.

The fluxes shown in Figs. 3 and 4 are considerably higher than the ones discussed in Refs. cosmogenic ; stecker ; pj ; ydjs ; ess , and should be easily detectable by at least some of these future instruments, as demonstrated by the expected number of events listed in Tab. 1.

We note that the non-observation of GZK neutrinos in 2006 will significantly restrict the accompanying photon contribution to the EGRET diffuse flux.

## IV Neutrino Fluxes in Top-Down Scenarios

Historically, top-down (TD) scenarios were proposed as an alternative to acceleration scenarios to explain the huge energies up to $`3\times 10^{20}`$eV observed in the cosmic ray spectrum bhs . In these top-down scenarios UHECRs are the decay products of some super-massive “X” particles of mass $`m_X10^{20}`$eV close to the grand unified scale, and have energies all the way up to $`m_X`$. Thus, the massive X particles could be meta-stable relics of the early Universe with lifetimes of the order the current age of the Universe or could be released from topological defects that were produced in the early Universe during symmetry-breaking phase transitions predicted by in Grand Unified Theories (GUTs). The X particles typically decay into leptons and quarks. The quarks hadronize, producing jets of hadrons which, together with the decay products of the unstable leptons, result in a large cascade of energetic photons, neutrinos and light leptons with a small fraction of protons and neutrons, some of which contribute to the observed UHECR flux. The resulting injection spectra have been calculated from QCD in various approximations, see Ref. bs  for a review and Ref. frag  for more recent work. In the present work we will use the QCD spectra discussed in Ref. lphdreview  and shown in Fig. 11 of Ref. kkss2 . For the purposes of the current work this is not expected to make a significant difference as compared to the more accurate fragmentation spectra bss .

For dimensional reasons the spatially averaged X particle injection rate can only depend on the mass scale $`m_X`$ and on cosmic time $`t`$ in the combination

$$\dot{n}_X(t)=\kappa m_X^pt^{4+p},$$
(2)
where $`\kappa `$ and $`p`$ are dimensionless constants whose value depend on the specific top-down scenario bhs . Extragalactic topological defect sources usually predict $`p=1`$, whereas decaying super-heavy dark matter (SHDM) bkv97 ; kr97  of lifetime much larger than the age of the Universe corresponds to $`p=2`$ bs . It has also been suggested that annihilation of SHDM particles instead of their decay might contribute to the observed UHECRs BDK .

In the SHDM scenario the observable UHECR flux will be dominated by the decay or annihilation products of SHDM in the Galactic halo and thus by sources at distances smaller than all relevant interaction lengths. Composition and spectra will thus be directly given by the injection spectra which are dominated by photons. This is most likely inconsistent with upper limits on the ultra-high energy (UHE) photon fraction above $`10^{19}`$eV photon\_limit . However, requiring that this scenario explains only UHECRs above $`4\times 10^{19}`$eV allows to avoid this problem ks2003 .

A more severe problem of the SHDM scenario is the spatial anisotropy of the expected signal predicted due to the non-central position of the Sun in our Galaxy dt1998 . In a recent paper ks2003  it was shown that the non-observation of anisotropy in the data of the SUGAR experiment excludes any SHDM scenario at the $`5\sigma `$ level assuming that all events above $`4\times 10^{19}`$eV are from SHDM sources. For the extreme case where SHDM is responsible only for UHECRs above $`6\times 10^{19}`$eV, the annihilation scenario is disfavored at least at 99% CL by the SUGAR data, while decaying SHDM still has a probability of $`10\%`$ to be consistent with the SUGAR data.

The SHDM scenario is therefore disfavored by present experimental data and will be finally tested by the Pierre Auger experiment in the near future. We will therefore here focus on topological defect models with $`p=1`$.

Fig. 5 shows the results for $`m_X=2\times 10^{13}`$GeV, with $`B=10^{12}`$G, and the moderately low theoretical estimate from Ref. pb . These parameters lead to optimistic neutrino fluxes for the maximal normalization consistent with all data. For detailed earlier discussions of extragalactic top-down fluxes see Refs. slsc ; slby .

