text:
# Multiwavelength observations revealing the evolution of the outburst of the black hole XTE J1118+480

## 1 Introduction

Soft X-ray Transients (SXTs), also called X-ray novae, are a class of low mass X-ray binaries (LMXBs). Among this class of sources, more than 70% are thought to contain black holes (Charles, 1998). The compact object accretes matter through an accretion disc from a low-mass star via Roche lobe overflow. The history of these sources is characterised by long periods of quiescence, typically lasting decades, punctuated by very dramatic outbursts. SXTs are usually discovered in X-rays, but outbursts are visible at every wavelength and in particular are often accompanied by radio activity. A typical outburst is characterized by soft X-ray emission dominated by thermal emission from the hot inner accretion disc, and optical/UV emission produced by reprocessing of X-rays.

One such source, XTE J1118+480, was discovered by RXTE on 2000 March 29 at the galactic coordinates ($`l,b`$) = ($`157.62^{}`$,$`+62.32^{}`$) (Remillard et al., 2000) as a weak (39 mCrab), slowly rising X-ray source, the post-analysis revealing an outburst in January 2000, with a similar brightness. The outburst history of the source is shown in Fig. 1.

The optical counterpart of XTE J1118+480 in outburst was a 13th magnitude star, coincident with a 18.8 mag object in the USNO catalog (Uemura et al., 2000). Its optical spectrum was typical of X-ray novae in outburst (Garcia et al., 2000). An infrared counterpart was rapidly identified thereafter (Chaty et al., 2000). Taking the X-ray and optical fluxes given above, it is clear that this system exhibits a very low X-ray to optical flux ratio of 5 (in $`f_\nu `$, see Remillard et al. 2000; Uemura et al. 2000), compared to a typical value of 500 for SXTs in outburst (see e.g. Tanaka & Shibazaki 1996). A weak 4.1 hr (0.17082 d) photometric modulation was rapidly discovered (Cook et al., 2000), associated with the orbital period of the source, or possibly a superhump period (Uemura et al., 2000). XTE J1118+480 exhibits therefore the shortest orbital period among the black hole candidates. Wagner et al. (2001) took spectra of this source near quiescence and observed a period 0.5% smaller than during the outburst. They suggested that this difference was due to the presence of superhump modulations during the outburst, later confirmed by Zurita et al. (2002). Flickering with an amplitude of $`0.4`$ mag, and also a quasi-periodic oscillation (QPO) at 10 s, was observed in the optical, in the UV (Haswell et al., 2000) and also in X-rays (Revnivtsev et al., 2000), with an evolving frequency (Wood et al., 2000). A faint radio counterpart was detected at 6.2 mJy, but no jet feature could be spatially resolved (see Fender et al. 2001). Optical observations of the source in quiescence led to the determination of a large value of the mass function, f(M) $`=5.9\pm 0.4\text{ }M_{}`$, suggesting that the compact object is a black hole (Wagner et al. 2001; McClintock et al. 2001a).

XTE J1118+480’s location at an unusually high galactic latitude ($`b=+62^{}`$) in the direction to the Lockman Hole implies that there is a very low absorption along the line of sight of the source. Garcia et al. (2000) estimated E(B-V) $`0.024`$, leading to a column density of $`N_H1.4\times 10^{20}\text{ cm}^2`$. The column density has been estimated as $`N_H0.75`$$`1\times 10^{20}\text{ cm}^2`$ (Hynes et al., 2000), $`N_H0.75`$$`1.15\times 10^{20}\text{ cm}^2`$ (Esin et al., 2001), $`N_H1`$$`1.3\times 10^{20}\text{ cm}^2`$ (McClintock et al. 2001b), $`N_H0.7`$$`1.5\times 10^{20}\text{ cm}^2`$ (Frontera et al. 2001a), all nearly consistent with the mean value in the direction of the Lockman Hole ($`0.51.5\times 10^{20}\text{ cm}^2`$, see Hynes et al. 2000). From analysis of optical spectra, Dubus et al. (2001) derived $`N_H1.77`$$`4.47\times 10^{20}\text{ cm}^2`$. As we see, the exact column density is still a matter of debate, and will be one of the points discussed in this paper. McClintock et al. (2001a) estimated a distance of $`1.8\pm 0.6\text{ kpc}`$, consistent with the value of $`1.5\text{ kpc}`$ derived by Uemura et al. (2000).

We triggered our multi-epoch multi-wavelength override program with HST/RXTE/UKIRT to get early observations of this system. We also requested Director’s Discretionary EUVE observations because of the low value of interstellar absorption, and obtained the first EUV spectrum of an SXT (Mauche et al. 2000, Hynes et al. 2000). We therefore have unprecedented broadband coverage, of more than 80% of the electromagnetic spectrum from the radio ($`\lambda =21`$ cm) to the $`\gamma `$-rays (180 keV) (see SED in Fig. 4). The analysis of one of the epochs (corresponding in this paper to epoch 1, see Fig. 3) was described in Hynes et al. (2000) and we will briefly report here the main results (see also McClintock et al. 2001b and Esin et al. 2001 for an analysis of epoch 2). The corresponding SED suggested that the system was exhibiting a low-state mini-outburst, with the inner radius of the accretion disc estimated to be rather large, with a maximum value at $`2000R_s`$ ($`R_s=\frac{2GM}{c^2}`$; the Schwarzschild radius for an object of mass $`M`$) demanded by the EUV and X-ray data. One of the most striking features was the strong non-thermal (likely synchrotron) contribution in the optical and near-infrared (NIR) wavelengths, characteristic of outflows seen in jet sources. Indeed, the SED shows a very flat spectrum from the UV to the NIR ($`1000`$ – 50 000 Å), suggesting that there is another source of NIR flux dominating any thermal disc emission, likely related to the radio emission, and therefore possibly of synchrotron origin.

We followed the evolution of this system from the outburst towards quiescence, to study the mechanisms underlying the outburst. Preliminary results were published in Chaty et al. (2001a) and Chaty et al. (2001b). In this paper we will concentrate on the analysis and evolution of the SED. A companion paper (Hynes et al., 2003) discusses the multiwavelength variability properties. We describe the multiwavelength observations in Section 2, present the results in Section 3, and discuss them in Section 4.

## 2 Observations

Observational details for our VLA, Ryle telescope, JCMT, UKIRT, HST, EUVE, SAX, Chandra and RXTE data follow.

### 2.1 Radio observations

All the radio (VLA, Ryle Telescope) and sub-mm (JCMT) observations are taken from references reported in Table 1.

### 2.2 NIR UKIRT observations

Near-infrared observations were carried out at the UKIRT 3.8 m telescope using UFTI, IRCAM/TUFTI and also CGS4; some of which were already reported in Hynes et al. (2000). The log of the NIR observations is given in Table 2. The UFTI (UKIRT Fast-Track Imager) instrument is a cooled 1–2.5$`\mu `$m camera with a $`1024\times 1024`$ pixels2 HgCdTe array. The plate scale is 0.091 arcsec per pixel, giving a field of view of 92 arcsec. The IRCAM/TUFTI instrument is a cooled 1–5$`\mu `$m camera with a $`256\times 256`$ pixels2 InSb array. The plate scale is 0.081 arcsec per pixel with a field of view of 20.8 arcseconds.

Images were taken through the wide-band filters J98 ($`\lambda =1.275\mu \mathrm{m}`$; $`\mathrm{\Delta }\lambda =0.290\mu \mathrm{m}`$), H98 ($`\lambda =1.670\mu \mathrm{m}`$; $`\mathrm{\Delta }\lambda =0.280\mu \mathrm{m}`$) and K98 ($`\lambda =2.205\mu \mathrm{m}`$; $`\mathrm{\Delta }\lambda =0.41\mu \mathrm{m}`$) with UFTI, and with all the above plus L’98 ($`\lambda =3.8\mu \mathrm{m}`$; $`\mathrm{\Delta }\lambda =0.6\mu \mathrm{m}`$) and M’98 ($`\lambda =4.675\mu \mathrm{m}`$; $`\mathrm{\Delta }\lambda =0.250\mu \mathrm{m}`$) with IRCAM/TUFTI.

The exposure times range between 10 s and 60 s. The conditions were photometric. After taking each image of the object, an image of the sky was acquired, to allow subtraction of the blank sky. The images were further treated by removal of the dark current, the flat field and the bright infrared sky. We also took a NIR K-band spectrum of this source using the CGS 4 instrument and a $`0.6^{\prime \prime }`$ slit on June, 27.2 UT, which was featureless (see Chaty et al. 2003).

### 2.3 Optical and Ultraviolet HST observations

Hubble Space Telescope (HST) observations were performed with the Space Telescope Imaging Spectrograph (STIS; Leitherer 2001) on the dates indicated in Table 3. These spanned the UV and optical bands at high and low resolution respectively using the E140M, E230M, G430L and G750L modes. For each visit, average calibrated spectra were extracted from standard HST pipeline data products. There was useful coverage from 1150–10000 Å, although the region from 1195–1260 Å was completely dominated by Ly$`\alpha `$ absorption and N v emission (Haswell et al., 2002), so was excluded from our spectral energy distributions. On the dates where more than one observation of the same wavelength range was taken, the spectra were averaged to increase the signal-to-noise ratio. The documented absolute calibration accuracy is 5% for the optical (CCD) modes, and 8% for the UV (MAMA) modes. The break between them is around 3100Å, with some overlap. This systematic uncertainty is larger than any statistical uncertainties.

### 2.4 Extreme Ultraviolet EUVE observations

Extreme Ultraviolet Explorer (EUVE) observations of XTE J1118+480 took place during 2000 April 8.10–8.71, 13.32–13.93, and 16.91–19.60 UT. They are described in Hynes et al. (2000). The log of the EUVE observations is reported in Table 4. As in Hynes et al. (2000), we considered only the data between 70 and 120 Å, since longer wavelengths are heavily absorbed and dominated by noise. In the following plots showing data from EUVE, the vertical error bars are the 1 $`\sigma `$ errors from the photon statistics.

### 2.5 X-ray SAX observations

Beppo-SAX observed XTE J1118+480 4 times, on 2000 April 14, May 4, June 26 and December 12. Here we show the observation taken on 2000 April 14–15, and reported in Table 5. The details of this observation can be found in Frontera et al. (2001a). Since these data were initially corrected with an interstellar absorption of $`1.5\times 10^{20}\text{ cm}^2`$, we first uncorrected these data to get the observed flux, and then corrected them from the absorption with the desired value of $`N_H`$, as described in section 3.1.

As shown in Figure 2, although there is a good agreement between SAX and Chandra data in the interval $`\mathrm{log}\nu =16.6`$$`17.1`$ and between SAX and RXTE data for the interval $`\mathrm{log}\nu =18.5`$$`18.7`$, there is an inconsistency between the SAX and the EUVE observations for the interval $`\mathrm{log}\nu =16.5`$$`16.7`$ (likely due to the model used in fitting the SAX data combined with the low response of the detector at those wavelengths) and in the interval $`\mathrm{log}\nu =17.0`$$`18.5`$ between SAX and both RXTE and Chandra observations. This seems to be a calibration problem.

Nonetheless, the SAX spectrum unambiguously shows the presence of a cut-off at an energy of $`\mathrm{log}\nu 19.5`$, as discussed by Frontera et al. (2001a). Therefore in the following we will include the SAX data only at high energies (in the interval $`\mathrm{log}\nu =18.8`$$`19.65`$)

### 2.6 X-ray Chandra observations

There was only one observation by Chandra, taken on 2000, April 18, reported in Table 6. Details are in McClintock et al. (2001b). Since these data were corrected with an interstellar absorption of $`1.3\times 10^{20}\text{ cm}^2`$, as for the SAX data, we first uncorrected these data to get the observed flux, and then corrected them for the absorption with the desired value of $`N_H`$, as described in paragraph 3.1.

### 2.7 X-ray RXTE observations and data analysis

We observed XTE J1118+480 with the Rossi X-ray Timing Explorer (RXTE) Proportional Counter Array (PCA) and High-Energy Timing Experiment (HEXTE) at five epochs selected to coincide with the HST visits. The log of the RXTE observations is reported in Table 7. The method used for the analysis of data is the same than the one described in Hynes et al. (2000), therefore we will just give in the following the various parameters derived by analysing the different epochs.

