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# Multiwavelength Observations of Galactic Winds: Near and Far

## 1. Introduction

Active galactic nuclei (AGN) and nuclear starbursts may severely disrupt the gas phase of galaxies through deposition of a large amount of mechanical energy in the centers of galaxies. As a result, a large-scale galactic wind that encompasses much of the central regions of these galaxies may be created (e.g., Chevalier & Clegg 1985; Schiano 1985). Depending upon the extent of the gaseous halo and its density and upon the wind’s mechanical luminosity and duration, the wind may ultimately blow out through the halo and into the intergalactic medium. The effects of these winds may be far-reaching. Bregman (1978) has suggested that the Hubble sequence can be understood in terms of a galaxy’s greater ability to sustain winds with increasing bulge-to-disk ratio. Galactic winds may affect the thermal and chemical evolution of galaxies and the intergalactic medium by depositing large quantities of hot, metal-enriched material on the outskirts of galaxies and beyond. This widespread circulation of matter and energy between the disks and halos of galaxies may be responsible for the mass-metallicity relation between galaxies.

This paper reviews the observed properties (§2) and impact (§3) of starburst- and AGN-driven winds in both the local and distant universe; the discussion on starburst-driven winds is largely borrowed from Veilleux (2003), while new elements on AGN outflows are also included. The last section (§4) discusses future avenues of research. The theory and numerical modelling of galactic winds are not discussed here due to space limitations (see, e.g., Veilleux et al. 2002; Strickland 2002; Heckman 2002; Veilleux 2003). Collimated jet outflows and unresolved nuclear winds in AGNs are also beyond the scope of this paper; recent reviews of these topics include Zensus (1997), Veilleux et al. (2002), and Crenshaw, Kraemer, & George (2003).

## 2. Observed Properties of Galactic Winds

AGN- and starburst-driven winds are common among local galaxies. Galaxies with global star formation rates per unit area $`\mathrm{\Sigma }_{}SFR/\pi R_{\mathrm{opt}}^2>0.1`$ M yr-1 kpc-2, where $`R_{\mathrm{opt}}`$ is the optical radius, often show signs of large-scale winds. This general rule-of-thumb also appears to apply to ultra/luminous infrared galaxies (see §2.3) and distant Lyman break galaxies (see §2.4). “Quiescent” galaxies with lower star formation rates per unit area often show thick ionized disks, but no galactic-scale outflow (e.g., Miller & Veilleux 2003a, 2003b). This rule-of-thumb is conservative since a number of known starburst-driven wind galaxies, including our own Galaxy (§2.1) and several dwarf galaxies, have $`\mathrm{\Sigma }_{}<<`$ 0.1 M yr-1 kpc-2 (e.g., Hunter & Gallagher 1990, 1997; Meurer et al. 1992; Marlowe et al. 1995; Kunth et al. 1998; Martin 1998, 1999). The production of detectable winds depends not only on the characteristics of the energy source (AGN vs starburst, power, age), but also on the detailed properties of the ISM in the host galaxies (e.g., see the theoretical blowout criterion of MacLow & McCray 1988).

The winds in active and star-forming galaxies in the local universe show a very broad range of properties, with opening angles of $``$ 0.1 – 0.5 $`\times `$ (4$`\pi `$ sr), radii ranging from $`<`$ 1 kpc to several 10s of kpc, outflow velocities of a few 10s of km s-1 to more than 1000 km s-1 (with clear evidence for a positive correlation with the temperature of the gas phase), total (kinetic and thermal) outflow energies of $``$ 1053 – 1057 ergs, and mass outflow rates ranging from $`<`$ 1 M yr-1 to $`>`$ 100 M yr-1. In AGNs, the mass outflow rates on kpc scale are larger than the mass accretion rates needed to power the central nucleus. In starbursts, the mass outflow rates scale roughly with the star formation rates (see §2.3 below).

In the remainder of this section, we repeat the discussion of Veilleux (2003) on a few well-studied cases of galactic winds in the local universe and summarize the evidence for winds in luminous and ultraluminous infrared galaxies at low and moderate redshifts as well as in distant Lyman break galaxies.

### 2.1. The Milky Way

By far the closest case of a large-scale outflow is the wind in our own Galaxy. Evidence for a dusty bipolar wind extending $``$ 350 pc ($``$ 1) above and below the disk of our Galaxy has recently been reported by Bland-Hawthorn & Cohen (2003) based on data from the Midcourse Space Experiment (MSX). The position of the warm dust structure coincides closely with the well-known Galactic Center Lobe detected at radio wavelengths (e.g., Sofue 2000 and references therein). Simple arguments suggest that the energy requirement for this structure is of order $``$ 1055 ergs with a dynamical time scale of $``$ 1 Myr.

Bland-Hawthorn & Cohen (2003) also argue that the North Polar Spur, a thermal X-ray/radio loop that extends from the Galactic plane to $`b=+80^{}`$ (e.g., Sofue 2000), can naturally be explained as an open-ended bipolar wind, when viewed in projection in the near field. This structure extends on a scale of 10 – 20 kpc and implies an energy requirement of $``$ (1 – 30) $`\times `$ 1055 ergs and a dynamical timescale of $``$ 15 Myr, i.e. considerably longer than that of the smaller structure seen in the MSX maps. If confirmed, this may indicate that the Milky Way Galaxy has gone through multiple galactic wind episodes. Bland-Hawthorn & Cohen (2003) point out that the North Polar Spur would escape detection in external galaxies; it is therefore possible that the number of galaxies with large-scale winds has been (severely?) underestimated.

### 2.2. Nearby Starburst Galaxies

Two classic examples of starburst-driven outflows are described in this section to illustrate the wide variety of processes taking place in these objects.

M 82. This archetype starburst galaxy hosts arguably the best studied galactic wind. Some of the strongest evidence for the wind is found at optical wavelengths, where long-slit and Fabry-Perot spectroscopy of the warm ionized filaments above and below the disk shows line splittings of up to $``$ 250 km s-1, corresponding to deprojected velocities of order 525 – 655 km s-1 (e.g., McKeith et al. 1995; Shopbell & Bland-Hawthorn 1998). Combining these velocities with estimates for the ionized masses of the outflowing filamentary complex, the kinetic energy involved in the warm ionized outflow is of order $``$ 2 $`\times `$ 1055 ergs or $``$ 1% of the total mechanical energy input from the starburst. The ionized filaments are found to lie on the surface of cones with relatively narrow opening angles ($``$ 5 – 25) slightly tilted ($``$ 5 – 15) with respect to the spin axis of the galaxy. Deep narrow-band images of M82 have shown that the outflow extends out to at least 12 kpc on one side (e.g., Devine & Bally 1999), coincident with X-ray emitting material seen by $`ROSAT`$ (Lehnert, Heckman, & Weaver 1999) and $`XMM`$-Newton (Stevens, Read, & Bravo-Guerrero 2003). The wind fluid in this object has apparently been detected by both $`CXO`$ (Griffiths et al. 2000) and $`XMM`$-Newton (Stevens et al. 2003). The well-known H I complex around this system (e.g., Yun et al. 1994) may be taking part, and perhaps even focussing, the outflow on scales of a few kpc (Stevens et al. 2003). Recently published high-quality CO maps of this object now indicate that some of the molecular material in this system is also involved in the large-scale outflow (Walter, Weiss, & Scoville 2002; see also Garcia-Burillo et al. 2001). The outflow velocities derived from the CO data ($``$ 100 km s-1 on average) are considerably lower than the velocities of the warm ionized gas, but the mass involved in the molecular outflow is substantially larger ($``$ 3 x 108 M), implying a kinetic energy ($``$ 3 $`\times `$ 1055 ergs) that is comparable if not larger than that involved in the warm ionized filaments. The molecular gas is clearly a very important dynamical component of this outflow.

NGC 3079.  An outstanding example of starburst-driven superbubble is present in the edge-on disk galaxy, NGC 3079. High-resolution $`HST`$ H$`\alpha `$ maps of this object show that the bubble is made of four separate bundles of ionized filaments (Cecil et al. 2001). The two-dimensional velocity field of the ionized bubble material derived from Fabry-Perot data (Veilleux et al. 1994) indicates that the ionized bubble material is entrained in a mushroom vortex above the disk with velocities of up to $``$ 1500 km s-1 (Cecil et al. 2001). A recently published X-ray map obtained with the $`CXO`$ (Cecil, Bland-Hawthorn, & Veilleux 2002) reveals excellent spatial correlation between the hot X-ray emitting gas and the warm optical line-emitting material of the bubble, suggesting that the X-rays are being emitted either as upstream, standoff bow shocks or by cooling at cloud/wind conductive interfaces. This good spatial correlation between the hot and warm gas phases appears to be common in galactic winds (Strickland et al. 2000, 2002; Veilleux et al. 2003, and references therein). The total energy involved in the outflow of NGC 3079 appears to be slightly smaller than that in M 82, although it is a lower limit since the total extent of the X-ray emitting material beyond the nuclear bubble of NGC 3079 is not well constrained (Cecil et al. 2002). Contrary to M 82, the hot wind fluid that drives the outflow in NGC 3079 has not yet been detected, and evidence for entrained molecular gas is sparse and controversial (e.g., Irwin & Sofue 1992; Baan & Irwin 1995; Israel et al. 1998; but see Koda et al. 2002).

### 2.3. Luminous and Ultraluminous Infrared Galaxies.

Given that the far-infrared energy output of a (dusty) galaxy is a direct measure of its star formation rate, it is not surprising a posteriori to find evidence for large-scale galactic winds in several starburst-dominated luminous and ultraluminous infrared galaxies (LIRGs and ULIRGs; e.g., Heckman et al. 1990; Veilleux et al. 1995). Systematic searches for winds have been carried out in recent years in these objects to look for the unambiguous wind signature of blueshifted absorbing material in front of the continuum source (Heckman et al. 2000; Rupke et al. 2002). The feature of choice to search for outflowing neutral material in galaxies of moderate redshifts ($`z<`$ 0.6) is the Na ID interstellar absorption doublet at 5890, 5896 Å. The wind detection frequency derived from a set of 44 starburst-dominated LIRGs and ULIRGs is high, of order $``$ 70 – 80% (Rupke et al. 2002, 2003 in prep.). The outflow velocities reach values in excess of 1700 km s-1 (even more extreme velocities are found in some AGN-dominated ULIRGs; e.g., Mrk 231; Rupke et al. 2002).

A simple model of a mass-conserving free wind (details of the model are given in Rupke et al. 2002) is used to infer mass outflow rates in the range $`\dot{M}_{\mathrm{tot}}`$(H)$`=\mathrm{f}ew120`$ for galaxies hosting a wind. These values of $`\dot{M}_{\mathrm{tot}}`$, normalized to the corresponding global star formation rates inferred from infrared luminosities, are in the range $`\eta \dot{M}_{\mathrm{tot}}/\mathrm{SFR}=0.011`$. The parameter $`\eta `$, often called the “mass entrainment efficiency” or “reheating efficiency” shows no dependence on the mass of the host (parameterized by host galaxy kinematics and absolute $`R`$\- and $`K^{}`$-band magnitudes), but there is a possible tendency for $`\eta `$ to decrease with increasing infrared luminosities (i.e. star formation rates). The large molecular gas content in ULIRGs may impede the formation of large-scale winds and reduce $`\eta `$ in these objects. A lower thermalization efficiency (i.e. higher radiative efficiency) in these dense gas-rich systems may also help explain the lower $`\eta `$ (Rupke et al. 2003, in prep.).