Fig. 5 shows that already the improved upper limit on the true diffuse photon background by EGRET implies too small a UHECR flux compared to the AGASA excess at energies $`E10^{20}`$eV. The parameters used in the figure represent the “best fit point” for this model; in particular for all other masses $`m_X`$ the disagreement is more severe. The new EGRET upper limit thus strongly disfavors extragalactic top-down scenarios. In addition, independently of this problem of overproduction of GeV $`\gamma `$rays, a non-observation of TD neutrinos by 2006 will rule out the possibility that extragalactic top-down mechanisms significantly contribute to the UHECR flux, as can be seen from comparing Fig. 6 with Fig. 5.

## V Neutrino flux in scenarios with new hadrons as UHECR primaries

Supersymmetric (SUSY) models with a strongly interacting particle as lightest supersymmetric particle (LSP) or next-to-lightest SUSY particle (NLSP) are very interesting for explaining the AGASA excess above the GZK cutoff. Hadrons containing a gluino were first suggested by Farrar as UHECR primaries Fa96 ; farrar . This model with a light gluino together with a light photino as cold dark matter candidate is meanwhile excluded exp\_g1 ; exp\_g2 . However, more general models with a light gluino or a light sbottom quark are still viable.

In a recent paper kst2003  a model-independent, purely phenomenological approach was developed. Since the observed extensive air showers (EAS) are consistent with simulated EAS initiated by protons, any new primary proposed to solve the GZK puzzle has to produce EAS similar to those of protons. Experimentally still allowed are photons as UHECR primaries: at 90% CL, $`30\%`$ of UHECRs above $`10^{19}`$eV can be photons photon\_limit . However, the simplest possibility consistent with EAS observations is to require that the new primary is strongly interacting. The requirements of efficient production in astrophysical accelerators as well as proton-like EAS in the atmosphere ask for a light hadron, $`3`$GeV, while shifting the GZK cutoff to higher energies results in a lower bound for its mass, $`1.5`$GeV Berezinsky:2001fy . From these requirements general conditions on the interactions of new UHE primaries were derived. The production of new hadrons in astrophysical objects was investigated in Ref. kst2003 . It was found that proton-proton collisions in astrophysical accelerators cannot produce sufficiently high fluxes of new primaries without contradicting existing measurements of photon egret  and neutrino fluxes amandaII ; rice\_new ; forte . In contrast, for a light shadron with mass $`3`$GeV and the astrophysically more realistic case of UHE proton collisions on optical/infrared background photons there is no contradiction with existing limits. Also, the required initial proton energy is not too extreme, $`E10^{21}`$eV, which may be achieved by astrophysical acceleration mechanisms. The only essential condition for the sources is that they should be optically thick for protons in order to produce these new hadrons. This condition applies to all models with new particles produced by protons.

One of the important features of scenarios with new hadrons, and of any model in which the production cross section $`\sigma _{p\gamma S}`$ of a new particle $`S`$ is much smaller than the total proton-photon cross section $`\sigma _{p\gamma }`$, is the high flux predicted for secondary high-energy neutrinos. This neutrino flux is approximately $`F_{\mathrm{CR}}\sigma _{p\gamma }/\sigma _{p\gamma S}`$ in terms of the maximal contribution of $`S`$ particles to the observed cosmic ray flux, $`F_{\mathrm{CR}}(E/10^{20}\mathrm{eV})^2`$ eV/(cm2 s sr).

Fig. 7 shows that for a primary proton flux $`E^2`$, this model can be restricted already with 3 years of AMANDA-II data. A non-observation of neutrinos by 2006 will make it impossible to render the production cross section of the new hadrons consistent with existing limits in these scenarios.

## VI The Z-Burst Scenario

In the Z-burst scenario UHECRs are produced by Z-bosons decaying within the distance relevant for the GZK effect. These Z-bosons are in turn produced by UHE neutrinos interacting with the relic neutrino background zburst1 . If the relic neutrinos have a mass $`m_\nu `$, Z-bosons can be resonantly produced by UHE neutrinos of energy $`E_\nu M_Z^2/(2m_\nu )4.2\times 10^{21}\mathrm{eV}(\mathrm{eV}/m_\nu )`$. The required neutrino beams could be produced as secondaries of protons accelerated in high-redshift sources. The fluxes predicted in these scenarios have recently been discussed in detail in Refs. fkr ; kkss . In Fig. 8 we show an optimistic example taken from Ref. kkss . As in Refs. fkr ; kkss  no local neutrino over-density was assumed. The sources are assumed to not emit any $`\gamma `$rays, otherwise the Z-burst model with acceleration sources overproduces the diffuse GeV $`\gamma `$ray background kkss . We note that no known astrophysical accelerator exists that meets the requirements of the Z-burst model kkss ; gtt2003 .