For the PCA, we used the “standard mode” data (128 spectral channels, 16-second accumulations), selecting sub-intervals when the number of detectors on remained constant (about 90% of the total time). We similarly extracted 256-channel spectral accumulations from the HEXTE science event (SE) data. A subset of PCA and HEXTE detector channels, corresponding typically to about 3-100 keV were used in our subsequent model fitting. Background rates for the PCA were estimated using the epoch-4 models, and response matrices were generated using the current calibration files and response-matrix generation software, all from the “HEAsoft 5.1” release.

The source intensity was typically in the 30-40 mCrab range for each epoch, with typical PCA count rates of $`80120`$ cts/sec/PCU (source; the background is an additional 30/s/PCU). The spectra thus derived were found to be hard, with photon power-law indices of about $`1.8\pm 0.1`$. A thermal Comptonization model (Sunyaev & Titarchuk, 1980) with $`\tau 3`$ and $`T_\mathrm{e}30`$ keV, also provided acceptable fits (in either the power-law or thermal Comptonization cases, typical $`\chi ^2`$ per degree of freedom of order unity were obtained). There was no evidence (in terms of statistical improvement to our fits) for a soft-excess component, thus we conclude, as have others, that the source remained in the “low/hard” spectral state throughout the outburst. In most cases, particularly 50133-01-03-00 for which the PCA exposure was about 10,000 seconds, there was a distinct positive residual corresponding to the 6.4 keV FeK resonance, thus a Gaussian line profile was included to refine the overall fit. The energy coverage was $`3`$ to $`26`$ keV with PCA and $`11`$ to $`207`$ keV with HEXTE. We show in all the Figures only the data up to $`80`$ keV (except for the first visit where we show them up to $`120\text{ keV}`$), since at higher energies the noise dominates.

### 2.8 Broadband SED

For analysis, we separated the observations into the 7 epochs reported in Tables 17. Table 8 summarizes the different facilities used at each epoch. For each epoch, observations in all bands are simultaneous or nearly-simultaneous. The broadband SEDs corresponding to all epochs are presented in Figures 3 and 4. In Figure 3 they are shown with different normalisations for more clarity. We overplot all epochs in Figure 4, and enlargements in radio, NIR–UV and EUV–X-ray regions are shown respectively in Figures 5, 6 and 7. In all these figures the data have been corrected with $`N_H=1.1\times 10^{20}\text{ cm}^2`$ corresponding to $`A_v=0.059`$, as will be described in section 3.1.

## 3 Results

Before describing the results, we present in Section 3.1 the method used to correct for interstellar absorption.

### 3.1 Correction of interstellar absorption

The interstellar absorption was corrected in the following way. First, we choose a value for the column density by fitting the UV and EUV fluxes and slopes, as will be discussed in section 3.5. For example here we take $`N_H=1\times 10^{20}\text{ cm}^2`$.

Using this value of column density, we then correct the EUVE data and SAX and Chandra X-ray data using the absorption cross sections of Rumph et al. (1994) for HI, HeI and HeII with abundance ratios 1:0.1:0.01, typical of the diffuse interstellar medium.

Then, we assume that this inferred column density is interstellar, and we adopt an average gas-dust ratio of $`N(H_I+H_2)/E(BV)=5.8\times 10^{21}\text{ cm}^2\text{ magnitude}^1`$ (Bohlin et al., 1978). This leads to the value of $`E(BV)`$, equal to $`0.017`$ in the example taken here. Taking the value of $`R_vA_v/E(BV)=3.1`$ typical of the diffuse interstellar medium (Cardelli et al., 1989), we get the value of $`A_v`$ ($`=0.053`$ here).

Finally, we correct the infrared (from UKIRT), optical and ultraviolet (HST) observations for interstellar absorption with the extinction law of Cardelli et al. (1989), using the derived value of absorption, leading to the inferred SED.

We note that even in the FUV, reddening corrections are $``$ 15 % (depending on E(B-V)) and that extinction curve and gas-to-dust scaling are not critical. Only in the EUV is the correction large.

### 3.2 Geometrical parameters of the system

We took a black hole mass of $`7.2\pm 1.3\text{ }M_{}`$ (McClintock et al. 2001a), which corresponds to a Schwarzschild radius of $`R_s=21`$ km. The mass ratio has been measured as $`Q=1/q=\frac{M_1}{M_2}=27\pm 5`$ (an extreme value among SXTs, Orosz 2001), therefore the mass of the donor star $`M_2=0.27\pm 0.05\text{ }M_{}`$. The distance of the system has been determined as $`1.71\pm 0.05\text{ kpc}`$ (see discussion in Section 3.3) and the orbital period to $`P_{\mathrm{orb}}=0.169937(1)`$ days $`4.08`$ hours (Zurita et al., 2002).

This gives an orbital separation $`a=1.76\pm 0.1\times 10^9`$ m (Paczyński, 1971). To derive the value of the outer radius of the accretion disc, we take the intermediate value between the disc’s tidal radius $`R_T`$ and the 3:2 resonant radius $`R_{23}`$, since the source showed the presence of superhumps (see Section 1). The disc’s tidal radius is taken as 90% of the Roche lobe radius, therefore $`R_T/a=0.58\pm 0.01`$ (Eggleton, 1983) and the 3:2 resonant radius is $`R_{23}/a0.47`$ (Whitehurst & King, 1991). Hence the outer radius we take is $`r_{out}=0.52a`$. The inclination of the system is chosen to be $`70\pm 10^{}`$, consistent with McClintock et al. (2001a, and also Zurita et al. 2002).

The inner radius of the accretion disc will be a free parameter, but will typically be between 300 and 450 $`R_s`$. This corresponds to a low state, in contrast to the high state where the accretion disc extends very close to the compact object, $`r_{in}3\times R_s`$, corresponding to the last stable orbit.

### 3.3 Fit to the nearly-quiescent SED

To characterize the nearly-quiescent system, we use only the epoch 7 data from UKIRT and HST. Since there is probably still some contamination from the accretion disc, we take the combination of two emission models, one representing the companion star and one representing the accretion disc. The spectral type of the companion star has been determined as K5–M1 V (McClintock et al. 2001a, Wagner et al. 2001). In our analysis, we therefore take an M1 V star photosphere ($`T_{eff}=3400K`$, Bessell et al. 1998). The radius of the mass donor star can be estimated with $`R_2/a=0.15\pm 0.01`$ (Eggleton, 1983) therefore $`R_2=0.39\text{ }R_{}`$. We take a black body model for the nearly-quiescent accretion disc. We therefore fit the epoch 7 UKIRT and HST data with three free parameters: the fractional contribution of the secondary to the total emission, the temperature of the accretion disc, and the distance of the system. We found that the best-fit parameters were a fractional contribution of $`25\pm 2\%`$, a remnant accretion disc at $`6000\pm 50K`$ and a distance of $`1.71\pm 0.05\text{ kpc}`$ with a reduced $`\chi ^2=1.3`$, and a tolerance of $`10^5`$ (see Figure 8). The fractional contribution of the secondary to the total emission which we derived is in agreement with the contribution of $`2836\%`$ found by Wagner et al. (2001) and $`34\pm 8\%`$ by McClintock et al. (2001a) from optical spectroscopy. We also tried to replace the black body model by a power-law, but the fit was worse, showing that the synchrotron contribution had decreased between epochs 1-6 and 7. We finally varied the absorption through the column density interval allowed by the broad band SED (see section 3.5) but this did not change substantially the best fit parameters. Therefore our simple model gives a result consistent with the other methods, and in the following we will use the parameters derived from our analysis, to add the contribution from the companion star to the overall fits at other epochs.

It is interesting to point out that, by plotting the infrared colour-magnitudes (observed on 2001, March, during the near-quiescence of the source, corresponding to epoch 7) on a Hertzsprung-Russell diagram, we derived that the companion star had a spectral type of M1 V (Chaty et al., 2003), in agreement with the spectroscopic results. On the other hand, the radius of the companion star that we used for the fit in Figure 8 is smaller than an isolated main sequence star by a factor two. However, Haswell et al. (2002) showed that XTE J1118+480’s companion star is an evolved star, consequently it may well have a different radius to an isolated main sequence star of the same type.

### 3.4 Epoch 2

As we can see in Fig. 4 (which we will discuss in more detail in section 3.8), there were no gross changes in the SED between epochs 1 and 6, so in the following we will consider the epoch where we have the most data, i.e. epoch 2. Our analysis differs from previous ones (see Section 1) because, in addition to the disc black body, we explicitely include contributions in different bands (for instance power-law spectra in radio, submm-NIR and X-rays), together with the emission in the NIR-optical domain of the nearly-quiescent system, using the results from Section 3.3. We are aware that this does not account for irradiation of the mass donor star, however the fits are just intended to be illustrative. XTE J1118+480 is a unique source in term of its low absorption, allowing us to study its whole SED in great detail, derive some useful constraints, and analyse the evolution from the outburst to the near-quiescence.

#### 3.4.1 Model of the accretion disk

To fit the broad band emission due to the accretion disc we use the simple parameterised model of Hynes et al. (2002). It is based on a combination of the classic viscously heated black body disc spectrum (Shakura & Sunyaev 1973, Frank et al. 1992) and the modified temperature distribution for an irradiated disc (Cunningham 1976, Vrtilek et al. 1990). See these papers for derivations of the relevant temperature distributions, and Dubus et al. (1999) for a critique of the assumptions.

The model spectrum is calculated by summing a series of black bodies over radius. The local effective temperature of a disc annulus is determined by the emergent flux at that radius, such that $`T_{\mathrm{eff}}^4F_{\mathrm{bol}}`$. The emergent flux is the sum of viscous energy release within that annulus, $`F_{\mathrm{visc}}T_{\mathrm{visc}}^4`$, and the X-rays reprocessed by the annulus, $`F_{\mathrm{irr}}T_{\mathrm{irr}}^4`$. Hence the effective temperature contains contributions from viscous heating ($`TR^{3/4}`$) and irradiation ($`TR^{3/7}`$). The effective temperature profile of the disc is therefore represented by

$$T_{\mathrm{eff}}^4(R)=T_{\mathrm{visc}}^4(R)+T_{\mathrm{irr}}^4(R).$$

Both profiles are effectively controlled in the model by the temperature at the outer radius of the disc. The viscous temperature, $`T_{visc}(R_{\mathrm{out}})`$, is a free parameter, typically around 7500 K; the irradiation temperature, $`T_{irr}(R_{\mathrm{out}})`$, we usually take to be $`T_{\mathrm{irr}}(R_{\mathrm{out}})=0`$ K (but see Section 3.6).

The detailed fit is the sum of the secondary star (or nearly-quiescent system), the model of the accretion disc in the low state, and three different power-laws demanded by the data in the radio, NIR, and X-ray bands, with respective spectral indices $`0.5`$, $`0.15`$ and $`0.8`$, taking the convention

$$f_\nu \nu ^\alpha .$$
(1)
As the figures show, these three power-laws are natural fits to the SED. They have the respective expressions: $`f_{\nu }^{}{}_{\mathrm{radio}}{}^{}=7\times 10^{31}\times \nu ^{0.5}`$ between $`1\times 10^9`$ and $`4\times 10^{11}`$ Hz; $`f_{\nu }^{}{}_{\mathrm{nir}}{}^{}=2.5\times 10^{23}\times \nu ^{0.15}`$ between $`4\times 10^{11}`$ and $`8\times 10^{14}`$ Hz; and $`f_{\nu }^{}{}_{\mathrm{x}}{}^{}=1.2\times 10^{13}\times \nu ^{0.8}`$ between $`8\times 10^{14}`$ and $`10^{19.3}`$ Hz.

#### 3.4.2 Examining the SED

We show epoch 2 with the different models and fit in Figure 9. We see clearly two main characteristics. Firstly the source is exhibiting a very low low/hard state (Hynes et al., 2000); secondly there is a strong non-thermal contribution in the radio domain with an inverted spectrum, extending up to the UV wavelengths, and even in the X-rays. We will develop this later.

In most of our fits the typical values of the inner disc temperature, $`T_{\mathrm{in}}`$ are between 20 and 30 eV and those of the inner disc radius $`R_{\mathrm{in}}`$ are between $`300`$ and $`450R_\mathrm{s}`$ (see Section 3.5 below and Table 9). These values are consistent with those derived by McClintock et al. (2001b) but the inner radii are higher than that derived by Esin et al. (2001), consistent with their model including a significant ADAF contribution to the EUV.