### 2.4. Lyman Break Galaxies

Evidence for galactic winds has now been found in a number of z $``$ 3 – 5 galaxies, including an important fraction of Lyman break galaxies (LBGs; e.g., Franx et al. 1997; Pettini et al. 2000, 2002; Frye, Broadhurst, & Benitez 2002; Dawson et al. 2002; Ajiki et al. 2002; Adelberger et al. 2003; Shapley et al. 2003). The best studied wind at high redshift is that of the gravitationally lensed LBG MS 1512-cB58 (Pettini et al. 2000, 2002). An outflow velocity of $``$ 255 km s-1 is derived in this object, based on the positions of the low-ionization absorption lines relative to the rest-frame optical emission lines (Ly$`\alpha `$ is to be avoided for this purpose since resonant scattering and selective dust absorption of the Ly$`\alpha `$ photons may severely distort the profile of this line; e.g., Tenorio-Tagle et al. 1999). The mass-conserving free wind model of Rupke et al. (2002) applied to MS 1512-cB58 (for consistency) results in a mass outflow rate of $``$ 20 $`M_{}`$ yr-1, equivalent to about 50% the star formation rate of this galaxy based on the dust-corrected UV continuum level. Similar outflow velocities are derived in other LBGs (Pettini et al. 2001). The possibly strong impact of these LBG winds on the environment at high $`z`$ is discussed in the next section (§3.2).

## 3. Impact of Galactic Winds on the Environment

Due to space limitations, it is not possible to discuss in detail the profound influence of galactic winds on galaxy formation and evolution and on the properties of the intergalactic medium. This section reviews a few key results on the heating and enrichment of the ISM and IGM, and describe new optical constraints on the size of the zone of influence of galactic winds.

### 3.1. Heating and Enrichment of the ISM and IGM

Hot Metal-Enriched Gas in Starburst-Driven Winds. Nuclear starbursts inject both mechanical energy and metals in the centers of galaxies. This hot, chemically-enriched material is eventually deposited on the outskirts of the host galaxies, and contributes to the heating and metal enrichment of galaxy halos and the IGM. Surprisingly little evidence exists for the presence of this enriched wind fluid. This is due to the fact that the wind fluid is tenuous and hot and therefore very hard to detect in the X-rays. The current best evidence for the existence of the wind fluid is found in M 82 (Griffiths et al. 2000; Stevens et al. 2003), NGC 1569 (Martin, Kobulnicky, & Heckman 2002), and possibly the Milky Way (e.g., Koyama et al. 1989; Yamauchi et al. 1990). The ratio of alpha elements to iron appears to be slightly super-solar in the winds of both NGC 1569 and M 82, as expected if the stellar ejecta from SNe II are providing some, but not all of the wind fluid.

Selective Loss of Metals in Starburst-Driven Winds.  The outflow velocities in starburst-dominated LIRGs and ULIRGs do not appear to be correlated with the rotation velocity (or equivalently, the escape velocity) of the host galaxy, implying selective loss of metal-enriched gas from shallower potentials (Heckman et al. 2000; Rupke et al. 2002). If confirmed over a broader range of galaxy masses (e.g., Martin 1999; but see Martin 2003 and Rupke et al. 2003, in prep.), this result may help explain the mass-metallicity relation and radial metallicity gradients in elliptical galaxies and galaxy bulges and disks (e.g., Bender, Burstein, & Faber 1993; Franx & Illingworth 1990; Carollo & Danziger 1994; Zaritsky et al. 1994; Trager et al. 1998). The ejected gas may also contribute to the heating and chemical enrichment of the ICM in galaxy clusters (e.g., Dupke & Arnaud 2001; Finoguenov et al. 2002, and references therein).

Heating by AGN-Driven Outflows.  The large “cavities” in the X-ray surface brightness of several cooling flow clusters with radio-loud cD galaxies (e.g., Böhringer et al. 1993; Fabian et al. 2000; McNamara et al. 2000, 2001; David et al. 2001; Heinz et al. 2002) point to the direct influence of AGN-driven outflows on the ICM. The hot/relativistic buoyant gas injected into the ICM by the AGN reduces and perhaps even quenches the mass accretion rates associated with the cooling flows, possibly through thermal conduction or “effervescent” heating (e.g., Quilis, Bower, & Balogh 2001; Churazov et al. 2002; Ruszkowski & Begelman 2003; see Kim & Narayan 2003, however).

Dust Outflows. Galactic winds also act as conveyor belts for the dust in the hosts. The evidence for a large-scale dusty outflow in our own Galaxy has already been mentioned in §2.1 (Bland-Hawthorn & Cohen 2003). Far-infrared maps of external galaxies with known galactic winds show extended dust emission along the galaxy minor axis, suggestive of dust entrainment in the outflow (e.g., Hughes, Gear, & Robson 1994; Alton et al. 1998, 1999; Radovich, Kahanpää, & Lemke 2001). Direct evidence is also found at optical wavelengths in the form of elevated dust filaments in a few galaxies (e.g., NGC 1808, Phillips 1993; NGC 3079, Cecil et al. 2001). A strong correlation between color excesses, $`E(BV)`$, and the equivalent widths of the blueshifted low-ionization lines in star-forming galaxies at low (e.g., Armus, Heckman, & Miley 1989; Veilleux et al. 1995; Heckman et al. 2000; Rupke et al. 2003) and moderate-to-high redshifts (e.g., Rupke et al. 2003; Shapley et al. 2003) provides additional support for the prevalence of dust outflows. Assuming a Galactic dust-to-gas ratio, Heckman et al. (2000) estimate that the dust outflow rate is about 1% of the total mass outflow rate in LIRGs. Dust ejected from galaxies may help feed the reservoir of intergalactic dust (e.g., Coma cluster; Stickel et al. 1998; note, however, that tidal and ram-pressure stripping may be more efficient than winds at carrying dust into the ICM; see contribution by Stickel at this conference).

### 3.2. Zone of Influence of Winds

The impact of galactic winds on the host galaxies and the environment depends sensitively on the size of the “zone of influence” of these winds, i.e. the region affected either directly (e.g., heating, metals) or indirectly (e.g., ionizing radiation) by these winds. But the true extent of galactic winds is often difficult to determine in practice due to the steeply declining density profile of both the wind material and the host ISM. The zone of influence of galactic winds is therefore often estimated using indirect means which rely on a number of assumptions.

A popular method is to use the measured velocity of the outflow and compare it with the local escape velocity derived from some model for the gravitational potential of the host galaxy. If the measured outflow velocity exceeds the predicted escape velocity and if the halo drag is negligible, then the outflowing material is presumed to escape the host galaxy and be deposited in the IGM on scales $`>`$ 50 – 100 kpc (see, e.g., Rupke et al. 2002 for an application of this method). Another method is to rely on the expected terminal velocity of an adiabatic wind at the measured X-ray temperature $`T_X`$ \[$`v_X(5KT_X/\mu )^{0.5}`$, where $`\mu `$ is the mean mass per particle\] to provide a lower limit to the velocity of the wind fluid (this is a lower limit because it only takes into account the thermal energy of this gas and neglects any bulk motion; e.g., Chevalier & Clegg 1985; Martin 1999; Heckman et al. 2000). Both of these methods make the important assumption that halo drag is negligible. Silich & Tenorio-Tagle (2001) have argued that halo drag may severely limit the extent of the wind and the escape fraction. Drag by a dense halo or a complex of tidal debris may be particularly important in ULIRGs if they are created by galaxy interactions (e.g., Veilleux, Kim, & Sanders 2002b).

The large uncertainties on these indirect estimates of the zone of influence of galactic winds emphasize the need for more direct measurements; these are discussed next.

Deep Multiwavelength Maps of Local Galaxies. The fundamental limitation in directly measuring the zone of influence of winds is the sensitivity of the instruments. Fortunately, $`CXO`$ and $`XMM`$-Newton now provide powerful tools to better constrain the extent of the hot medium (e.g., M 82, Stevens et al. 2003; NGC 3079, Cecil et al. 2002; NGC 6240, Komossa et al. 2003; Veilleux et al. 2003; NGC 1511, Dahlem et 2003). The reader should refer to the contribution of M. Ehle at this conference for a summary of recent X-ray results (see also Strickland et al. 2003 and references therein). Technological advancements have also allowed to detect galactic winds on very large scales at radio wavelengths (e.g., Irwin & Saikia 2003). A discussion of these results is beyond the scope of this short review.

The present discussion focusses on optical constraints derived from the detection of warm ionized gas on the outskirts of wind hosts. Progress in this area of research has been possible thanks to advances in the fabrication of low-order Fabry-Perot etalons which are used as tunable filters to provide monochromatic images over a large fraction of the field of view of the imager. The central wavelength (3500 Å – 1.0 $`\mu `$m) is tuned to the emission-line feature of interest and the bandwidth (10 – 100 Å) is chosen to minimize the sky background. The data acquisition methods used to reach very faint flux limits are discussed in Veilleux (2003) and references therein, and are not repeated here. The Taurus Tunable Filter (TTF; Bland-Hawthorn & Jones 1998; Bland-Hawthorn & Kedziora-Chudczer 2003) has been used on the AAT and WHT to produce emission-line images of several “quiescent” disk galaxies (Miller & Veilleux 2003a) and a few starburst galaxies (Veilleux et al. 2003) down to unprecedented emission-line flux levels.

Gaseous complexes or filaments larger than $``$ 20 kpc have been discovered or confirmed in a number of wind hosts (e.g., NGC 1482 and NGC 6240; the presence of warm ionized gas at $``$ 12 kpc from the center of M 82 was discussed in §2.2). Multi-line imaging and long-slit spectroscopy of the gas found on large scale reveal line ratios which are generally not H II region-like. Shocks often contribute significantly to the ionization of the outflowing gas on the outskirts of starburst galaxies. As expected from shock models (e.g., Dopita & Sutherland 1995), the importance of shocks over photoionization by OB stars appears to scale with the velocity of the outflowing gas (e.g., NGC 1482, or ESO484-G036 versus NGC 1705; NGC 3079 is an extreme example of a shock-excited wind nebula; Veilleux et al. 1994), although other factors like the starburst age, star formation rate, and the dynamical state of the outflowing structure (e.g., pre- or post-blowout) must also be important in determining the excitation properties of the gas at these large radii (e.g., Shopbell & Bland-Hawthorn 1998 and Veilleux & Rupke 2002). In the cases of AGN-driven winds, the hard radiation from the central source sometimes produces highly ionized winds and/or large-scale ionization cones (e.g., NGC 1068, NGC 1365 and NGC 4388; Veilleux et al. 2003).