However, a combination of new constraints allows to rule out the Z-burst mechanism even for pure neutrino emitting sources: A combination of cosmological data including the WMAP experiment limit the sum of the masses of active neutrinos to $`1`$eV hannestad . Solar and atmospheric neutrino oscillations indicate that individual neutrino masses are nearly degenerate on this scale mstv , and thus the neutrino mass per flavor must satisfy $`m_\nu 0.33`$eV. However, for such masses phase space constraints limit the possible over-density of neutrinos in our Local Group of galaxies to $`10`$ on a length scale of $`1`$Mpc sm . Since this is considerably smaller than the relevant UHECR loss lengths, neutrino clustering will not significantly reduce the necessary UHE neutrino flux compared to the case of no clustering. For the maximal possible value of the neutrino mass $`m_\nu 0.33`$eV the neutrino flux required for the Z-burst model is only in marginal conflict with the FORTE upper limit forte , as shown in Fig. 8. For all other cases the conflict is considerably more severe. Also note that this argument does not depend on the shape of the low energy tail of the primary neutrino spectrum which could thus be even monoenergetic, as could occur in exlusive tree level decays of superheavy particles into neutrinos gk . However, in addition this possibility has been ruled out by overproduction of GeV $`\gamma `$rays due to loop effects in these particle decays bko .

As was discussed in Ref. kkss , the Z burst scenario involving normal astrophysical sources producing neutrinos and photons by pion production within the source were already ruled out by the former EGRET limit.

## VII Neutrino fluxes in scenarios involving Active Galactic Nuclei

Active Galactic Nuclei (AGN) are very promising sites of particle acceleration. Though there is no direct evidence of proton acceleration in these objects, according to the Hillas condition $`E_{\mathrm{max}}qBR`$ for the maximal energy, where $`q`$ is the charge, $`B`$ is the magnetic field and $`R`$ is the linear size of the acceleration region, AGN cores, jets or hot spots can be sites for acceleration of UHECRs up to the highest energies $`E10^{19}10^{21}`$ eV. Once accelerated, protons can escape the AGN freely or can lose part of their energy in interactions with background protons and photons. High energy neutrinos can be produced in AGN via pion production by accelerated protons.

The total power of a given object in neutrinos can be related to the total power in $`\gamma `$rays of MeV-GeV energies. However, such a connection is not straightforward because the observed high energy $`\gamma `$rays can be produced by several mechanisms not involving neutrino production, for example proton synchrotron radiation in magnetic fields and inverse Compton scattering of MeV-GeV electrons. Moreover, the spectrum of neutrinos from AGN are even more difficult to predict than the spectrum of cosmogenic neutrinos. The reason is that besides the unknown model-dependent spectrum of primary protons, the spectrum of background photons is also not known and in general is model dependent. Also, AGN are divided into subclasses with different properties of the observed photon spectrum. Many of those properties do not directly relate to the possible neutrino spectrum. This means that it is very difficult to predict the space distribution of those AGN which contribute to the neutrino flux from the distribution of AGN subclasses. At least these distributions can be very model dependent.

Due to the above complications we suggest here a phenomenological approach to the prediction of neutrino fluxes. Within this approach the neutrino flux in most of AGN models can be approximately characterized by three parameters, namely the amplitude, width and position of the peak (plateau) in the differential spectrum. The position of the peak (plateau) is related to the spectrum of background photons. The combination of amplitude and width defines the total power in neutrinos which can be related to the total power in MeV-GeV photons produced in the same pion production reactions. Experimental bounds on neutrino fluxes can be converted to constraints on model parameters.

A similar approach can be used for most existing models which predict neutrino fluxes from AGN, see for example Ref. Stecker:1995th . The only difference would be the connection of the phenomenological parameters of the observed neutrino spectrum to the physical AGN parameters in the given model.