### 3.5 The hydrogen column density, $`N_\mathrm{H}`$

We now try to better constrain the value of $`N_\mathrm{H}`$ by fitting the whole SED corrected with different values of $`N_\mathrm{H}`$, with the inner radius of the accretion disc and the outer temperature as free parameters. All the other parameters are taken as described in previous sections. The results are reported in Table 9. The best fits had a reduced $`\chi ^2`$ of 54, with 728 degrees of freedom. This high value of the reduced $`\chi ^2`$ just shows how illustrative the fits are, because detailed spectral features such as the Balmer jump and the dip in the Chandra spectrum are not fitted. From the $`\chi ^2`$ values obtained and inspection of corresponding figures, reasonable fits appear to be with $`N_\mathrm{H}`$ between $`0.8`$ and $`1.3\times 10^{20}\text{ cm}^2`$.

With $`N_\mathrm{H}=1.45\times 10^{20}\text{ cm}^2`$ ($`R_{\mathrm{in}}=313R_s`$) no accretion disc models are simultaneously consistent with the very different slopes in the UV and the EUV. With $`N_\mathrm{H}=0.75\times 10^{20}`$ ($`R_{\mathrm{in}}=970R_s`$) the presence of the X-ray power law makes it impossible to reconcile both high UV and low EUV fluxes. $`N_\mathrm{H}=1.1\times 10^{20}\text{ cm}^2`$ is the only one of the values considered here which is consistent with both accretion disc models and the UV/EUV fluxes and slopes. We present the epoch 2 SED corrected with the column density $`N_\mathrm{H}=1.1\times 10^{20}\text{ cm}^2`$ in Figure 9.

Therefore, from the results of the fits, and also by plotting these results on the observations, $`N_\mathrm{H}=0.81.3\times 10^{20}\text{ cm}^2`$ seems to be the preferred value. In the following we will consider the value of $`N_\mathrm{H}1.1\times 10^{20}\text{ cm}^2`$ as the most likely, and we will draw all the figures with this value.

### 3.6 Irradiation

In Figure 10 we present the epoch 2 SED corrected with the column densities $`1.10\times 10^{20}\text{ cm}^2`$, taking into account an irradiation with $`T_{\mathrm{irr}}(R_{\mathrm{out}})=7370`$ K, as described in section 3.4.1. Figure 9 shows the same SED without any irradiation. We can see that the slopes in the optical/UV parts of the spectrum are not consistent with the presence of irradiation. However, the irradiation component in our fit presents lots of assumptions, mainly about the geometry of the irradiating/irradiated region. Therefore, in view of the uncertainties in the irradiation function, although it is not required by our characterization of the data (which is also very crude), some irradiation of the disc cannot be ruled out.

### 3.7 Contributions to $`L_{\mathrm{Bol}}`$

The luminosity due to thermal-viscous dissipation in the accretion disc is given by integrating the luminosity $`\sigma T^4`$ between $`R_{in}`$ and $`R_{out}`$, for the two faces of the disc:

$$L_{\mathrm{disc}}=2\times 2\pi \sigma T_{\mathrm{out}}^4\times R_{\mathrm{out}}^3\times (\frac{1}{R_{\mathrm{in}}}\frac{1}{R_{\mathrm{out}}})$$

Adopting values typical of the fits in previous sections, i.e. $`R_{in}=352R_s`$ (corresponding to $`T_{\mathrm{in}}=23.6`$ eV) and $`T_{visc}=7370`$ K, we obtain $`L_{disc}=2.2\times 10^{36}\text{ erg\hspace{0.17em}s}^1`$.

In the three power laws corresponding respectively to the radio, NIR and X-ray domains, we integrate $`F_\nu \nu ^\alpha `$ in the frequency range given in Table 10, and multiply it by $`4\pi D^2`$ (i.e. assuming isotropic emission). The corresponding luminosities are given in Table 10. Therefore, assuming that $`L_{\mathrm{X}\mathrm{rays}}`$ is representative of the contribution from the corona, we have $`L_{\mathrm{disc}}L_{\mathrm{corona}}`$, and we will discuss this result later in 4.3.1. This is consistent with the fact that in the case where all the gravitational power is dissipated in a static corona, nearly half of the coronal luminosity intercepts the disc and is reprocessed/reflected so $`L_{\mathrm{disc}}L_{\mathrm{corona}}/2`$. Similarly if a fraction of the gravitational power is released in the disc (instead of the corona) $`L_{\mathrm{disc}}L_{\mathrm{corona}}/2`$ (Haardt & Maraschi, 1993).

### 3.8 The other epochs: evolution of the SED

There were no gross changes in the SED between epochs 1 and 6, so we overplot the fit to epoch 2 with the data from all epochs in Figure 11. The SED did evolve a little during the outburst, and the best way to characterize this evolution is to quantify the change of the spectral index (defined as in Equation 1) between optical ($`10^{14.6}`$ Hz) and X-ray ($`10^{18}`$ Hz) domains. These domains are chosen because both show power-law spectra and we have simultaneous coverage during the six epochs of observations. This, reproduced in Figure 12, shows that the electron energy distribution remains the same during the whole outburst. From Figures 5, 6 and 7 it appears that the fluxes decrease slightly, however the slopes do not change much. This suggests that the energy injected in the outflow decreases during the outburst.

We tried to reproduce this evolution of the SED by modifying some parameters of our simple model. One way to do this is by decreasing the outer (viscous) temperature. However, changing this temperature modifies the slope of the UV part of the SED, and as we can see in Figure 6, this slope remains the same during the entire outburst. The other way to act on the multicolour black body disk would be to modify the inner radius, but this will only modify the EUV part of the SED. Therefore, the only way to reproduce this SED evolution is to act on the power-laws, and we can indeed do this just by changing the constant of the power law (and not changing its exponent). This is consistent with a non-thermal contribution which would have a decreasing energy during the outburst, but the same particle energy distribution. It is also suggestive of an outflow constrained to the central part of the accretion disc, whose size would decrease during the outburst, which could be correlated with the increase in QPO frequency during the outburst (Wood et al., 2000).

This evolution is very interesting in the sense that it is different from what we see in other SXTs, and particularly in other states. For instance, in XTE J1859+226, Hynes et al. (2002) observed a change in the NIR-optical SED that they modelled as a change in viscous and irradiation temperature (as described in section 3.4.1). In contrast, the evolution in XTE J1118+480 is mostly due to a change in the non-thermal (outflow) emission, compared to the thermal (disc) emission.

The lack of pronounced evolution of the SED during 3 months is also reminiscent of the behaviour of jet sources such as GRS 1915+105 and GX 339-4, in the so-called “plateau state”, where only small changes occur in the lightcurves. This, again, supports the idea of a steady outflow emanating from the source XTE J1118+480, as we will discuss in Section 4.2.

## 4 Discussion

### 4.1 Variability and non-thermal contribution

A comprehensive discussion about the short time-scale variability of XTE J1118+480 during all the epochs of observations in the different wavebands (including NIR, UV and X-rays) can be found in Hynes et al. (2003). Here we just summarize the facts most relevant to our current analysis by combining our results on the SED and their results on the variability. Hynes et al. (2003) show that the XTE data exhibit a Poisson subtracted fractional RMS of about 35–37% for the first observations decreasing to 26–28% for the later ones. The UV variability is weaker than the optical or NIR, and stronger at longer wavelengths, with typical rms variability $`34`$ percent in the far-UV and $`45`$ percent in the near-UV. This suggests that at least some of the UV variability may be associated with the non-thermal component.

The $`10`$ s QPO was seen in the optical, UV and X-rays, implying a common origin for this QPO throughout the spectrum. The sampling time of Hynes et al. (2003)’s NIR observations was insufficient to search for the QPO, however they did detect flickering at NIR wavelengths, of larger amplitude ($`0.8`$ mag) than in the optical ($`0.4`$ mag). This NIR variability, up to 50 %, is consistent with a dominant non-thermal emission (Hynes et al., 2003). Furthermore, the featureless NIR spectrum we took in 2000 June (see data plotted in yellow in Figure 3) is also consistent with the fact that the disc is not the only source of emission in this part of the spectrum (for more details concerning the NIR see Chaty et al. 2001b and Chaty et al. 2003). Hence both the SED and temporal behaviour suggest a strong non-thermal (likely synchrotron) emission at radio–UV wavelengths. Finally, it also shows that the cut-off frequency characteristic of the synchrotron radiation might be in the optical domain or even at higher frequencies.

### 4.2 How common is XTE J1118+480?

#### 4.2.1 SED: Comparison with other galactic sources

Several aspects of the broad band spectrum of this source appear to be very similar to those of the other well studied black hole binaries in the low state. The hard X-ray spectrum with a spectral index $`\alpha 0.8`$ and a cut-off around 100 keV is typical of low/hard state spectra observed in Cygnus X-1 (e.g. Frontera et al. 2001b) or GX 339-4 (e.g. Zdziarski et al. 1998). XTE J1118+480’s X-ray PDS spectrum is very similar to those of other black hole sources (Revnivtsev et al., 2000). However, the characteristic features are significantly shifted towards lower frequencies relative to other black hole sources with similar masses (cf Figure 2 of Revnivtsev et al. 2000 and Figure 1 of Sunyaev & Revnivtsev 2000). This suggests that the X-ray emitting region is larger in XTE J1118+480. Therefore, this hard X-ray variability, which is slower than in other SXTs, seems in turn to be consistent with a particularly large disc inner radius in this source. However, such “slow and ubiquitous” QPOs have already been seen in other black hole candidates in the low state. For instance, QPOs at $`P20`$ s have been observed both in X-ray and optical in the source GX 339-4 (Motch et al., 1983).

Another significant difference with other hard state sources is the low inner disc temperature inferred from our data. In the case of Cygnus X-1 in the hard state the inner temperature is $`kT_{in}150`$ eV (see e.g. Balucinska-Church et al. 1995; Frontera et al. 2001b) contrasting with our derived value $`kT_{in}25`$ eV (Table 9) for XTE J1118+480. This is consistent with a “very low” low/hard state (Hynes et al., 2000). According to the multicolour black body disc model, this lower temperature implies a larger disc truncation radius than in typical sources (a few hundreds $`R_s`$ instead of a few tens). This can also simply be expressed in terms of $`r_{in}/r_{out}`$: this ratio is 4–$`7\times 10^5`$ for a typical SXT like XTE J1859+226, which we also observed with similar intensive coverage (Hynes et al., 2002). The $`r_{in}/r_{out}`$ ratio lies between $`7\times 10^3`$ and $`2\times 10^2`$ in the case of XTE J1118+480 (depending mainly on the value of the inner radius as derived with our fits). We also point out that the better energy coverage of the data available for XTE J1118+480 helped us getting accurate parameters, since the inner disc temperature of hard state sources is usually poorly determined due to strong interstellar absorption.

Finally, XTE J1118+480 differs from other transient sources by its exceptionally low X-ray to optical flux ratio (Tanaka & Shibazaki, 1996) as well as its plateau-like light curve which contrasts with the exponential decay observed in many transients. However, once again in order to be consistent we have to compare XTE J1118+480 with other sources in the low/hard state, and when this is done it becomes less peculiar. For instance, the X-ray to optical flux ratio in the case of GX 339-4 can be as low as 2.5–3 (Motch et al., 1983), very similar to the value of 5 in the case of XTE J1118+480. Also, its plateau-like lightcurve is common in the jet source GRS 1915+105 (see e.g. Tanaka & Shibazaki 1996).

Therefore, the main difference with other sources is the prominence of the non-thermal contribution. Indeed, the radio–NIR spectrum presents an inverted spectrum, typical of non-thermal optically thick synchrotron emission. This combined with a lack of pronounced evolution of the SED strongly represents the signature of a jet. As a counterpoint, the radio spectral index during the 1999 outburst of XTE J1859+226 was negative most of the time, and the interval when it was positive was less than 4 days; its maximum value was $`0.143\pm 0.180`$ (Brocksopp et al., 2002), c.f. the steady $`0.5`$ value in the 2000 outburst of XTE J1118+480. The radio-NIR component is much stronger in XTE J1118+480, exhibiting a low/hard state: in contrast the radio-NIR component was relatively weak in XTE J1859+226’s high/soft state outburst. This is consistent with the presence of an outflow (see e.g. Fender 2001).

This signature of a jet has been observed many times in GRS 1915+105 (see recent multiwavelength observations by Ueda et al. 2002), Cygnus X-1 (see Stirling et al. 2001 and Fender et al. 2000) or GX 339-4 (Corbel et al., 2000). It is usually correlated with the appearance of the low-hard X-ray state spectrum, which is believed to be the result of a coupling between the Comptonising corona and a compact jet (see e.g. Fender 2001 and Corbel et al. 2000). We will discuss this in more detail in the Sections 4.2.2 and 4.3.2.