Lyman Break Galaxies. Large absorption-line data sets collected on high-$`z`$ galaxies provide new constraints on the zone of influence of winds in the early universe. Adelberger et al. (2003) have recently presented tantalizing evidence for a deficit of neutral hydrogen clouds within a comoving radius of $``$ 0.5 $`h^1`$ Mpc from $`z3`$ LBGs. The uncertainties are large and the results are significant at less than the $``$ 2$`\sigma `$ level. Adelberger et al. (2003) argue that this deficit, if real, is unlikely to be due solely to the ionizing radiation from LBGs (e.g., Steidel et al. 2001; Giallongo et al. 2002). They favor a scenario in which the winds in LBGs directly influence the surrounding IGM. They also argue that the excess of absorption-line systems with large CIV column densities near LBGs is evidence for chemical enrichment of the IGM by the LBG winds.

## 4. Future Avenues of Research

Although great strides have been made over the last decade in understanding the physics and impact of galactic winds in the local and distant universe, much work remains to be done to be able to quantify the overall role of these winds on the formation and evolution of galaxy-sized structures. Absorption-line studies of bright background galaxies (e.g., high-$`z`$ quasars, LBGs) have proven to be a very powerful tool to constrain the zone of influence of galactic winds at large redshifts. The next generation of instruments on $`HST`$ will provide the capabilities to extend the sample to a larger set of wind galaxies. $`CXO`$ and $`XMM`$-Newton will continue their harvest of high-quality data on the hot medium in galactic winds, and within five years a new generation of radio telescopes (e.g., $`EVLA`$, $`SKA`$, $`CARMA`$, $`ALMA`$) will probe the hot relativistic component of galactic winds better than ever before and provide the sensitivity to better quantify the role of the molecular gas in the dynamics of local winds. This component may be particularly important in determining the overall thermalization efficiency of galactic winds, or the percentage of the mechanical energy from the starburst or AGN that goes into heating the gas and driving the outflow; this quantity is currently very poorly constrained. The advent of tunable filters on 8-meter class telescopes \[e.g., OSIRIS on the GranTeCan (Cepa et al. 2000) and the Maryland-Magellan Tunable Filter on the Baade 6.5-m telescope\] should improve the sensitivity of optical wind surveys at least tenfold. Measurements with this second generation of tunable filters will provide direct quantitative constraints on the gaseous cross-section of active and star-forming galaxies, and the importance of mass exchange between galaxies and their environment. These powerful instruments will be ideally suited to search for galaxies with starburst-driven winds, exploiting the contrast in the excitation properties of the wind component and the star-forming disk (Veilleux & Rupke 2002).

#### Acknowledgments.

Special thanks to P.-A. Duc for organizing an excellent conference. Some of the results presented in this paper are part of a long-term effort involving many collaborators, including J. Bland-Hawthorn, G. Cecil, P. L. Shopbell, and R. B. Tully and Maryland graduate students S. T. Miller and D. S. Rupke. This article was written while the author was on sabbatical at the California Institute of Technology and the Observatories of the Carnegie Institution of Washington; the author thanks both of these institutions for their hospitality. The author acknowledges partial support of this research by a Cottrell Scholarship awarded by the Research Corporation, NASA/LTSA grant NAG 56547, and NSF/CAREER grant AST-9874973.

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# The Luminosity Function of PNe with different morphology

## 1. The samples

The MCs sample (51 objects) has been selected choosing PNe whose morphology was studied with the HST by Stanghellini et al. (1999, 2002a) and Shaw et al. (2001). Their chemical abundances and relative fluxes have been obtained from the work of Leisy & Dennefeld (2003), and the absolute fluxes from Jacoby et al. (1990).
We have analyzed two Galactic samples as well. We have obtained their morphological classification from Corradi & Schwarz (1995) and Stanghellini et al. (2002b). The first sample is composed by PNe whose data are available in the ESO-Strasbourg Catalogue (Acker et al. 1992), while the second one consists of objects in common between PNe whose chemical abundances have been re-determined by Perinotto et al. (2003) and PNe whose distances have been recently obtained by Phillips (2002). We consider the distances of the second sample to be more uniform and accurate.

## 2. The Planetary Nebulae Luminosity Function

We have investigated the dependence of the PNe luminosity function on their morphology in order to study which kind of PN has the highest probability to be observed in a far galaxy where only the brightest part of the luminosity function can be detected.

In Fig. 1 and Fig. 2 we present the \[O iii\] 5007Å luminosity function of the MCs and Galactic PNe respectively, built distinguishing among different morphological types.
From these figures, we have noted that the PNLF bright cutoff is dominated by elliptical and round PNe both in the the MCs and in the Milky Way. Elliptical PNe with bipolar cores (a class defined by Stanghellini et al. 1999, but for which it is not clear whether they really constitute an independent physical class of PNe) appear to have the same maximum \[O iii\] luminosity as normal ellipticals and rounds.

We have noted that in the Galaxy and in the MCs, bipolar PNe are generally less bright (in the \[O iii\]5007Å line) then other morphological types. This behaviour can be interpreted considering that bipolar PNe are generally associated with more massive progenitors (cf. Corradi & Schwarz 1995). In fact, according to stellar evolution models, after ejection of the envelope at the tip of AGB the stellar core evolves to higher temperatures and subsequently turns down in the H-R diagram moving more slowly toward the white dwarf area. Higher core masses, which come from higher initial stellar masses, have larger initial luminosities and reach greater temperatures, but also have faster evolutions. Consequently they are expected to be found on average at higher temperatures but not at higher luminosities than lower mass objects (cf. Méndez et al. 1993).

## 3. Chemical Abundances

The determination of chemical abundances in a far galaxy from the information contained in spectra of PNe are generally obtained observing the brightest objects. We have examined the chemical abundances of PNe with different morphological types vs mag \[O iii\] in LMC (the sample of SMC PNe was too limited) and in the Galaxy to test for possible biases in measuring abundances from the brightest PNe (see Fig. 3a-b). In fact, as said in the previous section, the brightest PNe usually belong to elliptical or round (with or without internal bipolar structures) morphological classes. Note also that, in any classes of PNe, the chemical abundances of the element which were not altered during their evolution, i.e. Ne, Ar, S, represent the chemistry of the interstellar medium of the host galaxy at various times.

In Fig. 3a-b we looked at the chemical behaviour of O and N in the LMC and in the Galaxy. In the LMC PNe we notice that the behaviour of these chemical abundances vs \[O iii\] luminosity is quite similar for elliptical and round PNe with and without bipolar core (triangles and empty squares). The bipolar morphological class (filled squares) is represented almost by type I PNe (cf. Perinotto & Corradi 1998), which are overabundant in nitrogen and helium with respect to ellipticals. An increasing trend of the S, Ar, Ne, and O vs \[O iii\] magnitude is seen (see Fig.3a for O) in the bipolar sample. This might be due to the shorter life of the younger and more massive progenitors which reach quickly lower luminosities and come from a more enriched interstellar medium.

In the sample of Galactic PNe (with chemical abundances from Perinotto et al. 2003 and distances from Phillips 2002, Fig. 3b for O and N) we also note that bipolar PNe are on average overabundant in N and He. For the considered sample of Galactic PNe, no evident trend of chemical abundance vs \[O iii\] luminosity is seen. Here, however, the uncertainties on distances which affect the \[O iii\] luminosity are larger than those in the LMC sample. In addition, Galactic gradients of the chemical abundances spread the data over a large range.

In both cases, LMC and Galaxy, we conclude that the chemical abundances derived from the brightest PNe are representative of the total PNe population. In fact, no strong changes of chemical abundances with \[O iii\] luminosity are seen, except for the well-known overabundance of N and He in bipolar PNe.

## References

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Perinotto, M., Morbidelli, L. & Scatarzi, A., 2003, MNRAS in press

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Stanghellini, L., Shaw, R. A., Mutchler, M. et al., 2002a, ApJ, 575, 178

Stanghellini, L., Villaver, E., Manchado, A. & Guerrero, M., 2002b, ApJ, 576, 285


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# Improved measurement of the branching ratio of 𝑱/𝝍→𝑲_𝑺^𝟎𝑲_𝑳^𝟎

## I Introduction

### I.1 Decays of $`𝑱\mathbf{/}𝝍\mathbf{}𝑲_𝑺^\mathrm{𝟎}𝑲_𝑳^\mathrm{𝟎}`$

The decays of the $`J/\psi `$ into light hadronic final states can proceed via either three-gluon or one-photon annihilations, and it has been determined that the phases of these amplitudes are nearly orthogonal in many two-body exclusive decays, such as Vector-Pseudoscalar (VP), Vector-Vector (VV), Pseudoscalar-Pseudoscalar (PP) and Nucleon anti-Nucleon (N$`\overline{\text{N}}`$suzuki ; dm2exp ; mk3exp ; a00 ; a11 ; ann . For the PP phase analysis, the $`\pi ^+\pi ^{}`$, $`K^+K^{}`$, and $`K_S^0K_L^0`$ decay branching ratios are required haber ; a00 ; a11 . The available $`J/\psi K_S^0K_L^0`$ branching ratios come from DMII dm2exp  and MARKIII mk3pp ; these measurements have relative errors of about 18%. Here we report a measurement of the $`K_S^0K_L^0`$ decay branching fraction using the $`J/\psi `$ data sample collected with the Beijing Spectrometer (BESII) at the Beijing Electron-Positron Collider (BEPC).

Furthermore, there is a prediction of the relation between $`J/\psi `$ and $`\psi (2S)`$ decay branching ratios to the same hadronic final state ($`h`$applequist ; franklin , that is

$$Q_h=\frac{(\psi (2S)h)}{(J/\psi h)}=\frac{(\psi (2S)e^+e^{})}{(J/\psi e^+e^{})}12\%.$$

While some channels obey the so called “12% rule”, others violate this rule very badly franklin ; wangwf . Thus it is interesting to test this rule for $`K_S^0K_L^0`$ decay, which can only be produced through SU(3) symmetry-breaking, strong decays of these charmonium states.

### I.2 The experiment

The data used for this analysis are taken with the BESII detector at the BEPC storage ring at a center-of-mass energy corresponding to $`M_{J/\psi }`$. The data sample corresponds to a total of $`57.7(1\pm 4.7\%)\times 10^6`$ $`J/\psi `$ decays, as determined from inclusive 4-prong hadrons fangss .