As an example, we will use the model of $`\gamma `$ray powered jets of Ref. neronov . In this model the high energy $`\gamma `$-rays are produced by accelerated protons interacting with the ambient photon fields (supplied, for example, by the accretion disk around the massive black hole) through photo-meson processes. At the same time those protons produce neutrinos which are emitted in the direction of the jet. Therefore, this model predicts a high neutrino flux comparable in power with the $`\gamma `$-ray flux. The detailed numerical simulations of proton acceleration in the central engine of the AGN ns2002ac  show that the collimated jet of almost mono-energetic high energy protons (linear accelerator) can be created in the electro-magnetic field around the black hole and the energy of those protons can be converted into photons and neutrinos, while protons can be captured inside the source. The nucleon flux leaving the AGN is well below the observed cosmic ray flux in this scenario. Furthermore, since all nucleons leaving the source are well below the GZK cutoff, there is no cosmogenic contribution to the neutrino flux from these sources.

Fig. 9 shows a typical prediction for the diffuse neutrino flux in this model. The neutrino flux is maximized in such a way that the accompanying photon flux saturates the new EGRET bound. As seen from Fig. 9, already now AMANDA-II and RICE data start to restrict AGN models. Three years of AMANDA-II data will significantly restrict the parameter space of those models. This will also restrict the contribution of $`\pi ^0`$ production in AGN to the extragalactic diffuse $`\gamma `$ray flux at EGRET energies.

In the AGN model discussed above, blazars would be seen by neutrino telescopes as point-like sources with neutrino fluxes which are smaller or of the same order as the photon flux emitted by these same sources and which are detectable by $`\gamma `$-ray telescopes. The most probable sources were discussed in Ref. ns2002 .

## VIII Conclusions

Based on our transport code we reconsidered neutrino flux predictions and especially their maxima consistent with all current data on cosmic rays and updated upper limits on neutrino fluxes and the diffuse extragalactic GeV $`\gamma `$ray background. We discussed predictions for fluxes of cosmogenic neutrinos produced through pion production of UHECRs during propagation, and for fluxes produced by AGN. We showed that extragalactic top-down scenarios can not contribute significantly to the observed ultra-high energy cosmic ray flux if standard evolution histories and injection spectra are used. The Z-burst mechanism where ultra-high energy neutrinos produce cosmic rays via interactions with relic neutrinos is ruled out except if cosmological neutrino mass limits are invalid and/or if relic neutrinos cluster more strongly than expected based on standard phase space principles. Only the case of maximal neutrino mass $`m_\nu 0.33`$eV consistent with large scale structure and CMB observations is only moderately excluded.

The fact that a good part of the speculative scenarios of UHECR origin are now ruled out makes the enigma of the highest energy particles an even more exciting subject of study in our opinion.

## Acknowledgments

We acknowledge Sergey Troitsky and Michael Kachelrieß for useful comments on a draft version of this paper. We would like to thank Cyrille Barbot and Pasquale Blasi for fruitful discussions. We also thank Douglas McKay, Teresa Montaruli and Cristian Spiering for correspondence on the RICE, ANTARES and AMANDA-II experiments, respectively.

This work was supported in part by the ACI “Jeunes chercheurs” entitled “La Cosmologie: Un laboratoire pour la physique des hautes énergies” awarded by the French research ministry. The work of D.S. was supported by Deutsche Forschungsgemeinschaft (DFG) within the Emmy Noether program. G.S. acknowledges hospitality and financial research during his stay at the Max-Planck Institut für Physik in Munich.


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# IFUP-TH 2003/29, UPRF-2003-20 The two-dimensional Wess-Zumino model in the Hamiltonian lattice formulation

## 1 INTRODUCTION AND PRESENTATION OF THE MODEL

Most studies of lattice field theory are performed in the well-known Lagrangian formalism, discretizing both space and time. We feel that it is important not to neglect the Hamiltonian formalism , which affords, e.g., a more immediate approach to the mass spectrum and to the implementation of fermions; numerical methods are quite different in the Lagrangian and in Hamiltonian formalism, and comparison between the two can provide important test of the methods as well as of universality.

We chose to study an Hamiltonian lattice version of the two-dimensional Wess-Zumino model, described in Ref. ; the model enjoys an exact 1-dimensional supersymmetry algebra $`H=Q^2`$, which suffices to preserve a few key properties of the continuum model (which has a full 2-dimensional supersymmetry): the energy spectrum is non-negative; states of nonzero energy appear in boson-fermion doublets; spontaneous supersymmetry breaking is equivalent to a strictly positive ground-state energy $`E_0`$.