#### 4.2.2 Comparison with galactic and extragalactic jet sources

The strong non-thermal contribution attributed to an outflow, implies that XTE J1118+480 is a microquasar. We therefore compare it to GRS 1915+105, the archetype of the microquasars. We can also compare XTE J1118+480’s SED with typical SEDs of quasars given in Elvis et al. (1994), following the analysis of Ueda et al. (2002) in comparing GRS 1915+105 with typical quasars.

To compare the ratio of energy of the outflow with the accretion energy, we need estimates of both. The outflow energy can be estimated by taking the value $`\nu F_\nu `$ in the radio band ($`\nu =10^{10}`$ Hz) for XTE J1118+480, GRS 1915+105 and quasars. However, for the measure of the accretion power, we have to take the wavelength where an optically-thick thermal emission from the accretion disk presents a peak, therefore in the X-rays ($`\nu =10^{18}`$ Hz) in the case of GRS 1915+105, in the EUV ($`\nu =10^{16}`$ Hz) in the case of XTE J1118+480 and in the UV ($`\nu =10^{15.2}`$ Hz) in the case of quasars. Then we compare thereafter the ratio of $`\nu F_\nu `$ between the radio and X-rays for XTE J1118+480 and GRS 1915+105 with the ratio between radio and UV for quasars.

This outflow/accretion ratio is typically $`10^6`$ for XTE J1118+480, when it is between $`10^7`$ and $`10^5`$ for GRS 1915+105 respectively when this source is in a plateau state or exhibiting large radio flares. The value in XTE J1118+480 is intermediate between the two different values exhibited by GRS 1915+105. The main difference is that XTE J1118+480’s ratio is stable, instead GRS 1915+105’s ratio is varying on shorter timescales between the two extreme values. This suggests that even if the contribution of the outflow to the total energy budget in the two sources is comparable, there is a large difference in their behaviour, which is probably due to the fact that XTE J1118+480 is exhibiting a continuous outflow, and instead GRS 1915+105 shows energetic but sporadic ejections on short timescales. Calculations of energy budget taking into account different ejection behaviours are given in Chaty et al. (2001) by comparing GRS 1915+105 and SS 433.

For the quasars the outflow/accretion ratio is typically $`10^2`$ and $`10^6`$ respectively for radio-loud and radio-quiet quasars (Ueda et al., 2002). This suggests that XTE J1118+480 (and the microquasars) fall into the regime of radio-quiet quasars. The inverted radio spectrum resembles that of radio-quiet quasars, and the analogue of the mm-break, around $`10^{13}`$ Hz, exhibited by the radio-quiet quasars and related to self-absorption, seems to be the sub-mm excess, around $`10^{12}`$ Hz, in XTE J1118+480. On the other hand, if the emission from the outflow also contribute substantially to the high-energy domain, then the outflow/accretion ratio becomes even bigger, up to the typical values of radio-loud quasars. If this analogy is real, then the intrinsic luminosity of the jet could dominate the energetics of XTE J1118+480, as in the case of the quasars (see Table 10).

Therefore, although the high energy spectrum of XTE J1118+480 is very similar to what is observed in Seyfert galaxies, its phenomenology differs widely from that of strong extragalactic jet sources such as blazars. This is because blazars are dominated by relativistic beaming phenomena while the inclination in the case of XTE J1118+480 precludes this.

### 4.3 Accretion models

The low X-ray luminosity as well as the relatively large inner disc radius inferred from the comparisons with the multicolor blackbody disc model suggests that either the inner part of the accretion flow (i.e. at radii below $`R_{\mathrm{in}}`$) is radiatively inefficient (efficiency $`L_{\mathrm{bol}}/(\dot{M}\times c^2)5\times 10^4`$), or that a large fraction of material is ejected in an outflow, or both.

The ADAF model advocated by Ichimaru (1977) and Narayan & Yi (1994) explains low accretion efficiency as a consequence of the inner part of the flow advected into the black hole. The ADAF model was applied to XTE J1118+480 by Esin et al. (2001) who found a good fit to the optical–hard X-ray spectrum. Another possibility could be that the accretion power is advected into a jet or outflow, i.e. that a significant fraction of the energy could be used to power the jet. Indeed ADAF solutions imply the flow is not bound (c.f. Blandford & Begelman 1999). This outflow is indeed inferred from the flat radio spectrum and analogy with other sources in the hard state, where evidence for jets exists, as we discussed in Section 4.2. The most striking example of such sources is Cygnus X-1 that presents radio and X-ray spectra very similar to that of XTE J1118+480 and where a milli-arcsec radio jet could be resolved (Stirling et al., 2001). However, since in XTE J1118+480 the fraction of the luminosity that can be firmly attributed to the jet represents only a few percent of the total luminosity, (see Section 3.7), the jet would have to be radiatively inefficient.

Actually the standard 1D ADAF solution is likely to be strongly affected by the presence of the outflow and, more generally by the development of convective instabilities that only appear in 2D solutions (see e.g. Abramowicz et al. 2000, Narayan et al. 2000, Stone et al. 1999, Igumenshchev et al. 2000, Quataert & Gruzinov 2000). As a consequence of the large theoretical uncertainties, we prefer to illustrate the possible presence of a hot optically thin geometrically thick component at the center of the cold outer disc using a more phenomenological approach based on the constraints given by the observations and energy balance conditions as described below.

#### 4.3.1 The hot disc model

We will now model the optical–hard X-ray spectrum, by assuming that the hot component comprises a sphere with radius equal to the cold disc truncation radius. The geometry is very similar to that of the sphere+disc geometry detailed in Dove et al. (1997).

To limit the number of parameters, and to avoid the uncertainties about the strength of the magnetic field, we further assume that the dominant cooling mechanism in the hot plasma is Compton cooling by the soft photons produced in the external disc. Other possible cooling mechanisms (bremsstrahlung, thermal synchrotron) are assumed to be negligible. This is a good approximation for luminous accreting black hole sources (Wardziński & Zdziarski, 2000). In the case of XTE J1118+480 however, cyclotron/synchrotron and bremsstrahlung could be important cooling mechanisms (c.f. Frontera et al. 2001a), but are not necessarily. We will discuss this further below, and will show how our assumption turns out to be consistent with the data.

We therefore used the non-linear Monte-Carlo code of Malzac & Jourdain (2000) to compute the Comptonised spectrum emitted by the hot phase (the inner accretion flow) radiatively coupled in energy balance with the outer cold standard disc. In practice, we assume a homogeneous density, dissipation and heating rate inside the hot sphere. For a fixed Thomson optical depth, the hot plasma temperature is computed by balancing the heating and cooling. Possible temperature gradients due to the inavoidable inhomogeneity of the Compton cooling are accounted for by dividing the hot sphere in 10 homogeneous zones with equal volumes where the energy balance is computed locally. We neglect the effects of irradiation on the disc temperature profile i.e. we assume the standard viscously heated multi-colour black body disc ($`TR^{3/4}`$). The reprocessed emission is accounted for by re-emitting the absorbed energy, at the point it impinged on the external disc, with a black body spectrum at the local disc temperature.

The escaping X-ray spectrum is controlled mainly by the ratio of the volume averaged dissipation rate in the hot phase (electron heating) to the soft flux from the disc that enters the cold phase (controlling the cooling). This ratio defining the energy balance of the hot component depends both on the assumed geometry and the fraction of radiated power dissipated in the hot phase:

$$f=L_c/(L_v+L_c)$$
(2)
where $`L_c`$ is the power radiated in the hot phase, $`L_cL_X`$. $`L_v`$ is the power viscously dissipated in the outer disc. The cold disc emission arises from both internal viscous dissipation $`L_v`$ but also from reprocessing of the Comptonised hard X-rays irradiating the external disc. For our assumed geometry approximately $`1/3`$ of the hard X-ray luminosity is intercepted by the disc. The observed disc luminosity is thus :

$$L_{disc}=[(1f)+f/3](L_v+L_c)$$
(3)
and in the case of XTE J1118+480, $`f`$ can be determined observationally:

$$f1/(\frac{2}{3}+\frac{L_{disc}}{L_X})0.33$$
(4)
The fraction of disc luminosity due to reprocessing is small, $`\frac{f}{32f}=0.14`$ and irradiation is unlikely to affect the outer disc structure. In particular, the local temperature depends only weakly on the total flux ($`TF^{1/4}`$), thus for a local irradiating flux of 20 % of that of the local viscous flux, the disc temperature increases by less than 5 %. We note that this is perfectly in agreement with our observations suggesting that effects of disc irradiation on the temperature profile should be weak (if any, see Section 3.6). In the framework of the sphere+disc model, this “weak irradiation” hypothesis is corroborated by the relatively low observed ratio of Comptonised to thermal emission. Therefore our simple multi-colour black body and power law fits are consistent with our more sophisticated model assumptions. We also note that this geometry predicts an amplitude for the reflection component $`R0.3`$ which is slightly above the upper limits obtained by Frontera et al. (2001a) for their fits assuming low metallicity abundances in the disc (but see also Miller et al. 2002). However, even if such low Z abundances might be related to a possible halo origin, as argued for by Wagner et al. (2001) and Mirabel et al. (2001), we point out that the metallicity should be higher than expected for a halo object, since the mass donor star is probably a CNO processed core (Haswell et al., 2002).

The spectral shape depends on 5 parameters: the disc outer temperature $`T_{out}`$ and radius $`R_{out}`$, the disc inner radius $`R_{in}`$, and the fraction of accretion energy dissipated in the hot sphere to that dissipated in the accretion disc $`f`$, the hot sphere optical Thomson depth $`\tau `$ with respect to the sphere radius. The unique broad-band coverage in XTE J1118+480 constrains all the parameters relatively well.

In the simulation shown in Figure 13 the cold disc parameters (and especially the locally emitted black body spectrum at its surface corresponding to the standard temperature dependence) have been set to values close to that assumed or derived from the fits of section 3.4, namely $`R_{out}=12\times 10^3`$ $`R_s`$ (80 % of the Roche lobe radius), $`R_{in}=`$300 $`R_s`$, $`T_{out}=8000`$ K. The Thomson optical depth along the sphere radius was fixed at $`\tau =1`$ as indicated by the fit of Frontera et al. (2001a) for a spherical geometry, and $`f=0.33`$ as discussed above. We did not include in the model any absorption as seen at $`\mathrm{log}(\nu )17`$ which was attributed to a warm absorber by Esin et al. (2001).

The most important parameters for the X-ray emission are $`f`$ and $`\tau `$. $`f`$ controls the Compton $`y`$ parameter of the plasma at equilibrium $`y\tau T_e`$ and thus the X-ray photon index $`\mathrm{\Gamma }`$ is very sensitive to $`f`$. With the $`f`$ value independently provided by the observed luminosity of the cold and hot components, the model produces $`\mathrm{\Gamma }=1.82`$ (2.-10 keV), in agreement with the results from spectral fits of the SAX data (Frontera et al. 2001a). Since all the parameters determining the X-ray slope are independently constrained, such an agreement is very remarkable. At fixed $`f`$, the parameter $`\tau `$ controls mainly the temperature of the hot phase. From energy balance we get a volume averaged equilibrium temperature of the sphere of $`kT_e=`$ 109 keV in agreement with the value inferred from the fits of SAX data (Frontera et al. 2001a). As a consequence, the shape of the high energy cut-off is well reproduced.

Note that this model differs from the ADAF model of Esin et al. (2001) who considered cyclo-synchrotron radiation as the main source of soft photons for Comptonisation and neglected the soft-photons from the disc. We did precisely the opposite. In our model, if the bremsstrahlung and cyclo-synchrotron radiation were to constitute a significant additional source of soft photons, this would increase the cooling rate in the hot plasma, and, as a result we would get a much softer spectrum than was observed. The observations would then require a different geometry, reducing the soft photon input from the outer disc. For example an oblate geometry for the central hot region could satisfy this requirement. In the extreme limit where the hot phase is geometrically thin along the disc axis we would be in the situation considered by Esin et al. (2001), dominated by cyclo-synchrotron radiation. Note that the correlated variability between the optical and X-rays suggests a causal connection, and that the synchrotron radiation emanating from the same region that produces the X-rays can contribute in the optical band (Merloni et al., 2000), but not necessarily as a significant source of soft cooling photons. Therefore this processus is not inconsistent with our model where we neglected the synchrotron emission.