BES is a conventional solenoidal magnet detector that is described in detail in Ref. bes ; BESII is the upgraded version of the BES detector bes2 . A 12-layer vertex chamber (VC) surrounding the beam pipe provides trigger information. A forty-layer main drift chamber (MDC), located radially outside the VC, provides trajectory and energy loss ($`dE/dx`$) information for charged tracks over $`85\%`$ of the total solid angle. The momentum resolution is $`\sigma _p/p=0.017\sqrt{1+p^2}`$ ($`p`$ in $`\text{GeV}/c`$), and the $`dE/dx`$ resolution for hadron tracks is $`8\%`$. An array of 48 scintillation counters surrounding the MDC measures the time-of-flight (TOF) of charged tracks with a resolution of $`200`$ ps for hadrons. Radially outside the TOF system is a 12 radiation length, lead-gas barrel shower counter (BSC). This measures the energies of electrons and photons over $`80\%`$ of the total solid angle with an energy resolution of $`\sigma _E/E=22\%/\sqrt{E}`$ ($`E`$ in GeV). Outside of the solenoidal coil, which provides a 0.4 Tesla magnetic field over the tracking volume, is an iron flux return that is instrumented with three double layers of counters that identify muons of momentum greater than 0.5 GeV/$`c`$.

### I.3 Monte Carlo

A Monte Carlo simulation is used for the determinations of the mass resolution and detection efficiency. This program (SIMBES), which is Geant3 based, simulates the detector response, including the interactions of secondary particles with the detector material. Reasonable agreement between data and Monte Carlo simulation has been observed in various channels tested, including $`e^+e^{}(\gamma )e^+e^{}`$, $`e^+e^{}(\gamma )\mu ^+\mu ^{}`$, $`J/\psi p\overline{p}`$ and $`\psi (2S)\pi ^+\pi ^{}J/\psi ,J/\psi \mathrm{}^+\mathrm{}^{}`$ $`(\mathrm{}=e,\mu )`$.

For the signal channel, $`J/\psi K_S^0K_L^0`$, the angular distribution of the $`K_S^0`$ or $`K_L^0`$ is generated as $`\mathrm{sin}^2\theta `$, where $`\theta `$ is the polar angle in the laboratory system. The $`K_L^0`$ is allowed to decay and to interact with the detector material, and for the $`K_S^0`$, only $`K_S^0\pi ^+\pi ^{}`$ is generated. For this study, 50,000 events are generated. A Monte Carlo sample with 30 M inclusive $`J/\psi `$ decays generated with Lundcharm lundcharm  is used for background estimation.

## II Event selection

For the decay channel of interest, the candidate events must satisfy the following selection criteria:

1. Two charged tracks with net charge zero are required.
2. Each track should satisfy $`|\mathrm{cos}\theta |<0.80`$, where $`\theta `$ is the polar angle in the MDC, and have a good helix fit so that the error matrix from track fitting is available for secondary vertex finding.
3. To remove backgrounds mainly from $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$, $`E_\gamma ^{lft}<0.1`$ GeV is required, where $`E_\gamma ^{lft}`$ is the sum of the energies of the photon candidates outside a cone about the direction of the $`K_L^0`$ ($`\mathrm{cos}\theta <0.95`$). A neutral cluster is considered to be a photon candidate when the angle between the nearest charged track and the cluster in the $`xy`$ plane is greater than $`15^{}`$, the first energy deposit is in the beginning 6 radiation lengths, and the angle between the cluster development direction in the BSC and the photon emission direction in the $`xy`$ plane is less than $`37^{}`$.

The two tracks are assumed to be $`\pi ^+`$ and $`\pi ^{}`$. To find the intersection of the two tracks near the interaction point, an iterative, nonlinear least squares technique is used wangzhe . The intersection is taken as the $`K_S^0`$ vertex, and the momentum of the $`K_S^0`$ is calculated at this point. Figure 1 shows a scatter plot of the $`\pi ^+\pi ^{}`$ invariant mass versus the decay length in the transverse plane ($`L_{xy}`$) for events that satisfy the above selection criteria and have a $`K_S^0`$ momentum between 1.45 and 1.50 GeV/$`c`$. The cluster of events with mass consistent with the nominal $`K_S^0`$ mass and with a long decay length indicates a clear $`K_S^0`$ signal.

Figure 2 shows the $`\pi ^+\pi ^{}`$ invariant mass distributions of both data and Monte Carlo simulation. A fit with a Gaussian and a second order polynomial background gives a $`K_S^0`$ mass of $`(499.3\pm 0.2)\text{MeV}/c^2`$ and mass resolution of $`(6.5\pm 0.2)\text{MeV}/c^2`$ for data, while the corresponding numbers are $`(499.0\pm 0.1)\text{MeV}/c^2`$ and $`(6.04\pm 0.05)\text{MeV}/c^2`$ for Monte Carlo simulation. The masses for data and Monte Carlo simulation agree well, although both of them deviate from the world average mass $`(497.672\pm 0.031)\text{MeV}/c^2`$ pdg . The mass resolution from Monte Carlo simulation is smaller than that of data.

Figure 3 shows the comparison of the $`K_S^0`$ decay length distributions between data and Monte Carlo simulation after normalizing the Monte Carlo data to the number of events with $`2<L_{xy}<10`$ cm. The discrepancy below 1 cm indicates the still remaining non-$`K_S^0`$ background events in the sample. The difference at $`L_{xy}>11`$ cm will be discussed later.

After requiring $`L_{xy}>1`$ cm and the $`\pi ^+\pi ^{}`$ mass within twice the mass resolution around the nominal $`K_S^0`$ mass and removing the $`\gamma `$ conversion background (described later), the $`K_S^0`$ momentum distribution is shown in Figure 4. In the plot, there is a clear peak around 1.46 GeV/$`c`$ corresponding to $`J/\psi K_S^0K_L^0`$ decays, and another peak around 1.37 GeV/$`c`$ corresponding to $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$. The background, as estimated from the $`K_S^0`$ mass side bands (three sigma away from the $`K_S^0`$ nominal mass on both sides), can explain the contribution in the high momentum region, while in the lower momentum region, there are additional backgrounds due to other channels with $`K_S^0`$ production.

The secondary vertex requirement and invariant mass cut are very effective in reducing backgrounds from non-$`K_S^0`$ events. However since there is no particle identification requirement for the tracks used, there is contamination from $`e^+e^{}\gamma \gamma `$ where one photon converts into an $`e^+e^{}`$ pair which passes the above selection criteria. This background can be seen in Figure 5, where the total BSC energy versus the total momentum of the charged tracks is shown. The events with high total momentum and large BSC energies in the upper right corner of the figure are due to this gamma conversion background.

Figure 6 shows a scatter plot of the total BSC energy versus the total $`XSE`$ (difference from the expected $`dE/dx`$ for the electron hypothesis divided by the $`dE/dx`$ resolution) of the two charged tracks for events with $`K_S^0`$ momentum larger than 1.45 GeV/$`c`$ for both data and Monte Carlo simulation. It can be seen that requiring a total BSC energy greater than 1.0 GeV and total $`XSE`$ greater than $`4`$ will select almost all the gamma conversion background, while the efficiency of this cut for the signal is very high (about 99.0% according to Monte Carlo simulation).

Figure 7 shows the distributions of events identified as gamma conversions for data and Monte Carlo simulated signal events. There is no indication of signal in the expected momentum region for $`J/\psi K_S^0K_L^0`$ events.

The $`\gamma `$ conversion events can also be removed by cutting on the the opening angle between the two charged tracks; a requirement that the opening angle be larger than $`20^{}`$ removes about the same fraction of background events with about the same efficiency for signal events as the cuts used above. This indicates the reliability of the cuts used for gamma conversion rejection.

Since there is no photon production in $`K_S^0K_L^0`$ events, one expects no photons reconstructed in the candidate events. However the $`K_L^0`$ may decay in the detector, and the decay products or hadronic interactions of the $`K_L^0`$ with the detector material can produce clusters in the shower counter. As a check, we required the number of photon candidates in the event to be zero (about 45% of $`K_S^0K_L^0`$ events satisfy this cut according to Monte Carlo simulation). Figure 8 shows the $`K_S^0`$ momentum distribution after this cut. It is clear that the background level, including the peak corresponding to $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$, is greatly reduced, while the peak at high momentum is lowered by about a factor of two as expected from Monte Carlo simulation.

## III Backgrounds

### III.1 Continuum background

$`K_S^0K_L^0`$ production via virtual photon annihilation is forbidden under SU(3) symmetry. This is checked by applying the same selection criteria to the data sample taken below the $`J/\psi `$ peak, at $`\sqrt{s}=3.0`$ GeV. This data was taken during the $`J/\psi `$ data taking, and the integrated luminosity is measured to be $`=0.7\text{pb}^1`$.

The $`K_S^0`$ momentum spectrum of the selected events is shown in Figure 9; the events in the signal region agree well with the expectation from the $`K_S^0`$ mass sidebands. As a conservative estimation, we take all the events with momentum within two standard deviation from the central value predicted by the Monte Carlo as signal to set the upper limit on the production cross section. For the two observed $`e^+e^{}K_S^0K_L^0`$ candidates, the upper limit on the cross section at the 90% C. L. is

$$\sigma <35\text{pb}.$$

The integrated luminosity of the $`J/\psi `$ data sample is estimated to be around 17.8 pb<sup>-1</sup> fangss , approximately 25 times as large as the continuum sample. Since the efficiencies for detecting $`K_S^0K_L^0`$ at the $`J/\psi `$ and at $`\sqrt{s}=3.0`$ GeV are about the same, we estimate the continuum contribution of $`K_S^0K_L^0`$ at the $`J/\psi `$ to be at most 50 events, which is small compared to the number of events observed at the $`J/\psi `$ (more than 2000). Since the lack of evidence for $`K_S^0K_L^0`$ production from the continuum agrees well with the SU(3) symmetry prediction, this contribution is neglected in the following analysis.

### III.2 Backgrounds from inclusive $`J/\psi `$ decays

Figure 10 shows the $`K_S^0`$ momentum spectrum obtained for the inclusive Monte Carlo events after all cuts and after normalizing to the total number of $`J/\psi `$ events. It can be seen that there are also two peaks at the expected positions for $`\overline{K}^{}(892)^0K^0+c.c.`$ and $`K_S^0K_L^0`$ as has been observed with data. The Monte Carlo simulation reproduces the shape of the peaks, but is lower than the data. This indicates the branching ratios used in the Monte Carlo simulation are too low. The branching fraction of $`J/\psi K_S^0K_L^0`$ in the generator is $`7.8\times 10^5`$, and that of $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$ is $`5.08\times 10^3`$.

The main background in the intermediate $`K_S^0`$ momentum region is due to $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$ where the $`K^0`$ decays into $`K^0`$ and a $`\pi ^0`$, and one $`K^0`$ becomes a $`K_S^0`$ and the other becomes a $`K_L^0`$. Another potential background is due to $`J/\psi \rho ^0\pi ^0`$, which has a large branching ratio, but this background is included in the $`K_S^0`$ side band events. The background from $`J/\psi \gamma \eta _c`$, with $`\eta _c`$ decaying into final states containing a $`K_S^0`$ can also contaminate the signal, but this background is small because $`\eta _c`$ production is two orders of magnitude lower than $`J/\psi `$.