The model is parametrized by the prepotential, an arbitrary polynomial in the bosonic field $`V(\varphi )`$; the model is superrenormalizable, and the only renormalization needed is the normal ordering of $`V(\varphi )`$.

It is interesting to notice that the strong-coupling expansion predicts supersymmetry breaking if and only if the degree of the prepotential $`V`$ is even, while perturbation theory predicts supersymmetry breaking if and only if $`V`$ has no zeroes; the two contitions are quite different in the case, e.g., of quadratic $`V`$, and it is interesting to study the crossover from strong to weak coupling.

## 2 NUMERICAL METHODS

A standard numerical simulation technique that can be applied to the model we are interested in is the Green Function Monte Carlo (GFMC) algorithm . The interested reader may find a description of GFMC applied to the present problem in Ref. ; we only remark here that the GFMC algorithm generates a stochastic representation of the ground-state wavefunction, from which expectation values of observables can be computed; the variance of observables can be kept under control by the introduction of a population of $`K`$ walkers (field configurations), and an extrapolation to $`K\mathrm{}`$ of the result is required.

Another numerical approach which has been applied with success to 1-dimensional Hamiltonian models is the Density-Matrix Renormalization Group (DMRG) ; the parameters of the algorithm are the dimension $`S`$ to which the local (1-site) Hilbert space is truncated, and the number $`M`$ of eigenstates of the density matrix of the full system that are retained; extrapolation to $`M\mathrm{}`$ and $`S\mathrm{}`$ is needed. DMRG is a deterministic algorithm and does not suffer from the sign problem; it is possible to obtain directly infinite-volume results.

## 3 NUMERICAL RESULTS

The most interesting property of the model is the pattern of supersymmetry breaking, especially in the case of quadratic prepotential; we study the case of even prepotential $`V(\varphi )=\lambda _2\varphi ^2+\lambda _0`$, for which the strong-coupling expansion predicts supersymmetry breaking for all values of $`\lambda _0`$, while perturbation theory predicts unbroken supersymmetry for $`\lambda _0<0`$.

The model enjoys an approximate $`\varphi _m\varphi _m`$, $`n_m1n_m`$ symmetry (“parity”); supersymmetry breaking is incompatible with parity breaking , and it is reasonable to expect only two phases: unbroken supersymmetry and broken parity for $`\lambda _0<\lambda _c`$, broken supersymmetry and unbroken parity for $`\lambda _0>\lambda _c`$.

An analysis of the approach to the continuum limit, along a trajectory of “constant physics” in the phase of broken supersymmetry was presented in Ref. . In the present paper, we study the model varying $`\lambda _0`$ at fixed $`\lambda _2=0.5`$.

We monitor supersymmetry breaking by looking at the ground-state energy density $`E_0/L`$. Infinite-volume DMRG results are shown in Fig. 1; we remind that they must be extrapolated to $`S\mathrm{}`$ and $`M\mathrm{}`$.

GFMC results are extrapolated to $`L\mathrm{}`$ and $`K\mathrm{}`$ by a best fit to the form

$$\frac{E_0}{L}=+\frac{a}{L}+\frac{b}{L^2}+\frac{c}{K^\nu }+\frac{d}{LK^\nu },$$

which gives a good $`\chi ^2`$ (at least for $`\lambda _0>0.46`$); the fit gives $`\nu 0.5`$, signaling a slow convergence to $`K\mathrm{}`$ (to stabilize the fit, we ran with $`K`$ up to 5000 for our smallest lattice $`L=22`$). $``$ is plotted in Fig. 2, together with DMRG results for the highest values of $`S`$ and $`M`$; the agreement is remarkable.

We study parity symmetry breaking looking at the Binder cumulant

$$B=\frac{M^4}{M^2^2},M=\underset{n}{}\varphi _n,$$

where the sum excludes sites closer to the border than (typically) 6; a good estimate of the transition point is the intersection of the curves $`B`$ vs. $`\lambda _0`$ obtained at different values of $`L`$. GFMC results are shown in Figs. 3 and 4; they are quite sensitive to $`K`$ and not very precise.