#### 4.3.2 jet corona models

If the X-ray emission is produced in the central part of the accretion flow, the $`0.1`$ Hz QPO observed both in the X-ray and optical is difficult to explain (Merloni et al., 2000). On the other hand it may be explained simply by a flux modulation at the Kepler frequency of the disc at $`R_{in}`$. This suggests that a non-negligible fraction of the flux would be produced in a transition region where both the hot plasma and cold thin disc coexist.

This transition region could consist of a hot corona atop the external disc. The generation of magnetic field in the disc through magnetorotational instability and the subsequent buoyancy of the magnetic field (Tout & Pringle 1992, Miller & Stone 2000) is generally invoked as an efficient mechanism for the transfer of magnetic energy from the disc to a corona where it is dissipated through magnetic flares. This scenario for energy dissipation in the corona was built to explain a strong coronal emission in the innermost part of the accretion flow. At the large distances we infer for the disc truncation radius, it is expected to be less efficient.

Therefore, if $`R_{in}`$ is as large as we infer, alternative dissipation processes such as transport and heating through Alfvén waves (Tagger & Pellat, 1999) or viscous dissipation in a fast accreting corona (Różańska & Czerny, 2000) may appear preferable. Actually, if the inner flow was very inefficient (or even nonexistent), the X-ray emission could be fully dominated by the coronal emission. In this context, mildly relativistic ejections of coronal plasma are likely to be important in hard state sources (Beloborodov 1999, Malzac et al. 2001). In particular it may explain the relatively hard X-ray spectrum and absence of reflection observed in XTE J1118+480 together with being consistent with the presence of an outflow. From the theoretical side relativistic outflow models often require an accretion disc corona as the place where the flow is initially powered (see Tagger & Pellat 1999, Merloni & Fabian 2001). The accretion disc corona picture would be thus physically compatible with the presence of a jet inferred from the flat radio spectrum.

In accretion disc corona models a substantial part of the disc emission is due to reprocessing of the hard X-rays impinging on the disc. As the optical, near-UV and far-UV variability indicates that reprocessing is weaker than the extremely strong synchrotron component (Hynes et al., 2003), this constrains the corona to be active only in the innermost part of the disc. The X-ray luminosity should then come from a region of the disc forming a thin ring with inner radius $`R_{in}`$ and outer radius $`R_c`$.

One can get an estimate of $`R_c`$ by assuming that at distances lower than $`R_c`$, all the accretion power goes to the corona while at larger distance it is dissipated viscously in the disc. Since the estimated X-ray luminosity is about half of that of the disc and about half of the coronal emission is intercepted by the disc we can conclude that about half of the disc luminosity could be due to the reprocessing. Assuming that reprocessed luminosity is half of that of the disc one gets $`r_c2R_{\mathrm{in}}`$.

We point out that our results are perfectly consistent with the Accretion-Ejection Instability (AEI) model (Tagger & Pellat, 1999) which predicts that Alfvén waves efficiently power the corona and the jet in a range of distance comprised between $`R_{\mathrm{in}}`$ and the corotation radius of the Rossby vortex at a few $`R_{\mathrm{in}}`$ (Varnière & Tagger, 2002). Particularly, from the value of the inner radius that we derive with our fits, the AEI predicts a QPO which is well in agreement (Varnière et al., 2002) with the values observed in UV, optical and X-rays during the outburst at Fourier frequencies $`0.1`$ Hz. The prediction on the QPO frequency evolution would also be consistent with the observations by Wood et al. (2000). The AEI context, by assuming equipartition between magnetic field and gas pressure, would exclude a Schwarzschild black hole, and favor a Kerr black hole rotating at a spin between 0.90 and 0.99 (P. Varnière, priv. com.). This QPO may be explained simply by a flux modulation due to the keplerian rotation of the disc or, in the Tagger & Pellat (1999) framework, the presence of the spiral wave (P. Varnière, priv. com.).

We also note that in addition to the Comptonised emission from the hot disc and/or corona, a synchrotron component from the jet could also contribute in the X-rays. Such a non-thermal component was seemingly detected in GRS 1915+105 in a low/hard state (Vadawale et al., 2001). In fact, the whole X-ray emission could even arise from pure synchrotron from the jet as demonstrated by Markoff et al. (2001). This model attributes all the X-ray luminosity of XTE J1118+480 to synchrotron emission from the jet. A potential problem for this model is that it predicts essentially no reflection component. This makes it difficult to transpose to other similar jet sources such as Cygnus X-1 where a significant reflection component is clearly observed and correlated with other X-ray spectral characteristics such as the photon index (Gilfanov et al., 1999). However the pure synchrotron model cannot be formally ruled out, and we could also have both mechanisms acting at the same time.

## 5 Conclusions

We reported multiwavelength observations of XTE J1118+480 during its outburst, assembling the most complete spectral energy distribution (SED) of this source yet published, including our observations with UKIRT, HST, RXTE, EUVE, and adding observations from the literature: Ryle Telescope, VLA, JCMT, Chandra and SAX. We followed the source for 6 months, and show its evolution during the outburst. The main results of our broadband multi-epoch coverage are:

(1) The source XTE J1118+480 was in a very low state throughout the outburst (estimated inner radius at $`350R_s`$).

(2) The column density is low, between $`0.80`$ and $`1.30\times 10^{20}\text{ cm}^2`$.

(3) The accretion disc seems to be heated mainly by viscosity throughout the outburst, without a strong irradiation contribution.

(4) It exhibited an inverted spectrum from radio to at least optical wavelengths, characteristic of a strong non-thermal (likely synchrotron) contribution, usually attributed to an outflow.

(5) By examining the near-quiescent system we found that the best-fit parameters were a fractional mass donor star contribution of $`25\pm 2\%`$, a remnant accretion disc at $`6000\pm 50K`$ and a distance of $`1.71\pm 0.05\text{ kpc}`$.

(6) The quasi-absence of variation of the SED during 3 months is consistent with a steady outflow emanating from the source, similarly to other “microquasars” in the “plateau” state.

(7) The ratio between radio and EUV energy, indicative of the outflow to accretion energy ratio, suggests that the source falls into the regime of the radio-quiet quasars, and is also consistent with a steady outflow.

(8) The small change of the SED in the optical–UV part, along with the constant power-law slopes during the whole outburst, is consistent with a continuous, gradual decrease of the outflow energy.

(9) We modelled the emission from the optical to the hard X-rays with a hot disc model, showing that the high-energy part of the spectrum can emanate from the accretion flow. We therefore have to take into account the possibility that the high-energy emission from this source comes from i) Comptonization ii) pure synchrotron or iii) a mixture of both.

Although this object exhibits peculiar characteristics, e.g. a large inner disc radius and a likely origin in the halo, some of its characteristics are very similar to other sources, particularly in the low–hard state and exhibiting jets or outflows. This object is particularly important because its very low absorption reveals phenomena that until now were difficult to study. XTE J1118+480 facilitates testing and refinement of models for variability and emission in black hole accretors.

## 6 acknowledgements

We thank Christopher W. Mauche for fruitful discussions about absorption in the EUV, and for giving us the EUVE data. We are grateful to Mike Garcia for useful discussions about the evolution of the SED, to him and Jeff McClintock for giving us the Chandra data, and to Filippo Frontera for the SAX data. We thank Tom R. Geballe who obtained the NIR spectrum of XTE J1118+480 on 2000, June 26. We thank Guy Pooley for the Ryle Telescope data also used in this Figure, and VSNET for all their alerts on XTE J1118+480 and their optical data used in Figure 1. S.C. and J.M. thank Michel Tagger, Peggy Varnière and Josep Martí. S.C., C.A.H. and R.I.H. gratefully acknowledge support from grant F/00–180/A from the Leverhulme Trust. S.C. and J.M. acknowledge a travel grant from the Groupe de Recherche Phénomènes Cosmiques de Haute Énergie of the French Centre National de la Recherche Scientifique. J.M. acknowledges a grant from the European Commission (contract number ERBFMRX-CT98-0195, TMR network “Accretion onto black holes, compact stars and protostars”). W.C. also acknowledges support from HST-GO-08647.10-A.

The United Kingdom Infrared Telescope is operated by the Joint Astronomy Centre on behalf of the U.K. Particle Physics and Astronomy Research Council. UKIRT Service observations of XTE J1118+480 through the year 2000 were obtained thanks to override time which was pre-approved in case of outbursting transients (U/00A/45, PI S.C.), to be coordinated with our HST and RXTE observations. S.C. is grateful to the UKIRT staff for these override service observations, and in particular to Andy Adamson, John K. Davies, Sandy K. Leggett and Chris Davis.

Based on observations made with NASA/ESA Hubble Space Telescope, associated with proposal GO 8647. Support was provided by NASA through a grant from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5–26555. We finally thank the HST/STScI and RXTE support staff for ongoing efficient effort in these multi-epoch campaigns. This research has made use of NASA’s Astrophysics Data System Bibliographic Services and quick-look results provided by the ASM/RXTE team.


format: text

text:
# Hadronic decays from the lattice

## 1 INTRODUCTION

The recent renaissance of experiments to study the spectroscopy of light hadrons is partly driven by the goal to understand confinement. Any analysis of experimental data requires both a calculation of decay widths as well as the masses. Although computing the masses of resonances is (currently) not part of the program to compute “gold plated” observables with high precision from lattice QCD, dealing with decay widths is an inherent part of studying hadrons which are under current experimental scrutiny, such as “exotics”, and gluonic components of scalar mesons. Here we compute the coupling of the $`\rho `$ meson to two pions to validate our procedure.

One limitation of the lattice approach to QCD is in exploring hadronic decays because the lattice, using Euclidean time, has important contributions from low lying thresholds  which can obstruct the study of decay widths. The finite spatial size of the lattice implies that two-body states are actually discrete. By measuring their energy very precisely as the spatial volume is varied, it is possible  to extract the scattering phase shifts and hence decay properties. For on-shell transitions, it is possible to estimate hadronic transition strengths more directly and this approach has been used to explore  hybrid meson decay rates. Here we explore this approach further for the case of $`\rho `$ meson decay to $`\pi \pi `$, following ref. .

## 2 TRANSITIONS

The situation we shall analyse is represented by the energy spectrum shown in fig. 1, here neglecting any interactions among the states. We evaluate correlations between lattice operators creating both a $`\rho `$ meson and a $`\pi \pi `$ state, using a stochastic method to evaluate the quark diagrams shown in fig. 2 from 20 gauge configurations  (double the number used in our initial calculation) with $`N_f=2`$ sea quarks of mass corresponding to about 2/3 of the strange-quark mass. These correlations, normalised by the two point functions as appropriate, are illustrated in fig. 3. Here the off-diagonal case (labelled $`\rho _1\pi _1\pi _0`$) shows the important feature that it grows approximately linearly with increasing $`t`$. This linear growth will only occur for on-shell transitions  and this is essentially the case here.

To extract an estimate of the transition amplitude, we introduce a parameter $`x=\rho |\pi \pi `$ where these states are normalised on the lattice (to unity). If higher excited states are neglected, one can make a two state model (with basis states $`\rho `$ and the lightest $`\pi \pi `$ state) with this transition amplitude and evaluate the contributions shown in fig. 3. Unlike weak decays, there is no specific operator that causes the transition in strong decays, hence the specific time (between 0 and $`t`$) of any transition, such as $`\rho \pi \pi `$, is not known. In general this makes it hard to control the contributions from excited states. As emphasized previously , these excited state contributions can be avoided if the transition is approximately on-shell, when the linear dependence on $`t`$ of the off-diagonal transition amplitude (with the slope $`x`$) is a unique signature of this on-shell transition.

Note that for the case of $`\rho _0\pi _1\pi _1`$, the on-shell condition is much less well satisfied but the relative momentum of the pions in the centre of mass is twice as large as for $`\rho _1\pi _0\pi _1`$ and hence $`x`$ should be approximately twice as large, since for a P-wave decay there will be a momentum factor in the transition amplitude.

A further check of the extraction of $`x`$ comes from the box diagram, fig. 2d, which will have a contribution behaving as $`x^2t^2/2`$ arising from a $`\rho `$ intermediate state - see fig. 3.

For a more quantitative estimate of $`x`$, one can suppress excited state contributions in analysing the data of fig. 3, as discussed in ref. .

Note that the above methods could be used, in principle, even in the quenched approximation. They depend on assuming that $`xa`$ is fairly weak, as we indeed find.