Figure 4 shows the $`K_S^0`$ momentum distribution for the background channels with the input branching fraction of $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$ taken to be $`(5.2\pm 0.5)\times 10^3`$, obtained from a preliminary analysis of the same data sample, together with the contribution from the $`K_S^0`$ mass side band events. The agreement between the background estimation and data is good below the $`K_S^0K_L^0`$ peak, indicating the estimation of the background under the $`K_S^0K_L^0`$ peak is reliable. The discrepancy at lower momentum indicates backgrounds from other channels (like $`J/\psi K^{}(892)^0\overline{K_0^{}}(1430)^0+c.c.`$, $`J/\psi K^{}(892)^0\overline{K_2^{}}(1430)^0+c.c.`$, etc.), which are not generated in this comparison, are important, but they do not affect the results in the signal region.

## IV Fit of the momentum spectrum

The $`K_S^0`$ momentum spectrum of the selected events is fitted from 1.37 to 1.60 GeV/$`c`$ with a Gaussian distribution for the signal, a constant term for the non-$`K_S^0`$ background, and an exponential term for the background from $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$ using an unbinned maximum likelihood method. The fit results are shown in Figure 4; the backgrounds from the $`K_S^0`$ mass side bands and the $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$ background, also shown, agrees well with the fitted background. The fitted $`K_S^0`$ momentum peak is at $`(1466.2\pm 0.7)`$ MeV/$`c`$, which agrees well with the expectation of $`1466.3`$ MeV/$`c`$. The fitted momentum resolution is $`(25.2\pm 0.7)`$ MeV/$`c`$, which is in good agreement with that of the Monte Carlo simulation, $`(24.4\pm 0.2)`$ MeV/$`c`$. The fit yields $`2155\pm 45`$ events, and the efficiency for detecting $`J/\psi K_S^0K_L^0`$, with $`K_S^0\pi ^+\pi ^{}`$ is $`(38.69\pm 0.23)\%`$ from the Monte Carlo simulation.

## V Efficiency corrections and systematic errors

The systematic error in the branching ratio measurement comes from uncertainties in the efficiencies of the photon energy cut, secondary vertex finding, MDC tracking, and the trigger; the branching ratios used; the number of $`J/\psi `$ events; the $`K_S^0`$ mass cut; the angular distributions; etc.

### V.1 Photon energy cut

According to the Monte Carlo simulation, the $`E_\gamma ^{lft}`$ cut has an efficiency of 93.6% for $`J/\psi K_S^0K_L^0`$ events, while many backgrounds are removed. The energy is produced in signal events by the decays and hadronic interactions of the $`K_L^0`$ with the detector material; the simulation of this effect depends strongly on the detector simulation software. This is checked with the $`J/\psi K_S^0K_L^0`$ signal, requiring the $`K_S^0`$ momentum greater than 1.45 GeV/$`c`$ and less than 1.50 GeV/$`c`$. This cut removes almost all the contamination from $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$. The $`E_\gamma ^{lft}`$ distributions of both data and Monte Carlo simulation, which agree well, are shown in Figure 11. The efficiency for data is found to be $`(99.4\pm 0.7)\%`$ of that for Monte Carlo simulation. No correction to the final efficiency is performed, and 1.5% is taken as the systematic error of this cut.

### V.2 Secondary vertex finding

The efficiency of the secondary vertex finding algorithm has been checked using $`J/\psi \overline{K}^{}(892)^0K^0+c.c.`$ events, where the $`K_S^0`$ has a momentum around 1.37 GeV/$`c`$, and $`J/\psi \overline{K}^{}(892)^{}K^++c.c.`$ events, where the $`K_S^0`$ momentum is between 0.4 and 1.4 GeV/$`c`$. The study shows that the Monte Carlo simulates data (with $`L_{xy}>1.0`$ cm) fairly well. Figure 12 shows the ratio of the $`K_S^0`$ reconstruction efficiencies of data and Monte Carlo simulation as a function of the $`K_S^0`$ momentum. Fitting the points with a second order polynomial and extrapolating to the $`K_S^0`$ momentum for $`J/\psi K_S^0K_L^0`$ a correction factor to the efficiency from the Monte Carlo simulation can be obtained.

The polar angle dependence of the $`K_S^0`$ reconstruction efficiency has also been studied with the above sample. Figure 13 shows the ratio between the $`K_S^0`$ reconstruction efficiencies of data and Monte Carlo simulation as a function of the cosine of the $`K_S^0`$ polar angle. Reweighting the efficiency by the expected angular distribution of the $`K_S^0`$ in $`J/\psi K_S^0K_L^0`$ another correction factor to the efficiency determined by the Monte Carlo simulation can be obtained.

Combining the above two effects, a correction of $`(96.4\pm 3.1)\%`$ to the Monte Carlo efficiency is obtained. The error, comes from the extrapolation and the limited statistics of the samples used, will be taken as the systematic error of the secondary vertex finding.

### V.3 MDC tracking

The MDC tracking efficiency has been measured using channels like $`J/\psi \mathrm{\Lambda }\overline{\mathrm{\Lambda }}`$ and $`\psi (2S)\pi ^+\pi ^{}J/\psi `$, $`J/\psi \mu ^+\mu ^{}`$. It is found that the efficiency of the Monte Carlo simulation agrees with that of data within 1-2% per charged track. Therefore 4% will be taken as the systematic error on the tracking efficiency for the channel of interest. When the $`\pi `$ momentum spectrum of the selected $`J/\psi K_S^0K_L^0`$ events is compared with that of the Monte Carlo simulation, good agreement between data and Monte Carlo simulation is observed in the full momentum range.

### V.4 Trigger efficiency

The trigger condition which strongly affects the $`K_S^0K_L^0`$ efficiency is the requirement of hits in the Vertex Chamber zhaodx , since for the $`K_S^0`$ of interest, the momentum is high (1.466 GeV/$`c`$ for $`J/\psi K_S^0K_L^0`$) and the decay length $`\gamma \beta c\tau `$, is 7.9 cm, while the outer radius of the VC is 13.5 cm. Figure 3 shows the $`K_S^0`$ decay length in the $`xy`$-plane of $`J/\psi K_S^0K_L^0`$ decays. There is a sudden drop of efficiency at around $`L_{xy}=1112`$ cm for data, which is not seen with the Monte Carlo sample, since no trigger simulation is included in the current version of the Monte Carlo. Normalizing the Monte Carlo events to the data with $`L_{xy}`$ between 1 cm and 10 cm and comparing the number of events for all $`L_{xy}`$ with the Monte Carlo, yields a correction factor of $`(80.1\pm 0.8)\%`$ to the Monte Carlo efficiency for $`J/\psi K_S^0K_L^0`$.

### V.5 Angular distribution

Figure 14 shows the cosine of the $`K_S^0`$ polar angle for $`K_S^0K_L^0`$ events from $`J/\psi `$ decays; good agreement between data and Monte Carlo simulation is observed. This indicates that the input angular distribution in the Monte Carlo generator is correct.

### V.6 Other systematic errors

The $`K_S^0`$ momentum distribution is also fitted between 1.2 and 1.6 GeV/$`c`$ with a Gaussian smeared Breit-Wigner for the $`\overline{K}^{}(892)^0K^0+c.c.`$ signal, a Gaussian for the $`K_S^0K_L^0`$ signal, and a first order polynomial for the background. The number of events obtained changes from the result of the previous fit by 3.3%. This is taken as the systematic error due to the uncertainty in the background shape. The number of $`J/\psi `$ events used in this analysis is taken from Ref. fangss , and an uncertainty of 4.72% is used as the systematic error. The systematic error on the branching ratio used, $`(K_S^0\pi ^+\pi ^{})`$ is obtained from the Particle Data Group pdg  directly.

### V.7 Total systematic error

Table. 1 lists the systematic errors from all sources, as well as the correction factor to the Monte Carlo efficiency. The total correction factor is 0.772, and the total systematic error is 7.2%.

## VI Results and discussion

The branching ratio of $`J/\psi K_S^0K_L^0`$ can be calculated from

$$(J/\psi K_S^0K_L^0)=\frac{n^{obs}/(\epsilon f)}{N_{J/\psi }(K_S^0\pi ^+\pi ^{})}.$$

Using numbers from above (summarized in Table 2), one gets

$$(J/\psi K_S^0K_L^0)=(1.82\pm 0.04\pm 0.13)\times 10^4,$$

where the first error is statistical and the second is systematic. This branching ratio is significantly larger than the world average pdg  ($`(1.08\pm 0.14)\times 10^4`$), which is the combined result of the DMII dm2exp  and MARKIII mk3pp  measurements.

Comparing with the corresponding branching ratio of $`\psi (2S)K_S^0K_L^0`$ ($`(5.24\pm 0.47\pm 0.48)\times 10^5`$bes2kskl , and considering the common errors which cancel out in the calculation of the ratio between the two branching ratios, one obtains

$$Q_h=\frac{(\psi (2S)K_S^0K_L^0)}{(J/\psi K_S^0K_L^0)}=(28.2\pm 3.7)\%.$$

This number deviates from the pQCD predicted “12% rule” by more than 4 standard deviation. Of particular interest is that $`\psi (2S)`$ decays are enhanced in this channel, while in almost all other channels where deviations from the “12% rule” are observed, $`\psi (2S)`$ decays are suppressed.

The branching ratio of $`K_S^0K_L^0`$, along with the branching ratios of $`J/\psi \pi ^+\pi ^{}`$ ($`(1.47\pm 0.23)\times 10^4`$) and $`J/\psi K^+K^{}`$ ($`(2.37\pm 0.31)\times 10^4`$) from previous measurements pdg , can be used to extract the phase angle difference between the strong and electromagnetic amplitudes of $`J/\psi `$ decays into pseudoscalar meson pairs. Neglecting the contribution of the continuum in the $`\pi ^+\pi ^{}`$ and $`K^+K^{}`$ modes, one finds the phase is $`\pm (103\pm 7)^{}`$ wymzprl . It should be noted that, since the branching ratio of $`J/\psi K_S^0K_L^0`$ is found significantly larger than previously measured ones, the branching ratios of $`J/\psi \pi ^+\pi ^{}`$ and $`J/\psi K^+K^{}`$ should also be reexamined.

## VII Summary

The flavor SU(3) breaking process $`J/\psi K_S^0K_L^0`$ is measured with improved precision using BESII data at the $`J/\psi `$ energy, and the branching ratio is determined to be $`(J/\psi K_S^0K_L^0)=(1.82\pm 0.04\pm 0.13)\times 10^4`$, which is significantly larger than previous measurements. Comparing $`(\psi (2S)K_S^0K_L^0)`$ with this number, the former is enhanced relative to the pQCD “12% rule” by more than 4$`\sigma `$. The phase difference between the strong and electromagnetic decays of the $`J/\psi `$ into pseudoscalar meson pairs is determined.