Therefore, we follow a different strategy and consider the connected correlation function $`G_d=\varphi _n\varphi _m_c`$ averaged over all $`n,m`$ pairs with $`|mn|=d`$, excluding pairs for which $`m`$ or $`n`$ is closer to the border than (typically) 6; since we are using staggered fermions, even and odd $`d`$ may correspond to different physical channels. The correlation function is quite different in the two phases: for $`\lambda _0\lambda _c`$, there is a marked difference between even and odd distances, and $`G_d`$ is short-ranged; for $`\lambda _0\lambda _c`$, even and odd distances are equivalent, and $`G_d`$ appears to be long-ranged. We fit $`G_d`$ to the form $`\mathrm{exp}(a+bd)+c`$, separately for even and odd $`d`$; the best fits give a good $`\chi ^2`$ if we remove the smallest distances, typically $`d3`$ for the odd channel and $`d6`$ for the even channel. The difference between the two phases is apparent, e.g., in the plot of $`c`$ vs. $`\lambda _0`$, presented in Fig. 5.


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# On the Central Engine of short Gamma-ray Bursts

## 1 Introduction

While there is so far no direct evidence linking coalescences of double neutron star systems to gamma-ray bursts (GRBs), there can be no doubt about the plausibility of this system, at least for the subclass of short GRBs. Neutron star binaries can provide huge reservoirs of gravitational binding energy and are expected to lead naturally to short overall durations with variations on millisecond time scales. In the following we want to assess two popular mechanisms to launch a GRB.

## 2 Numerical method and simulations

We have performed global, 3D simulations of the last stages prior to the coalescence and followed the subsequent hydrodynamical evolution for about 15 ms. We use a temperature and composition dependent nuclear equation of state that covers the whole relevant parameter space in density, temperature and composition shen98 ; rosswog02a . In addition, a detailed, multi-flavour neutrino treatment has been applied to account for energy losses and compositional changes due to neutrino processes. The neutrino treatment and the results concerning the neutrino emission have been described in detail in rosswog03a . To solve the hydrodynamic equations we use the smoothed particle hydrodynamics method (SPH), the simulations are performed with up to more than a million SPH particles, see Figure 1. The details of the production runs as well as those of several test runs can be found in rosswog02a ; rosswog03a ; rosswog03b . Results focusing particularly on gamma-ray bursts have been presented in rosswog02b ; rosswog03b ; rosswog03c .

## 3 Assessment of the GRB mechanisms

The energy released in a GRB represents just a minor fraction of the released gravitational binding energy (several times $`10^{53}`$ erg). This allows (in principle) for a plethora of possible burst mechanisms. The most popular of these are neutrino annihilation jaroszinski93 ; mochkovitch93 ; ruffert97 ; popham99 ; ruffert99 ; asano00 ; salmonson01  and the extraction of rotational energy via magnetic fields narayan92 ; thompson93 ; usov92 ; mesz97 ; katz97 ; piran99 ; mesz02 .

### 3.1 Neutrino Annihilation

We find the merger remnant to emit neutrinos at a total luminosity of $`210^{53}`$ erg/s. The luminosities are dominated by electron anti-neutrinos, followed by electron neutrinos and -slightly less luminous- the heavy lepton neutrinos. Their rms energies are around 15, 8 and 20 MeV, respectively. The bulk of the neutrino emission comes from the inner regions of the hot torus that has formed around the central object of the merger remnant (see rosswog03a  for details). In this context we consider two phenomena: (i) neutrinos and anti-neutrinos that annihilate above the merger remnant into $`e^\pm `$pairs and (ii) like in the case of a newborn proto neutron star the neutrinos will blow off a strong baryonic wind from the remnant.
The thick disk with its geometry that is favourable for head-on neutrino collisions and its low baryon density along the original binary rotation axis launches a pair of relativistic jets rosswog02b . An example of such a jet is shown in Figure 2.

The typical energy provided in this way ($`10^{48}`$ erg), however, is way below the isotropic energy estimates for short GRBs ($`10^{51}`$ erg) at a redshift of $`z=1`$ panaitescu01 ; lazzati01  and therefore neutrino annihilation can only be a viable GRB mechanism if it goes along with a substantial collimation of the resulting outflow.
Such a collimation can be obtained via the ram pressure of the neutrino-driven, baryonic wind. This hydrodynamic collimation mechanism has been suggested by Levinson and Eichler levinson00 . They find that the jet half opening angle at large distances from the source, $`\theta `$, is determined by the ratio of jet and wind luminosity, $`\theta L_j/L_w`$. Since the luminosity in the wind exceeds that of the jet by far, the outflow is collimated into a narrow solid angle. Using the theoretical neutron star mass distribution of fryer01 , calculating the neutrino emission as a function of the binary system mass and parameterising the dependence of the wind luminosity as a function of the neutrino luminosity, $`L_wL_\nu ^\alpha `$, $`\alpha =3.2\mathrm{}3.4`$ thompson01 , we find the distributions of opening angles and luminosities shown in Figure 3. The broad distribution of opening angles is centred around 6 degrees, the luminosities around a few times $`10^{50}`$ ergs/s. This is compatible with both the observational constraints on the luminosities of short GRBs and the estimated neutron star merger rates rosswog03b .