## 3 ENERGY SHIFTS

A more rigorous approach is to focus on energy values. When two levels are close (our on-shell condition), then they will mix and the resultant energy shifts give relevant information . Moreover we can estimate these energy shifts from our $`x`$-value which provides more cross checks. These shifts can only be studied using dynamical fermions.

From a full variational analysis we obtain the energy shift of the $`\pi _1\pi _0`$ state (i.e. the un-binding energy), as needed in Lüscher’s approach, as 0.02(2) upward which is consistent but not sufficiently accurate to use. The energy shift of the $`\rho _1`$ state can however be determined because of a lattice artifact. The $`\rho `$ with momentum 1 (in lattice units of $`2\pi /L`$) can have its spin aligned parallel to the momentum axis (P) or perpendicular to it (A). Because the $`\pi _0\pi _1`$ state has relative momentum along a lattice axis and the transition from $`\rho `$ to $`\pi \pi `$ has orbital angular momentum L=1 (so a distribution like $`\mathrm{cos}\theta `$), only the parallel state (P) can mix with this two pion state. This mixing will not be present in the quenched approximation, so this provides a direct opportunity to see the effect of the two pion channel on the $`\rho `$ in unquenched studies. We do indeed find such a mass splitting between the P and A orientations of the $`\rho `$ due to mixing for $`N_f=2`$ but not for $`N_f=0`$ as shown in fig. 4. Moreover the magnitude of this energy shift ($`0.026\pm 7`$ in lattice units) is consistent with other determinations of the transition strength.

## 4 PHENOMENOLOGY

The basic assumption is that the transition from $`\rho `$ to $`\pi \pi `$ is given by an effective interaction with a finite spatial extent, this is usually summarised by an effective lagrangian where we normalise the coupling as $`\overline{g}^2=\mathrm{\Gamma }ME/k^3`$ in terms of the decay width. Then, provided the lattice spatial size is big enough that the hadrons are not distorted, our lattice situation (where no decay occurs) can be used to determine $`\overline{g}`$ and this can then be used to predict decay widths when quark masses are varied, assuming that the coupling is largely independent of the quark masses.

From our lattice studies, we deduce that $`ax=0.06_1^{+2}`$ for $`\rho _1\pi _1\pi _0`$. Translating  this lattice transition amplitude to the continuum normalisation, gives $`\overline{g}=1.40_{23}^{+27}`$. Using the observed $`\rho _1`$ energy shift gives another estimate, namely $`\overline{g}=1.56_{13}^{+21}`$. Note that our lattice values would need to be extrapolated to light sea-quarks and to the continuum limit to allow all sources of systematic error to be explored. Nevertheless, these two values agree well with the values extracted from decays of $`\rho `$, $`K^{}`$ and $`\varphi `$ mesons, namely $`\overline{g}1.5`$.

Encouraged by the success of the calculation of the decay width of the $`\rho `$ meson, we are starting to look at the decays of scalar mesons on the lattice. This is important for studying the glue components of singlet scalar mesons and to study $`a_0(980)`$ and $`f_0(980)`$ mesons which are believed to have important 4 quark contributions. There has been one earlier calculation of the decay width of the $`0^{++}`$ glueball from lattice QCD, but this has not been exploited by phenomenology .

For decays of singlet scalar mesons there are additional diagrams to those in figure 2 from disconnected graphs. The “noise” from the additional diagrams makes the extraction of a signal hard. In the real world the non-singlet $`a_0(980)`$ meson has the strong decays $`a_0\pi \eta `$ and $`a_0K\overline{K}`$. A direct comparison with experiment will be non-trivial because the $`\pi \eta `$ decay involves a noisy disconnected loop and the $`a_0K\overline{K}`$ decay requires $`N_f=2+1`$ sea quarks for a theoretically clean calculation in this channel.


text:
# 1 Introduction

## 1 Introduction

The interplay of reaction kinetics with particle diffusion has since a long time been a topic of intensive research. Here we shall consider the following reaction-diffusion equations

$$_ta(t,𝒓)=\mathrm{\Delta }a(t,𝒓)\lambda a(t,𝒓)^2$$
(1.1)
and

$$_tb(t,𝒓)=\mathrm{\Delta }b(t,𝒓)\mu b(t,𝒓)^3$$
(1.2)
where $`t_+`$ and $`𝒓^n`$ are time and space coordinates, $`\mathrm{\Delta }`$ is the Laplacian and $`\lambda ,\mu >0`$ are constant reaction rates. It is well-known that eq. (1.1) provides a mean-field description of the pair-annihilation process $`A+A\mathrm{}`$ together with single-particle diffusion and similarly, (1.2) describes triplett annihilation $`A+A+A\mathrm{}`$ (we have rescaled the diffusion-constant to one). Still, the derivation of the long-time behaviour of solutions of such non-linear partial differential equations is not completely trivial. It is convenient to consider eq. (1.1) inside a spatial domain $`\mathrm{\Omega }^n`$ and to define the mean densities

$$\overline{a}=\overline{a}(t)=\frac{1}{|\mathrm{\Omega }|}_\mathrm{\Omega }d𝒓a(t,𝒓);\overline{b}=\overline{b}(t)=\frac{1}{|\mathrm{\Omega }|}_\mathrm{\Omega }d𝒓b(t,𝒓)$$
(1.3)
where $`|\mathrm{\Omega }|`$ denotes the volume of $`\mathrm{\Omega }`$.

The most simplistic treatment of (1.1) simply suppresses the diffusion term, which leads to $`_t\overline{a}_s=\lambda \overline{a}_s^2`$ and the solution $`\overline{a}_s(t)=a_0/(1+a_0\lambda t)`$. Then, it may be asked to what extent this drastic simplification may be justified. This, and more generally the long-time behaviour of the space-time-dependent particle density $`a(t,𝒓)`$, has received a lot of attention. For example, a priori estimates such as the strong maximum principle may be invoked to obtain bounds $`v_{}(t)a(t,𝒓)v_+(t)`$ where $`v_\pm (t)`$ satisfy the simplistic equation $`_tv_\pm =\lambda v_\pm ^2`$ with the initial conditions $`v_{}(0)a(0,𝒓)v_+(0)`$ \[12, p. 94\]. The latter conditions might however be difficult to meet for very ‘rough’ initial data $`a(0,𝒓)`$. For domains with a finite (and ‘small’) volume $`|\mathrm{\Omega }|`$, one may define an invariant region $`\mathrm{\Sigma }`$ and define $`\sigma :=\eta M`$, where $`\eta `$ is the principal eigenvalue of $`\mathrm{\Delta }`$ on $`\mathrm{\Omega }`$ and $`M=\mathrm{max}_\mathrm{\Sigma }|\lambda a^2|`$. If $`\sigma >0`$, then it can be shown that $`a(t,𝒓)`$ converges exponentially fast with a characteristic time $`1/\sigma `$ towards the solution $`\overline{a}_s(t)`$ \[12, p. 223\]. However, the implied exponential approach need not hold any longer in spatially infinite regions. Then methods based on a scaling ansatz of the form $`a(t,𝒓)=t^{\alpha /2}f(𝒓t^{1/2})`$ permit to extract the long-time asymptotics of the solution from phenomenological scaling  or by using rigorous renormalization-group arguments . This kind of argument can also be extended to systems of reaction-diffusion equations and in particular the reactions fronts in the two-component system $`kA+kB\mathrm{}`$ with initial conditions such that there is a reaction front between A-rich and B-rich regions. In $`n=1`$ dimension, it was shown rigorously for $`k=1`$  and $`k4`$  that the particle densities and the reaction front satisfy a multiscaling behaviour and that the convergence towards the scaling solutions is controlled by algebraically (and not exponentially) small corrections in $`t`$. On the diffusive scale, when $`|𝒓|/\sqrt{t}1`$, the problem essentially reduces to $`_ta=\mathrm{\Delta }aa^k`$ . Reaction-diffusion systems of the form $`_t𝒂=\mathrm{\Delta }𝒂\nu 𝒂𝒇(𝒂)+𝒈`$ with $`𝒂|_{t=0}=𝒂_{(0)}`$, $`𝒂|_\mathrm{\Omega }=\mathrm{𝟎}`$, $`\nu >0`$ and suitable assumptions on $`𝒇`$ are reviewed in . The long-time behaviour of the unique solution (roughly, on the Sobolev space $`W^{2,q}(\mathrm{\Omega })`$ where $`𝒈L^q(\mathrm{\Omega })`$ with $`q>\mathrm{max}(2,n/2)`$) is described in terms of an attractor whose complexity can be analysed through its Kolmogorov entropy in great detail.

Here we wish to present a simple direct estimate on the mean densities $`\overline{a}(t)`$ and $`\overline{b}(t)`$. We have (see section 2 for notations)

Theorem: (i) Let $`aC^1(_+;W^{2,2}(\mathrm{\Omega }))`$ be an (almost) everywhere non-negative solution of (1.1). Let in addition be $`\mathbf{}a=0`$ on the boundary $`\mathrm{\Omega }`$. Then there is a positive and $`|\mathrm{\Omega }|`$-independent constant $`\lambda ^{}`$ such that the the mean density $`\overline{a}`$ satisfies

$$\lambda ^{}\overline{a}(t)^2_t\overline{a}(t)\lambda \overline{a}(t)^2$$
(1.4)
(ii) If $`bC^1(_+;W^{2,3}(\mathrm{\Omega }))`$ is an (almost) everywhere non-negative solution of (1.2) such that $`\mathbf{}b|_\mathrm{\Omega }=0`$, there is a positive and $`|\mathrm{\Omega }|`$-independent constant $`\mu ^{}`$ such that

$$\mu ^{}\overline{b}(t)^3_t\overline{b}(t)\mu \overline{b}(t)^3$$
(1.5)
For $`n3`$, the condition $`bC^1(_+;W^{2,2}(\mathrm{\Omega })L^3(\mathrm{\Omega }))`$ is sufficient.

The Sobolev space $`W^{2,p}(\mathrm{\Omega })`$ may be too restrictive for unbounded domains. In section 2 we define a generalized space $`\stackrel{~}{W}^{2,p}(\mathrm{\Omega })`$ for which the theorem still holds and which includes spatially homogeneous initial states.

The upper bound in (1.4) has been known since a long time . In particular, (1.4,1.5) imply for $`t`$ sufficiently large (i.e. $`a_0\lambda ^{}t>1`$ and $`2b_0^2\mu ^{}t>1`$, respectively, where $`a_0>0`$ and $`b_0>0`$ are the initial mean densities) the bounds

$$\frac{1}{2\lambda ^{}}t\overline{a}(t)\frac{1}{\lambda };\frac{1}{2\sqrt{\mu ^{}}}t^{1/2}\overline{b}(t)\frac{1}{\sqrt{2\mu }}$$
(1.6)
It is admissible to take the infinite-volume limit $`|\mathrm{\Omega }|\mathrm{}`$. Eq. (1.6) is in full agreement with the results established earlier by different means . For similar upper bounds on $`a_p`$, $`b_p`$ (with $`1p\mathrm{}`$) which explicitly depend on the initial data, see . We point out that our derivation makes no explicit reference to the initial conditions (beyond the requirement $`a(t,𝒓)0`$, $`b(t,𝒓)0`$) and neither a scaling ansatz is needed. The bounds (1.6) reproduce the expected mean-field scaling $`\overline{a}(t)t^1`$. For the mathematically oriented reader we recall that in low dimensions $`n<2`$, the description of the diffusive pair-annihilation processes through a more microscopic approach such as a master equation (where fluctuations are taken into account) leads to a different long-time behaviour $`\overline{a}_{\mathrm{micro}}(t)t^{n/2}`$, which has also been observed experimentally for $`n=1`$, see  for a recent review. This manifests once again the character of equations such as (1.1) as mean-field approximations.

The approach of $`a(t,𝒓)`$ towards the mean density can be described as follows.