###### Acknowledgements.

The BES collaboration thanks the staff of BEPC for their hard efforts. This work is supported in part by the National Natural Science Foundation of China under contracts Nos. 19991480, 10225524, 10225525, the Chinese Academy of Sciences under contract No. KJ 95T-03, the 100 Talents Program of CAS under Contract Nos. U-11, U-24, U-25, and the Knowledge Innovation Project of CAS under Contract Nos. U-602, U-34(IHEP); by the National Natural Science Foundation of China under Contract No. 10175060 (USTC); and by the Department of Energy under Contract No. DE-FG03-94ER40833 (U Hawaii).


text:
# The analytic structure of 2D Euler flow at short times

## 1 Introduction

In early September 2001 one of the authors (UF) attended the Zakopane meeting on Tubes, Sheets and Singularities (Bajer and Moffat, 2003) which was also attended by Richard Pelz. There were many discussions about the issue of finite-time blowup for 3D incompressible Euler flow. Richard, who had studied a flow introduced by Kida (1985), had evidence in favor of blowup but one could not rule out that the highly special structure of this flow would lead to quasi-singular intermediate asymptotics. The three authors of this paper then decided to embark in a long-term project aimed at getting strong evidence for or against blowup for a wide class of flows encompassing the Taylor–Green flow (Brachet et al., 1983) and the Kida–Pelz vortex (Kida, 1985; Pelz, 1997; Pelz and Gulak, 1997; Pelz, 2001), namely space-periodic flow with or without symmetry having initially only a few Fourier harmonics. Such initial flow is not only analytic but also entire: there is no singularity at finite distance in the whole complex spatial domain.

As has been known since the mathematical work of Bardos, Benachour and Zerner (1976), any real finite-time singularity is preceded by complex-space singularities approaching the real domain and which can be detected and traced using Fourier methods (Sulem, Sulem and Frisch, 1983; Frisch, Matsumoto and Bec, 2003). This method is traditionally carried out by spectral simulations which run out of steam when the distance $`\delta (t)`$ from the real domain to the nearest complex-space singularity is about two meshes. We pointed out in a recent paper (Frisch, Matsumoto and Bec, 2003, henceforth referred to as FMB), which also reviews the issue of blowup, that it may be possible to extend the method of tracing of complex singularities by performing a holomorphic transformation mapping singularities away from the real domain and, perhaps doing this recursively. This is the basic idea of the spectral adaptive method which aims at combining the extreme accuracy of spectral methods with the local mesh refinement permitted by adaptive methods.

In one dimension the complex-space singularities of PDE’s are isolated points, at least in the simplest cases, as for the Burgers equation. In higher dimension they are extended objects, such as complex manifolds. Understanding the nature and the geometry of such singularities is a prerequisite for mapping them away. Many aspects can already be investigated in the two-dimensional case for which we know not only that blowup is ruled out, but we also know that the flow stays a lot more regular than predicted by rigorous lower bounds (basically $`\delta (t)`$ seems to decrease exponentially whereas the bound is a double exponential in time). In FMB we gave some evidence that in 2D the complex singularities are on a smooth manifold, but the nature of the singularities was not very clear and in particular the issue of finiteness vs. blowup of the complex vorticity was moot.

In FMB we also pointed out that the issue of singularities can be simplified if we limit ourselves to short times. Let us briefly recall the setting. We start with the 2-D Euler equation written in stream function formulation

$$_t^2\psi =J(\psi ,^2\psi ),$$
(1)
where $`J(f,g)_1f_2g_1g_2f`$. As in FMB, we focus on the two-mode initial condition

$$\psi _0(𝒙)=\mathrm{cos}(x_1)+\mathrm{cos}(2x_2),$$
(2)
one of the simplest initial condition having nontrivial Eulerian dynamics. The solution $`\psi (𝒛,t)`$, obtained by analytic continuation to complex locations $`𝒛=𝒙+i𝒚`$, is expected to have singularities at large imaginary values when $`t`$ is small. If one focuses on the quadrant $`y_1+\mathrm{}`$ and $`y_2+\mathrm{}`$, an asymptotic argument given in FMB suggests looking at solutions satisfying the similarity ansatz

$`\psi (𝒛,t)`$ $`=`$ $`(1/t)F(\stackrel{~}{𝒛}),`$ (3)
$`\stackrel{~}{𝒛}`$ $`=`$ $`(\stackrel{~}{z}_1,\stackrel{~}{z}_2)(z_1+i\mathrm{ln}t,z_2+(i/2)\mathrm{ln}t).`$ (4)
Substitution in (1) gives the similarity equation

$$\stackrel{~}{}^2(1+i\stackrel{~}{}_1+(i/2)\stackrel{~}{}_2)F=\stackrel{~}{J}(F,\stackrel{~}{}^2F),$$
(5)
where the overscript tilde means that the partial derivatives are taken with respect to the new variables. The initial condition (2) becomes a boundary condition

$$F(\stackrel{~}{𝒛})\frac{1}{2}\left(\mathrm{e}^{i\stackrel{~}{z}_1}+\mathrm{e}^{2i\stackrel{~}{z}_2}\right),\stackrel{~}{y}_1\mathrm{},\stackrel{~}{y}_2\mathrm{}.$$
(6)
Note that (5) has no time variable. Its solution can be shown to be analytic for sufficiently negative $`\stackrel{~}{y}_1`$ and $`\stackrel{~}{y}_2`$. If it has singularities in the real or complex domain then, by (4), the solution of the original Euler equation should have short-time singularities at a distance $`\delta (t)\mathrm{ln}(1/t)`$.111This law, for flow having initially a finite number of Fourier modes, was first derived for the one-dimensional Burgers equation and conjectured to apply also to the multi-dimensional incompressible Euler equation (Frisch, 1984).

The outline of the present paper is as follows. In Section 2 we check the logarithmic law for $`\delta (t)`$ and thus the validity of the similarity ansatz. In Section 3 we develop a new technique for solving the similarity equation (5) in both the real and complex domains. In Section 4 we present numerical results on the nature and the geometry of the singularities. In Section 5 we show how to actually construct the singular manifold from the Fourier transform of the solution. In Section 6 we make some concluding remarks.

## 2 Numerical validation of the short-time behavior

The standard way of measuring the distance $`\delta `$ of the nearest complex-space singularity (also called the width of the analyticity strip) is to use the method of tracing (Sulem, Sulem and Frisch, 1983). Indeed, the spatial Fourier transform $`\widehat{v}_𝒌`$ of a periodic function $`v(𝒙)`$ has its modulus decreasing at large wavenumbers $`k|𝒌|`$ as $`e^{\delta k}`$ in both one and several space dimensions. More precisely, for each direction $`\widehat{𝒌}𝒌/k`$, the modulus of the Fourier transform decreases as $`e^{\delta _{\widehat{𝒌}}k}`$; the width of the analyticity strip is then the minimum over all directions $`\widehat{𝒌}`$ of $`\delta _{\widehat{𝒌}}`$ which – by a steepest descent argument – also controls the high-$`k`$ decrease of the angle average of the modulus of the Fourier transform.222For the way $`\delta _{\widehat{𝒌}}`$ is related to the singular manifold in the two-dimensional case, see Section 5.

Accurate measurement of the width of the analyticity strip $`\delta `$ gets difficult when it becomes smaller than a few meshes, so that there is not enough resolution to see long exponential tails (Brachet et al., 1983). A different difficulty appears when $`\delta `$ is very large and the Fourier transform decreases so rapidly that it gets lost in roundoff noise at rather small $`k`$’s. To check on the logarithmic law of variation of $`\delta (t)`$ at short times for the full time-dependent Euler equation (1), we have to face the latter difficulty. To overcome it, we employed a 90-digit multiprecision spectral calculation333All multiprecision calculations in this paper were done using the package MPFUN90 (Bailey, 1995). with the number of grid points ranging from $`64^2`$ to $`128^2`$ The temporal scheme is fourth order Runge-Kutta. Fig. 1 shows the $`k`$ dependence at various short times of the angular averages444More precisely, we use “shell-summed averages”, defined at the beginning of Section 4. of the modulus of the Fourier transform of the velocity $`𝒗(_2\psi ,_1\psi )`$, where $`_1`$ and $`_2`$ are the derivatives with respect to $`x_1`$ and $`x_2`$. Note that there is a strong odd-even wavenumber oscillation. This has to do with the interference of two complex singularities separated by $`\pi `$ in the $`x_2`$ direction (a consequence of a symmetry of the initial condition).

A very clean exponential decrease is observed for even wavenumbers. This allows the measurement of $`\delta (t)`$ for hundreds of values of $`t`$ covering a very wide range, as shown in Fig. 2 in log-lin coordinates.

It is seen that, up to approximately $`t=10^2`$, the logarithmic law is satisfied over eight decades, a range which could not be achieved without the use of very high-precision computations.

## 3 Solving the similarity equation

We are interested in space-periodic solutions to (5) satisfying the boundary condition (6). This problem can be solved exactly using Fourier series

$$F(𝒛)=\underset{k_1=\mathrm{}}{\overset{\mathrm{}}{}}\underset{k_2=\mathrm{}}{\overset{\mathrm{}}{}}\widehat{F}_{k_1,k_2}e^{i(k_1z_1+k_2z_2)}.$$
(7)
Note that we have dropped all tildes on the space variables since from now on we will work exclusively with the similarity variables. Obviously, the boundary condition (6) allows the presence only of Fourier harmonics with wavevectors in the quadrant $`(k_10,k_20)`$. After (5) is rewritten in terms of the Fourier coefficients of $`F`$, the multiplications appearing in the Jacobian go over into simple convolutions with only finitely many terms, because all wavevectors involved must have non-positive components. It follows that, for integer $`n1`$, all Fourier coefficients for wavevectors which are on the line $`2k_1+k_2=2(n+1)`$ (see Fig. 3)

are expressible in terms of the finitely many Fourier coefficients with wavevectors lying above this line. More precisely, for any point P on this line, the region of dependence is the grey-shaded rectangle. Specifically, we define the selective Fourier sum over this line

$$F_n(𝒛)\underset{\sigma =0}{\overset{n+1}{}}\widehat{F}_{\sigma ,2(n+1\sigma )}e^{i(\sigma z_1+2(n+1\sigma )z_2)},$$
(8)
so that

$$F(𝒛)=\underset{n=0}{\overset{\mathrm{}}{}}F_n(𝒛).$$
(9)
From (5) we then obtain the recursion relations

$$^2F_{n+1}=\frac{1}{n+1}\underset{r=0}{\overset{n}{}}J(F_r,^2F_{nr}),$$
(10)
with

$$F_0(𝒛)=\frac{1}{2}\left(e^{iz_1}+e^{2iz_2}\right).$$
(11)
Equation (10) can then be rewritten as a set of algebraic equations for the Fourier coefficients:

$`\widehat{F}_{k_1,k_2}`$ $`=`$ $`{\displaystyle \underset{p_1=k_1}{\overset{0}{}}}{\displaystyle \underset{p_2=k_2}{\overset{0}{}}}T_𝒌(𝒑)\widehat{F}_{p_1,p_2}\widehat{F}_{k_1p_1,k_2p_2},`$ (12)
$`T_𝒌(𝒑)`$ $``$ $`{\displaystyle \frac{2}{2k_1+k_2+2}}{\displaystyle \frac{|𝒌𝒑|^2(𝒑𝒌)}{|𝒌|^2}},`$ (13)
where $`𝒌𝒌^{}k_1k_2^{}k_2k_1^{}`$. One could solve the Poisson equations (10) which recursively define the $`F_n`$’s using FFT methods as in Brachet et al. (1983). Alternatively – and this is the method used here – equations (12)-(13) can be used to calculate recursively the exact expressions of all the Fourier coefficients. The first two $`F_n`$’s are

$`F_1(𝒛)`$ $`=`$ $`{\displaystyle \frac{3}{10}}e^{i(z_1+2z_2)},`$ (14)
$`F_2(𝒛)`$ $`=`$ $`{\displaystyle \frac{3}{340}}e^{i(z_1+4z_2)}+{\displaystyle \frac{3}{40}}e^{i(2z_1+2z_2)}.`$ (15)
We have numerically determined the $`F_n`$’s for $`n`$ up to $`n_{\mathrm{max}}=1500`$, using quadruple-precision (35-digit) accuracy. As we shall see in the next section, lower accuracy would give spurious results. From (12) and (13), the $`\widehat{F}_{k_1,k_2}`$ are obviously real. Furthermore, we find numerically that their signs alternate: specifically $`(1)^{k_1}\widehat{F}_{k_1,k_2}0`$, for all $`(k_1,k_2)`$ except $`(1,0)`$.