### 3.2 Magnetic Processes

The violent fluid motion within the merger remnant will almost certainly amplify the initial neutron star seed fields tremendously. To date, we are still lacking detailed MHD calculations of a neutron star coalescence, so we still have to wave our hands and draw conclusions from either simplified analytical models or purely hydrodynamic calculations.
The equipartition field strength, $`B^{\mathrm{eq}}=\sqrt{8\pi \rho c_s^2}`$ in the central object of the merger remnant is (depending on the exact position) between $`10^{16}`$ G and $`10^{18}`$ G, and $`10^{14}`$ to $`10^{16}`$ G in the surrounding torus rosswog03c . If just the relatively slow wrapping of the field lines via differential rotation (and no feedback onto the fluid) is assumed, equipartition will be reached in the central object within a few tens of seconds (provided it remains stable for long enough) and in the torus in around 4 s. Other field amplification mechanisms are expected to amplify the field exponentially leading to much shorter time scales. The fluid motion within the central object exhibits “convective cells” with sizes of $``$ 1 km and velocities of $`10^8`$ cm/s. Moreover, the neutrino emission will, like in a proto neutron star, establish a negative entropy and lepton number gradient and therefore drive vigorous convection (e.g. epstein79 ). We find Rossby numbers (ratio of rotational and convective time scales), $`RoT_{\mathrm{rot}}/\tau _{\mathrm{conv}}`$, substantially below unity (down to 0.1) and therefore expect that the system can sustain a large scale dynamo. Such a dynamo will increase the magnetic field exponentially with an e-folding time close to the convective time scale. Using the numbers determined from our simulations we find that equipartition will be reached withing tens of milliseconds. The kinetic energy of the central object, $`E_{\mathrm{kin}}`$, is large enough for an average field strength $`B_{\mathrm{co}}=\sqrt{3E_{\mathrm{kin}}/R_{\mathrm{co}}^3}310^{17}`$ G, where $`R_{\mathrm{co}}`$ is the radius of the central object. With this average field strength the spin-down time scale is $`\tau _{\mathrm{sd}}=E_{\mathrm{kin}}/L_{\mathrm{md}}0.2`$ s, where $`L_{\mathrm{md}}`$ is the magnetic dipole luminosity, i.e. $`\tau _{\mathrm{sd}}`$ is of the order of the typical duration of a short GRB.
A discussion of further possible magnetic mechanisms can be found in rosswog03c . All of these mechanisms yield luminosities in excess of a few times $`10^{52}`$ ergs/s and therefore yield typical time scales of order 1 s.

## 4 Conclusions

We have assessed the two most popular mechanisms to produce short GRBs from the coalescence of neutron star binaries, namely the annihilation of neutrino anti-neutrino pairs and magnetic energy extraction mechanisms. We find that $`\nu \overline{\nu }`$ annihilation provides the driving stresses to launch a pair of relativistic, bipolar jets. To explain the expected isotropized energies the jets have to be narrowly collimated. This collimation can be provided by the energetic, neutrino-driven baryonic outflow that goes along with the coalescence. Due to the sensitivity to the neutrino luminosities even a narrow mass spectrum results in a broad distribution of opening angles and apparent GRB luminosities.
We further expect the initial neutron star magnetic fields to be amplified to values close to equipartition within fractions of a second. The estimates of the various investigated magnetic mechanisms all yield very large luminosities that do not require any beaming. If the current picture turns out to be correct, short GRBs should be composed of two distinct components: the one resulting from neutrino annihilation plus wind collimation is narrowly beamed and the other, much more energetic, and possibly uncollimated component results from the plethora of magnetic mechanisms.

## Index