Corollary: Under the same conditions as in the theorem, there is a constant $`K^{}1`$ such that for times satisfying the conditions used in eq. (1.6)

$`{\displaystyle \frac{1}{|\mathrm{\Omega }|}}{\displaystyle _\mathrm{\Omega }}d𝒓\left(a(t,𝒓)\overline{a}(t)\right)^2{\displaystyle \frac{K^{}}{\lambda ^2}}t^2`$
$`{\displaystyle \frac{1}{|\mathrm{\Omega }|}}{\displaystyle _\mathrm{\Omega }}d𝒓\left(b(t,𝒓)\overline{b}(t)\right)^2{\displaystyle \frac{K^{}}{2\mu }}t^1`$ (1.7)
As an application, we consider the pair-contact process $`2A\mathrm{}`$, $`2A3A`$ with single-particle diffusion (pcpd). We consider a domain $`\mathrm{\Omega }^n`$ with the boundary condition $`\mathbf{}a|_\mathrm{\Omega }=0`$. The mean-field reaction-diffusion equation is

$$_ta(t,𝒓)=D\mathrm{\Delta }a(t,𝒓)+\lambda a(t,𝒓)^2\mu a(t,𝒓)^3$$
(1.8)
with constants $`\lambda `$ and $`\mu >0`$. If the diffusion constant $`D=0`$, $`a=a(t)`$ evolves for $`\lambda >0`$ towards a steady-state density $`a_{\mathrm{}}=\lambda /\mu `$, while $`a_{\mathrm{}}=0`$ for $`\lambda 0`$. It is known that

$$a(t)a_{\mathrm{}}\{\begin{array}{cc}\mathrm{O}\left(e^{t/\tau }\right)\hfill & \text{ ; if }\lambda >0\hfill \\ t^{1/2}\hfill & \text{ ; if }\lambda =0\hfill \\ t^1\hfill & \text{ ; if }\lambda <0\hfill \end{array}$$
(1.9)
as $`t\mathrm{}`$ and where $`\tau >0`$ is a known constant. On the other hand, for a non-vanishing diffusion constant, we scale to $`D=1`$ and have for the mean density

$$\lambda \overline{a}(t)^2\mu ^{}\overline{a}(t)^3_t\overline{a}(t)\lambda ^{}\overline{a}(t)^2\mu \overline{a}(t)^3$$
(1.10)
for $`\lambda 0`$ and

$$|\lambda ^{}|\overline{a}(t)^2\mu ^{}\overline{a}(t)^3_t\overline{a}(t)|\lambda |\overline{a}(t)^2\mu \overline{a}(t)^3$$
(1.11)
for $`\lambda 0`$, respectively and we can now let $`|\mathrm{\Omega }|\mathrm{}`$, if we so desire. For $`\lambda >0`$, there is an active steady-state with density $`\lambda /\mu ^{}a_{\mathrm{}}\lambda ^{}/\mu `$ but if $`\lambda 0`$, one has $`a_{\mathrm{}}=0`$. Furthermore, eq. (1.9) can be taken over. This proves the existence of a continuous steady-state transition at $`\lambda _c=0`$ of the mean-field equation (1.8). Finally, the approach of $`a(t,𝒓)`$ towards the mean density is according to

$$\frac{1}{|\mathrm{\Omega }|}_\mathrm{\Omega }d𝒓\left(a(t,𝒓)\overline{a}(t)\right)^2\{\begin{array}{cc}\mathrm{O}\left(e^{2t/\tau ^{}}\right)\hfill & \text{ ; if }\lambda >0\hfill \\ t^1\hfill & \text{ ; if }\lambda =0\hfill \\ t^2\hfill & \text{ ; if }\lambda <0\hfill \end{array}$$
(1.12)
In $`n=1`$ dimension, fluctuation effects create a very rich behaviour of the pcpd which is under active investigation, see  for a review.

In section 2, we recall some inequalities which are needed in the proofs. The upper bounds in (1.4,1.5) are derived in section 3 and in section 4, the lower bounds are obtained.

## 2 Mathematical background

We recall here some standard notations and some inequalities which will be needed in establishing the lower bound in (1.4,1.5). We shall work with the $`p`$-norms, for $`1p<\mathrm{}`$

$$u_p:=\left(_\mathrm{\Omega }d𝒓|u(𝒓)|^p\right)^{1/p}$$
(2.1)
Denote by $`L^p(\mathrm{\Omega })`$ the space of (equivalence classes of) functions with $`u_p`$ finite. Here and in the following $`\mathrm{\Omega }^n`$. Furthermore, if $`\mathrm{\Omega }`$ has a boundary, it is assumed to be sufficiently smooth throughout. The space $`L^{\mathrm{}}(\mathrm{\Omega })`$ is defined with respect to the supremum norm $`u_{\mathrm{}}=\text{ess sup}_\mathrm{\Omega }|u(𝒓)|`$. For derivatives, we use the multiindex notation $`\alpha =(\alpha _1,\mathrm{},\alpha _n)_0^n`$ and where $`|\alpha |:=\alpha _1+\mathrm{}+\alpha _n`$. Then derivatives are denoted by

$$^\alpha u=\frac{^{|\alpha |}u}{(r_1)^{\alpha _1}\mathrm{}(r_n)^{\alpha _n}}$$
(2.2)
These derivatives can be taken to be weak (distributional) derivatives. The Sobolev space is

$$W^{k,p}(\mathrm{\Omega }):=\left\{uL^p(\mathrm{\Omega }),^\alpha uL^p(\mathrm{\Omega })\text{ for all }|\alpha |k\right\}$$
(2.3)
with its norm $`u_{k,p}=_{|\alpha |k}^\alpha u_p`$. Finally, $`C^1(_+;W^{k,p}(\mathrm{\Omega }))`$ is the space of functions which are continuously differentiable with respect to $`t`$ for all times $`0t<\mathrm{}`$ and whose values at any given $`t`$ are in $`W^{k,p}(\mathrm{\Omega })`$.

After these preparations, we can state some known results which we need later. The first one is the Gagliardo-Nirenberg inequality, see .

Lemma 1. For functions $`uW^{k,p}(\mathrm{\Omega })L^q(\mathrm{\Omega })`$ with $`1q\mathrm{}`$ and for any integer $`0j<k`$, there is a constant $`C>0`$ such that

$$^ju_rCu_q^{1\theta }^ku_p^\theta $$
(2.4)
where

$$\frac{1}{r}\frac{j}{n}=\frac{1\theta }{q}+\theta \left(\frac{1}{p}\frac{k}{n}\right)$$
(2.5)
and if $`1p<n/(kj)`$, then $`j/k\theta 1`$. On the other hand, if $`1p=n/(kj)`$, only $`j/k\theta <1`$ is allowed.

We shall need two special cases of this. For $`n2`$, we set $`p=r=2`$, $`k=q=1`$. Then $`j=0`$ and $`\theta =n/(2+n)[\frac{1}{2},1)`$. We get (here and in the following, we suppress the integration variable and write $`_\mathrm{\Omega }=_\mathrm{\Omega }d𝒓`$)

$$_\mathrm{\Omega }|u|^2C_1\left(_\mathrm{\Omega }|u|\right)^{4/(2+n)}\left(_\mathrm{\Omega }|u|^2\right)^{n/(2+n)}$$
(2.6)
Eq. (2.6) does not hold if $`n<2`$. For $`1n2`$, we set $`r=2`$, $`p=q=k=1`$. Then $`j=0`$, $`\theta =n/2[\frac{1}{2},1]`$ and

$$_\mathrm{\Omega }|u|^2C_2\left(_\mathrm{\Omega }|u|\right)^{2n}\left(_\mathrm{\Omega }|u|\right)^n$$
(2.7)
where the constants $`C_{1,2}`$ equal $`C^2`$ from Lemma 1. It can be checked from dimensional analysis that $`C_1`$ and $`C_2`$ are independent of $`|\mathrm{\Omega }|`$.

Next, we quote an inequality due to Nirenberg, see .

Lemma 2. For $`uW^{2,p}(\mathrm{\Omega })`$, $`p1`$, there exists a constant $`\epsilon _0=\epsilon _0(p,\mathrm{\Omega })`$ such that for any $`\epsilon `$ with $`0<\epsilon <\epsilon _0`$, there is a positive constant $`c=c(p,\mathrm{\Omega })`$ such that

$$_\mathrm{\Omega }d𝒓|u|^p\frac{c}{\epsilon }_\mathrm{\Omega }d𝒓|u|^p+\epsilon \underset{|\alpha |=2}{}_\mathrm{\Omega }d𝒓|^\alpha u|^p$$
(2.8)
Finally, we quote Poincaré’s inequality, see . Let $`B_R(0)`$ be the ball of radius $`R`$ around the origin.

Lemma 3. For any $`uW^{1,p}(B_R(0))`$ with $`1<p<\mathrm{}`$, there is a positive constant $`C_\mathrm{P}^{(p)}`$ such that

$$_{B_R(0)}d𝒓|u\overline{u}|^pC_\mathrm{P}^{(p)}|B_R(0)|^{p/n}_{B_R(0)}d𝒓|u|^p$$
(2.9)
and the mean value $`\overline{u}`$ is defined in analogy with (1.3).

It is sometimes desirable to consider spaces which are less restrictive than the spaces $`L^p(\mathrm{\Omega })`$. We define $`\stackrel{~}{L}^p(\mathrm{\Omega })`$ as the space of (equivalence classes of) functions such that $`m_p(u):=|\mathrm{\Omega }|^1u_p^p`$ is finite. For unbounded domains (e.g. $`\mathrm{\Omega }=^n`$) a limit procedure must be used in the definition of $`m_p(u)`$. We also set

$$\stackrel{~}{W}^{k,p}(\mathrm{\Omega }):=\left\{u\stackrel{~}{L}^p(\mathrm{\Omega }),^\alpha u\stackrel{~}{L}^p(\mathrm{\Omega })\text{ for all }|\alpha |k\right\}$$
(2.10)
As an example, consider the function $`f:`$, $`xf(x)=f_00`$. While $`f\stackrel{~}{L}^p()`$, since $`m_p(f)=|f_0|^p`$, clearly $`fL^p()`$. Lemmas 2 and 3 readily extend to the space $`\stackrel{~}{W}^{k,p}(\mathrm{\Omega })`$.

## 3 The upper bound

We briefly recall the proof of the upper bound in (1.4), following . The mean density satisfies

$`_t\overline{a}`$ $`=`$ $`{\displaystyle \frac{1}{|\mathrm{\Omega }|}}{\displaystyle _\mathrm{\Omega }}d𝒓\mathrm{\Delta }a{\displaystyle \frac{\lambda }{|\mathrm{\Omega }|}}{\displaystyle _\mathrm{\Omega }}d𝒓a^2`$ (3.1)
$`=`$ $`{\displaystyle \frac{1}{|\mathrm{\Omega }|}}{\displaystyle _\mathrm{\Omega }}d𝝈\mathbf{}a{\displaystyle \frac{\lambda }{|\mathrm{\Omega }|}}{\displaystyle _\mathrm{\Omega }}d𝒓a^2`$
where $`𝝈`$ is a normal vector to the boundary $`\mathrm{\Omega }`$. The first term describes the flux of particles through the boundary and vanishes either in the limit of large volumes $`|\mathrm{\Omega }|\mathrm{}`$ or else if the boundary condition $`\mathbf{}a|_\mathrm{\Omega }=0`$ is imposed. Then $`_t\overline{a}=\lambda \overline{a^2}\lambda \overline{a}^{\mathrm{\hspace{0.17em}2}}`$ by the Cauchy-Schwarz inequality.

A similar argument works for triplett annihilation. By Hölder’s inequality, $`_t\overline{b}=\mu \overline{b^3}\mu \overline{b}^{\mathrm{\hspace{0.17em}3}}`$.

## 4 The lower bound

In order to obtain the lower bound in (1.4), we recall from section 3 that $`_t\overline{a}=\lambda \overline{a^2}`$. The right-hand side is now estimated through the Gagliardo-Nirenberg inequality. We have to distinguish the cases $`n2`$ and $`n2`$ and obtain from eqs. (2.6) and (2.7)

$$_t\overline{a}\{\begin{array}{cc}\lambda C_1|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }a\right)^{4/(2+n)}\left(_\mathrm{\Omega }|a|^2\right)^{n/(2+n)}\hfill & \text{ ; if }n2\hfill \\ \lambda C_2|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }a\right)^{\mathrm{\hspace{0.17em}2}n}\left(_\mathrm{\Omega }|a|^2\right)^{n/2}\hfill & \text{ ; if }n2\hfill \end{array}$$
(4.1)
where for $`n2`$ the Cauchy-Schwarz inequality was used again. Next, we need an upper estimate for $`_\mathrm{\Omega }|a|^2`$, which is provided by the following

Proposition: For $`uW^{2,p}(\mathrm{\Omega })`$ there is a constant $`c>0`$ and an $`\epsilon _{}`$ such that $`0<\epsilon _{}<\mathrm{}`$ and that for all $`\epsilon <\epsilon _{}`$ one has

$$_\mathrm{\Omega }|u|^p\frac{2c}{\epsilon }_\mathrm{\Omega }|u|^p$$
(4.2)
Proof: If $`_{|\alpha |=2}_\mathrm{\Omega }|^\alpha u|^p=0`$, the proposition holds true trivially, because of (2.8). We can thus suppose that $`_{|\alpha |=2}_\mathrm{\Omega }|^\alpha u|^p>0`$. Next, the function $`f(x):=A/x+Bx`$, where $`A,B`$ are positive constants, has an absolute minimum at $`x_{}=\sqrt{A/B}`$. For $`x<x_{}`$, the first term dominates over the second and $`f(x)<2A/x`$ for all $`x<x_{}`$. We apply this to the inequality (2.8) of Lemma 2. The right-hand side is minimal if $`\epsilon =\epsilon _{}`$, where

$$\epsilon _{}=\mathrm{min}(\left(\frac{c_\mathrm{\Omega }|u|^p}{_{|\alpha |=2}_\mathrm{\Omega }|^\alpha u|^p}\right)^{1/2},\epsilon _0)$$

with the $`\epsilon _0`$ of Lemma 2. Then the assertion follows. q.e.d.