## 4 Numerical results on singularities

We shall work here mostly with shell-summed (Fourier) amplitudes. For a given periodic function $`f`$, we define its shell-summed amplitude as

$$A_K^{(f)}\underset{K|𝒌|<K+1}{}|\widehat{f}_𝒌|,$$
(16)
where the $`\widehat{f}_𝒌`$ are the Fourier coefficients of $`f`$. The shell-summed amplitudes for the solution $`F`$ to the similarity equation (5) can be calculated, in principle exactly, for all wavenumbers $`K`$ such that $`K+1<k_{\mathrm{max}}`$ where $`k_{\mathrm{max}}=(2/\sqrt{5})(n_{\mathrm{max}}+1)`$, this being the radius of the largest disk centered at the origin and contained in the triangular region of Fig. 3.

Fig. 4 shows, as a function of $`K`$, the shell-summed amplitude of $`F`$ for $`n_{\mathrm{max}}=1500`$. As seen in Fig. 4(a), the results obtained with 15 and 35 digit precisions differ markedly beyond wavenumber 800. Even the 35-digit calculation becomes unreliable beyond wavenumber 1300. In FMB, when we discussed results about singularities without resorting to short-time asymptotics, we reported various difficulties: the need to perform a kind of Krasny filtering (Krasny, 1986; Majda and Bertozzi, 2001; Caflisch, Hou and Lowengrub, 1999) and our failure to improve the range of scaling by going to resolutions higher than $`512^2`$. It is now clear that the key to clean results is to use high precision.

We fit the shell-summed amplitude of $`F`$ by a function of the form $`CK^\alpha \mathrm{exp}(\delta K)`$ and find the best fit to be $`0.5K^{2.16}\mathrm{exp}(0.0065K)`$, as shown in Fig. 4(b). The fit is done by least squares in the lin-log representation over the interval $`0K1100`$.

Hence, the solution to the similarity equation has complex-space singularities, the closest one being within $`\delta 0.0065`$. This relatively small value, for an equation in which all the coefficients are order unity, is accidental and can be changed by slightly modifying the coefficients in front of the two harmonics in the initial condition (2) and in (11), as will be shown later in this section.

The angular dependence of the mode amplitude at high wavenumbers can also be obtained. Fig. 5 shows that $`|\widehat{F}_𝒌|`$ decreases exponentially with $`k|𝒌|`$ for a given direction $`\widehat{𝒌}=(\mathrm{cos}\theta ,\mathrm{sin}\theta )`$.555Actually, we sum over all Fourier modes for which $`\widehat{𝒌}`$ is within $`\pi /100`$ of the direction $`\theta `$. We see that the logarithmic decrement, denoted by $`\delta (\theta )`$, varies strongly with $`\theta `$. Its variation is shown in Fig. 6 for $`\pi <\theta <3\pi /2`$, that is over the third angular quadrant where $`k_1`$ and $`k_2`$ are negative.666At the edges of this quadrant $`\delta (\theta )`$ becomes infinite (W. Pauls, private communication), but this is hidden by the slight angular averaging. Obviously, the width of the analyticity strip is

$$\delta =\underset{\theta }{\mathrm{min}}\delta (\theta ),$$
(17)
the minimum being achieved in the most singular direction $`\theta =\theta _{}`$, such that $`\mathrm{tan}\theta _{}1.62`$. The function $`\delta (\theta )`$ can be related to the singular manifold (see Section 5).

As in one dimension, the prefactor of the exponential in the shell-averaged amplitude $`A_K^{(F)}`$ contains information about the nature of the singularities. In the inset of Fig. 4 we see about one decade of power-law scaling before the exponential falloff. This range can be increased by moving closer to the singularity, more precisely to the point $`𝒛_{}`$ on the singular manifold closest to the real domain which has imaginary part $`\mathrm{Im}𝒛_{}=(y_1,y_2)`$ with $`y_1=\delta \mathrm{cos}\theta _{}`$ and $`y_2=\delta \mathrm{sin}\theta _{}`$. Such an imaginary shift produces a function $`F^{(h)}`$ whose Fourier coefficients are obtained by multiplying the Fourier coefficients of $`F`$ by $`\mathrm{exp}\left(hk_1\mathrm{cos}\theta _{}+hk_2\mathrm{sin}\theta _{}\right)`$, where $`0<h<\delta `$.777Note that, in the short-time asymptotics, an imaginary shift $`(h_1,h_2)`$ amounts to changing the initial condition (2) into $`\psi _0(𝒛)=e^{h_1}\mathrm{cos}(z_1)+e^{2h_2}\mathrm{cos}(2z_2)`$ within terms irrelevant for $`y_1+\mathrm{}`$ and $`y_2+\mathrm{}`$. Fig. 7 shows shell-summed amplitudes of $`F^{(h)}`$ for four values of $`h`$. For $`h=\delta `$ more than two decades of power-law scaling is seen with an exponent somewhere between $`2.0`$ and $`2.2`$. This clean scaling evidence has an important consequence for the vorticity on the singular manifold (see below).

To gain additional insight, we now show results in physical space in terms of the real and imaginary parts of the vorticity $`\omega ^2F`$.888Since the Fourier transform is real and supported in the quadrant $`(k_10,k_20)`$ there are actually Kramers–Kronig relations between the real and imaginary parts. For this we limit ourselves to $`n_{\mathrm{max}}=1000`$. As a consequence, $`k_1`$ runs from $`1001`$ to 0, while $`k_2`$ varies from $`2002`$ to 0. We use an FFT program with $`4096^2`$ grid points. Fig. 8 shows contours of the real and imaginary parts

of the vorticity. The symmetries seen are a consequence of dynamically preserved symmetries in the initial condition (2). Near the center $`x_1=\pi ,x_2=\pi `$ there is a highly anisotropic large-amplitude sheet-like structure which can be interpreted as the manifestation of a smooth singular manifold which gets within roughly four meshes of the real domain.999This manifold will actually be constructed explicitly in Section 5. By far, the fastest vorticity variation is obtained perpendicularly to the sheet-like structure, in the most singular direction $`\theta _{}`$. Fig. 9 shows the variation of the vorticity along a cut through $`x_1=\pi ,x_2=\pi `$ in the most singular direction. It is seen that the vorticity becomes rather large (around 40 for the real part). The behavior of the real part near the peak, as a function of the distance $`s`$ to the peak is very roughly as $`1/|s|`$ as seen in Fig. 10.

It is also of interest to show the variation of the vorticity in the $`(y_1,y_2)`$-plane, that is $`\omega _{}(y_1,y_2)\omega (\pi +iy_1,\pi +iy_2)`$. Symmetry implies that this is a real quantity which, by (7), can be written as

$`\omega _{}(y_1,y_2)`$ $`=`$ $`{\displaystyle \underset{k_1=\mathrm{}}{\overset{0}{}}}{\displaystyle \underset{k_2=\mathrm{}}{\overset{0}{}}}(1)^{k_1}k^2\widehat{F}_{k_1,k_2}e^{(k_1y_1+k_2y_2)},`$ (18)
$`k^2`$ $`=`$ $`k_1^2+k_2^2.`$
The latter can be viewed as a double power series in the variables $`w_1e^{y_1}`$ and $`w_2e^{y_2}`$. The alternating sign property of the $`\widehat{F}_{k_1,k_2}`$ mentioned at the end of Section 3 implies that all the coefficients $`(1)^{k_1}k^2\widehat{F}_{k_1,k_2}`$ are nonnegative for $`k_1<1`$. It is well known that if a power series in one variable with nonnegative coefficients defines an analytic function with singularities, then the nearest singularity to the origin is on the real positive axis (Vivanti’s theorem, see, e.g., Dienes, 1931). Here we expect that there will be a whole singular curve in the $`(y_1,y_2)`$-plane. The Fourier series can be used to calculate $`\omega _{}(y_1,y_2)`$, at least within the disk $`y_1^2+y_2^2<\delta ^2`$. Fig. 11 shows contours

of $`\omega _{}`$ in and around this disk. The contours are almost straight lines perpendicular to the most singular direction, because $`\delta `$ is very small. The variation of $`\omega _{}`$ along the the most singular direction as a function of the distance $`y`$ to the origin is shown in Fig. 12. When plotted as a function of the distance $`\delta y`$ to the nearest singularity $`(y_1,y_2)=\delta (\mathrm{cos}\theta _{},\mathrm{sin}\theta _{})`$, it follows roughly a power law with an exponent close to $`3/4`$ over almost two decades. We observe that the vorticity reaches values around 200. Peak values between 100 and 200 and a scaling exponent close to $`3/4`$ are also obtained for the behavior of $`\omega _{}`$ near other points of the singular manifold (to be defined precisely in the next section). We observe that there may be an inconsistency between the exponent observed in the real direction which is roughly $`1`$ (Fig. 10) and the exponent $`3/4`$ observed in the imaginary direction (Fig. 12) since the vorticity, being analytic, should have the same scaling. The singularities being contained in the imaginary plane above $`x_1=\pi ,x_2=\pi `$, at least a few meshes away from the real domain, the scaling in the imaginary direction is expected to be more reliable.

Actually, there is strong evidence for the vorticity being infinite at $`(y_1,y_2)`$ coming from the behavior of the shell-summed amplitudes. Indeed, we know (i) that all the terms in the double sum (18) are nonnegative and (ii) that the shell-summed stream function amplitude decreases nearly as $`k^2`$ over two decades or more (Fig. 7). It follows that the shell-sums for the vorticity at $`(y_1,y_2)`$ are almost $`k`$-independent and thus, when we sum over $`k`$, we get an infinite value.

## 5 The singular manifold

In one dimension it is well known that the high-wavenumber asymptotics of the Fourier transform of an analytic periodic function is governed by the singularities nearest to the real domain (see, e.g., Carrier, Krook and Pearson, 1966; Frisch and Morf, 1981). This has a non-trivial extension to more than one dimension when the function has singularities on a complex manifold $`𝒮`$ determined by an equation $`S(𝒛)=0`$; let us sketch this in the two-dimensional case. Consider a periodic analytic function $`F(𝒛)`$ given by the Fourier series (7). The Fourier coefficients are given by the double integral over the real periodicity domain

$$\widehat{F}_{k_1,k_2}=\frac{1}{(2\pi )^2}𝑑x_1𝑑x_2e^{i(k_1x_1+k_2x_2)}F(𝒙).$$
(19)
Let us set $`k_1=k\mathrm{cos}\theta `$ and $`k_2=k\mathrm{sin}\theta `$. We are interested in the behavior of $`\widehat{F}_{k_1,k_2}`$ when $`k\mathrm{}`$ for a given direction defined by the angle $`\theta `$. For this we change coordinates from $`(x_1,x_2)`$ to $`(x_{},x_{})`$ chosen, respectively, parallel and perpendicular to $`𝒌`$. Note that the exponential in (19) involves only $`x_{}`$. Hence (19) can be rewritten as a one-dimensional Fourier transform

$`\widehat{F}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑x_{}e^{ikx_{}}g_\theta (x_{})}`$ (20)
$`g_\theta (x_{})`$ $``$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑x_{}F(x_{}\widehat{𝒌}+x_{}\widehat{𝒌}_{})},`$ (21)
where $`\widehat{𝒌}𝒌/k`$ and $`\widehat{𝒌}_{}`$ is $`\widehat{𝒌}`$ rotated by $`+\pi /2`$. It follows from (20) that, for $`k\mathrm{}`$, $`\widehat{F}e^{ikz_{}^{}}`$ where $`z_{}^{}`$ is the singularity of $`g_\theta (z_{})`$ in the complex $`z_{}`$ plane nearest to the real domain and with negative imaginary part.101010For simplicity, we are ignoring algebraic prefactors which depend on the nature of the singularity. Hence $`|\widehat{F}|e^{k\delta (\theta )}`$ where $`\delta (\theta )=\mathrm{Im}z_{}^{}`$.

How do we obtain the singularities of $`g_\theta (z_{})`$, given by the integral (21)? For some (complex) $`z_{}`$ there may be singularities of $`F(z_{}\widehat{𝒌}+z_{}\widehat{𝒌}_{})`$ for real $`z_{}`$. They can however be avoided by shifting the contour of integration away from the real $`z_{}`$ axis. If we change $`z_{}`$, this will work as long as the contour does not get pinched between two (or more) coalescing singularities (the pinching, generically, does not take place on the real $`z_{}`$ axis). Assuming that the singular manifold $`𝒮`$ can be represented by $`S_\theta (z_{},z_{})=0`$ in the $`z_{}`$ and $`z_{}`$ variables, a necessary condition for this pinching is a double root in $`z_{}`$, i.e. $`S_\theta =0`$ and $`S_\theta /z_{}=0`$. This system of two equations has discrete solutions $`(z_{}^{},z_{}^{})`$, one of which will control the asymptotics. In an earlier version of this paper (available at http://arxiv.org/pdf/nlin.CD/0310044v1) we stated that the pinching argument may already be known. Recently W. Pauls pointed out to us that it has already been used in a special case by Henri Poincaré (see Sections 94–96 of Poincaré, 1899) and has later been generalized by Tsikh (1993).

All this simplifies considerably for the function $`F`$, the solution of the similarity equation. Indeed, all the relevant singularities have real part at the point $`(\pi ,\pi )`$ and we can restrict everything to the pure imaginary plane $`(y_1,y_2)`$ passing through this point. Let the restriction111111If, as is likely, the singular manifold is a complex analytic curve, it depends on one complex parameter or on two real ones; hence it cannot be entirely in the $`(y_1,y_2)`$-plane. of the singular manifold to this plane have the parametric representation $`y_1(\theta ),y_2(\theta )`$, where $`y_1`$ and $`y_2`$ are differentiable functions of the parameter $`\theta `$, chosen in such a way that the angle between the $`y_1`$ axis and the tangent at the singular manifold is $`\theta +\pi /2`$. We obviously have

$$\frac{dy_2}{dy_1}=\frac{1}{\mathrm{tan}\theta }.$$
(22)
This representation is convenient because the aformentioned condition of having a double root is easily shown to express the tangency to the singular manifold of the straight line perpendicular to the direction $`\theta \pi `$ at a distance $`\delta (\theta )`$ from the origin, as illustrated in Fig. 13.121212The subtraction of $`\pi `$ is because the wavector has negative components and thus lies in the third quadrant $`\pi <\theta <3\pi /2`$.

The equation for the tangent reads

$$\delta (\theta )=y_1\mathrm{cos}(\theta \pi )+y_2\mathrm{sin}(\theta \pi ).$$
(23)
The system (22)-(23) is easily inverted (provided the singular manifold restricted to the $`(y_1,y_2)`$-plane is convex) to give

$`y_1(\theta )`$ $`=`$ $`\delta (\theta )\mathrm{cos}\theta +\delta ^{}(\theta )\mathrm{sin}\theta `$ (24)
$`y_2(\theta )`$ $`=`$ $`\delta (\theta )\mathrm{sin}\theta \delta ^{}(\theta )\mathrm{cos}\theta ,`$ (25)
where $`\delta ^{}(\theta )d\delta (\theta )/d\theta `$.

These equations allow in principle the construction of the singular manifold from the knowledge of the angular dependence of the logarithmic decrement $`\delta (\theta )`$, as given in Fig. 6.

In practice, because $`\delta (\theta )`$ changes very quickly near its minimum, this is not a very well conditioned procedure. An alternative construction by envelope of analyticity disks is now proposed. We observe that, when we replace the real plane by a parareal plane shifted by an imaginary vector $`(h_1,h_2)`$, the location on the singular manifold nearest to this parareal plane is generically different from the one nearest to the original real plane. For a general 2D problem without special symmetry, the singular manifold is a one-dimensional complex manifold, and thus may be parametrized with two real variables, e.g. $`h_1`$ and $`h_2`$. For the special case considered here, we can work in the $`(y_1,y_2)`$ plane and draw around each point $`(h_1,h_2)`$ an analyticity disk of radius $`\delta (h_1,h_2)`$. The latter is determined as the logarithmic decrement of the shell-summed average of $`\mathrm{exp}(k_1h_1+k_2h_2)\widehat{F}_{k_1,k_2}`$, where the exponential factor is the consequence in Fourier space of the imaginary translation $`(ih_1,ih_2)`$.131313These imaginary shifts introduce a bias similar to what is done in the Cramér (1938) derivation of the law of large deviations. It is easily shown that

$$\delta (h_1,h_2)=\underset{\theta }{\mathrm{min}}\left(\delta (\theta )h_1\mathrm{cos}\theta h_2\mathrm{sin}\theta \right),$$
(26)
where $`\delta (\theta )`$ is the logarithmic decrement in the direction $`\theta `$, defined in Section 4. Since $`\delta (\theta )`$ is rather poorly determined, it is better to measure $`\delta (h_1,h_2)`$ directly. We perform this calculation for 305 choices of the pair $`(h_1,h_2)`$, taken on a regular grid. The shell-summed averages are fitted to an exponential with an algebraic prefactor. Only points displaying decreasing exponentials, i.e., located below the singular manifold are kept. The result is shown in Fig. 14, where the singular manifold emerges as the envelope of all the analyticity disks. Let us finally observe that the method of analyticity disks can be generalized to problems without any special symmetry; this will be discussed elsewhere.

## 6 Concluding remarks

Let us now summarize what we have learned about singularities for the similarity equation (5) governing the short-time asymptotics. First, we remind the reader that for one-dimensional problems, complex-space singularities can be at isolated points but need not: for nonintegrable ODE’s they often form fractal natural boundaries (Chang, Tabor and Weiss, 1982). In two dimensions or higher, isolated singularities are ruled out: the singular set is a complex manifold (or worse). In the present case, the evidence is that the singularities are on a smooth and probably analytic one-dimensional complex manifold. This was already conjectured in FMB on the basis of numerical results for the full time-dependent Euler equation. Now, we have an explicit construction of the singular manifold by the method of envelope of analyticity disks (Section 5), which gives strong numerical evidence for smoothness.

The very clean scaling we have observed for the Fourier transform of the solution near the singularity (Fig. 7) implies that the vorticity is infinite on the singular manifold Since in 2D the vorticity is conserved along Lagrangian fluid trajectories (both in the real and the complex domain), this result strongly suggests that the singular manifold is mapped to complex infinity by the inverse Lagrangian map.141414Note that this does not imply the absence of complex-space singularities in Lagrangian coordinates: fluid particles situated initially at finite complex locations can be mapped to infinity later on (Pauls and Matsumoto, 2005).

We have studied here a special flow, whose two-mode initial condition given by (2) has a center of symmetry at $`(\pi ,\pi )`$. Such symmetries are hard to avoid when using a minimal number of Fourier modes. At short times, the symmetry constrains the complex-space singularity nearest to the real domain to have the real part of its location at $`(x_1,x_2)=(\pi ,\pi )`$. In FMB we have shown that this ceases to be the case at later times. We do of course hope that there is something universal in the nature of the singularities, be it only their very existence. We must however stress that in the present case we have a singular manifold with a continuous piece and not just isolated points when $`(x_1,x_2)=(\pi ,\pi )`$. This is definitely non-generic, since a manifold with complex dimension 1 may be viewed as a two-dimensional real manifold in four-dimensional real space. When higher-order harmonics are added to the initial condition (2), the situation becomes more complicated and the short-time asymptotic equation will in general depend on the ratio $`y_2/y_1`$, that is on the direction in which the imaginary coordinates become large.

Let us finally point out that one particularly challenging problem is to actually prove that there are singularities in the complex domain: at the moment we are not aware of a single instance of a solution to the incompressible Euler equation with smooth initial data for which the existence of a singularity (real or complex) is demonstrated. In the present case, the proof may be facilitated by the observation made in Section 4 that, in the $`(y_1,y_2)`$-plane the vorticity is real and can be represented as a double power series with (apparently) nonnegative coefficients. A lower bound on these coefficient – which are obtained from the solutions of the recurrence relations (12) – could lead to such a proof.

Acknowledgments
We are grateful to Walter Pauls, Tetsuo Ueda and Vladislav Zheligovsky for useful remarks. Computational resources were provided by the Yukawa Institute (Kyoto). This research was supported by the European Union under contract HPRN-CT-2000-00162 and by the Indo-French Centre for the Promotion of Advanced Research (IFCPAR 2404-2). TM was supported by the Grant-in-Aid for Young Scientists \[(B), 15740237, 2003\] and the Grant-in-Aid for the 21st Century COE “Center for Diversity and Universality in Physics” from the Japanese Ministry of Education and received also partial support from the French Ministry of Education. JB acknowledges support from the National Science Foundation under Agreement No. DMS-9729992.