The extension to $`\stackrel{~}{W}^{2,p}(\mathrm{\Omega })`$ is immediate.

Therefore, setting $`p=2`$ and appealing to dimensional analysis, there is a positive constant $`K>0`$ such that

$`{\displaystyle _\mathrm{\Omega }}|a|^2`$ $``$ $`K|\mathrm{\Omega }|^{2/n}{\displaystyle _\mathrm{\Omega }}a^2`$ (4.3)
$`=`$ $`K|\mathrm{\Omega }|^{2/n}{\displaystyle _\mathrm{\Omega }}\left[(a\overline{a})^2+2\overline{a}(a\overline{a})+\overline{a}^{\mathrm{\hspace{0.17em}2}}\right]`$
$`=`$ $`K|\mathrm{\Omega }|^{12/n}\overline{a}^{\mathrm{\hspace{0.17em}2}}+K|\mathrm{\Omega }|^{2/n}{\displaystyle _\mathrm{\Omega }}(a\overline{a})^2`$
$``$ $`2K|\mathrm{\Omega }|^{12/n}\overline{a}^{\mathrm{\hspace{0.17em}2}}`$
From the eqs. (4.1) it follows

$$_t\overline{a}\{\begin{array}{cc}\lambda C_1(2K)^{n/(2+n)}\overline{a}^{\mathrm{\hspace{0.17em}2}}\hfill & \text{ ; if }n2\hfill \\ \lambda C_2(2K)^{n/2}\overline{a}^{\mathrm{\hspace{0.17em}2}}\hfill & \text{ ; if }n2\hfill \end{array}$$
(4.4)
This is exactly the form asserted in the theorem and we can identify the effective reaction rate

$$\lambda ^{}:=\{\begin{array}{cc}\lambda C_1(2K)^{n/(2+n)}\hfill & \text{ ; if }n2\hfill \\ \lambda C_2(2K)^{n/2}\hfill & \text{ ; if }n2\hfill \end{array}$$
(4.5)
Remark: the last bound in (4.3) might be improved by restricting $`\mathrm{\Omega }`$ to a ball around the origin and applying the Poincaré inequality. If $`C_\mathrm{P}^{(2)}K<1/2`$, one gets $`_\mathrm{\Omega }|a|^2<K/(1KC_\mathrm{P}^{(2)})|\mathrm{\Omega }|^{12/n}\overline{a}^{\mathrm{\hspace{0.17em}2}}`$. For $`n=1`$, the bounds might be further sharpened with the help of the inequality

$$_\mathrm{\Omega }|u|^pc\epsilon ^{\mu (p)}\left(_\mathrm{\Omega }|u|\right)^p+\epsilon _\mathrm{\Omega }|^2u|^p$$
(4.6)
where $`\mu (p)=(p3+1/p)/p`$ and which can be proven for $`p1`$ through a slight generalization of the proof  of the inequality (2.8) of Lemma 2. Since $`\mu (p)>0`$ if $`1p<p_c=(3+\sqrt{5})/2`$, the method of the proposition can for example be used in the $`p=1`$ and $`p=2`$ cases.

The lower bound in (1.5) is proved similarly. First, we set $`k=q=1`$ and $`r=3`$ in Lemma 1. Then $`j=0`$. For $`1n3/2`$, we set $`p=1`$, find $`\theta =2n/3[2/3,1]`$ and

$$_\mathrm{\Omega }|u|^3\mathrm{\Gamma }_1\left(_\mathrm{\Omega }|u|\right)^{32n}\left(_\mathrm{\Omega }|u|\right)^{2n}$$
(4.7)
Next, for $`3/2n3`$, we set $`p=3/2`$, find $`\theta =2n/(n+3)[2/3,1]`$ and

$$_\mathrm{\Omega }|u|^3\mathrm{\Gamma }_2\left(_\mathrm{\Omega }|u|\right)^{3(3n)/(n+3)}\left(_\mathrm{\Omega }|u|^{3/2}\right)^{4n/(n+3)}$$
(4.8)
Finally, for $`n3`$, we set $`p=3`$, find $`\theta =2n/(2n+3)[2/3,1)`$ and

$$_\mathrm{\Omega }|u|^3\mathrm{\Gamma }_3\left(_\mathrm{\Omega }|u|\right)^{9/(2n+3)}\left(_\mathrm{\Omega }|u|^3\right)^{2n/(2n+3)}$$
(4.9)
Dimensional analysis shows that $`\mathrm{\Gamma }_{1,2,3}`$ (which stand for $`C^3`$ of Lemma 1) are independent of $`|\mathrm{\Omega }|`$. For the further analysis of (4.9), the proposition above states that there is a positive constant $`K_3`$ such that

$`{\displaystyle _\mathrm{\Omega }}|b|^3`$ $``$ $`K_3|\mathrm{\Omega }|^{3/n}{\displaystyle _\mathrm{\Omega }}b^3`$ (4.10)
$`=`$ $`K_3|\mathrm{\Omega }|^{3/n}{\displaystyle _\mathrm{\Omega }}\left[\overline{b}^{\mathrm{\hspace{0.17em}3}}+3\overline{b}(b\overline{b})^2+(b\overline{b})^3\right]`$
$``$ $`K_3|\mathrm{\Omega }|^{3/n}\left[|\mathrm{\Omega }|\overline{b}^{\mathrm{\hspace{0.17em}3}}+3\overline{b}{\displaystyle _\mathrm{\Omega }}|b\overline{b}|^2+{\displaystyle _\mathrm{\Omega }}|b\overline{b}|^3\right]`$
$``$ $`5K_3|\mathrm{\Omega }|^{13/n}\overline{b}^{\mathrm{\hspace{0.17em}3}}`$
Now, from $`_t\overline{b}=\mu \overline{b^3}`$, we obtain, using first eqns. (4.7,4.8,4.9), then the Cauchy-Schwarz inequality and the following consequence of Hölder’s inequality $`_\mathrm{\Omega }|b|^{3/2}|\mathrm{\Omega }|^{1/4}\left(_\mathrm{\Omega }|b|^2\right)^{3/4}`$ and finally eqns. (4.3,4.10)

$`_t\overline{b}`$ $``$ $`\{\begin{array}{cc}\mu \mathrm{\Gamma }_1|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }b\right)^{32n}\left(_\mathrm{\Omega }|b|\right)^{2n}\hfill & \text{ ; if }1n3/2\hfill \\ \mu \mathrm{\Gamma }_2|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }b\right)^{3(3n)/(3+n)}\left(_\mathrm{\Omega }|b|^{3/2}\right)^{4n/(3+n)}\hfill & \text{ ; if }3/2n3\hfill \\ \mu \mathrm{\Gamma }_3|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }b\right)^{9/(2n+3)}\left(_\mathrm{\Omega }|b|^3\right)^{2n/(2n+3)}\hfill & \text{ ; if }3n\hfill \end{array}`$ (4.14)
$``$ $`\{\begin{array}{cc}\mu \mathrm{\Gamma }_1|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }b\right)^{32n}\left(_\mathrm{\Omega }|b|^2\right)^n\hfill & \text{ ; if }1n3/2\hfill \\ \mu \mathrm{\Gamma }_2|\mathrm{\Omega }|^{1+n/(n+3)}\left(_\mathrm{\Omega }b\right)^{3(3n)/(3+n)}\left(_\mathrm{\Omega }|b|^2\right)^{3n/(3+n)}\hfill & \text{ ; if }3/2n3\hfill \\ \mu \mathrm{\Gamma }_3|\mathrm{\Omega }|^1\left(_\mathrm{\Omega }b\right)^{9/(2n+3)}\left(_\mathrm{\Omega }|b|^3\right)^{2n/(2n+3)}\hfill & \text{ ; if }3n\hfill \end{array}`$ (4.18)
$``$ $`\{\begin{array}{cc}\mu \mathrm{\Gamma }_1(2K)^n\overline{b}^{\mathrm{\hspace{0.17em}3}}\hfill & \text{ ; if }1n3/2\hfill \\ \mu \mathrm{\Gamma }_2(2K)^{3n/(n+3)}\overline{b}^{\mathrm{\hspace{0.17em}3}}\hfill & \text{ ; if }3/2n3\hfill \\ \mu \mathrm{\Gamma }_3(5K_3)^{2n/(2n+3)}\overline{b}^{\mathrm{\hspace{0.17em}3}}\hfill & \text{ ; if }3n\hfill \end{array}`$ (4.22)
which is the form asserted in (1.5). We identify the effective reaction rate

$$\mu ^{}:=\{\begin{array}{cc}\mu \mathrm{\Gamma }_1(2K)^n\hfill & \text{ ; if }1n3/2\hfill \\ \mu \mathrm{\Gamma }_2(2K)^{3n/(n+3)}\hfill & \text{ ; if }3/2n3\hfill \\ \mu \mathrm{\Gamma }_3(5K_3)^{2n/(2n+3)}\hfill & \text{ ; if }3n\hfill \end{array}$$
(4.23)
This completes the proof of the theorem. q.e.d.

The bounds (1.6) are established by direct integration, since $`_t\overline{a}(t)\lambda \overline{a}(t)^2`$ implies $`\overline{a}(t)a_0/(1+a_0\lambda t)`$ from which the assertion is immediate, under the stated condition on $`t`$ and for $`a_0>0`$. The bounds for $`\overline{b}(t)`$ follow similarly.

We now prove the corollary. First, $`|\mathrm{\Omega }|^1_\mathrm{\Omega }(a\overline{a})^2|\mathrm{\Omega }|^1_\mathrm{\Omega }\overline{a}^{\mathrm{\hspace{0.17em}2}}=\overline{a}^{\mathrm{\hspace{0.17em}2}}(\lambda t)^2`$. Next, we try to improve this bound by letting $`\mathrm{\Omega }=B_R(0)`$ be a ball around the origin and apply Poincaré’s inequality

$$\frac{1}{|\mathrm{\Omega }|}_\mathrm{\Omega }(a\overline{a})^2C_\mathrm{P}^{(2)}|\mathrm{\Omega }|^{1+2/n}_\mathrm{\Omega }|a|^22KC_\mathrm{P}^{(2)}\overline{a}^{\mathrm{\hspace{0.17em}2}}$$

and therefore $`K^{}=\mathrm{min}(1,2KC_\mathrm{P}^{(2)})`$. The estimates for $`b`$ are obtained similarly. q.e.d.

Remark: for the pcpd with $`D=1`$, eqns. (1.10,1.11) are obtained by applying the results of the theorem separately to the two terms on the right-hand side of eqn. (1.8). Eq. (1.12) is obtained by replacing $`aaa_{\mathrm{}}`$ in the corollary and then using (1.9). Let $`a_t(𝒓):=a(t,𝒓)`$. For sufficiently long times, $`a_t\stackrel{~}{W}^{2,3}(^n)`$, but if $`\lambda >0`$, $`a_tW^{2,3}(^n)`$.

Acknowledgments

I thank R. Cherniha, H. Spohn, M. Struwe and P. Wittwer for useful conversations or correspondence and the organizers of the XIV<sup>th</sup> International Conference on Mathematical Physics in Lisbon, especially J.-C. Zambrini, for providing the stimulating atmosphere where the ideas presented here formed. The warm hospitality of the Centro de Física Teórica e Computacional (CFTC) of the Universidade de Lisboa is gratefully acknowledged.